# EDGAR Filing Document

**Accession Number:** 0000729528
**File Stem:** 0001145549-23-011780
**Filing Date:** 2023-2
**Character Count:** 132437
**Document Hash:** 4accebd73f7abfcb2adf34e717996e24
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-23-011780.hdr.sgml**: 20230227

**ACCESSION NUMBER**: 0001145549-23-011780

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230227

**DATE AS OF CHANGE**: 20230227

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** AMERICAN FUNDS INSURANCE SERIES
- **CENTRAL INDEX KEY:** 0000729528
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-03857
- **FILM NUMBER:** 23675742

**BUSINESS ADDRESS:**
- **STREET 1:** 333 S HOPE ST - 55TH FL (MICG)
- **CITY:** LOS ANGELES
- **STATE:** CA
- **ZIP:** 90071
- **BUSINESS PHONE:** 213-486-9200

**MAIL ADDRESS:**
- **STREET 1:** 333 S HOPE ST - 55TH FL (MICG)
- **CITY:** LOS ANGELES
- **STATE:** CA
- **ZIP:** 90071

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** AMERICAN FUND INSURANCE SERIES
- **DATE OF NAME CHANGE:** 20010829

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** AMERICAN VARIABLE INSURANCE SERIES
- **DATE OF NAME CHANGE:** 19920703

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** AMERICAN PATHWAY FUND
- **DATE OF NAME CHANGE:** 19880531

## Series and Classes Contracts Data

### Capital World Growth and Income Fund (Series ID: S000013710)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000037623 | Class 1      |  |
| C000037624 | Class 2      |  |
| C000121514 | Class 4      |  |
| C000176246 | Class 1A     |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** AMERICAN FUNDS INSURANCE SERIES

- **b. Investment Company Act file number:** 811-03857

- **c. CIK number of Registrant:** 0000729528

- **d. LEI of Registrant:** 5493006ZFTN01BKM5294

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

  - **Street Address 1:** 333 South Hope Street

  - **City:** Los Angeles

  - **State:** CA

  - **Foreign country:** US

  - **Zip / Postal Code:** 90071

  - **Telephone number:** 9499755000

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

- **a. Name of Series:** Capital World Growth & Income Fund

- **b. EDGAR series identifier (if any):** S000013710

- **c. LEI of Series:** LQ04W2HWI5RNHQAJLX76

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $1734590665.51

**Total Liabilities:** $6314473.22

**Net Assets:** $1728276192.29

**Cash Not Reported:** $2498516.96

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000037623 | 6.37%                | 10.10%               | -3.29%               |
| Class ID C000037624 | 6.40%                | 10.05%               | -3.28%               |
| Class ID C000121514 | 6.27%                | 10.05%               | -3.30%               |
| Class ID C000176246 | 6.32%                | 10.08%               | -3.26%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-11066711.50            | $112218298.37                              |
| Month 2  | $-783241.59              | $165761489.17                              |
| Month 3  | $2851429.19              | $-65188949.22                              |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| STRYKER CORP                                   | STRYKER CORP                                                           | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |     28725 | NS      | $7022975.25   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| THALES SA                                      | THALES SA                                                              | CUSIP: N/A<br>LEI: 529900FNDVTQJOVVPZ19       | Long             | EC               | CORP              | FR        |     14244 | NS      | $1820902.76   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| TORONTO DOMINION BANK (THE)                    | TORONTO DOMINION BANK (THE)                                            | CUSIP: 891160509<br>LEI: PT3QB789TSUIDF371261 | Long             | EC               | CORP              | CA        |    196293 | NS      | $12709754.29  | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| TRANSDIGM GROUP INC                            | TRANSDIGM GROUP INC                                                    | CUSIP: 893641100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5844 | NS      | $3679674.60   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| AKER BP ASA                                    | AKER BP ASA                                                            | CUSIP: N/A<br>LEI: 549300NFTY73920OYK69       | Long             | EC               | CORP              | NO        |    101330 | NS      | $3158566.36   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| AKZO NOBEL NV                                  | AKZO NOBEL NV                                                          | CUSIP: N/A<br>LEI: 724500XYIJUGXAA5QD70       | Long             | EC               | CORP              | NL        |     29669 | NS      | $1979695.73   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| ALBEMARLE CORP                                 | ALBEMARLE CORP                                                         | CUSIP: 012653101<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | EC               | CORP              | US        |     11198 | NS      | $2428398.28   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ALCON INC                                      | ALCON INC                                                              | CUSIP: N/A<br>LEI: 549300LDT5AP8S0NBM78       | Long             | EC               | CORP              | CH        |     21412 | NS      | $1470672.09   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| ARISTOCRAT LEISURE LTD                         | ARISTOCRAT LEISURE LTD                                                 | CUSIP: N/A<br>LEI: 529900TE2HO3OZKYKC27       | Long             | EC               | CORP              | AU        |     39792 | NS      | $821755.33    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| APPLIED MATERIALS INC                          | APPLIED MATERIALS INC                                                  | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |     23343 | NS      | $2273141.34   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| AMCOR PLC                                      | AMCOR PLC CDI                                                          | CUSIP: N/A<br>LEI: 549300GSODGFCDQ3DI89       | Long             | EC               | CORP              | AU        |    147168 | NS      | $1764293.43   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| AMGEN INC                                      | AMGEN INC                                                              | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |     18534 | NS      | $4867769.76   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN TOWER CORP                            | AMERICAN TOWER CORP (REIT)                                             | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               | CORP              | US        |     12107 | NS      | $2564989.02   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| AMAZON.COM INC                                 | AMAZON.COM INC                                                         | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |     98471 | NS      | $8271564.00   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| AON PLC                                        | AON PLC CL A                                                           | CUSIP: N/A<br>LEI: 635400FALWQYX5E6QC64       | Long             | EC               | CORP              | IE        |     15659 | NS      | $4699892.26   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| AIR PRODUCTS & CHEMICALS INC                   | AIR PRODUCTS & CHEMICALS INC                                           | CUSIP: 009158106<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | EC               | CORP              | US        |      8996 | NS      | $2773106.96   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| APOLLO GLOBAL MANAGEMENT INC                   | APOLLO GLOBAL MANAGEMENT INC                                           | CUSIP: 03769M106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     31437 | NS      | $2005366.23   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ASTRA INTERNATIONAL TBK PT                     | ASTRA INTL (INDON)                                                     | CUSIP: N/A<br>LEI: 529900L49TRJOMG4DK47       | Long             | EC               | CORP              | ID        |   5716600 | NS      | $2082671.60   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| ASML HOLDING NV                                | ASML HOLDING NV                                                        | CUSIP: N/A<br>LEI: 724500Y6DUVHQD6OXN27       | Long             | EC               | CORP              | NL        |     48522 | NS      | $26265113.46  | 1.52%             |  |  |  | No            |                  2 | On Loan: No      |
| ASSA ABLOY AB                                  | ASSA ABLOY AB B                                                        | CUSIP: N/A<br>LEI: 549300YECS8HKCIMMB67       | Long             | EC               | CORP              | SE        |    104956 | NS      | $2258224.79   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| ATLAS COPCO                                    | ATLAS COPCO B                                                          | CUSIP: N/A<br>LEI: 213800T8PC8Q4FYJZR07       | Long             | EC               | CORP              | SE        |     89617 | NS      | $957499.72    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| BROADCOM INC                                   | BROADCOM INC                                                           | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |     91368 | NS      | $51086589.84  | 2.96%             |  |  |  | No            |                  1 | On Loan: No      |
| AXA SA                                         | AXA SA                                                                 | CUSIP: N/A<br>LEI: F5WCUMTUM4RKZ1MAIE39       | Long             | EC               | CORP              | FR        |     80016 | NS      | $2230105.49   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| AXIS BANK LTD                                  | AXIS BANK LTD                                                          | CUSIP: N/A<br>LEI: 549300HVNWMJPOFVNI41       | Long             | EC               | CORP              | IN        |    100962 | NS      | $1134798.08   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC                                | ASTRAZENECA PLC (GBP)                                                  | CUSIP: N/A<br>LEI: PY6ZZQWO2IZFZC3IOL08       | Long             | EC               | CORP              | GB        |    104122 | NS      | $14130953.84  | 0.82%             |  |  |  | No            |                  2 | On Loan: No      |
| B3 SA - BRASIL BOLSA BALCAO                    | B3 SA - BRASIL BOLSA BALCAO                                            | CUSIP: N/A<br>LEI: 4GTK5S46E6H318LMDS44       | Long             | EC               | CORP              | BR        |   3320838 | NS      | $8308777.87   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| BOEING CO                                      | BOEING CO                                                              | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EC               | CORP              | US        |     39550 | NS      | $7533879.50   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| BAE SYSTEMS PLC                                | BAE SYSTEMS PLC                                                        | CUSIP: N/A<br>LEI: 8SVCSVKSGDWMW2QHOH83       | Long             | EC               | CORP              | GB        |   1376080 | NS      | $14222048.02  | 0.82%             |  |  |  | No            |                  2 | On Loan: No      |
| BRITISH AMERICAN TOBACCO PLC                   | BRITISH AMERICAN TOBACCO PLC                                           | CUSIP: N/A<br>LEI: 213800FKA5MF17RJKT63       | Long             | EC               | CORP              | GB        |    243321 | NS      | $9653689.91   | 0.56%             |  |  |  | No            |                  2 | On Loan: No      |
| BAYER AG                                       | BAYER AG                                                               | CUSIP: N/A<br>LEI: 549300J4U55H3WP1XT59       | Long             | EC               | CORP              | DE        |     46783 | NS      | $2415523.40   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| BUNGE LTD                                      | BUNGE LIMITED                                                          | CUSIP: N/A<br>LEI: 5493007M0RIN8HY3MM77       | Long             | EC               | CORP              | US        |     52225 | NS      | $5210488.25   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| BHP GROUP LTD                                  | BHP GROUP LTD CDI                                                      | CUSIP: N/A<br>LEI: WZE1WSENV6JSZFK0JC28       | Long             | EC               | CORP              | AU        |    116082 | NS      | $3579251.57   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| BAJAJ FINANCE LTD                              | BAJAJ FINANCE LTD                                                      | CUSIP: N/A<br>LEI: 335800YTEXC3DO4Z6F68       | Long             | EC               | CORP              | IN        |     15022 | NS      | $1188945.53   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| BOOKING HOLDINGS INC                           | BOOKING HOLDINGS INC                                                   | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |      3555 | NS      | $7164320.40   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| BAKER HUGHES CO                                | BAKER HUGHES CO CL A                                                   | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    428998 | NS      | $12668310.94  | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS                                    | BNP PARIBAS                                                            | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | EC               | CORP              | FR        |     35889 | NS      | $2042347.99   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| BRENNTAG SE                                    | BRENNTAG SE                                                            | CUSIP: N/A<br>LEI: NNROIXVWJ7CPSR27SV97       | Long             | EC               | CORP              | DE        |     39862 | NS      | $2548607.90   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| BIONTECH SE                                    | BIONTECH SE ADR                                                        | CUSIP: 09075V102<br>LEI: 894500UZJ5LG1F8J1U58 | Long             | EC               | CORP              | DE        |      8468 | NS      | $1272062.96   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BUNZL PLC                                      | BUNZL PLC                                                              | CUSIP: N/A<br>LEI: 213800Q1Q9DV4L78UM09       | Long             | EC               | CORP              | GB        |     68998 | NS      | $2302967.74   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| BP PLC                                         | BP PLC                                                                 | CUSIP: N/A<br>LEI: 213800LH1BZH3DI6G760       | Long             | EC               | CORP              | GB        |    932803 | NS      | $5424468.00   | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| BHARTI AIRTEL LTD                              | BHARTI AIRTEL LTD                                                      | CUSIP: N/A<br>LEI: 335800KQ1FPKOQ84OR26       | Long             | EC               | CORP              | IN        |    357140 | NS      | $3471675.43   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| BHARTI AIRTEL LTD                              | BHARTI AIRTEL LTD PARTLY PAID 2.5                                      | CUSIP: N/A<br>LEI: 335800KQ1FPKOQ84OR26       | Long             | EC               | CORP              | IN        |     13994 | NS      | $73171.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BUREAU VERITAS SA                              | BUREAU VERITAS SA                                                      | CUSIP: N/A<br>LEI: 969500TPU5T3HA5D1F11       | Long             | EC               | CORP              | FR        |    137541 | NS      | $3619845.30   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| BLACKSTONE INC                                 | BLACKSTONE INC (NON-VOTING)                                            | CUSIP: 09260D107<br>LEI: 5299004LW4QWGZUB8Y96 | Long             | EC               | CORP              | US        |     54273 | NS      | $4026513.87   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC                                  | CITIGROUP INC                                                          | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |     60832 | NS      | $2751431.36   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPGEMINI SE                                   | CAPGEMINI SE                                                           | CUSIP: N/A<br>LEI: 96950077L0TN7BAROX36       | Long             | EC               | CORP              | FR        |     47477 | NS      | $7962554.45   | 0.46%             |  |  |  | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                            | CARRIER GLOBAL CORP                                                    | CUSIP: 14448C104<br>LEI: 549300JE3W6CWY2NAN77 | Long             | EC               | CORP              | US        |    262272 | NS      | $10818720.00  | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| CATERPILLAR INC                                | CATERPILLAR INC                                                        | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |     31794 | NS      | $7616570.64   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| CHUBB LTD                                      | CHUBB LTD                                                              | CUSIP: N/A<br>LEI: E0JAN6VLUDI1HITHT809       | Long             | EC               | CORP              | CH        |     23142 | NS      | $5105125.20   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| CROWN CASTLE INC                               | CROWN CASTLE INC (REIT)                                                | CUSIP: 22822V101<br>LEI: 54930012H97VSM0I2R19 | Long             | EC               | CORP              | US        |     39469 | NS      | $5353575.16   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| CAMECO CORP                                    | CAMECO CORP (USD)                                                      | CUSIP: 13321L108<br>LEI: N4BHALMXL3GMZKCUON55 | Long             | EC               | CORP              | CA        |     46300 | NS      | $1049621.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CAMECO CORP                                    | CAMECO CORP                                                            | CUSIP: 13321L108<br>LEI: N4BHALMXL3GMZKCUON55 | Long             | EC               | CORP              | CA        |    147245 | NS      | $3337480.83   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| CERIDIAN HCM HOLDING INC                       | CERIDIAN HCM HOLDING INC (USD)                                         | CUSIP: 15677J108<br>LEI: 549300T64GVCHFJ8L449 | Long             | EC               | CORP              | US        |     38252 | NS      | $2453865.80   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSTELLATION ENERGY CORP                      | CONSTELLATION ENERGY CORP                                              | CUSIP: 21037T109<br>LEI: 549300F8Y20RYGNGV346 | Long             | EC               | CORP              | US        |     12539 | NS      | $1080987.19   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CIE FINANCIERE RICHEMONT SA                    | COMPAGNIE FINANCIERE RICHEMONT SA A                                    | CUSIP: N/A<br>LEI: 549300YIPGJ6UX2QPS51       | Long             | EC               | CORP              | CH        |     40890 | NS      | $5291396.59   | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| CIGNA CORP                                     | CIGNA CORP                                                             | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |      6618 | NS      | $2192808.12   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| COMCAST CORP                                   | COMCAST CORP CL A                                                      | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |    225329 | NS      | $7879755.13   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| CME GROUP INC                                  | CME GROUP INC CL A                                                     | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |     27577 | NS      | $4637348.32   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| CHIPOTLE MEXICAN GRILL INC                     | CHIPOTLE MEXICAN GRILL INC                                             | CUSIP: 169656105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2122 | NS      | $2944253.78   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTENE CORP                                   | CENTENE CORP                                                           | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |    118976 | NS      | $9757221.76   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| CANADIAN NATURAL RESOURCES LTD                 | CANADIAN NATURAL RESOURCES LTD                                         | CUSIP: 136385101<br>LEI: 549300T15RIMIKZC5Q38 | Long             | EC               | CORP              | CA        |    429516 | NS      | $23851778.46  | 1.38%             |  |  |  | No            |                  1 | On Loan: —       |
| AMERICOLD REALTY TRUST INC                     | AMERICOLD REALTY TRUST INC                                             | CUSIP: 03064D108<br>LEI: 549300R7N1V5YV8MWH02 | Long             | EC               | CORP              | US        |     62231 | NS      | $1761759.61   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CONOCOPHILLIPS                                 | CONOCOPHILLIPS                                                         | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |     29431 | NS      | $3472858.00   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY LTD                   | CANADIAN PACIFIC RAILWAY LTD (USD)                                     | CUSIP: 13645T100<br>LEI: 54930036474DURYNB481 | Long             | EC               | CORP              | CA        |     31797 | NS      | $2371738.23   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| CRH PLC                                        | CRH PLC                                                                | CUSIP: N/A<br>LEI: 549300MIDJNNTH068E74       | Long             | EC               | CORP              | IE        |     60032 | NS      | $2376824.96   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| CSL LTD                                        | CSL LTD                                                                | CUSIP: N/A<br>LEI: 529900ECSECK5ZDQTE14       | Long             | EC               | CORP              | AU        |      8133 | NS      | $1585859.93   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| CSX CORP                                       | CSX CORP                                                               | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |    174517 | NS      | $5406536.66   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| CATALENT INC                                   | CATALENT INC                                                           | CUSIP: 148806102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13075 | NS      | $588505.75    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CENOVUS ENERGY INC                             | CENOVUS ENERGY INC                                                     | CUSIP: 15135U109<br>LEI: 549300F4XPHJ7NOSP309 | Long             | EC               | CORP              | CA        |    206756 | NS      | $4011432.88   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS HEALTH CORP                                | CVS HEALTH CORP                                                        | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |     47711 | NS      | $4446188.09   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| DANONE SA                                      | DANONE SA                                                              | CUSIP: N/A<br>LEI: 969500KMUQ2B6CBAF162       | Long             | EC               | CORP              | FR        |     68733 | NS      | $3621123.84   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| DBS GROUP HOLDINGS LTD                         | DBS GROUP HOLDINGS LTD                                                 | CUSIP: N/A<br>LEI: 5493007FKT78NKPM5V55       | Long             | EC               | CORP              | SG        |    167200 | NS      | $4232904.61   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| DEERE & CO                                     | DEERE & CO                                                             | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |     21851 | NS      | $9368834.76   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| DISCOVER FINANCIAL SERVICES                    | DISCOVER FINANCIAL SERVICES                                            | CUSIP: 254709108<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | EC               | CORP              | US        |     44649 | NS      | $4368011.67   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| DOLLAR TREE INC                                | DOLLAR TREE INC                                                        | CUSIP: 256746108<br>LEI: 549300PMSTQITB1WHR43 | Long             | EC               | CORP              | US        |     33180 | NS      | $4692979.20   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| DNB BANK ASA                                   | DNB BANK ASA                                                           | CUSIP: N/A<br>LEI: 549300GKFG0RYRRQ1414       | Long             | EC               | CORP              | NO        |    401356 | NS      | $7946102.79   | 0.46%             |  |  |  | No            |                  2 | On Loan: No      |
| DOW INC                                        | DOW INC                                                                | CUSIP: 260557103<br>LEI: 5493003S21INSLK2IP73 | Long             | EC               | CORP              | US        |     40669 | NS      | $2049310.91   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE POST AG                               | DEUTSCHE POST AG                                                       | CUSIP: N/A<br>LEI: 8ER8GIG7CSMVD8VUFE78       | Long             | EC               | CORP              | DE        |      3901 | NS      | $146840.91    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DARDEN RESTAURANTS INC                         | DARDEN RESTAURANTS INC                                                 | CUSIP: 237194105<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | EC               | CORP              | US        |     14208 | NS      | $1965392.64   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ISRAEL DISCOUNT BANK LTD                       | ISRAEL DISCOUNT BANK CL A                                              | CUSIP: 465074201<br>LEI: 549300XWZ7BG5G23OF51 | Long             | EC               | CORP              | IL        |    471720 | NS      | $2479208.49   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                  | DTE ENERGY CO                                                          | CUSIP: 233331107<br>LEI: 549300IX8SD6XXD71I78 | Long             | EC               | CORP              | US        |     51844 | NS      | $6093225.32   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE TELEKOM AG                            | DEUTSCHE TELEKOM AG                                                    | CUSIP: N/A<br>LEI: 549300V9QSIG4WX4GJ96       | Long             | EC               | CORP              | DE        |    161959 | NS      | $3230511.67   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| DEXCOM INC                                     | DEXCOM INC                                                             | CUSIP: 252131107<br>LEI: 549300YSK3QDSFR5EU59 | Long             | EC               | CORP              | US        |     19845 | NS      | $2247247.80   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| EUROAPI                                        | EUROAPI                                                                | CUSIP: N/A<br>LEI: 9695002FT7GGI3CKKJ14       | Long             | EC               | CORP              | FR        |      2830 | NS      | $41939.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AIR LIQUIDE SA                                 | AIR LIQUIDE LOYALTY BONUS SHARES 2025 (NOT LISTED OR TRADING)          | CUSIP: N/A<br>LEI: 969500MMPQVHK671GT54       | Long             | EC               | CORP              | FR        |      8561 | NS      | $1217711.14   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| ENGIE SA                                       | ENGIE SA LOYALTY BONUS SHARES 2024 (NOT LISTED OR TRADING)             | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | EC               | CORP              | FR        |     41586 | NS      | $595679.84    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| STELLANTIS NV                                  | STELLANTIS NV (PARIS)                                                  | CUSIP: N/A<br>LEI: 549300LKT9PW7ZIBDF31       | Long             | EC               | CORP              | NL        |    128257 | NS      | $1818255.96   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| GAZPROM PJSC                                   | GAZPROM PJSC (180 DAY LOCK UP) (USD)                                   | CUSIP: N/A<br>LEI: 213800FD9J2IHTA7YX78       | Long             | EC               | CORP              | RU        |   2248304 | NS      | $0.22         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| SBERBANK OF RUSSIA PJSC                        | SBERBANK OF RUSSIA PJSC (180 DAY LOCK UP) (USD)                        | CUSIP: N/A<br>LEI: 549300WE6TAF5EEWQS81       | Long             | EC               | CORP              | RU        |   3196952 | NS      | $0.32         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| EDISON INTERNATIONAL                           | EDISON INTERNATIONAL                                                   | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |     52162 | NS      | $3318546.44   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| ENDESA SA                                      | ENDESA SA                                                              | CUSIP: N/A<br>LEI: 549300LHK07F2CHV4X31       | Long             | EC               | CORP              | ES        |     67522 | NS      | $1274104.77   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| ENEL SPA                                       | ENEL SPA                                                               | CUSIP: N/A<br>LEI: WOCMU6HCI0OJWNPRZS33       | Long             | EC               | CORP              | IT        |    583497 | NS      | $3138216.03   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| ENGIE SA                                       | ENGIE SA                                                               | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | EC               | CORP              | FR        |    236678 | NS      | $3390186.95   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| ENTAIN PLC                                     | ENTAIN PLC                                                             | CUSIP: N/A<br>LEI: 213800GNI3K45LQR8L28       | Long             | EC               | CORP              | GB        |     17337 | NS      | $277975.86    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| EOG RESOURCES INC                              | EOG RESOURCES INC                                                      | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |     74135 | NS      | $9601965.20   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| E.ON SE                                        | E.ON SE                                                                | CUSIP: N/A<br>LEI: Q9MAIUP40P25UFBFG033       | Long             | EC               | CORP              | DE        |    439329 | NS      | $4384692.19   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| EPAM SYSTEMS INC                               | EPAM SYSTEMS INC                                                       | CUSIP: 29414B104<br>LEI: 549300XCR4R530HJP604 | Long             | EC               | CORP              | US        |     37912 | NS      | $12425278.88  | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| ESSILORLUXOTTICA                               | ESSILORLUXOTTICA                                                       | CUSIP: N/A<br>LEI: 549300M3VH1A3ER1TB49       | Long             | EC               | CORP              | FR        |     12616 | NS      | $2297325.61   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| ESSITY AKTIEBOLAG                              | ESSITY AKTIEBOLAG B                                                    | CUSIP: N/A<br>LEI: 549300G8E6YUVJ1DA153       | Long             | EC               | CORP              | SE        |     31422 | NS      | $824762.82    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| EUROFINS SCIENTIFIC SE                         | EUROFINS SCIENTIFIC SE (BEARER)                                        | CUSIP: N/A<br>LEI: 529900JEHFM47DYY3S57       | Long             | EC               | CORP              | LU        |     12151 | NS      | $875017.88    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| EVONIK INDUSTRIES AG                           | EVONIK INDUSTRIES AG                                                   | CUSIP: N/A<br>LEI: 41GUOJQTALQHLF39XJ34       | Long             | EC               | CORP              | DE        |     82596 | NS      | $1585816.16   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| EVOLUTION AB                                   | EVOLUTION AB                                                           | CUSIP: N/A<br>LEI: 549300SUH6ZR1RF6TA88       | Long             | EC               | CORP              | SE        |     25292 | NS      | $2470113.12   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| EXELON CORP                                    | EXELON CORP                                                            | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |     59727 | NS      | $2581998.21   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| FINECOBANK SPA                                 | FINECOBANK SPA                                                         | CUSIP: N/A<br>LEI: 549300L7YCATGO57ZE10       | Long             | EC               | CORP              | IT        |    153752 | NS      | $2562361.64   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| SEA LTD                                        | SEA LTD CV SR UNSEC 2.375% 12-01-25                                    | CUSIP: 81141RAF7<br>LEI: 529900OM6JLLW44YKI15 | Long             | DBT              | CORP              | SG        |    952000 | PA      | $939528.80    | 0.05%             | 2025-12-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                       | LLOYDS BANKING GROUP PLC SUB 3.369% 12-14-46/41                        | CUSIP: 53944YAQ6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    709000 | PA      | $462141.80    | 0.03%             | 2046-12-14      | Variable      | 3.37%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                    | ROYAL CARIBBEAN CRUISES LTD 144A LIFE SR SEC 1ST LIEN 11.5% 06-01-25   | CUSIP: 780153AZ5<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | US        |    647000 | PA      | $695330.90    | 0.04%             | 2025-06-01      | Fixed         | 11.50%                | Yes           |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                    | ROYAL CARIBBEAN CRUISES LTD 144A LIFE SR UNSEC 5.5% 04-01-28           | CUSIP: 780153BG6<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | US        |    390000 | PA      | $311929.80    | 0.02%             | 2028-04-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                    | ROYAL CARIBBEAN CRUISES LTD 144A LIFE SR SEC 1ST LIEN 8.25% 01-15-29   | CUSIP: 780153BS0<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | US        |    151000 | PA      | $151943.75    | 0.01%             | 2029-01-15      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                    | ROYAL CARIBBEAN CRUISES LTD 144A LIFE SR UNSEC 9.25% 01-15-29          | CUSIP: 780153BR2<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | US        |    125000 | PA      | $128600.63    | 0.01%             | 2029-01-15      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV | TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV SR UNSEC 3.15% 10-01-26 | CUSIP: 88167AAE1<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |   1100000 | PA      | $964183.00    | 0.06%             | 2026-10-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV | TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV SR UNSEC 6.0% 04-15-24  | CUSIP: 88167AAL5<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |   1600000 | PA      | $1571420.80   | 0.09%             | 2024-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES LTD                      | TRANSCANADA PIPELINES LTD SR UNSEC 5.1% 03-15-49                       | CUSIP: 89352HAZ2<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    800000 | PA      | $729461.60    | 0.04%             | 2049-03-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                           | FREEPORT-MCMORAN INC                                                   | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |    262321 | NS      | $9968198.00   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| FAIRFAX FINANCIAL HLDGS LTD                    | FAIRFAX FINANCIAL HLDGS LTD S/V                                        | CUSIP: 303901102<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | EC               | CORP              | CA        |      4135 | NS      | $2449453.06   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)    | BONOS MEXICAN MXN 8.0% 12-07-23                                        | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |    200000 | PA      | $1001251.12   | 0.06%             | 2023-12-07      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATIONAL INFORMATION SERVICES INC     | FIDELITY NATIONAL INFORMATION SERVICES INC                             | CUSIP: 31620M106<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | EC               | CORP              | US        |      1708 | NS      | $115887.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FIFTH THIRD BANCORP                            | FIFTH THIRD BANCORP                                                    | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EC               | CORP              | US        |     48163 | NS      | $1580228.03   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| FLUTTER ENTERTAINMENT PLC                      | FLUTTER ENTERTAINMENT PLC (DUBLIN)                                     | CUSIP: N/A<br>LEI: 635400EG4YIJLJMZJ782       | Long             | EC               | CORP              | IE        |     45621 | NS      | $6251198.55   | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS LTD                     | FIRST QUANTUM MINERALS LTD                                             | CUSIP: 335934105<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | EC               | CORP              | CA        |     70833 | NS      | $1479959.80   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                | FEDERAL HOME LOAN MORTGAGE PFD SER Z 8.375% PERPETUAL NON-CUM          | CUSIP: 313400624<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | EP               | CORP              | US        |     61516 | NS      | $124877.48    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FORTESCUE METALS GROUP LTD                     | FORTESCUE METALS GROUP LTD                                             | CUSIP: N/A<br>LEI: 529900VEJFORCO6I4826       | Long             | EC               | CORP              | AU        |   1251957 | NS      | $17453895.99  | 1.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION          | FEDERAL NATIONAL MORTGAGE ASSN PFD SER S 8.25% PERPETUAL NON-CUM       | CUSIP: 313586752<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | EP               | CORP              | US        |     58870 | NS      | $137755.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DBS BANK LTD                                   | DBS BANK LTD 4(2) CP 1/5/2023                                          | CUSIP: 23305EN58<br>LEI: ATUEL7OJR5057F2PV266 | Long             | STIV             | CORP              | SG        |  37100000 | PA      | $37073213.80  | 2.15%             | 2023-01-05      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| DNB BANK ASA                                   | DNB BANK ASA 4(2) CP 3/2/2023                                          | CUSIP: 2332K1Q29<br>LEI: 549300GKFG0RYRRQ1414 | Long             | STIV             | CORP              | NO        |  33000000 | PA      | $32755008.00  | 1.90%             | 2023-03-02      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| GENERAL ELECTRIC CO                            | GENERAL ELECTRIC CO                                                    | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |    226107 | NS      | $18945505.53  | 1.10%             |  |  |  | No            |                  1 | On Loan: No      |
| GUARDANT HEALTH INC                            | GUARDANT HEALTH INC                                                    | CUSIP: 40131M109<br>LEI: 254900M8C3E5VC8BR186 | Long             | EC               | CORP              | US        |     32188 | NS      | $875513.60    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| GILEAD SCIENCES INC                            | GILEAD SCIENCES INC                                                    | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |    178860 | NS      | $15355131.00  | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| GLENCORE PLC                                   | GLENCORE PLC                                                           | CUSIP: N/A<br>LEI: 2138002658CPO9NBH955       | Long             | EC               | CORP              | CH        |    279444 | NS      | $1868579.04   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                              | GENERAL MOTORS COMPANY                                                 | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |    304882 | NS      | $10256230.48  | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| ALPHABET INC                                   | ALPHABET INC CL C                                                      | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |    185056 | NS      | $16420018.88  | 0.95%             |  |  |  | No            |                  1 | On Loan: No      |
| ALPHABET INC                                   | ALPHABET INC CL A                                                      | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     90146 | NS      | $7953581.58   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| GRIFOLS SA                                     | GRIFOLS SA PREF B (BEARER)                                             | CUSIP: N/A<br>LEI: 959800HSSNXWRKBK4N60       | Long             | EC               | CORP              | ES        |     59790 | NS      | $505182.95    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | GOLDMAN SACHS GROUP INC                                                | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |      4548 | NS      | $1561692.24   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| HALLIBURTON CO                                 | HALLIBURTON CO                                                         | CUSIP: 406216101<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | EC               | CORP              | US        |     44744 | NS      | $1760676.40   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| HOME DEPOT INC                                 | HOME DEPOT INC                                                         | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |     63297 | NS      | $19992990.42  | 1.16%             |  |  |  | No            |                  1 | On Loan: No      |
| HDFC BANK LTD                                  | HDFC BANK LTD ADR                                                      | CUSIP: 40415F101<br>LEI: 335800ZQ6I4E2JXENC50 | Long             | EC               | CORP              | IN        |     14868 | NS      | $1017119.88   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| HDFC BANK LTD                                  | HDFC BANK LTD                                                          | CUSIP: N/A<br>LEI: 335800ZQ6I4E2JXENC50       | Long             | EC               | CORP              | IN        |    379442 | NS      | $7469438.49   | 0.43%             |  |  |  | No            |                  2 | On Loan: No      |
| HDFC LIFE INSURANCE CO LTD                     | HDFC LIFE INSURANCE CO LTD                                             | CUSIP: N/A<br>LEI: 335800RQI8GAFHIRGZ37       | Long             | EC               | CORP              | IN        |    681398 | NS      | $4650704.37   | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| HEIDELBERGCEMENT AG                            | HEIDELBERGCEMENT AG                                                    | CUSIP: N/A<br>LEI: LZ2C6E0W5W7LQMX5ZI37       | Long             | EC               | CORP              | DE        |     25414 | NS      | $1449445.49   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| HEXAGON AB                                     | HEXAGON AB B                                                           | CUSIP: N/A<br>LEI: 549300WJFW6ILNI4TA80       | Long             | EC               | CORP              | SE        |    260158 | NS      | $2734719.04   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL INC                    | HONEYWELL INTERNATIONAL INC                                            | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |      1401 | NS      | $300234.30    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HERMES INTERNATIONAL                           | HERMES INTERNATIONAL                                                   | CUSIP: N/A<br>LEI: 969500Y4IJGHJE2MTJ13       | Long             | EC               | CORP              | FR        |       105 | NS      | $162029.76    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| IBERDROLA SA                                   | IBERDROLA SA (BEARER)                                                  | CUSIP: N/A<br>LEI: 5QK37QC7NWOJ8D7WVQ45       | Long             | EC               | CORP              | ES        |    502226 | NS      | $5874790.12   | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERNATIONAL CONSOLIDATED AIRLINES GROUP SA   | INTERNATIONAL CONSOLIDATED AIRLINES (CDI)                              | CUSIP: N/A<br>LEI: 959800TZHQRUSH1ESL13       | Long             | EC               | CORP              | GB        |    287033 | NS      | $427285.90    | 0.02%             |  |  |  | No            |                  2 | On Loan: —       |
| ICICI BANK LTD                                 | ICICI BANK LTD                                                         | CUSIP: N/A<br>LEI: R7RX8ER1V4666J8D1I38       | Long             | EC               | CORP              | IN        |    188346 | NS      | $2018786.36   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE INC                  | INTERCONTINENTAL EXCHANGE INC                                          | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |     35038 | NS      | $3594548.42   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL HOTELS GROUP PLC              | INTERCONTINENTAL HOTELS GROUP PLC                                      | CUSIP: N/A<br>LEI: 2138007ZFQYRUSLU3J98       | Long             | EC               | CORP              | GB        |     34581 | NS      | $1990437.86   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS PLC                            | IMPERIAL BRANDS PLC                                                    | CUSIP: N/A<br>LEI: 549300DFVPOB67JL3A42       | Long             | EC               | CORP              | GB        |    255993 | NS      | $6395876.49   | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| INFOSYS LTD                                    | INFOSYS LTD                                                            | CUSIP: N/A<br>LEI: 335800TYLGG93MM7PR89       | Long             | EC               | CORP              | IN        |     41700 | NS      | $755442.20    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| ING GROEP NV                                   | ING GROEP NV                                                           | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | EC               | CORP              | NL        |    395598 | NS      | $4826459.65   | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                              | IRON MOUNTAIN INC (REIT)                                               | CUSIP: 46284V101<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | EC               | CORP              | US        |     11618 | NS      | $579157.30    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| INTUITIVE SURGICAL INC                         | INTUITIVE SURGICAL INC                                                 | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |      7213 | NS      | $1913969.55   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ITC LTD                                        | ITC LTD                                                                | CUSIP: N/A<br>LEI: 335800WLOU3OFWFTMP43       | Long             | EC               | CORP              | IN        |    565239 | NS      | $2265668.12   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| INDUSTRIA DE DISENO TEXTIL SA                  | INDUSTRIA DE DISENO TEXTIL SA                                          | CUSIP: N/A<br>LEI: 549300TTCXZOGZM2EY83       | Long             | EC               | CORP              | ES        |    117969 | NS      | $3141297.52   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| JOHNSON CONTROLS INTERNATIONAL PLC             | JOHNSON CONTROLS INTERNATIONAL PLC                                     | CUSIP: N/A<br>LEI: 549300XQ6S1GYKGBL205       | Long             | EC               | CORP              | IE        |     55085 | NS      | $3525440.00   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMORGAN CHASE & CO                                                    | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |     73488 | NS      | $9854740.80   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| KBC GROUP NV                                   | KBC GROUP NV                                                           | CUSIP: N/A<br>LEI: 213800X3Q9LSAKRUWY91       | Long             | EC               | CORP              | BE        |     54921 | NS      | $3526328.67   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                           | KEURIG DR PEPPER INC                                                   | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |    316125 | NS      | $11273017.50  | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| KINDRED GROUP PLC                              | KINDRED GROUP PLC SDR                                                  | CUSIP: N/A<br>LEI: 213800D1MJVOT6SNBX11       | Long             | EC               | CORP              | MT        |    127475 | NS      | $1330578.67   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| KROGER CO                                      | KROGER CO                                                              | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               | CORP              | US        |    171853 | NS      | $7661206.74   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| KOTAK MAHINDRA BANK LTD                        | KOTAK MAHINDRA BANK LTD                                                | CUSIP: N/A<br>LEI: 335800E6GTTXKHXE2I75       | Long             | EC               | CORP              | IN        |    641387 | NS      | $14111886.35  | 0.82%             |  |  |  | No            |                  2 | On Loan: No      |
| LARSEN & TOUBRO LTD                            | LARSEN & TOUBRO LTD                                                    | CUSIP: N/A<br>LEI: 3358003FR3JIC5FRXA90       | Long             | EC               | CORP              | IN        |     35295 | NS      | $887629.67    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| LEGRAND SA                                     | LEGRAND SA                                                             | CUSIP: N/A<br>LEI: 969500XXRPGD7HCAFA90       | Long             | EC               | CORP              | FR        |     28600 | NS      | $2302799.74   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| LENNAR CORPORATION                             | LENNAR CORP CL A                                                       | CUSIP: 526057104<br>LEI: 529900G61XVRLX5TJX09 | Long             | EC               | CORP              | US        |     39345 | NS      | $3560722.50   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| L3HARRIS TECHNOLOGIES INC                      | L3HARRIS TECHNOLOGIES INC                                              | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Long             | EC               | CORP              | US        |     25925 | NS      | $5397844.25   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| LINDE PLC                                      | LINDE PLC                                                              | CUSIP: N/A<br>LEI: 8945002PAZHZLBGKGF02       | Long             | EC               | CORP              | GB        |     21113 | NS      | $6886638.34   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| ELI LILLY AND CO                               | ELI LILLY AND CO                                                       | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |     58184 | NS      | $21286034.56  | 1.23%             |  |  |  | No            |                  1 | On Loan: No      |
| LOCKHEED MARTIN CORP                           | LOCKHEED MARTIN CORP                                                   | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |     20070 | NS      | $9763854.30   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| LOGITECH INTERNATIONAL SA                      | LOGITECH INTERNATIONAL SA                                              | CUSIP: N/A<br>LEI: 549300SN6PRK6IJJC215       | Long             | EC               | CORP              | CH        |     65146 | NS      | $4043429.67   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| LUFAX HOLDING LTD                              | LUFAX HOLDING LTD ADR                                                  | CUSIP: 54975P102<br>LEI: 254900TYH7RTK8E9NH16 | Long             | EC               | CORP              | CN        |    180760 | NS      | $350674.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LVMH MOET HENNESSY LOUIS VUITTON SE            | LVMH MOET HENNESSY LOUIS VUITTON SE                                    | CUSIP: N/A<br>LEI: IOG4E947OATN0KJYSD45       | Long             | EC               | CORP              | FR        |     40590 | NS      | $29486412.56  | 1.71%             |  |  |  | No            |                  2 | On Loan: No      |
| LYNAS RARE EARTHS LTD                          | LYNAS RARE EARTHS LTD                                                  | CUSIP: N/A<br>LEI: 529900SGT9M1FJPXXI35       | Long             | EC               | CORP              | MY        |    121178 | NS      | $642713.81    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                 | MASTERCARD INC CL A                                                    | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |     15969 | NS      | $5552900.37   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| MANPOWERGROUP INC                              | MANPOWERGROUP INC                                                      | CUSIP: 56418H100<br>LEI: ERO1WSFOSR0JJ6CRQ987 | Long             | EC               | CORP              | US        |     11115 | NS      | $924879.15    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MARRIOTT INTERNATIONAL INC                     | MARRIOTT INTERNATIONAL INC CL A                                        | CUSIP: 571903202<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | EC               | CORP              | US        |     29974 | NS      | $4462828.86   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| MEDTRONIC PLC                                  | MEDTRONIC PLC                                                          | CUSIP: N/A<br>LEI: 549300GX3ZBSQWUXY261       | Long             | EC               | CORP              | IE        |     42451 | NS      | $3299291.72   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| META PLATFORMS INC                             | META PLATFORMS INC CL A                                                | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |     38469 | NS      | $4629359.46   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPITAL GROUP CENTRAL CASH FUND                | CAPITAL GROUP CENTRAL CASH FUND                                        | CUSIP: 14020B102<br>LEI: 549300YD0SRETB6WWP29 | Long             | STIV             | RF                | US        |    111176 | PA      | $37233.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MARSH & MCLENNAN COMPANIES INC                 | MARSH & MCLENNAN COMPANIES INC                                         | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |      7341 | NS      | $1214788.68   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ALTRIA GROUP INC                               | ALTRIA GROUP INC                                                       | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |     56773 | NS      | $2595093.83   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| MOLINA HEALTHCARE INC                          | MOLINA HEALTHCARE INC                                                  | CUSIP: 60855R100<br>LEI: 549300NQQCEQ46YHZ591 | Long             | EC               | CORP              | US        |      1089 | NS      | $359609.58    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MACQUARIE GROUP LTD                            | MACQUARIE GROUP LTD                                                    | CUSIP: N/A<br>LEI: ACMHD8HWFMFUIQQ8Y590       | Long             | EC               | CORP              | AU        |     12033 | NS      | $1366049.15   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| MELROSE INDUSTRIES PLC                         | MELROSE INDUSTRIES PLC                                                 | CUSIP: N/A<br>LEI: 213800RGNXXZY2M7TR85       | Long             | EC               | CORP              | GB        |   2436274 | NS      | $3960681.19   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | MORGAN STANLEY                                                         | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |     64543 | NS      | $5487445.86   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| MICROSOFT CORP                                 | MICROSOFT CORP                                                         | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |    200685 | NS      | $48128276.70  | 2.78%             |  |  |  | No            |                  1 | On Loan: No      |
| MTU AERO ENGINES AG                            | MTU AERO ENGINES AG                                                    | CUSIP: N/A<br>LEI: 529900807L67JY81RD65       | Long             | EC               | CORP              | DE        |      5108 | NS      | $1105577.79   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                          | MICRON TECHNOLOGY INC                                                  | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |    141746 | NS      | $7084465.08   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL BANK OF CANADA                        | NATIONAL BANK OF CANADA                                                | CUSIP: 633067103<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | EC               | CORP              | CA        |     26966 | NS      | $1816918.89   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| NASDAQ INC                                     | NASDAQ INC                                                             | CUSIP: 631103108<br>LEI: 549300L8X1Q78ERXFD06 | Long             | EC               | CORP              | US        |    110650 | NS      | $6788377.50   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXTERA ENERGY INC                             | NEXTERA ENERGY INC                                                     | CUSIP: 65339F101<br>LEI: TWQ1WATU9P8ZBX9T3I54 | Long             | EC               | CORP              | US        |     55877 | NS      | $4671317.20   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| NESTLE SA                                      | NESTLE SA                                                              | CUSIP: N/A<br>LEI: KY37LUS27QQX7BB93L28       | Long             | EC               | CORP              | CH        |    110820 | NS      | $12798101.28  | 0.74%             |  |  |  | No            |                  2 | On Loan: No      |
| NETFLIX INC                                    | NETFLIX INC                                                            | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |     30480 | NS      | $8987942.40   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| NIKE INC                                       | NIKE INC CL B                                                          | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |     19311 | NS      | $2259580.11   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| NORTHROP GRUMMAN CORP                          | NORTHROP GRUMMAN CORP                                                  | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |      3877 | NS      | $2115329.97   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| NOVARTIS AG                                    | NOVARTIS AG                                                            | CUSIP: N/A<br>LEI: 5493007HIVTX6SY6XD66       | Long             | EC               | CORP              | CH        |     96113 | NS      | $8706041.59   | 0.50%             |  |  |  | No            |                  2 | On Loan: No      |
| NOVO NORDISK A/S                               | NOVO NORDISK A/S B                                                     | CUSIP: N/A<br>LEI: 549300DAQ1CVT6CXN342       | Long             | EC               | CORP              | DK        |     83911 | NS      | $11361545.34  | 0.66%             |  |  |  | No            |                  2 | On Loan: No      |
| SERVICENOW INC                                 | SERVICENOW INC                                                         | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |      3191 | NS      | $1238969.57   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA CORP                                    | NVIDIA CORP                                                            | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |     25359 | NS      | $3705964.26   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| OCADO GROUP PLC                                | OCADO GROUP PLC                                                        | CUSIP: N/A<br>LEI: 213800LO8F61YB8MBC74       | Long             | EC               | CORP              | GB        |    898794 | NS      | $6763588.85   | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| OMNICOM GROUP INC                              | OMNICOM GROUP INC                                                      | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               | CORP              | US        |     21678 | NS      | $1768274.46   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ORACLE CORP                                    | ORACLE CORP                                                            | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |     14441 | NS      | $1180407.34   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BLUE OWL CAPITAL INC                           | BLUE OWL CAPITAL INC CL A                                              | CUSIP: 09581B103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    136448 | NS      | $1446348.80   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| DR ING HC F PORSCHE AG                         | DR ING HC F PORSCHE AG PREF (NON-VOTING) (BEARER)                      | CUSIP: N/A<br>LEI: 529900EWEX125AULXI58       | Long             | EC               | CORP              | DE        |     19788 | NS      | $2007616.77   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| PAGSEGURO DIGITAL LTD                          | PAGSEGURO DIGITAL LTD CL A                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BR        |     22705 | NS      | $198441.70    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PG&E CORP                                      | PG&E CORP                                                              | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |    322958 | NS      | $5251297.08   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| PUBLIC SERVICE ENTERPRISE GROUP INC            | PUBLIC SERVICE ENTERPRISE GROUP INC                                    | CUSIP: 744573106<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | EC               | CORP              | US        |     14569 | NS      | $892642.63    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PENUMBRA INC                                   | PENUMBRA INC                                                           | CUSIP: 70975L107<br>LEI: 549300RGE06P3ECANU72 | Long             | EC               | CORP              | US        |      3640 | NS      | $809754.40    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PFIZER INC                                     | PFIZER INC                                                             | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |    261843 | NS      | $13416835.32  | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| POWER GRID CORP OF INDIA LTD                   | POWER GRID CORP OF INDIA LTD                                           | CUSIP: N/A<br>LEI: 3358009SHWZ3DZEQ4Z56       | Long             | EC               | CORP              | IN        |    862367 | NS      | $2219912.06   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| PERKINELMER INC                                | PERKINELMER INC                                                        | CUSIP: 714046109<br>LEI: 549300IKL1SDPFI7N655 | Long             | EC               | CORP              | US        |     17633 | NS      | $2472499.26   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                | PHILIP MORRIS INTERNATIONAL INC                                        | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |    309980 | NS      | $31373075.80  | 1.82%             |  |  |  | No            |                  1 | On Loan: No      |
| PNC FINANCIAL SERVICES GROUP INC               | PNC FINANCIAL SERVICES GROUP INC                                       | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |     39710 | NS      | $6271797.40   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| INSULET CORP                                   | INSULET CORP                                                           | CUSIP: 45784P101<br>LEI: 549300TZTYD2PYN92D43 | Long             | EC               | CORP              | US        |      8552 | NS      | $2517623.28   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| POWER CORP OF CANADA                           | POWER CORP OF CANADA S/V                                               | CUSIP: 739239101<br>LEI: 549300BE2CB8T87IJV50 | Long             | EC               | CORP              | CA        |     63342 | NS      | $1489987.22   | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| PUBLICIS GROUPE SA                             | PUBLICIS GROUPE SA                                                     | CUSIP: N/A<br>LEI: 2138004KW8BV57III342       | Long             | EC               | CORP              | FR        |     78301 | NS      | $4972181.67   | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| RESTAURANT BRANDS INTERNATIONAL INC            | RESTAURANT BRANDS INTERNATIONAL INC (USD)                              | CUSIP: 76131D103<br>LEI: 5299009RXTX9DN9AKJ98 | Long             | EC               | CORP              | CA        |     44121 | NS      | $2853305.07   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| RESTAURANT BRANDS INTERNATIONAL INC            | RESTAURANT BRANDS INTERNATIONAL INC                                    | CUSIP: 76131D103<br>LEI: 5299009RXTX9DN9AKJ98 | Long             | EC               | CORP              | CA        |     43454 | NS      | $2810389.05   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                    | ROYAL CARIBBEAN CRUISES LTD                                            | CUSIP: N/A<br>LEI: K2NEH8QNVW44JIWK7Z55       | Long             | EC               | CORP              | US        |     17446 | NS      | $862355.78    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| REDE D'OR SAO LUIZ SA                          | REDE D'OR SAO LUIZ SA                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BR        |    255608 | NS      | $1432053.53   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| RELX PLC                                       | RELX PLC                                                               | CUSIP: N/A<br>LEI: 549300WSX3VBUFFJOO66       | Long             | EC               | CORP              | GB        |    119741 | NS      | $3317517.81   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| RELIANCE INDUSTRIES LTD                        | RELIANCE INDUSTRIES LTD                                                | CUSIP: N/A<br>LEI: 5493003UOETFYRONLG31       | Long             | EC               | CORP              | IN        |    147765 | NS      | $4532858.81   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| RELX PLC                                       | RELX PLC ADR                                                           | CUSIP: 759530108<br>LEI: 549300WSX3VBUFFJOO66 | Long             | EC               | CORP              | GB        |     15132 | NS      | $419459.04    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| RIO TINTO PLC                                  | RIO TINTO PLC                                                          | CUSIP: N/A<br>LEI: 213800YOEO5OQ72G2R82       | Long             | EC               | CORP              | GB        |    167527 | NS      | $11754734.22  | 0.68%             |  |  |  | No            |                  2 | On Loan: No      |
| RIVIAN AUTOMOTIVE INC                          | RIVIAN AUTOMOTIVE INC CL A                                             | CUSIP: 76954A103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    126108 | NS      | $2324170.44   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| RESMED INC                                     | RESMED INC                                                             | CUSIP: 761152107<br>LEI: 529900T3QE5253CCXF22 | Long             | EC               | CORP              | US        |     13349 | NS      | $2778327.37   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| ROCKWELL AUTOMATION INC                        | ROCKWELL AUTOMATION INC                                                | CUSIP: 773903109<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | EC               | CORP              | US        |      6529 | NS      | $1681674.53   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| RENTOKIL INITIAL PLC                           | RENTOKIL INITIAL PLC                                                   | CUSIP: N/A<br>LEI: 549300VN4WV7Z6T14K68       | Long             | EC               | CORP              | GB        |    256104 | NS      | $1574088.69   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| RAYTHEON TECHNOLOGIES CORP                     | RAYTHEON TECHNOLOGIES CORP                                             | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |    121846 | NS      | $12296698.32  | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| SAFRAN SA                                      | SAFRAN SA                                                              | CUSIP: N/A<br>LEI: 969500UIC89GT3UL7L24       | Long             | EC               | CORP              | FR        |     80040 | NS      | $10002060.18  | 0.58%             |  |  |  | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                             | BANCO SANTANDER SA                                                     | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | EC               | CORP              | ES        |    631521 | NS      | $1891301.97   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| SCHNEIDER ELECTRIC SE                          | SCHNEIDER ELECTRIC SE                                                  | CUSIP: N/A<br>LEI: 969500A1YF1XUYYXS284       | Long             | EC               | CORP              | FR        |     13179 | NS      | $1853488.02   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| SEA LTD                                        | SEA LTD CL A ADR                                                       | CUSIP: 81141R100<br>LEI: 529900OM6JLLW44YKI15 | Long             | EC               | CORP              | SG        |     85765 | NS      | $4462352.95   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| VINCI SA                                       | VINCI SA                                                               | CUSIP: N/A<br>LEI: 213800WFQ334R8UXUG83       | Long             | EC               | CORP              | FR        |     15814 | NS      | $1579424.24   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| COMPAGNIE DE SAINT-GOBAIN SA                   | COMPAGNIE DE SAINT-GOBAIN SA (BEARER)                                  | CUSIP: N/A<br>LEI: NFONVGN05Z0FMN5PEC35       | Long             | EC               | CORP              | FR        |     51704 | NS      | $2538346.20   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| SHELL PLC                                      | SHELL PLC (LONDON)                                                     | CUSIP: N/A<br>LEI: 21380068P1DRHMJ8KU70       | Long             | EC               | CORP              | NL        |    149201 | NS      | $4239951.72   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| SIEMENS HEALTHINEERS AG                        | SIEMENS HEALTHINEERS AG                                                | CUSIP: N/A<br>LEI: 529900QBVWXMWANH7H45       | Long             | EC               | CORP              | DE        |    144724 | NS      | $7239959.94   | 0.42%             |  |  |  | No            |                  2 | On Loan: No      |
| SHOPIFY INC                                    | SHOPIFY INC CL A S/V (USD)                                             | CUSIP: 82509L107<br>LEI: 549300HGQ43STJLLP808 | Long             | EC               | CORP              | CA        |     69098 | NS      | $2398391.58   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| SIEMENS AG                                     | SIEMENS AG NAMEN                                                       | CUSIP: N/A<br>LEI: W38RGI023J3WT1HWRP32       | Long             | EC               | CORP              | DE        |     59301 | NS      | $8230546.18   | 0.48%             |  |  |  | No            |                  2 | On Loan: No      |
| SNOWFLAKE INC                                  | SNOWFLAKE INC CL A                                                     | CUSIP: 833445109<br>LEI: 254900CJNSY1K7T53Z16 | Long             | EC               | CORP              | US        |      5882 | NS      | $844302.28    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SYNOPSYS INC                                   | SYNOPSYS INC                                                           | CUSIP: 871607107<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | EC               | CORP              | US        |      6800 | NS      | $2171172.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| S&P GLOBAL INC                                 | S&P GLOBAL INC                                                         | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |      8773 | NS      | $2938428.62   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| SS&C TECHNOLOGIES HOLDINGS INC                 | SS&C TECHNOLOGIES HOLDINGS                                             | CUSIP: 78467J100<br>LEI: 529900POY8H7NPPNKK71 | Long             | EC               | CORP              | US        |     10174 | NS      | $529658.44    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SINGAPORE TELECOMMUNICATIONS LTD               | SINGAPORE TELECOM LTD                                                  | CUSIP: N/A<br>LEI: 2549003XJKIQO8YDYD89       | Long             | EC               | CORP              | SG        |   1510800 | NS      | $2900514.98   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                       | CONSTELLATION BRANDS INC CL A                                          | CUSIP: 21036P108<br>LEI: 5493005GKEG8QCVY7037 | Long             | EC               | CORP              | US        |      9208 | NS      | $2133954.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| SUNCOR ENERGY INC                              | SUNCOR ENERGY INC                                                      | CUSIP: 867224107<br>LEI: 549300W70ZOQDVLCHY06 | Long             | EC               | CORP              | CA        |     84173 | NS      | $2670037.19   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| TE CONNECTIVITY LTD                            | TE CONNECTIVITY LTD                                                    | CUSIP: N/A<br>LEI: 894500ZRIX9K13RHXR17       | Long             | EC               | CORP              | CH        |     13147 | NS      | $1509275.60   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| TARGET CORP                                    | TARGET CORP                                                            | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |     22747 | NS      | $3390212.88   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| MIDEA GROUP CO LTD                             | MIDEA GROUP CO LTD A (SZSE NORTH)                                      | CUSIP: N/A<br>LEI: 3003003TRPHLHZD2IF61       | Long             | EC               | CORP              | CN        |    194700 | NS      | $1446237.87   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| SK HYNIX INC                                   | SK HYNIX INC                                                           | CUSIP: N/A<br>LEI: 988400XAIK6XISWQV045       | Long             | EC               | CORP              | KR        |     22772 | NS      | $1370689.36   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| SUN HUNG KAI PROPERTIES LTD                    | SUN HUNG KAI PROPERTIES LTD                                            | CUSIP: N/A<br>LEI: 529900LUMD393RD3S874       | Long             | EC               | CORP              | HK        |     70500 | NS      | $964765.84    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| HONG KONG EXCHANGES AND CLEARING LTD           | HONG KONG EXCHANGES AND CLEARING LTD                                   | CUSIP: N/A<br>LEI: 213800YTVSXYQN17BW16       | Long             | EC               | CORP              | HK        |     25200 | NS      | $1089021.60   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| TENCENT HOLDINGS LTD                           | TENCENT HOLDINGS LTD                                                   | CUSIP: N/A<br>LEI: 254900N4SLUMW4XUYY11       | Long             | EC               | CORP              | CN        |     36200 | NS      | $1538579.84   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| LONGFOR GROUP HOLDINGS LTD                     | LONGFOR GROUP HOLDINGS LTD                                             | CUSIP: N/A<br>LEI: 254900UJX27B2F1JYR13       | Long             | EC               | CORP              | CN        |    866238 | NS      | $2654742.84   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| WYNN MACAU LTD                                 | WYNN MACAU LTD                                                         | CUSIP: N/A<br>LEI: 254900NMDQ8ENTHU1I31       | Long             | EC               | CORP              | MO        |    826400 | NS      | $921018.14    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| CHINA RESOURCES GAS GROUP LTD                  | CHINA RESOURCES GAS GROUP LTD                                          | CUSIP: N/A<br>LEI: 529900A0E1J5JSOKEK83       | Long             | EC               | CORP              | HK        |   1106532 | NS      | $4121017.16   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| CHINA RESOURCES MIXC LIFESTYLE SERVICES LTD    | CHINA RESOURCES MIXC LIFESTYLE SERVICES LTD                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | HK        |    358800 | NS      | $1822888.96   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| AIA GROUP LTD                                  | AIA GROUP LTD                                                          | CUSIP: N/A<br>LEI: ZP5ILWVSYE4LJGMMVD57       | Long             | EC               | CORP              | HK        |   1331999 | NS      | $14674638.20  | 0.85%             |  |  |  | No            |                  2 | On Loan: No      |
| POSTAL SAVINGS BANK OF CHINA CO LTD            | POSTAL SAVINGS BANK OF CHINA CO LTD H                                  | CUSIP: N/A<br>LEI: 300300C1040311005298       | Long             | EC               | CORP              | CN        |   2121000 | NS      | $1310268.81   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                                | SANDS CHINA LTD                                                        | CUSIP: N/A<br>LEI: 549300EVO6UZDGY05787       | Long             | EC               | CORP              | MO        |    935200 | NS      | $3098287.84   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| DELTA ELECTRONICS INC                          | DELTA ELECTRONICS INC (TWD)                                            | CUSIP: N/A<br>LEI: 529900UVZWNWGDLJSM52       | Long             | EC               | CORP              | TW        |    337000 | NS      | $3139425.01   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| PING AN INSURANCE GROUP CO OF CHINA LTD        | PING AN INSURANCE GROUP CO OF CHINA LTD H                              | CUSIP: N/A<br>LEI: 300300IP9S6FHQPKRN68       | Long             | EC               | CORP              | CN        |   1085000 | NS      | $7161207.97   | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| TAIWAN SEMICONDUCTOR MANUFACTURING CO LTD      | TAIWAN SEMICONDUCTOR MANUFACTURING CO LTD                              | CUSIP: N/A<br>LEI: 549300KB6NK5SBD14S87       | Long             | EC               | CORP              | TW        |   2403800 | NS      | $35034540.07  | 2.03%             |  |  |  | No            |                  2 | On Loan: No      |
| LI NING CO LTD                                 | LI NING CO LTD                                                         | CUSIP: N/A<br>LEI: 529900T77L2FV3FZ3U81       | Long             | EC               | CORP              | CN        |    163000 | NS      | $1398743.28   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| MEDIATEK INC                                   | MEDIATEK INC                                                           | CUSIP: N/A<br>LEI: 254900UEGBK1I4DM4E14       | Long             | EC               | CORP              | TW        |     93000 | NS      | $1889023.26   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| AJINOMOTO CO INC                               | AJINOMOTO CO INC                                                       | CUSIP: N/A<br>LEI: 353800UT0TLROREPIC92       | Long             | EC               | CORP              | JP        |    131100 | NS      | $3997401.67   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| EAST MONEY INFORMATION CO LTD                  | EAST MONEY INFORMATION CO LTD A (SZSE NORTH)                           | CUSIP: N/A<br>LEI: 836800ZFB0ZEK3KKW487       | Long             | EC               | CORP              | CN        |    379800 | NS      | $1060488.02   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| SEVEN & I HOLDINGS CO LTD                      | SEVEN & I HOLDINGS CO LTD                                              | CUSIP: N/A<br>LEI: 52990037G8JRM3TWGY86       | Long             | EC               | CORP              | JP        |    135500 | NS      | $5796469.09   | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| CHINA MERCHANTS BANK CO LTD                    | CHINA MERCHANTS BANK CO LTD H                                          | CUSIP: N/A<br>LEI: 549300MKO5B60FFIHF58       | Long             | EC               | CORP              | CN        |    129500 | NS      | $717871.51    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| SHIN-ETSU CHEMICAL CO LTD                      | SHIN-ETSU CHEMICAL CO LTD                                              | CUSIP: N/A<br>LEI: 353800PX8Q64N86H5W41       | Long             | EC               | CORP              | JP        |     39100 | NS      | $4763767.40   | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| NOMURA RESEARCH INSTITUTE LTD                  | NOMURA RESEARCH INSTITUTE LTD                                          | CUSIP: N/A<br>LEI: 5299005F1HCVF4M4QN79       | Long             | EC               | CORP              | JP        |     28600 | NS      | $679892.85    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL CO LTD                   | TAKEDA PHARMACEUTICAL CO LTD                                           | CUSIP: N/A<br>LEI: 549300ZLMVP4X0OGR454       | Long             | EC               | CORP              | JP        |    141800 | NS      | $4428996.62   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| SHIONOGI & CO LTD                              | SHIONOGI & CO LTD                                                      | CUSIP: N/A<br>LEI: 35380049VXDTHZI3DY35       | Long             | EC               | CORP              | JP        |     52400 | NS      | $2606818.15   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| DAIICHI SANKYO CO LTD                          | DAIICHI SANKYO CO LTD                                                  | CUSIP: N/A<br>LEI: 353800XGIU2IHQGC9504       | Long             | EC               | CORP              | JP        |    344500 | NS      | $11040377.14  | 0.64%             |  |  |  | No            |                  2 | On Loan: No      |
| OBIC CO LTD                                    | OBIC CO LTD                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     16200 | NS      | $2395025.46   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| LIXIL CORP                                     | LIXIL CORP                                                             | CUSIP: N/A<br>LEI: 353800KB8G4F9WUJJ886       | Long             | EC               | CORP              | JP        |    288000 | NS      | $4388979.37   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| CHINA MERCHANTS BANK CO LTD                    | CHINA MERCHANTS BANK CO LTD A (SSE NORTH)                              | CUSIP: N/A<br>LEI: 549300MKO5B60FFIHF58       | Long             | EC               | CORP              | CN        |     86187 | NS      | $462132.85    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| KWEICHOW MOUTAI CO LTD                         | KWEICHOW MOUTAI CO LTD A (SSE NORTH)                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |     28600 | NS      | $7077222.95   | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| INNER MONGOLIA YILI INDUSTRIAL GROUP CO LTD    | INNER MONGOLIA YILI INDUSTRIAL GROUP CO LTD A (SSE NORTH)              | CUSIP: N/A<br>LEI: 3003002Q2A863JPQFH06       | Long             | EC               | CORP              | CN        |    307600 | NS      | $1367778.44   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| PING AN INSURANCE GROUP CO OF CHINA LTD        | PING AN INSURANCE GROUP CO OF CHINA LTD A (SSE NORTH)                  | CUSIP: N/A<br>LEI: 300300IP9S6FHQPKRN68       | Long             | EC               | CORP              | CN        |     23000 | NS      | $155555.65    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| RECRUIT HOLDINGS CO LTD                        | RECRUIT HOLDINGS CO LTD                                                | CUSIP: N/A<br>LEI: 353800R2LRSMVVC4I806       | Long             | EC               | CORP              | JP        |    322550 | NS      | $10258334.23  | 0.59%             |  |  |  | No            |                  2 | On Loan: No      |
| DISCO CORP                                     | DISCO CORP                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      3900 | NS      | $1121124.44   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| SMC CORP                                       | SMC CORP                                                               | CUSIP: N/A<br>LEI: 353800O40V08DOZ70X62       | Long             | EC               | CORP              | JP        |      2700 | NS      | $1142719.89   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| DAIKIN INDUSTRIES LTD                          | DAIKIN INDUSTRIES LTD                                                  | CUSIP: N/A<br>LEI: 549300Y7FWSTSHMW5Y57       | Long             | EC               | CORP              | JP        |     19600 | NS      | $3015058.71   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| GLOBALWAFERS CO LTD                            | GLOBALWAFERS CO LTD                                                    | CUSIP: N/A<br>LEI: 529900V6RTNF3U5EGX67       | Long             | EC               | CORP              | TW        |     71000 | NS      | $986309.35    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| BAYCURRENT CONSULTING INC                      | BAYCURRENT CONSULTING INC                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     54200 | NS      | $1694772.10   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| NIDEC CORP                                     | NIDEC CORP                                                             | CUSIP: N/A<br>LEI: 353800IF171MZTNL6Y31       | Long             | EC               | CORP              | JP        |     22100 | NS      | $1150901.11   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| FUJITSU LTD                                    | FUJITSU LTD                                                            | CUSIP: N/A<br>LEI: 3538000246DHJLRTUZ24       | Long             | EC               | CORP              | JP        |     11000 | NS      | $1456708.56   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| SONY GROUP CORP                                | SONY GROUP CORP                                                        | CUSIP: N/A<br>LEI: 529900R5WX9N2OI2N910       | Long             | EC               | CORP              | JP        |     68000 | NS      | $5185401.67   | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| KEYENCE CORP                                   | KEYENCE CORP                                                           | CUSIP: N/A<br>LEI: 529900M7PQBS7A89DZ11       | Long             | EC               | CORP              | JP        |      7600 | NS      | $2975435.61   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| LASERTEC CORP                                  | LASERTEC CORP                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      8872 | NS      | $1473660.26   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| SHIMANO INC                                    | SHIMANO INC                                                            | CUSIP: N/A<br>LEI: 529900L32YT3P9DECR10       | Long             | EC               | CORP              | JP        |     19800 | NS      | $3154691.66   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| PAN PACIFIC INTERNATIONAL HOLDINGS CORP        | PAN PACIFIC INTERNATIONAL HOLDINGS CORP                                | CUSIP: N/A<br>LEI: 529900QLHJM2E18A5763       | Long             | EC               | CORP              | JP        |    124400 | NS      | $2309298.69   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| OLYMPUS CORP                                   | OLYMPUS CORP                                                           | CUSIP: N/A<br>LEI: 5299000Y52IFDI1I2A21       | Long             | EC               | CORP              | JP        |    213300 | NS      | $3770226.68   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| HOYA CORP                                      | HOYA CORPORATION                                                       | CUSIP: N/A<br>LEI: 353800X4VR3BHEUCJB42       | Long             | EC               | CORP              | JP        |      1300 | NS      | $125781.76    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MITSUI & CO LTD                                | MITSUI & CO                                                            | CUSIP: N/A<br>LEI: 2NRSB4GOU9DD6CNW5R48       | Long             | EC               | CORP              | JP        |    152400 | NS      | $4431379.15   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| TOKYO ELECTRON LTD                             | TOKYO ELECTRON LTD                                                     | CUSIP: N/A<br>LEI: 549300H5LSF8DP3RIJ34       | Long             | EC               | CORP              | JP        |     35800 | NS      | $10634872.00  | 0.62%             |  |  |  | No            |                  2 | On Loan: No      |
| NIPPON TELEGRAPH & TELEPHONE CORP              | NIPPON TELEGRAPH & TELEPHONE CORP                                      | CUSIP: N/A<br>LEI: 353800VHQU5VIXVUA841       | Long             | EC               | CORP              | JP        |     53400 | NS      | $1524253.59   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| SOFTBANK CORP                                  | SOFTBANK CORP                                                          | CUSIP: N/A<br>LEI: 353800M1YCTS9JRBJ535       | Long             | EC               | CORP              | JP        |    536785 | NS      | $6069292.63   | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| JD.COM INC                                     | JD.COM INC A                                                           | CUSIP: N/A<br>LEI: 549300HVTWB0GJZ16V92       | Long             | EC               | CORP              | CN        |     52947 | NS      | $1488358.39   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| NETEASE INC                                    | NETEASE INC                                                            | CUSIP: N/A<br>LEI: 5299004AF4DSJDB0PA32       | Long             | EC               | CORP              | CN        |    348000 | NS      | $5072636.83   | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| APPLE INC                                      | APPLE INC                                                              | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |    111767 | NS      | $14521886.31  | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| ABBVIE INC                                     | ABBVIE INC                                                             | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |     34990 | NS      | $5654733.90   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| ABBOTT LABORATORIES                            | ABBOTT LABORATORIES                                                    | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |    241728 | NS      | $26539317.12  | 1.54%             |  |  |  | No            |                  1 | On Loan: No      |
| BARRICK GOLD CORP                              | BARRICK GOLD CORP                                                      | CUSIP: 067901108<br>LEI: 0O4KBQCJZX82UKGCBV73 | Long             | EC               | CORP              | CA        |    121716 | NS      | $2086431.58   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCA CONTINENTAL SAB DE CV                     | ARCA CONTINENTAL SAB DE CV                                             | CUSIP: N/A<br>LEI: 254900U2BSJCQHJCXN24       | Long             | EC               | CORP              | MX        |    432054 | NS      | $3508491.77   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| ACCENTURE PLC                                  | ACCENTURE PLC CL A                                                     | CUSIP: N/A<br>LEI: 549300JY6CF6DO4YFQ03       | Long             | EC               | CORP              | IE        |     24538 | NS      | $6547719.92   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| ADECCO GROUP AG                                | ADECCO GROUP AG                                                        | CUSIP: N/A<br>LEI: NI14Y5UMU60O7JE9P611       | Long             | EC               | CORP              | CH        |     28154 | NS      | $925828.71    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| AEGON NV                                       | AEGON NV                                                               | CUSIP: N/A<br>LEI: O4QK7KMMK83ITNTHUG69       | Long             | EC               | CORP              | NL        |    196376 | NS      | $996185.41    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| AES CORP (THE)                                 | AES CORP (THE)                                                         | CUSIP: 00130H105<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | EC               | CORP              | US        |     47865 | NS      | $1376597.40   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CARL ZEISS MEDITEC AG                          | CARL ZEISS MEDITEC AG (BEARER)                                         | CUSIP: N/A<br>LEI: 529900GRL4MZ8NMOOK95       | Long             | EC               | CORP              | DE        |     19475 | NS      | $2458020.22   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| AGILON HEALTH INC                              | AGILON HEALTH INC                                                      | CUSIP: 00857U107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19961 | NS      | $322170.54    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN INTERNATIONAL GROUP INC               | AMERICAN INTERNATIONAL GROUP INC                                       | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |     75453 | NS      | $4771647.72   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| AIRBUS SE                                      | AIRBUS SE (BEARER)                                                     | CUSIP: N/A<br>LEI: MINO79WLOO247M1IL051       | Long             | EC               | CORP              | NL        |    165602 | NS      | $19690462.70  | 1.14%             |  |  |  | No            |                  2 | On Loan: No      |
| AIR LIQUIDE SA                                 | AIR LIQUIDE SA (BEARER)                                                | CUSIP: N/A<br>LEI: 969500MMPQVHK671GT54       | Long             | EC               | CORP              | FR        |      7503 | NS      | $1067221.90   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                        | ARTHUR J GALLAGHER & CO                                                | CUSIP: 363576109<br>LEI: 54930049QLLMPART6V29 | Long             | EC               | CORP              | US        |      9509 | NS      | $1792826.86   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| THERMO FISHER SCIENTIFIC INC                   | THERMO FISHER SCIENTIFIC INC                                           | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |     20658 | NS      | $11376154.02  | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| TOURMALINE OIL CORP                            | TOURMALINE OIL CORP                                                    | CUSIP: 89156V106<br>LEI: 549300LCHLN94A7Y1572 | Long             | EC               | CORP              | CA        |    123757 | NS      | $6244518.64   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| TC ENERGY CORP                                 | TC ENERGY CORP                                                         | CUSIP: 87807B107<br>LEI: 549300UGKOFV2IWJJG27 | Long             | EC               | CORP              | CA        |     76353 | NS      | $3043969.68   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| TRYG A/S                                       | TRYG A/S                                                               | CUSIP: N/A<br>LEI: 213800ZRS8AC4LSTCE39       | Long             | EC               | CORP              | DK        |     45292 | NS      | $1074261.29   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| TESLA INC                                      | TESLA INC                                                              | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |     12036 | NS      | $1482594.48   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| TOTALENERGIES SE                               | TOTALENERGIES SE                                                       | CUSIP: N/A<br>LEI: 529900S21EQ1BO4ESM68       | Long             | EC               | CORP              | FR        |    178299 | NS      | $11128564.76  | 0.64%             |  |  |  | No            |                  2 | On Loan: No      |
| TAKE-TWO INTERACTIVE SOFTWARE INC              | TAKE-TWO INTERACTIVE SOFTWARE INC                                      | CUSIP: 874054109<br>LEI: BOMSTHHJK882EWYX3334 | Long             | EC               | CORP              | US        |     12130 | NS      | $1263096.90   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| TREASURY WINE ESTATES LTD                      | TREASURY WINE ESTATES LTD                                              | CUSIP: N/A<br>LEI: 529900LVOPJGAX6ILK66       | Long             | EC               | CORP              | AU        |    365056 | NS      | $3373217.62   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| UNIVERSAL MUSIC GROUP NV                       | UNIVERSAL MUSIC GROUP NV                                               | CUSIP: N/A<br>LEI: 724500GJBUL3D9TW9Y18       | Long             | EC               | CORP              | US        |    148872 | NS      | $3593647.68   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                         | UNITEDHEALTH GROUP INC                                                 | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |     74724 | NS      | $39617170.32  | 2.29%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED OVERSEAS BANK LTD                       | UNITED OVERSEAS BANK LTD                                               | CUSIP: N/A<br>LEI: IO66REGK3RCBAMA8HR66       | Long             | EC               | CORP              | SG        |     54700 | NS      | $1254472.51   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| VALE SA                                        | VALE SA ON ADR                                                         | CUSIP: 91912E105<br>LEI: 254900SMTWBX7RU2SR20 | Long             | EC               | CORP              | BR        |    880043 | NS      | $14934329.71  | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| VALE SA                                        | VALE SA ON                                                             | CUSIP: N/A<br>LEI: 254900SMTWBX7RU2SR20       | Long             | EC               | CORP              | BR        |   1606974 | NS      | $27052009.87  | 1.57%             |  |  |  | No            |                  1 | On Loan: No      |
| VAR ENERGI ASA                                 | VAR ENERGI ASA                                                         | CUSIP: N/A<br>LEI: 549300LIVN3FFOJN2K47       | Long             | EC               | CORP              | NO        |    735288 | NS      | $2536736.64   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| VARUN BEVERAGES LTD                            | VARUN BEVERAGES LTD                                                    | CUSIP: N/A<br>LEI: 33580058NWEMWBDNMD48       | Long             | EC               | CORP              | IN        |    177457 | NS      | $2825381.72   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| VOLVO AB                                       | VOLVO AB B                                                             | CUSIP: 928856301<br>LEI: 549300HGV012CNC8JD22 | Long             | EC               | CORP              | SE        |     62128 | NS      | $1124930.50   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| VERTEX PHARMACEUTICALS INC                     | VERTEX PHARMACEUTICALS INC                                             | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |     10220 | NS      | $2951331.60   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| WASTE CONNECTIONS INC                          | WASTE CONNECTIONS INC (USD)                                            | CUSIP: 94106B101<br>LEI: 549300HDLRTPBQU69P29 | Long             | EC               | CORP              | CA        |     13211 | NS      | $1751250.16   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| WOODSIDE ENERGY GROUP LTD                      | WOODSIDE ENERGY GROUP LTD CDI                                          | CUSIP: N/A<br>LEI: 2549005ZC5RXAOO7FH41       | Long             | EC               | CORP              | AU        |     37610 | NS      | $907650.20    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| WOODSIDE ENERGY GROUP LTD                      | WOODSIDE ENERGY GROUP LTD                                              | CUSIP: N/A<br>LEI: 2549005ZC5RXAOO7FH41       | Long             | EC               | CORP              | AU        |    119566 | NS      | $2892911.40   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO & CO                               | WELLS FARGO & CO                                                       | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |    142901 | NS      | $5900382.29   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| WORLDLINE SA                                   | WORLDLINE SA (BEARER)                                                  | CUSIP: N/A<br>LEI: 549300CJMQNCA0U4TS33       | Long             | EC               | CORP              | FR        |     44297 | NS      | $1728485.11   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| WOLFSPEED INC                                  | WOLFSPEED INC                                                          | CUSIP: 977852102<br>LEI: 549300OGU88P3AW3TO93 | Long             | EC               | CORP              | US        |      1813 | NS      | $125169.52    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WP CAREY INC                                   | WP CAREY INC (REIT)                                                    | CUSIP: 92936U109<br>LEI: 54930042CRNE713E3Q67 | Long             | EC               | CORP              | US        |     22705 | NS      | $1774395.75   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| EXXON MOBIL CORP                               | EXXON MOBIL CORP                                                       | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |     18586 | NS      | $2050035.80   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| XP INC                                         | XP INC A                                                               | CUSIP: N/A<br>LEI: 5493008KDA8NBZRJST80       | Long             | EC               | CORP              | BR        |     86047 | NS      | $1319960.98   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| YANDEX NV                                      | YANDEX NV A                                                            | CUSIP: N/A<br>LEI: 549300GGZHJ5Q1B18P93       | Long             | EC               | CORP              | NL        |    151598 | NS      | $0.02         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| YUM! BRANDS INC                                | YUM! BRANDS INC                                                        | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Long             | EC               | CORP              | US        |     16678 | NS      | $2136118.24   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ZSCALER INC                                    | ZSCALER INC                                                            | CUSIP: 98980G102<br>LEI: 529900MZ0RTK1BWRNF46 | Long             | EC               | CORP              | US        |      7066 | NS      | $790685.40    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ZOETIS INC                                     | ZOETIS INC CL A                                                        | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               | CORP              | US        |     11180 | NS      | $1638429.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ZURICH INSURANCE GROUP AG                      | ZURICH INSURANCE GROUP AG                                              | CUSIP: N/A<br>LEI: 529900QVNRBND50TXP03       | Long             | EC               | CORP              | CH        |     40892 | NS      | $19541278.29  | 1.13%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS FINANCIAL SQUARE GOVERNMENT FUND | GLDMN SCHS FIN SQ GV-FST                                               | CUSIP: 38141W273<br>LEI: N/A                  | Long             | EC               | RF                | US        |   2827563 | PA      | $2827562.66   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| INVESCO GOVERNMENT AND AGENCY PORTFOLIO        | INVESCO GVT AND AGNCY-INST                                             | CUSIP: 825252885<br>LEI: N/A                  | Long             | EC               | RF                | US        |   2893690 | PA      | $2893689.56   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2023-02-27

**Name of Applicant:** AMERICAN FUNDS INSURANCE SERIES

**Signature:** Scott Lewis

**Name of Signer:** Scott Lewis

**Title:** Analyst