# EDGAR Filing Document

**Accession Number:** 0000729528
**File Stem:** 0001145549-23-011804
**Filing Date:** 2023-2
**Character Count:** 95877
**Document Hash:** ace8bec49995648973ea7274d4076569
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-23-011804.hdr.sgml**: 20230227

**ACCESSION NUMBER**: 0001145549-23-011804

**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:** 23675892

**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

### International Growth and Income Fund (Series ID: S000023461)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000068980 | Class 1      |  |
| C000068981 | Class 2      |  |
| C000121516 | Class 4      |  |
| C000176248 | 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:** International Growth and Income Fund

- **b. EDGAR series identifier (if any):** S000023461

- **c. LEI of Series:** O95LR6ZUOH7PIUCNQ731

**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:** $303831774.44

**Total Liabilities:** $2630955.52

**Net Assets:** $301200818.92

**Cash Not Reported:** $46300.32

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000068980 | 4.10%                | 14.14%               | -0.84%               |
| Class ID C000068981 | 4.08%                | 14.03%               | -0.86%               |
| Class ID C000121516 | 4.15%                | 14.01%               | -0.94%               |
| Class ID C000176248 | 4.08%                | 14.16%               | -0.94%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-4742606.78             | $15471376.38                               |
| Month 2  | $-1913096.51             | $40126904.01                               |
| Month 3  | $-1832057.83             | $-1637996.66                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| NOVO NORDISK A/S                               | NOVO NORDISK A/S B                                         | CUSIP: N/A<br>LEI: 549300DAQ1CVT6CXN342       | Long             | EC               | CORP              | DK        |     49771 | NS      | $6738990.99   | 2.24%             |  |  |  | No            |                  2 | On Loan: No      |
| OCADO GROUP PLC                                | OCADO GROUP PLC                                            | CUSIP: N/A<br>LEI: 213800LO8F61YB8MBC74       | Long             | EC               | CORP              | GB        |     80608 | NS      | $606589.91    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| OPAP SA                                        | OPAP - GREEK ORG OF FOOTBALL PROGNOSTICS                   | CUSIP: N/A<br>LEI: 213800M4NRGFJCI34834       | Long             | EC               | CORP              | GR        |     42085 | NS      | $596638.81    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| L'OREAL SA                                     | L'OREAL SA (BEARER)                                        | CUSIP: N/A<br>LEI: 529900JI1GG6F7RKVI53       | Long             | EC               | CORP              | FR        |      1190 | NS      | $426904.17    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| PERNOD RICARD SA                               | PERNOD RICARD SA                                           | CUSIP: N/A<br>LEI: 52990097YFPX9J0H5D87       | Long             | EC               | CORP              | FR        |      6241 | NS      | $1226728.87   | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                | PHILIP MORRIS INTERNATIONAL INC                            | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |     65119 | NS      | $6590693.99   | 2.19%             |  |  |  | No            |                  1 | On Loan: No      |
| POLYCAB INDIA LTD                              | POLYCAB INDIA LTD                                          | CUSIP: N/A<br>LEI: 335800ZAL1L11ERZVW68       | Long             | EC               | CORP              | IN        |      2077 | NS      | $64342.62     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| KERING SA                                      | KERING SA                                                  | CUSIP: N/A<br>LEI: 549300VGEJKB7SVUZR78       | Long             | EC               | CORP              | FR        |       287 | NS      | $146881.64    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| PRUDENTIAL PLC                                 | PRUDENTIAL PLC                                             | CUSIP: N/A<br>LEI: 5493001Z3ZE83NGK8Y12       | Long             | EC               | CORP              | GB        |     55866 | NS      | $756014.04    | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| PROSUS NV                                      | PROSUS NV N                                                | CUSIP: N/A<br>LEI: 635400Z5LQ5F9OLVT688       | Long             | EC               | CORP              | NL        |     19085 | NS      | $1310289.92   | 0.44%             |  |  |  | No            |                  2 | On Loan: No      |
| PUBLICIS GROUPE SA                             | PUBLICIS GROUPE SA                                         | CUSIP: N/A<br>LEI: 2138004KW8BV57III342       | Long             | EC               | CORP              | FR        |     22225 | NS      | $1411306.85   | 0.47%             |  |  |  | No            |                  2 | On Loan: No      |
| RESTAURANT BRANDS INTERNATIONAL INC            | RESTAURANT BRANDS INTERNATIONAL INC                        | CUSIP: 76131D103<br>LEI: 5299009RXTX9DN9AKJ98 | Long             | EC               | CORP              | CA        |     26120 | NS      | $1689311.96   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| RELX PLC                                       | RELX PLC                                                   | CUSIP: N/A<br>LEI: 549300WSX3VBUFFJOO66       | Long             | EC               | CORP              | GB        |     46516 | NS      | $1288762.06   | 0.43%             |  |  |  | No            |                  2 | On Loan: No      |
| RELIANCE INDUSTRIES LTD                        | RELIANCE INDUSTRIES LTD                                    | CUSIP: N/A<br>LEI: 5493003UOETFYRONLG31       | Long             | EC               | CORP              | IN        |     19587 | NS      | $600853.42    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| RENAULT SA                                     | RENAULT SA                                                 | CUSIP: N/A<br>LEI: 969500F7JLTX36OUI695       | Long             | EC               | CORP              | FR        |     75272 | NS      | $2507924.79   | 0.83%             |  |  |  | No            |                  2 | On Loan: No      |
| RHEINMETALL AG                                 | RHEINMETALL AG                                             | CUSIP: N/A<br>LEI: 5299001OU9CSE29O6S05       | Long             | EC               | CORP              | DE        |      7314 | NS      | $1456838.40   | 0.48%             |  |  |  | No            |                  2 | On Loan: No      |
| RIO TINTO PLC                                  | RIO TINTO PLC                                              | CUSIP: N/A<br>LEI: 213800YOEO5OQ72G2R82       | Long             | EC               | CORP              | GB        |     10464 | NS      | $734219.20    | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| RECKITT BENCKISER GROUP PLC                    | RECKITT BENCKISER GROUP PLC                                | CUSIP: N/A<br>LEI: 5493003JFSMOJG48V108       | Long             | EC               | CORP              | GB        |      5140 | NS      | $357584.84    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| ROCHE HOLDING AG                               | ROCHE HOLDING AG (BEARER) NON-VOTING                       | CUSIP: N/A<br>LEI: 549300U41AUUVOAAOB37       | Long             | EC               | CORP              | CH        |      1328 | NS      | $417339.73    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| RYANAIR HOLDINGS PLC                           | RYANAIR HOLDINGS PLC ADR                                   | CUSIP: 783513203<br>LEI: 635400BR2ROC1FVEBQ56 | Long             | EC               | CORP              | IE        |     13626 | NS      | $1018679.76   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| SAFRAN SA                                      | SAFRAN SA                                                  | CUSIP: N/A<br>LEI: 969500UIC89GT3UL7L24       | Long             | EC               | CORP              | FR        |      7664 | NS      | $957718.51    | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                             | BANCO SANTANDER SA                                         | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | EC               | CORP              | ES        |    307795 | NS      | $921795.62    | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| SAP SE                                         | SAP SE                                                     | CUSIP: N/A<br>LEI: 529900D6BF99LW9R2E68       | Long             | EC               | CORP              | DE        |     13056 | NS      | $1347372.07   | 0.45%             |  |  |  | No            |                  2 | On Loan: No      |
| SANOFI                                         | SANOFI                                                     | CUSIP: N/A<br>LEI: 549300E9PC51EN656011       | Long             | EC               | CORP              | FR        |     28623 | NS      | $2769580.62   | 0.92%             |  |  |  | No            |                  2 | On Loan: No      |
| SEA LTD                                        | SEA LTD CL A ADR                                           | CUSIP: 81141R100<br>LEI: 529900OM6JLLW44YKI15 | Long             | EC               | CORP              | SG        |     21542 | NS      | $1120830.26   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB               | SKANDINAVISKA ENSKILDA BANKEN AB A                         | CUSIP: N/A<br>LEI: F3JS33DEI6XQ4ZBPTN86       | Long             | EC               | CORP              | SE        |     32490 | NS      | $373903.04    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| SIEMENS HEALTHINEERS AG                        | SIEMENS HEALTHINEERS AG                                    | CUSIP: N/A<br>LEI: 529900QBVWXMWANH7H45       | Long             | EC               | CORP              | DE        |     34852 | NS      | $1743505.45   | 0.58%             |  |  |  | No            |                  2 | On Loan: No      |
| SIEMENS AG                                     | SIEMENS AG NAMEN                                           | CUSIP: N/A<br>LEI: W38RGI023J3WT1HWRP32       | Long             | EC               | CORP              | DE        |      2589 | NS      | $359334.31    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| SIKA AG                                        | SIKA AG                                                    | CUSIP: N/A<br>LEI: 549300R3N69ECGYPU434       | Long             | EC               | CORP              | CH        |      1500 | NS      | $361934.09    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| SCHLUMBERGER LTD                               | SCHLUMBERGER LTD                                           | CUSIP: 806857108<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               | CORP              | US        |     30187 | NS      | $1613797.02   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| SOCIETE GENERALE                               | SOCIETE GENERALE                                           | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | EC               | CORP              | FR        |     70627 | NS      | $1772042.45   | 0.59%             |  |  |  | No            |                  2 | On Loan: No      |
| SOCIEDAD QUIMICA Y MINERA DE CHILE SA          | SOCIEDAD QUIMICA Y MINERA DE CHILE SA B ADR                | CUSIP: 833635105<br>LEI: TJ88LXZZW5PWIN93ZC81 | Long             | EC               | CORP              | CL        |      7688 | NS      | $613809.92    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| SINGAPORE TELECOMMUNICATIONS LTD               | SINGAPORE TELECOM LTD                                      | CUSIP: N/A<br>LEI: 2549003XJKIQO8YDYD89       | Long             | EC               | CORP              | SG        |    325400 | NS      | $624720.40    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| STELLANTIS NV                                  | STELLANTIS NV                                              | CUSIP: N/A<br>LEI: 549300LKT9PW7ZIBDF31       | Long             | EC               | CORP              | NL        |     24108 | NS      | $341488.39    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| TORONTO DOMINION BANK (THE)                    | TORONTO DOMINION BANK (THE)                                | CUSIP: 891160509<br>LEI: PT3QB789TSUIDF371261 | Long             | EC               | CORP              | CA        |     28953 | NS      | $1874674.68   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| TELEFONICA SA                                  | TELEFONICA SA (BEARER)                                     | CUSIP: 879382109<br>LEI: 549300EEJH4FEPDBBR25 | Long             | EC               | CORP              | ES        |    402982 | NS      | $1459470.24   | 0.48%             |  |  |  | No            |                  2 | On Loan: No      |
| TFI INTERNATIONAL INC                          | TFI INTERNATIONAL INC                                      | CUSIP: 87241L109<br>LEI: 5493007R9W7KO7SJN678 | Long             | EC               | CORP              | CA        |      5936 | NS      | $594520.65    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| TOURMALINE OIL CORP                            | TOURMALINE OIL CORP                                        | CUSIP: 89156V106<br>LEI: 549300LCHLN94A7Y1572 | Long             | EC               | CORP              | CA        |      9772 | NS      | $493074.62    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| TC ENERGY CORP                                 | TC ENERGY CORP                                             | CUSIP: 87807B107<br>LEI: 549300UGKOFV2IWJJG27 | Long             | EC               | CORP              | CA        |     42686 | NS      | $1701765.35   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| TRYG A/S                                       | TRYG A/S                                                   | CUSIP: N/A<br>LEI: 213800ZRS8AC4LSTCE39       | Long             | EC               | CORP              | DK        |     25561 | NS      | $606270.26    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| TOTALENERGIES SE                               | TOTALENERGIES SE                                           | CUSIP: N/A<br>LEI: 529900S21EQ1BO4ESM68       | Long             | EC               | CORP              | FR        |     89101 | NS      | $5561255.25   | 1.85%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                   | UBS GROUP AG                                               | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | EC               | CORP              | CH        |     54178 | NS      | $1009855.39   | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| UNIVERSAL MUSIC GROUP NV                       | UNIVERSAL MUSIC GROUP NV                                   | CUSIP: N/A<br>LEI: 724500GJBUL3D9TW9Y18       | Long             | EC               | CORP              | US        |      9460 | NS      | $228356.63    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED OVERSEAS BANK LTD                       | UNITED OVERSEAS BANK LTD                                   | CUSIP: N/A<br>LEI: IO66REGK3RCBAMA8HR66       | Long             | EC               | CORP              | SG        |      5300 | NS      | $121548.52    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| UPM-KYMMENE OYJ                                | UPM-KYMMENE OYJ                                            | CUSIP: N/A<br>LEI: 213800EC6PW5VU4J9U64       | Long             | EC               | CORP              | FI        |     23659 | NS      | $886880.75    | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| UNIBAIL-RODAMCO-WESTFIELD                      | UNIBAIL-RODAMCO-WESTFIELD STAPLED SECURITY (BEARER) (REIT) | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | FR        |     10561 | OU      | $551065.62    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| VALE SA                                        | VALE SA ON ADR                                             | CUSIP: 91912E105<br>LEI: 254900SMTWBX7RU2SR20 | Long             | EC               | CORP              | BR        |     80910 | NS      | $1373042.70   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| VALE SA                                        | VALE SA ON                                                 | CUSIP: N/A<br>LEI: 254900SMTWBX7RU2SR20       | Long             | EC               | CORP              | BR        |    198640 | NS      | $3343931.66   | 1.11%             |  |  |  | No            |                  1 | On Loan: No      |
| VAR ENERGI ASA                                 | VAR ENERGI ASA                                             | CUSIP: N/A<br>LEI: 549300LIVN3FFOJN2K47       | Long             | EC               | CORP              | NO        |     20924 | NS      | $72187.60     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| VARUN BEVERAGES LTD                            | VARUN BEVERAGES LTD                                        | CUSIP: N/A<br>LEI: 33580058NWEMWBDNMD48       | Long             | EC               | CORP              | IN        |     43375 | NS      | $690595.08    | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| VEOLIA ENVIRONNEMENT                           | VEOLIA ENVIRONNEMENT                                       | CUSIP: N/A<br>LEI: 969500LENY69X51OOT31       | Long             | EC               | CORP              | FR        |      9023 | NS      | $231805.54    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| VALEO SA                                       | VALEO SA (BEARER)                                          | CUSIP: N/A<br>LEI: 5493006IH2N2WMIBB742       | Long             | EC               | CORP              | FR        |     40170 | NS      | $716022.14    | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                             | VODAFONE GROUP PLC                                         | CUSIP: N/A<br>LEI: 213800TB53ELEUKM7Q61       | Long             | EC               | CORP              | GB        |    839939 | NS      | $851421.46    | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| VOLKSWAGEN AG                                  | VOLKSWAGEN AG PREF                                         | CUSIP: N/A<br>LEI: 529900NNUPAGGOMPXZ31       | Long             | EC               | CORP              | DE        |      3468 | NS      | $432247.57    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| VIAPLAY GROUP AB                               | VIAPLAY GROUP AB                                           | CUSIP: N/A<br>LEI: 5493006E0IJD0DHJSR89       | Long             | EC               | CORP              | SE        |     20606 | NS      | $392653.18    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| WASTE CONNECTIONS INC                          | WASTE CONNECTIONS INC                                      | CUSIP: 94106B101<br>LEI: 549300HDLRTPBQU69P29 | Long             | EC               | CORP              | CA        |      5192 | NS      | $688227.59    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| WOODSIDE ENERGY GROUP LTD                      | WOODSIDE ENERGY GROUP LTD                                  | CUSIP: N/A<br>LEI: 2549005ZC5RXAOO7FH41       | Long             | EC               | CORP              | AU        |     18414 | NS      | $445528.59    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| WIZZ AIR HOLDINGS PLC                          | WIZZ AIR HOLDINGS PLC                                      | CUSIP: N/A<br>LEI: 213800COXGZCORLJZA85       | Long             | EC               | CORP              | HU        |      9714 | NS      | $222510.37    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| XP INC                                         | XP INC A                                                   | CUSIP: N/A<br>LEI: 5493008KDA8NBZRJST80       | Long             | EC               | CORP              | BR        |     53223 | NS      | $816440.82    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| YANDEX NV                                      | YANDEX NV A                                                | CUSIP: N/A<br>LEI: 549300GGZHJ5Q1B18P93       | Long             | EC               | CORP              | NL        |      5000 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| ZURICH INSURANCE GROUP AG                      | ZURICH INSURANCE GROUP AG                                  | CUSIP: N/A<br>LEI: 529900QVNRBND50TXP03       | Long             | EC               | CORP              | CH        |      5399 | NS      | $2580048.95   | 0.86%             |  |  |  | No            |                  2 | On Loan: No      |
| MIDEA GROUP CO LTD                             | MIDEA GROUP CO LTD A (SZSE NORTH)                          | CUSIP: N/A<br>LEI: 3003003TRPHLHZD2IF61       | Long             | EC               | CORP              | CN        |    172300 | NS      | $1279849.95   | 0.42%             |  |  |  | No            |                  2 | On Loan: No      |
| HANG SENG BANK LTD                             | HANG SENG BANK LTD                                         | CUSIP: N/A<br>LEI: 5493009Z5F07LWZYMK62       | Long             | EC               | CORP              | HK        |     66900 | NS      | $1107707.93   | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| GALAXY ENTERTAINMENT GROUP LTD                 | GALAXY ENTERTAINMENT GROUP LTD                             | CUSIP: N/A<br>LEI: 549300ZSEBV3HR826S10       | Long             | EC               | CORP              | HK        |    184000 | NS      | $1218356.27   | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| SAMSUNG ELECTRONICS CO LTD                     | SAMSUNG ELECTRONICS CO LTD COM                             | CUSIP: N/A<br>LEI: 9884007ER46L6N7EI764       | Long             | EC               | CORP              | KR        |     41896 | NS      | $1847533.47   | 0.61%             |  |  |  | No            |                  2 | On Loan: No      |
| SAMSUNG ELECTRONICS CO LTD                     | SAMSUNG ELECTRONICS CO LTD PREF                            | CUSIP: N/A<br>LEI: 9884007ER46L6N7EI764       | Long             | EC               | CORP              | KR        |      6483 | NS      | $260862.03    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| KINGDEE INTERNATIONAL SOFTWARE GROUP CO LTD    | KINGDEE INTL SOFTWARE GROUP CO LTD                         | CUSIP: N/A<br>LEI: 529900SWRZN94C5SZO63       | Long             | EC               | CORP              | CN        |    450000 | NS      | $957961.89    | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| CATHAY PACIFIC AIRWAYS LTD                     | CATHAY PACIFIC AIRWAYS LTD                                 | CUSIP: N/A<br>LEI: EQNZNT235RBOJ6LJQZ02       | Long             | EC               | CORP              | HK        |    797000 | NS      | $866420.63    | 0.29%             |  |  |  | No            |                  2 | On Loan: —       |
| KT&G CORP                                      | KT&G CORP                                                  | CUSIP: N/A<br>LEI: 988400ZJV6ISYBLQX875       | Long             | EC               | CORP              | KR        |      9986 | NS      | $722069.96    | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| TECHTRONIC INDUSTRIES CO LTD                   | TECHTRONIC INDUSTRIES CO LTD                               | CUSIP: N/A<br>LEI: 549300HZW2SBE758OK89       | Long             | EC               | CORP              | HK        |     50500 | NS      | $562318.11    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| TENCENT HOLDINGS LTD                           | TENCENT HOLDINGS LTD                                       | CUSIP: N/A<br>LEI: 254900N4SLUMW4XUYY11       | Long             | EC               | CORP              | CN        |     50600 | NS      | $2150611.60   | 0.71%             |  |  |  | No            |                  2 | On Loan: No      |
| LINK REIT                                      | LINK REIT (REIT)                                           | CUSIP: N/A<br>LEI: 529900XUE70U36QX5M62       | Long             | EC               | CORP              | HK        |    108007 | NS      | $793043.79    | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| HANA FINANCIAL GROUP INC                       | HANA FINANCIAL GROUP INC                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |     37354 | NS      | $1249894.46   | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| LONGFOR GROUP HOLDINGS LTD                     | LONGFOR GROUP HOLDINGS LTD                                 | CUSIP: N/A<br>LEI: 254900UJX27B2F1JYR13       | Long             | EC               | CORP              | CN        |    351500 | NS      | $1077235.25   | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| CK ASSET HOLDINGS LTD                          | CK ASSET HOLDINGS LTD                                      | CUSIP: N/A<br>LEI: 5299006GJZSGP78B8S35       | Long             | EC               | CORP              | HK        |    329000 | NS      | $2025588.73   | 0.67%             |  |  |  | No            |                  2 | On Loan: No      |
| WYNN MACAU LTD                                 | WYNN MACAU LTD                                             | CUSIP: N/A<br>LEI: 254900NMDQ8ENTHU1I31       | Long             | EC               | CORP              | MO        |   1334400 | NS      | $1487181.27   | 0.49%             |  |  |  | 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        |    106200 | NS      | $395516.82    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| AIA GROUP LTD                                  | AIA GROUP LTD                                              | CUSIP: N/A<br>LEI: ZP5ILWVSYE4LJGMMVD57       | Long             | EC               | CORP              | HK        |    411000 | NS      | $4527988.61   | 1.50%             |  |  |  | No            |                  2 | On Loan: No      |
| SITC INTERNATIONAL HOLDINGS CO LTD             | SITC INTERNATIONAL HOLDINGS CO LTD                         | CUSIP: N/A<br>LEI: 529900JUV4MOM9CE3V12       | Long             | EC               | CORP              | HK        |     79659 | NS      | $175835.18    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| INDUSTRIAL & COMMERCIAL BANK OF CHINA LTD      | INDUSTRIAL & COMMERCIAL BANK OF CHINA H                    | CUSIP: N/A<br>LEI: 5493002ERZU2K9PZDL40       | Long             | EC               | CORP              | CN        |   1959040 | NS      | $1009069.12   | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| INPEX CORP                                     | INPEX CORP                                                 | CUSIP: N/A<br>LEI: 353800VHYYADPR6MXQ47       | Long             | EC               | CORP              | JP        |     31500 | NS      | $336123.33    | 0.11%             |  |  |  | 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        |    437000 | NS      | $269961.09    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| INNOVENT BIOLOGICS INC                         | INNOVENT BIOLOGICS INC                                     | CUSIP: N/A<br>LEI: 25490058ONL9SCIE1R22       | Long             | EC               | CORP              | CN        |     48500 | NS      | $208226.20    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                                | SANDS CHINA LTD                                            | CUSIP: N/A<br>LEI: 549300EVO6UZDGY05787       | Long             | EC               | CORP              | MO        |    568372 | NS      | $1882998.35   | 0.63%             |  |  |  | No            |                  2 | On Loan: No      |
| MGM CHINA HOLDINGS LTD                         | MGM CHINA HOLDINGS LTD                                     | CUSIP: N/A<br>LEI: 529900VZFN87OS7WJM66       | Long             | EC               | CORP              | MO        |   2347600 | NS      | $2586962.77   | 0.86%             |  |  |  | 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        |    646000 | NS      | $4263723.82   | 1.42%             |  |  |  | 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        |    519000 | NS      | $7564242.57   | 2.51%             |  |  |  | No            |                  2 | On Loan: No      |
| LI NING CO LTD                                 | LI NING CO LTD                                             | CUSIP: N/A<br>LEI: 529900T77L2FV3FZ3U81       | Long             | EC               | CORP              | CN        |    122500 | NS      | $1051202.77   | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| MEDIATEK INC                                   | MEDIATEK INC                                               | CUSIP: N/A<br>LEI: 254900UEGBK1I4DM4E14       | Long             | EC               | CORP              | TW        |     87000 | NS      | $1767150.79   | 0.59%             |  |  |  | No            |                  2 | On Loan: No      |
| ASAHI GROUP HOLDINGS LTD                       | ASAHI GROUP HOLDINGS LTD                                   | CUSIP: N/A<br>LEI: 353800KAJ02XNHLCJW79       | Long             | EC               | CORP              | JP        |     33700 | NS      | $1049336.70   | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| ENN ENERGY HOLDINGS LTD                        | ENN ENERGY HOLDINGS LTD                                    | CUSIP: N/A<br>LEI: 549300V7BXPWT6WIPR03       | Long             | EC               | CORP              | CN        |    118100 | NS      | $1647591.76   | 0.55%             |  |  |  | No            |                  2 | On Loan: No      |
| JAPAN TOBACCO INC                              | JAPAN TOBACCO INC                                          | CUSIP: N/A<br>LEI: 353800Z0ENYBQO0XRJ31       | Long             | EC               | CORP              | JP        |     58700 | NS      | $1186918.23   | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| ASAHI KASEI CORP                               | ASAHI KASEI CORP                                           | CUSIP: N/A<br>LEI: 353800GPI4Z3MGDGN142       | Long             | EC               | CORP              | JP        |     99900 | NS      | $709889.31    | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| EMEMORY TECHNOLOGY INC                         | EMEMORY TECHNOLOGY INC                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |      3000 | NS      | $130094.64    | 0.04%             |  |  |  | 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        |     96500 | NS      | $534939.00    | 0.18%             |  |  |  | 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        |      2000 | NS      | $243670.97    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| NOMURA RESEARCH INSTITUTE LTD                  | NOMURA RESEARCH INSTITUTE LTD                              | CUSIP: N/A<br>LEI: 5299005F1HCVF4M4QN79       | Long             | EC               | CORP              | JP        |      5300 | NS      | $125994.13    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| SHIONOGI & CO LTD                              | SHIONOGI & CO LTD                                          | CUSIP: N/A<br>LEI: 35380049VXDTHZI3DY35       | Long             | EC               | CORP              | JP        |      9600 | NS      | $477585.00    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| VANGUARD INTERNATIONAL SEMICONDUCTOR CORP      | VANGUARD INTERNATIONAL SEMICONDUCTOR CORP                  | CUSIP: N/A<br>LEI: 2549001S5Q158BIJJO13       | Long             | EC               | CORP              | TW        |    186000 | NS      | $468489.96    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| LIXIL CORP                                     | LIXIL CORP                                                 | CUSIP: N/A<br>LEI: 353800KB8G4F9WUJJ886       | Long             | EC               | CORP              | JP        |     50900 | NS      | $775691.15    | 0.26%             |  |  |  | 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        |      9490 | NS      | $2348351.25   | 0.78%             |  |  |  | No            |                  2 | On Loan: No      |
| FOSHAN HAITIAN FLAVOURING & FOOD CO LTD        | FOSHAN HAITIAN FLAVOURING & FOOD CO LTD A (SSE NORTH)      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |     77954 | NS      | $892394.00    | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| CANSINO BIOLOGICS INC                          | CANSINO BIOLOGICS INC H                                    | CUSIP: N/A<br>LEI: 254900SPBQ0ZVM8QC931       | Long             | EC               | CORP              | CN        |     22800 | NS      | $195045.64    | 0.06%             |  |  |  | No            |                  2 | On Loan: —       |
| SMC CORP                                       | SMC CORP                                                   | CUSIP: N/A<br>LEI: 353800O40V08DOZ70X62       | Long             | EC               | CORP              | JP        |      3100 | NS      | $1312011.72   | 0.44%             |  |  |  | No            |                  2 | On Loan: No      |
| DAIKIN INDUSTRIES LTD                          | DAIKIN INDUSTRIES LTD                                      | CUSIP: N/A<br>LEI: 549300Y7FWSTSHMW5Y57       | Long             | EC               | CORP              | JP        |      8600 | NS      | $1322933.92   | 0.44%             |  |  |  | No            |                  2 | On Loan: No      |
| HITACHI LTD                                    | HITACHI LTD                                                | CUSIP: N/A<br>LEI: 549300T6IPOCDWLKC615       | Long             | EC               | CORP              | JP        |      2400 | NS      | $120779.63    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| NIDEC CORP                                     | NIDEC CORP                                                 | CUSIP: N/A<br>LEI: 353800IF171MZTNL6Y31       | Long             | EC               | CORP              | JP        |      6900 | NS      | $359331.12    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| FUJITSU LTD                                    | FUJITSU LTD                                                | CUSIP: N/A<br>LEI: 3538000246DHJLRTUZ24       | Long             | EC               | CORP              | JP        |      1000 | NS      | $132428.05    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| TDK CORP                                       | TDK CORP                                                   | CUSIP: N/A<br>LEI: 3538005O8WNU39U8NX03       | Long             | EC               | CORP              | JP        |     25500 | NS      | $828009.99    | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| KEYENCE CORP                                   | KEYENCE CORP                                               | CUSIP: N/A<br>LEI: 529900M7PQBS7A89DZ11       | Long             | EC               | CORP              | JP        |      2700 | NS      | $1057062.66   | 0.35%             |  |  |  | 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        |      9000 | NS      | $167071.45    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| HOYA CORP                                      | HOYA CORPORATION                                           | CUSIP: N/A<br>LEI: 353800X4VR3BHEUCJB42       | Long             | EC               | CORP              | JP        |      1000 | NS      | $96755.20     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| MITSUI & CO LTD                                | MITSUI & CO                                                | CUSIP: N/A<br>LEI: 2NRSB4GOU9DD6CNW5R48       | Long             | EC               | CORP              | JP        |     25200 | NS      | $732747.74    | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| TOKYO ELECTRON LTD                             | TOKYO ELECTRON LTD                                         | CUSIP: N/A<br>LEI: 549300H5LSF8DP3RIJ34       | Long             | EC               | CORP              | JP        |      8400 | NS      | $2495333.09   | 0.83%             |  |  |  | No            |                  2 | On Loan: No      |
| PALTAC CORP                                    | PALTAC CORP                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     21900 | NS      | $766900.02    | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| RESONA HOLDINGS INC                            | RESONA HOLDINGS INC                                        | CUSIP: N/A<br>LEI: 52990067JE75XZCYYT81       | Long             | EC               | CORP              | JP        |    167200 | NS      | $918517.58    | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| TOKIO MARINE HOLDINGS INC                      | TOKIO MARINE HOLDINGS INC                                  | CUSIP: N/A<br>LEI: 5299009QN2NZ191KLS29       | Long             | EC               | CORP              | JP        |    105200 | NS      | $2251971.24   | 0.75%             |  |  |  | No            |                  2 | On Loan: No      |
| JAPAN AIRLINES CO LTD                          | JAPAN AIRLINES CO LTD                                      | CUSIP: N/A<br>LEI: 3538002MH5L1QZZ93477       | Long             | EC               | CORP              | JP        |     16500 | NS      | $338476.82    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| NIPPON TELEGRAPH & TELEPHONE CORP              | NIPPON TELEGRAPH & TELEPHONE CORP                          | CUSIP: N/A<br>LEI: 353800VHQU5VIXVUA841       | Long             | EC               | CORP              | JP        |     82300 | NS      | $2349177.35   | 0.78%             |  |  |  | No            |                  2 | On Loan: No      |
| SOFTBANK CORP                                  | SOFTBANK CORP                                              | CUSIP: N/A<br>LEI: 353800M1YCTS9JRBJ535       | Long             | EC               | CORP              | JP        |     77200 | NS      | $872880.93    | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| JD.COM INC                                     | JD.COM INC A                                               | CUSIP: N/A<br>LEI: 549300HVTWB0GJZ16V92       | Long             | EC               | CORP              | CN        |      7174 | NS      | $201663.61    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| NITORI HOLDINGS CO LTD                         | NITORI HOLDINGS CO LTD                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      6200 | NS      | $804091.92    | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| NETEASE INC                                    | NETEASE INC                                                | CUSIP: N/A<br>LEI: 5299004AF4DSJDB0PA32       | Long             | EC               | CORP              | CN        |     10800 | NS      | $157426.66    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| ABB LTD                                        | ABB LTD                                                    | CUSIP: N/A<br>LEI: 5493000LKVGOO9PELI61       | Long             | EC               | CORP              | CH        |     50534 | NS      | $1539153.32   | 0.51%             |  |  |  | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV SA/NV                     | ANHEUSER-BUSCH INBEV SA/NV                                 | CUSIP: N/A<br>LEI: 5493008H3828EMEXB082       | Long             | EC               | CORP              | BE        |     40759 | NS      | $2450358.13   | 0.81%             |  |  |  | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                               | ABN AMRO BANK NV-CVA                                       | CUSIP: N/A<br>LEI: BFXS5XCH7N0Y05NIXW11       | Long             | EC               | CORP              | NL        |     42512 | NS      | $587163.57    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| BARRICK GOLD CORP                              | BARRICK GOLD CORP                                          | CUSIP: 067901108<br>LEI: 0O4KBQCJZX82UKGCBV73 | Long             | EC               | CORP              | CA        |     13543 | NS      | $232151.43    | 0.08%             |  |  |  | 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        |    108287 | NS      | $879343.90    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| ADECCO GROUP AG                                | ADECCO GROUP AG                                            | CUSIP: N/A<br>LEI: NI14Y5UMU60O7JE9P611       | Long             | EC               | CORP              | CH        |     10191 | NS      | $335125.40    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| ADIDAS AG                                      | ADIDAS AG                                                  | CUSIP: N/A<br>LEI: 549300JSX0Z4CW0V5023       | Long             | EC               | CORP              | DE        |      8004 | NS      | $1092627.90   | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| ALLIANCE GLOBAL GROUP INC                      | ALLIANCE GLOBAL GROUP INC                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | PH        |   7895900 | NS      | $1689512.85   | 0.56%             |  |  |  | No            |                  2 | On Loan: No      |
| AIRBUS SE                                      | AIRBUS SE (BEARER)                                         | CUSIP: N/A<br>LEI: MINO79WLOO247M1IL051       | Long             | EC               | CORP              | NL        |     51245 | NS      | $6093149.61   | 2.02%             |  |  |  | No            |                  2 | On Loan: No      |
| AIR LIQUIDE SA                                 | AIR LIQUIDE SA (BEARER)                                    | CUSIP: N/A<br>LEI: 969500MMPQVHK671GT54       | Long             | EC               | CORP              | FR        |      4908 | NS      | $698110.77    | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| AKER BP ASA                                    | AKER BP ASA                                                | CUSIP: N/A<br>LEI: 549300NFTY73920OYK69       | Long             | EC               | CORP              | NO        |     43949 | NS      | $1369938.15   | 0.45%             |  |  |  | No            |                  2 | On Loan: No      |
| ALROSA PJSC                                    | ALROSA PJSC (USD)                                          | CUSIP: N/A<br>LEI: 894500DKUWVBYZLLE651       | Long             | EC               | CORP              | RU        |     53607 | NS      | $0.01         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| AMADEUS IT GROUP SA                            | AMADEUS IT GROUP SA A (BEARER)                             | CUSIP: N/A<br>LEI: 9598004A3FTY3TEHHN09       | Long             | EC               | CORP              | ES        |      4613 | NS      | $237892.74    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| AMERICANAS SA                                  | AMERICANAS SA                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BR        |    149913 | NS      | $274001.70    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICA MOVIL SAB DE CV                        | AMERICA MOVIL SAB DE CV L ADR                              | CUSIP: 02364W105<br>LEI: 5493000FNR3UCEAONM59 | Long             | EC               | CORP              | MX        |     41487 | NS      | $755063.40    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| AON PLC                                        | AON PLC CL A                                               | CUSIP: N/A<br>LEI: 635400FALWQYX5E6QC64       | Long             | EC               | CORP              | IE        |      4301 | NS      | $1290902.14   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| ASM INTERNATIONAL NV                           | ASM INTERNATIONAL NV                                       | CUSIP: N/A<br>LEI: 7245001I22ND6ZFHX623       | Long             | EC               | CORP              | NL        |      2068 | NS      | $523536.75    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| ASML HOLDING NV                                | ASML HOLDING NV                                            | CUSIP: N/A<br>LEI: 724500Y6DUVHQD6OXN27       | Long             | EC               | CORP              | NL        |     10887 | NS      | $5893167.85   | 1.96%             |  |  |  | No            |                  2 | On Loan: No      |
| ASSA ABLOY AB                                  | ASSA ABLOY AB B                                            | CUSIP: N/A<br>LEI: 549300YECS8HKCIMMB67       | Long             | EC               | CORP              | SE        |     11710 | NS      | $251951.41    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| AU SMALL FINANCE BANK LTD                      | AU SMALL FINANCE BANK LTD                                  | CUSIP: N/A<br>LEI: 3358006J6L5P5MWKCU97       | Long             | EC               | CORP              | IN        |     12289 | NS      | $96779.04     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| AVENUE SUPERMARTS LTD                          | AVENUE SUPERMARTS LTD                                      | CUSIP: N/A<br>LEI: 335800B2ZPJKOU2ZM776       | Long             | EC               | CORP              | IN        |      2324 | NS      | $113899.06    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BROADCOM INC                                   | BROADCOM INC                                               | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |      2678 | NS      | $1497350.14   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| AXA SA                                         | AXA SA                                                     | CUSIP: N/A<br>LEI: F5WCUMTUM4RKZ1MAIE39       | Long             | EC               | CORP              | FR        |    114432 | NS      | $3189305.04   | 1.06%             |  |  |  | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC                                | ASTRAZENECA PLC (GBP)                                      | CUSIP: N/A<br>LEI: PY6ZZQWO2IZFZC3IOL08       | Long             | EC               | CORP              | GB        |     77983 | NS      | $10583490.26  | 3.51%             |  |  |  | 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        |    407901 | NS      | $1020573.36   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| BAE SYSTEMS PLC                                | BAE SYSTEMS PLC                                            | CUSIP: N/A<br>LEI: 8SVCSVKSGDWMW2QHOH83       | Long             | EC               | CORP              | GB        |    413069 | NS      | $4269146.53   | 1.42%             |  |  |  | No            |                  2 | On Loan: No      |
| BROOKFIELD ASSET MANAGEMENT LTD                | BROOKFIELD ASSET MANAGEMENT LTD A                          | CUSIP: 113004105<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      2726 | NS      | $78055.41     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BRITISH AMERICAN TOBACCO PLC                   | BRITISH AMERICAN TOBACCO PLC                               | CUSIP: N/A<br>LEI: 213800FKA5MF17RJKT63       | Long             | EC               | CORP              | GB        |    196339 | NS      | $7789692.73   | 2.59%             |  |  |  | No            |                  2 | On Loan: No      |
| BAYER AG                                       | BAYER AG                                                   | CUSIP: N/A<br>LEI: 549300J4U55H3WP1XT59       | Long             | EC               | CORP              | DE        |     32378 | NS      | $1671757.19   | 0.56%             |  |  |  | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARGENTARIA SA             | BANCO BILBAO VIZCAYA ARGENTARIA SA                         | CUSIP: N/A<br>LEI: K8MS7FD7N5Z2WQ51AZ71       | Long             | EC               | CORP              | ES        |    216058 | NS      | $1304726.64   | 0.43%             |  |  |  | No            |                  2 | On Loan: No      |
| BELIMO HOLDING AG                              | BELIMO HOLDING AG NAMEN                                    | CUSIP: N/A<br>LEI: 506700339DLX749VEM23       | Long             | EC               | CORP              | CH        |      1112 | NS      | $531288.28    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| BANCA GENERALI SPA                             | BANCA GENERALI SPA                                         | CUSIP: N/A<br>LEI: 815600903231FA2E7698       | Long             | EC               | CORP              | IT        |     13051 | NS      | $449173.37    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| BEIGENE LTD                                    | BEIGENE LTD ADR                                            | CUSIP: 07725L102<br>LEI: 549300JFUK6FRD5MH739 | Long             | EC               | CORP              | CN        |      1387 | NS      | $305056.78    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| BROOKFIELD INFRASTRUCTURE PARTNERS LP          | BROOKFIELD INFRASTRUCTURE PARTNERS LP (CAD)                | CUSIP: N/A<br>LEI: 549300WEH5R2OODI7Y90       | Long             | EC               | CORP              | BM        |     36875 | NS      | $1142199.04   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| BALKRISHNA INDUSTRIES LTD                      | BALKRISHNA INDUSTRIES LTD                                  | CUSIP: N/A<br>LEI: 3358006BD9NZGXG1I436       | Long             | EC               | CORP              | IN        |      4894 | NS      | $125734.80    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| B&M EUROPEAN VALUE RETAIL SA                   | B&M EUROPEAN VALUE RETAIL SA                               | CUSIP: N/A<br>LEI: 213800UK7ZRLY2K1X530       | Long             | EC               | CORP              | LU        |    203086 | NS      | $1011890.20   | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| BROOKFIELD CORP                                | BROOKFIELD CORP A                                          | CUSIP: 11271J107<br>LEI: C6J3FGIWG6MBDGTE8F80 | Long             | EC               | CORP              | CA        |     10905 | NS      | $342935.67    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| BRENNTAG SE                                    | BRENNTAG SE                                                | CUSIP: N/A<br>LEI: NNROIXVWJ7CPSR27SV97       | Long             | EC               | CORP              | DE        |     19924 | NS      | $1273856.40   | 0.42%             |  |  |  | No            |                  2 | On Loan: No      |
| BUNZL PLC                                      | BUNZL PLC                                                  | CUSIP: N/A<br>LEI: 213800Q1Q9DV4L78UM09       | Long             | EC               | CORP              | GB        |     34974 | NS      | $1167338.10   | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| BP PLC                                         | BP PLC                                                     | CUSIP: N/A<br>LEI: 213800LH1BZH3DI6G760       | Long             | EC               | CORP              | GB        |    643014 | NS      | $3739277.07   | 1.24%             |  |  |  | No            |                  2 | On Loan: No      |
| BT GROUP PLC                                   | BT GROUP PLC                                               | CUSIP: N/A<br>LEI: 213800LRO7NS5CYQMN21       | Long             | EC               | CORP              | GB        |    635302 | NS      | $862639.52    | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| CAPGEMINI SE                                   | CAPGEMINI SE                                               | CUSIP: N/A<br>LEI: 96950077L0TN7BAROX36       | Long             | EC               | CORP              | FR        |      4791 | NS      | $803517.46    | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| CARLSBERG A/S                                  | CARLSBERG A/S B                                            | CUSIP: N/A<br>LEI: 5299001O0WJQYB5GYZ19       | Long             | EC               | CORP              | DK        |     18056 | NS      | $2390190.05   | 0.79%             |  |  |  | No            |                  2 | On Loan: No      |
| CARREFOUR SA                                   | CARREFOUR SA (BEARER)                                      | CUSIP: N/A<br>LEI: 549300B8P6MUJ1YWTS08       | Long             | EC               | CORP              | FR        |     47224 | NS      | $790156.41    | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| CATERPILLAR INC                                | CATERPILLAR INC                                            | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |      2260 | NS      | $541405.60    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| CAMECO CORP                                    | CAMECO CORP                                                | CUSIP: 13321L108<br>LEI: N4BHALMXL3GMZKCUON55 | Long             | EC               | CORP              | CA        |     52625 | NS      | $1192807.42   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| CCR SA                                         | CCR SA ON                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BR        |    565458 | NS      | $1158815.39   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| CANADIAN NATURAL RESOURCES LTD                 | CANADIAN NATURAL RESOURCES LTD                             | CUSIP: 136385101<br>LEI: 549300T15RIMIKZC5Q38 | Long             | EC               | CORP              | CA        |     25703 | NS      | $1427332.77   | 0.47%             |  |  |  | No            |                  1 | On Loan: —       |
| CANADIAN PACIFIC RAILWAY LTD                   | CANADIAN PACIFIC RAILWAY LTD                               | CUSIP: 13645T100<br>LEI: 54930036474DURYNB481 | Long             | EC               | CORP              | CA        |      6837 | NS      | $509745.31    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| COUPANG INC                                    | COUPANG INC CL A                                           | CUSIP: 22266T109<br>LEI: 549300XR4L1D80AK4W76 | Long             | EC               | CORP              | KR        |     32030 | NS      | $471161.30    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| UNICREDIT SPA                                  | UNICREDIT SPA                                              | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Long             | EC               | CORP              | IT        |    132526 | NS      | $1884553.28   | 0.63%             |  |  |  | No            |                  2 | On Loan: No      |
| DANONE SA                                      | DANONE SA                                                  | CUSIP: N/A<br>LEI: 969500KMUQ2B6CBAF162       | Long             | EC               | CORP              | FR        |      4351 | NS      | $229227.74    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| DBS GROUP HOLDINGS LTD                         | DBS GROUP HOLDINGS LTD                                     | CUSIP: N/A<br>LEI: 5493007FKT78NKPM5V55       | Long             | EC               | CORP              | SG        |     26695 | NS      | $675821.70    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| DIXON TECHNOLOGIES INDIA LTD                   | DIXON TECHNOLOGIES INDIA LTD                               | CUSIP: N/A<br>LEI: 335800D7XO7AVXXJ8575       | Long             | EC               | CORP              | IN        |      1902 | NS      | $89503.16     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| DNB BANK ASA                                   | DNB BANK ASA                                               | CUSIP: N/A<br>LEI: 549300GKFG0RYRRQ1414       | Long             | EC               | CORP              | NO        |     78454 | NS      | $1553243.38   | 0.52%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE POST AG                               | DEUTSCHE POST AG                                           | CUSIP: N/A<br>LEI: 8ER8GIG7CSMVD8VUFE78       | Long             | EC               | CORP              | DE        |      9640 | NS      | $362867.54    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| ISRAEL DISCOUNT BANK LTD                       | ISRAEL DISCOUNT BANK CL A                                  | CUSIP: 465074201<br>LEI: 549300XWZ7BG5G23OF51 | Long             | EC               | CORP              | IL        |     87914 | NS      | $462047.69    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| KONINKLIJKE DSM NV                             | KONINKLIJKE DSM NV                                         | CUSIP: N/A<br>LEI: 724500SNT1MK246AHP04       | Long             | EC               | CORP              | NL        |      5120 | NS      | $627689.21    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| DSV A/S                                        | DSV A/S                                                    | CUSIP: N/A<br>LEI: 529900X41C0BSLK67H70       | Long             | EC               | CORP              | DK        |      2161 | NS      | $342747.79    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| DISCOVERY LTD                                  | DISCOVERY LTD                                              | CUSIP: N/A<br>LEI: 378900245A26169C8132       | Long             | EC               | CORP              | ZA        |     88847 | NS      | $645121.78    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE TELEKOM AG                            | DEUTSCHE TELEKOM AG                                        | CUSIP: N/A<br>LEI: 549300V9QSIG4WX4GJ96       | Long             | EC               | CORP              | DE        |     29435 | NS      | $587124.59    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| EUROAPI                                        | EUROAPI                                                    | CUSIP: N/A<br>LEI: 9695002FT7GGI3CKKJ14       | Long             | EC               | CORP              | FR        |     39510 | NS      | $585518.67    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| STELLANTIS NV                                  | STELLANTIS NV (PARIS)                                      | CUSIP: N/A<br>LEI: 549300LKT9PW7ZIBDF31       | Long             | EC               | CORP              | NL        |     19724 | NS      | $279620.45    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| GAZPROM PJSC                                   | GAZPROM PJSC (180 DAY LOCK UP) (USD)                       | CUSIP: N/A<br>LEI: 213800FD9J2IHTA7YX78       | Long             | EC               | CORP              | RU        |    671150 | NS      | $0.07         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| LUKOIL OIL CO PJSC                             | LUKOIL OIL CO PJSC (180 DAY LOCK UP) (USD)                 | CUSIP: N/A<br>LEI: 549300LCJ1UJXHYBWI24       | Long             | EC               | CORP              | RU        |      9706 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| SOVCOMFLOT PAO                                 | SOVCOMFLOT PAO (USD)                                       | CUSIP: N/A<br>LEI: 253400DYLWR5A6YAWJ69       | Long             | EC               | CORP              | RU        |    356717 | NS      | $0.04         | 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        |    476388 | NS      | $0.05         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| SITIOS LATINOAMERICA SAB DE CV                 | SITIOS LATINOAMERICA SAB DE CV B1 144A                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | MX        |     40380 | NS      | $19375.11     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EDENRED SA                                     | EDENRED SA                                                 | CUSIP: N/A<br>LEI: 9695006LOD5B2D7Y0N70       | Long             | EC               | CORP              | FR        |     50178 | NS      | $2730394.26   | 0.91%             |  |  |  | No            |                  2 | On Loan: No      |
| EMBASSY OFFICE PARKS REIT                      | EMBASSY OFFICE PARKS REIT (REIT)                           | CUSIP: N/A<br>LEI: 335800O555A557E43Z08       | Long             | EC               | CORP              | IN        |     94895 | NS      | $385064.23    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| ENEL SPA                                       | ENEL SPA                                                   | CUSIP: N/A<br>LEI: WOCMU6HCI0OJWNPRZS33       | Long             | EC               | CORP              | IT        |    397417 | NS      | $2137423.85   | 0.71%             |  |  |  | No            |                  2 | On Loan: No      |
| ENGIE SA                                       | ENGIE SA                                                   | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | EC               | CORP              | FR        |    190787 | NS      | $2732842.08   | 0.91%             |  |  |  | No            |                  2 | On Loan: No      |
| ENTAIN PLC                                     | ENTAIN PLC                                                 | CUSIP: N/A<br>LEI: 213800GNI3K45LQR8L28       | Long             | EC               | CORP              | GB        |     33218 | NS      | $532606.68    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| EURONEXT NV                                    | EURONEXT NV                                                | CUSIP: N/A<br>LEI: 724500QJ4QSZ3H9QU415       | Long             | EC               | CORP              | NL        |     20312 | NS      | $1505619.69   | 0.50%             |  |  |  | No            |                  2 | On Loan: No      |
| EPIROC AB                                      | EPIROC AB A                                                | CUSIP: N/A<br>LEI: 5493004Q73OEYW1SPE91       | Long             | EC               | CORP              | SE        |     19779 | NS      | $361447.98    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| EPIROC AB                                      | EPIROC AB B                                                | CUSIP: N/A<br>LEI: 5493004Q73OEYW1SPE91       | Long             | EC               | CORP              | SE        |     10197 | NS      | $164362.86    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                    | EQUINOR ASA                                                | CUSIP: N/A<br>LEI: OW6OFBNCKXC4US5C7523       | Long             | EC               | CORP              | NO        |     57576 | NS      | $2065158.35   | 0.69%             |  |  |  | No            |                  2 | On Loan: No      |
| EQT AB                                         | EQT AB                                                     | CUSIP: N/A<br>LEI: 213800U7P9GOIRKCTB34       | Long             | EC               | CORP              | SE        |     11659 | NS      | $248480.80    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| ERSTE GROUP BANK AG                            | ERSTE GROUP BANK AG                                        | CUSIP: N/A<br>LEI: PQOH26KWDF7CG10L6792       | Long             | EC               | CORP              | AT        |     22556 | NS      | $719257.04    | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| ESSILORLUXOTTICA                               | ESSILORLUXOTTICA                                           | CUSIP: N/A<br>LEI: 549300M3VH1A3ER1TB49       | Long             | EC               | CORP              | FR        |     10095 | NS      | $1838261.10   | 0.61%             |  |  |  | No            |                  2 | On Loan: No      |
| EVOLUTION AB                                   | EVOLUTION AB                                               | CUSIP: N/A<br>LEI: 549300SUH6ZR1RF6TA88       | Long             | EC               | CORP              | SE        |     44081 | NS      | $4305118.48   | 1.43%             |  |  |  | No            |                  2 | On Loan: No      |
| SODEXO SA                                      | SODEXO SA                                                  | CUSIP: N/A<br>LEI: 969500LCBOG12HXPYM84       | Long             | EC               | CORP              | FR        |     11689 | NS      | $1118203.53   | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| EXPERIAN PLC                                   | EXPERIAN PLC                                               | CUSIP: N/A<br>LEI: 635400RXXHHYT1JTSZ26       | Long             | EC               | CORP              | IE        |     17789 | NS      | $605601.14    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| FORTESCUE METALS GROUP LTD                     | FORTESCUE METALS GROUP LTD                                 | CUSIP: N/A<br>LEI: 529900VEJFORCO6I4826       | Long             | EC               | CORP              | AU        |     42173 | NS      | $587946.04    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| FRESNILLO PLC                                  | FRESNILLO PLC                                              | CUSIP: N/A<br>LEI: 549300JXWH1UV5J0XV81       | Long             | EC               | CORP              | MX        |     58201 | NS      | $631804.56    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| TECHNIPFMC PLC                                 | TECHNIPFMC PLC                                             | CUSIP: N/A<br>LEI: 549300D5I93QWCJTCK36       | Long             | EC               | CORP              | GB        |    186903 | NS      | $2278347.57   | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| GAMES WORKSHOP GROUP PLC                       | GAMES WORKSHOP GROUP PLC                                   | CUSIP: N/A<br>LEI: 213800RP9QJQYGWHNT41       | Long             | EC               | CORP              | GB        |      2532 | NS      | $262384.93    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| GRUPO FINANCIERO BANORTE SAB DE CV             | GRUPO FINANCIERO BANORTE SAB DE CV O                       | CUSIP: N/A<br>LEI: 549300QTVYRPFHS0J362       | Long             | EC               | CORP              | MX        |     41185 | NS      | $295701.81    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| GERDAU SA                                      | GERDAU SA PN                                               | CUSIP: N/A<br>LEI: 254900YDV6SEQQPZVG24       | Long             | EC               | CORP              | BR        |    216930 | NS      | $1206730.26   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| GIVAUDAN SA                                    | GIVAUDAN SA                                                | CUSIP: N/A<br>LEI: 213800SVRMQA1TD91D41       | Long             | EC               | CORP              | CH        |        52 | NS      | $158534.09    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| GLENCORE PLC                                   | GLENCORE PLC                                               | CUSIP: N/A<br>LEI: 2138002658CPO9NBH955       | Long             | EC               | CORP              | CH        |    306363 | NS      | $2048580.31   | 0.68%             |  |  |  | No            |                  2 | On Loan: No      |
| GENUS PLC                                      | GENUS PLC                                                  | CUSIP: N/A<br>LEI: 54930022EOITNKSIGH56       | Long             | EC               | CORP              | GB        |     21154 | NS      | $762426.85    | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| BARRICK GOLD CORP                              | BARRICK GOLD CORP (USD)                                    | CUSIP: 067901108<br>LEI: 0O4KBQCJZX82UKGCBV73 | Long             | EC               | CORP              | CA        |     94562 | NS      | $1624575.16   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| GRIFOLS SA                                     | GRIFOLS SA B ADR                                           | CUSIP: 398438408<br>LEI: 959800HSSNXWRKBK4N60 | Long             | EC               | CORP              | ES        |     88384 | NS      | $751264.00    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| GSK PLC                                        | GSK PLC                                                    | CUSIP: N/A<br>LEI: 5493000HZTVUYLO1D793       | Long             | EC               | CORP              | GB        |     49438 | NS      | $859717.25    | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| GAZTRANSPORT & TECHNIGAZ SA                    | GAZTRANSPORT & TECHNIGAZ SA                                | CUSIP: N/A<br>LEI: 969500BVOHVZUUFWDT54       | Long             | EC               | CORP              | FR        |      4690 | NS      | $501063.02    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| HDFC BANK LTD                                  | HDFC BANK LTD                                              | CUSIP: N/A<br>LEI: 335800ZQ6I4E2JXENC50       | Long             | EC               | CORP              | IN        |    118266 | NS      | $2328104.46   | 0.77%             |  |  |  | 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        |     82955 | NS      | $566187.72    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| HALMA PLC                                      | HALMA PLC                                                  | CUSIP: N/A<br>LEI: 2138007FRGLUR9KGBT40       | Long             | EC               | CORP              | GB        |     12131 | NS      | $289865.67    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| HALEON PLC                                     | HALEON PLC                                                 | CUSIP: N/A<br>LEI: 549300PSB3WWEODCUP19       | Long             | EC               | CORP              | GB        |     60392 | NS      | $241560.92    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| HUSQVARNA AB                                   | HUSQVARNA AB B                                             | CUSIP: N/A<br>LEI: 549300GYQIIJ3UXB7655       | Long             | EC               | CORP              | SE        |      1513 | NS      | $10660.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HYPERA SA                                      | HYPERA SA ON                                               | CUSIP: N/A<br>LEI: 25490092WKPBKTIZX403       | Long             | EC               | CORP              | BR        |     30419 | NS      | $260417.41    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| IBERDROLA SA                                   | IBERDROLA SA (BEARER)                                      | CUSIP: N/A<br>LEI: 5QK37QC7NWOJ8D7WVQ45       | Long             | EC               | CORP              | ES        |     37788 | NS      | $442025.24    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| ICICI BANK LTD                                 | ICICI BANK LTD ADR                                         | CUSIP: 45104G104<br>LEI: R7RX8ER1V4666J8D1I38 | Long             | EC               | CORP              | IN        |     18198 | NS      | $398354.22    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| ICICI SECURITIES LTD                           | ICICI SECURITIES LTD                                       | CUSIP: N/A<br>LEI: 335800RT5NJ3UPWK7351       | Long             | EC               | CORP              | IN        |     45682 | NS      | $274696.27    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| IDP EDUCATION LTD                              | IDP EDUCATION LTD                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |     13164 | NS      | $243270.99    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| D'IETEREN GROUP                                | D'IETEREN GROUP                                            | CUSIP: N/A<br>LEI: 549300DV5KJ23OKVTW34       | Long             | EC               | CORP              | BE        |      2035 | NS      | $391778.21    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL HOTELS GROUP PLC              | INTERCONTINENTAL HOTELS GROUP PLC                          | CUSIP: N/A<br>LEI: 2138007ZFQYRUSLU3J98       | Long             | EC               | CORP              | GB        |     25528 | NS      | $1469358.83   | 0.49%             |  |  |  | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS PLC                            | IMPERIAL BRANDS PLC                                        | CUSIP: N/A<br>LEI: 549300DFVPOB67JL3A42       | Long             | EC               | CORP              | GB        |     20722 | NS      | $517730.38    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| ING GROEP NV                                   | ING GROEP NV                                               | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | EC               | CORP              | NL        |     21878 | NS      | $266920.67    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| INPOST SA                                      | INPOST SA                                                  | CUSIP: N/A<br>LEI: 2221003M23QLERR89585       | Long             | EC               | CORP              | PL        |    108163 | NS      | $914163.16    | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| INDUS TOWERS LTD                               | INDUS TOWERS LTD                                           | CUSIP: N/A<br>LEI: 335800L6DI4VHODGDK41       | Long             | EC               | CORP              | IN        |    246737 | NS      | $566683.92    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| ISLANDSBANKI HF                                | ISLANDSBANKI HF                                            | CUSIP: N/A<br>LEI: 549300PZMFIQR79Q0T97       | Long             | EC               | CORP              | IS        |    466167 | NS      | $393880.28    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERPUMP GROUP SPA                            | INTERPUMP GROUP SPA                                        | CUSIP: N/A<br>LEI: 815600C79D0F31F4D395       | Long             | EC               | CORP              | IT        |      9158 | NS      | $414859.85    | 0.14%             |  |  |  | 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        |     29903 | NS      | $796261.89    | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| KONE OYJ                                       | KONE OYJ CL B                                              | CUSIP: N/A<br>LEI: 2138001CNF45JP5XZK38       | Long             | EC               | CORP              | FI        |      5245 | NS      | $271672.22    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| KONINKLIJKE KPN NV                             | KONINKLIJKE KPN NV                                         | CUSIP: N/A<br>LEI: 549300YO0JZHAL7FVP81       | Long             | EC               | CORP              | NL        |    752688 | NS      | $2328788.41   | 0.77%             |  |  |  | No            |                  2 | On Loan: No      |
| KOTAK MAHINDRA BANK LTD                        | KOTAK MAHINDRA BANK LTD                                    | CUSIP: N/A<br>LEI: 335800E6GTTXKHXE2I75       | Long             | EC               | CORP              | IN        |     24782 | NS      | $545257.03    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| LINDE PLC                                      | LINDE PLC                                                  | CUSIP: N/A<br>LEI: 8945002PAZHZLBGKGF02       | Long             | EC               | CORP              | GB        |      7570 | NS      | $2469182.60   | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| LOGITECH INTERNATIONAL SA                      | LOGITECH INTERNATIONAL SA                                  | CUSIP: N/A<br>LEI: 549300SN6PRK6IJJC215       | Long             | EC               | CORP              | CH        |     14465 | NS      | $897802.01    | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| LONZA GROUP AG                                 | LONZA GROUP AG                                             | CUSIP: N/A<br>LEI: 549300EFW4H2TCZ71055       | Long             | EC               | CORP              | CH        |       927 | NS      | $456248.89    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| LONDON STOCK EXCHANGE GROUP PLC                | LONDON STOCK EXCHANGE GROUP PLC                            | CUSIP: N/A<br>LEI: 213800QAUUUP6I445N30       | Long             | EC               | CORP              | GB        |     12717 | NS      | $1097274.18   | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK LEUMI LE-ISRAEL BM                        | BANK LEUMI LE-ISRAEL BM                                    | CUSIP: N/A<br>LEI: 7JDSZWRGUQY2DSTWCR57       | Long             | EC               | CORP              | IL        |     77681 | NS      | $647532.14    | 0.21%             |  |  |  | No            |                  2 | 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        |      5830 | NS      | $4235175.79   | 1.41%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                            | GBP FWD SALE TO USD 1/12/2023                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |         1 | NC      | $4815.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MERCADOLIBRE INC                               | MERCADOLIBRE INC                                           | CUSIP: 58733R102<br>LEI: 549300DKPDN9M5S8GB14 | Long             | EC               | CORP              | AR        |        88 | NS      | $74469.12     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPITAL GROUP CENTRAL CASH FUND                | CAPITAL GROUP CENTRAL CASH FUND                            | CUSIP: 14020B102<br>LEI: 549300YD0SRETB6WWP29 | Long             | STIV             | RF                | US        |     59584 | NS      | $5957765.16   | 1.98%             |  |  |  | No            |                  1 | On Loan: No      |
| MOSCOW EXCHANGE MICEX-RTS PJSC                 | MOSCOW EXCHANGE MICEX-RTS PJSC (USD)                       | CUSIP: N/A<br>LEI: 253400M5M1222KPNWE87       | Long             | EC               | CORP              | RU        |    346177 | NS      | $0.03         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| MTN GROUP LTD                                  | MTN GROUP LTD                                              | CUSIP: N/A<br>LEI: 2549009JD6Q6XHZS5E05       | Long             | EC               | CORP              | ZA        |     44802 | NS      | $335597.58    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| NESTLE SA                                      | NESTLE SA                                                  | CUSIP: N/A<br>LEI: KY37LUS27QQX7BB93L28       | Long             | EC               | CORP              | CH        |     26069 | NS      | $3010591.07   | 1.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NATIONAL GRID PLC                              | NATIONAL GRID PLC                                          | CUSIP: N/A<br>LEI: 8R95QZMKZLJX5Q2XR704       | Long             | EC               | CORP              | GB        |     43151 | NS      | $518302.99    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| NICE LTD                                       | NICE LTD ADR                                               | CUSIP: 653656108<br>LEI: 254900YTY4EF5Z4W0A51 | Long             | EC               | CORP              | IL        |       888 | NS      | $170762.40    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| NOKIA CORP                                     | NOKIA CORP                                                 | CUSIP: N/A<br>LEI: 549300A0JPRWG1KI7U06       | Long             | EC               | CORP              | FI        |    184789 | NS      | $858603.54    | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| NOVARTIS AG                                    | NOVARTIS AG                                                | CUSIP: N/A<br>LEI: 5493007HIVTX6SY6XD66       | Long             | EC               | CORP              | CH        |      4476 | NS      | $405441.95    | 0.13%             |  |  |  | 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        |     14166 | PA      | $14166.28     | 0.00%             |  |  |  | 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        |    851683 | PA      | $851682.62    | 0.28%             |  |  |  | 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