# EDGAR Filing Document

**Accession Number:** 0000729528
**File Stem:** 0001145549-23-011787
**Filing Date:** 2023-2
**Character Count:** 260379
**Document Hash:** e3c09f8d8e67009ba68f88834e2cc861
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-23-011787.hdr.sgml**: 20230227

**ACCESSION NUMBER**: 0001145549-23-011787

**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:** 23675807

**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

### New World Fund (Series ID: S000008793)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000023922 | Class 1      |  |
| C000023923 | Class 2      |  |
| C000121509 | Class 4      |  |
| C000176241 | 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:** New World Fund

- **b. EDGAR series identifier (if any):** S000008793

- **c. LEI of Series:** PVP372RQGVFGA7F5HB16

**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:** $3106837851.71

**Total Liabilities:** $23210902.99

**Net Assets:** $3083626948.72

**Cash Not Reported:** $141981.86

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000023922 | 2.44%                | 10.62%               | -2.93%               |
| Class ID C000023923 | 2.42%                | 10.57%               | -2.98%               |
| Class ID C000121509 | 2.40%                | 10.58%               | -2.98%               |
| Class ID C000176241 | 2.46%                | 10.54%               | -2.95%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-5722201.27             | $79961208.62                               |
| Month 2  | $-9980014.75             | $322073328.08                              |
| Month 3  | $1251894.80              | $-108688300.92                             |

**Designated Index Information**

- **Index Name:** MSCI All Country World Index (ACWI)

- **Index Identifier:** MXWO

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| MIDEA GROUP CO LTD                                                                        | MIDEA GROUP CO LTD A (SZSE NORTH)                                                               | CUSIP: N/A<br>LEI: 3003003TRPHLHZD2IF61       | Long             | EC               | CORP              | CN        |   3015168 | NS      | $22396765.06  | 0.73%             |  |  |  | No            |                  2 | On Loan: No      |
| GREE ELECTRIC APPLIANCES INC OF ZHUHAI                                                    | GREE ELECTRIC APPLIANCES INC OF ZHUHAI A (SZSE NORTH)                                           | CUSIP: N/A<br>LEI: 655600UY069MU9JRAN62       | Long             | EC               | CORP              | CN        |    132946 | NS      | $616816.08    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SK HYNIX INC                                                                              | SK HYNIX INC                                                                                    | CUSIP: N/A<br>LEI: 988400XAIK6XISWQV045       | Long             | EC               | CORP              | KR        |     41006 | NS      | $2468228.00   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| WULIANGYE YIBIN CO LTD                                                                    | WULIANGYE YIBIN CO LTD A (SZSE NORTH)                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |     51771 | NS      | $1340484.51   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| HUTCHMED CHINA LTD                                                                        | HUTCHMED CHINA LTD (HKD)                                                                        | CUSIP: N/A<br>LEI: 2138006X34YDQ6OBYE79       | Long             | EC               | CORP              | HK        |    786002 | NS      | $2417574.17   | 0.08%             |  |  |  | No            |                  2 | On Loan: —       |
| ZHEJIANG SANHUA INTELLIGENT CONTROLS CO LTD                                               | ZHEJIANG SANHUA INTELLIGENT CONTROLS CO LTD A (SZSE NORTH)                                      | CUSIP: N/A<br>LEI: 8368003UTQ4F88XERZ23       | Long             | EC               | CORP              | CN        |   2015524 | NS      | $6139977.51   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF NINGBO CO LTD                                                                     | BANK OF NINGBO CO LTD A (SZSE NORTH)                                                            | CUSIP: N/A<br>LEI: 300300C1092133000091       | Long             | EC               | CORP              | CN        |    498700 | NS      | $2328563.61   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| HEFEI MEYER OPTOELECTRONIC TECHNOLOGY INC                                                 | HEFEI MEYER OPTOELECTRONIC TECHNOLOGY INC A (SZSE NORTH)                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |    126100 | NS      | $433634.25    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GALAXY ENTERTAINMENT GROUP LTD                                                            | GALAXY ENTERTAINMENT GROUP LTD                                                                  | CUSIP: N/A<br>LEI: 549300ZSEBV3HR826S10       | Long             | EC               | CORP              | HK        |   2661000 | NS      | $17619815.33  | 0.57%             |  |  |  | No            |                  2 | On Loan: No      |
| YUNNAN ENERGY NEW MATERIAL CO LTD                                                         | YUNNAN ENERGY NEW MATERIAL CO LTD A (SZSE NORTH)                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |     53564 | NS      | $1011999.66   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| UKRAINE REPUBLIC OF (GOVERNMENT)                                                          | UKRAINE GOVT REG S 8.994% 02-01-26                                                              | CUSIP: N/A<br>LEI: 6354001WLTJXOMEXPY07       | Long             | DBT              | NUSS              | UA        |    600000 | PA      | $134325.00    | 0.00%             | 2026-02-01      | Fixed         | 8.99%                 | Yes           |                  2 | On Loan: No      |
| UKRAINE REPUBLIC OF (GOVERNMENT)                                                          | UKRAINE GOVT REG S 7.75% 09-01-29                                                               | CUSIP: N/A<br>LEI: 6354001WLTJXOMEXPY07       | Long             | DBT              | NUSS              | UA        |   2328000 | PA      | $503430.00    | 0.02%             | 2029-09-01      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| UKRAINE REPUBLIC OF (GOVERNMENT)                                                          | UKRAINE GOVT REG S 9.75% 11-01-30                                                               | CUSIP: N/A<br>LEI: 6354001WLTJXOMEXPY07       | Long             | DBT              | NUSS              | UA        |    900000 | PA      | $186498.00    | 0.01%             | 2030-11-01      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| UKRAINE REPUBLIC OF (GOVERNMENT)                                                          | UKRAINE GOVT REG S SF 7.375% 09-25-34                                                           | CUSIP: N/A<br>LEI: 6354001WLTJXOMEXPY07       | Long             | DBT              | NUSS              | UA        |   2180000 | PA      | $415617.00    | 0.01%             | 2034-09-25      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| VENEZUELA REPUBLIC OF (GOVERNMENT)                                                        | VENEZUELA REP OF REG S SF 12.75% 08-23-22/32                                                    | CUSIP: N/A<br>LEI: 529900XM8PJTJK5OJI77       | Long             | DBT              | NUSS              | VE        |     85000 | PA      | $7012.50      | 0.00%             | 2032-08-23      | Fixed         | 12.75%                | Yes           |                  2 | On Loan: No      |
| VENEZUELA REPUBLIC OF (GOVERNMENT)                                                        | VENEZUELA REP OF 9.25% 09-15-27                                                                 | CUSIP: 922646AS3<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |    170000 | PA      | $16150.00     | 0.00%             | 2027-09-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| FLUTTER ENTERTAINMENT PLC                                                                 | FLUTTER ENTERTAINMENT PLC (DUBLIN)                                                              | CUSIP: N/A<br>LEI: 635400EG4YIJLJMZJ782       | Long             | EC               | CORP              | IE        |      6201 | NS      | $849689.45    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS LTD                                                                | FIRST QUANTUM MINERALS LTD                                                                      | CUSIP: 335934105<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | EC               | CORP              | CA        |   1427502 | NS      | $29825724.95  | 0.97%             |  |  |  | No            |                  1 | On Loan: No      |
| FRESNILLO PLC                                                                             | FRESNILLO PLC                                                                                   | CUSIP: N/A<br>LEI: 549300JXWH1UV5J0XV81       | Long             | EC               | CORP              | MX        |    299094 | NS      | $3246833.45   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| FSN E-COMMERCE VENTURES LTD                                                               | FSN E-COMMERCE VENTURES LTD                                                                     | CUSIP: N/A<br>LEI: 335800X5BJYC18NHDQ91       | Long             | EC               | CORP              | IN        |    499594 | NS      | $931649.33    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| TECHNIPFMC PLC                                                                            | TECHNIPFMC PLC                                                                                  | CUSIP: N/A<br>LEI: 549300D5I93QWCJTCK36       | Long             | EC               | CORP              | GB        |    171689 | NS      | $2092888.91   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| GALP ENERGIA SGPS SA                                                                      | GALP ENERGIA SGPS SA B                                                                          | CUSIP: N/A<br>LEI: 2138003319Y7NM75FG53       | Long             | EC               | CORP              | PT        |     76673 | NS      | $1037497.55   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| GRUPO AEROPORTUARIO DEL PACIFICO SAB DE CV                                                | GRUPO AEROPORTUARIO DEL PACIFICO SAB DE CV CL B                                                 | CUSIP: N/A<br>LEI: 4469000001BZ368XFI90       | Long             | EC               | CORP              | MX        |    138094 | NS      | $1978238.27   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL ELECTRIC CO                                                                       | GENERAL ELECTRIC CO                                                                             | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |    229310 | NS      | $19213884.90  | 0.62%             |  |  |  | No            |                  1 | 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        |    393905 | NS      | $2828175.84   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| GERDAU SA                                                                                 | GERDAU SA PN ADR                                                                                | CUSIP: 373737105<br>LEI: 254900YDV6SEQQPZVG24 | Long             | EC               | CORP              | BR        |    743704 | NS      | $4120120.16   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| GERDAU SA                                                                                 | GERDAU SA PN                                                                                    | CUSIP: N/A<br>LEI: 254900YDV6SEQQPZVG24       | Long             | EC               | CORP              | BR        |   1533179 | NS      | $8528712.01   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| GIVAUDAN SA                                                                               | GIVAUDAN SA                                                                                     | CUSIP: N/A<br>LEI: 213800SVRMQA1TD91D41       | Long             | EC               | CORP              | CH        |      1316 | NS      | $4012132.17   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| GLENCORE PLC                                                                              | GLENCORE PLC                                                                                    | CUSIP: N/A<br>LEI: 2138002658CPO9NBH955       | Long             | EC               | CORP              | CH        |    166729 | NS      | $1114879.24   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| GLOBANT SA                                                                                | GLOBANT SA                                                                                      | CUSIP: N/A<br>LEI: 2221008DCMSPYS42DS88       | Long             | EC               | CORP              | AR        |      8094 | NS      | $1361087.04   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL MOTORS CO                                                                         | GENERAL MOTORS COMPANY                                                                          | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |    464326 | NS      | $15619926.64  | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| GRUPO MEXICO SAB DE CV                                                                    | GRUPO MEXICO SAB DE CV B                                                                        | CUSIP: N/A<br>LEI: 529900JWLZAYET2ZGW20       | Long             | EC               | CORP              | MX        |    372626 | NS      | $1308154.09   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| GENUS PLC                                                                                 | GENUS PLC                                                                                       | CUSIP: N/A<br>LEI: 54930022EOITNKSIGH56       | Long             | EC               | CORP              | GB        |     40970 | NS      | $1476629.87   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| BARRICK GOLD CORP                                                                         | BARRICK GOLD CORP (USD)                                                                         | CUSIP: 067901108<br>LEI: 0O4KBQCJZX82UKGCBV73 | Long             | EC               | CORP              | CA        |    348685 | NS      | $5990408.30   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| GOL LINHAS AEREAS INTELIGENTES SA                                                         | GOL LINHAS AEREAS INTELIGENTES SA PN                                                            | CUSIP: N/A<br>LEI: 5299002CCNWVL0PVLP96       | Long             | EC               | CORP              | BR        |    169406 | NS      | $235511.16    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ALPHABET INC                                                                              | ALPHABET INC CL C                                                                               | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |    170931 | NS      | $15166707.63  | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| ALPHABET INC                                                                              | ALPHABET INC CL A                                                                               | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     70628 | NS      | $6231508.44   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| GRAB HOLDINGS LTD                                                                         | GRAB HOLDINGS LTD CL A                                                                          | CUSIP: N/A<br>LEI: 549300N4VQX83VPJF439       | Long             | EC               | CORP              | SG        |   3399243 | NS      | $10945562.46  | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| GRIFOLS SA                                                                                | GRIFOLS SA PREF B (BEARER)                                                                      | CUSIP: N/A<br>LEI: 959800HSSNXWRKBK4N60       | Long             | EC               | CORP              | ES        |     71554 | NS      | $604580.37    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HAPVIDA PARTICIPACOES E INVESTIMENTOS SA                                                  | HAPVIDA PARTICIPACOES E INVESTIMENTOS SA                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BR        |   4948421 | NS      | $4761206.25   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| HDFC BANK LTD                                                                             | HDFC BANK LTD                                                                                   | CUSIP: N/A<br>LEI: 335800ZQ6I4E2JXENC50       | Long             | EC               | CORP              | IN        |   1423436 | NS      | $28020798.03  | 0.91%             |  |  |  | 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        |     23813 | NS      | $162529.42    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HESS CORP                                                                                 | HESS CORP                                                                                       | CUSIP: 42809H107<br>LEI: UASVRYNXNK17ULIGK870 | Long             | EC               | CORP              | US        |     42526 | NS      | $6031037.32   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| HERMES INTERNATIONAL                                                                      | HERMES INTERNATIONAL                                                                            | CUSIP: N/A<br>LEI: 969500Y4IJGHJE2MTJ13       | Long             | EC               | CORP              | FR        |     13597 | NS      | $20982081.59  | 0.68%             |  |  |  | No            |                  2 | On Loan: No      |
| H WORLD GROUP LTD                                                                         | H WORLD GROUP LTD ADR                                                                           | CUSIP: 44332N106<br>LEI: 549300Y5ML31FVN83730 | Long             | EC               | CORP              | CN        |    205118 | NS      | $8701105.56   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| HYPERA SA                                                                                 | HYPERA SA ON                                                                                    | CUSIP: N/A<br>LEI: 25490092WKPBKTIZX403       | Long             | EC               | CORP              | BR        |   1024373 | NS      | $8769668.94   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| ICICI BANK LTD                                                                            | ICICI BANK LTD ADR                                                                              | CUSIP: 45104G104<br>LEI: R7RX8ER1V4666J8D1I38 | Long             | EC               | CORP              | IN        |    290583 | NS      | $6360861.87   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| ICICI BANK LTD                                                                            | ICICI BANK LTD                                                                                  | CUSIP: N/A<br>LEI: R7RX8ER1V4666J8D1I38       | Long             | EC               | CORP              | IN        |    967310 | NS      | $10368111.00  | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERNATIONAL CONTAINER TERMINAL SERVICES INC                                             | INTL CONTAINER TERMINAL SERVICES INC                                                            | CUSIP: N/A<br>LEI: 254900FU1MWK0I0Q4J61       | Long             | EC               | CORP              | PH        |   3660200 | NS      | $13173475.39  | 0.43%             |  |  |  | No            |                  2 | On Loan: No      |
| IDP EDUCATION LTD                                                                         | IDP EDUCATION LTD                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |    294204 | NS      | $5436896.09   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL HOTELS GROUP PLC                                                         | INTERCONTINENTAL HOTELS GROUP PLC                                                               | CUSIP: N/A<br>LEI: 2138007ZFQYRUSLU3J98       | Long             | EC               | CORP              | GB        |     37749 | NS      | $2172783.86   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| IMCD NV                                                                                   | IMCD NV                                                                                         | CUSIP: N/A<br>LEI: 724500NSJPNFJPDAUP02       | Long             | EC               | CORP              | NL        |    113074 | NS      | $16151005.89  | 0.52%             |  |  |  | No            |                  2 | On Loan: No      |
| INCHCAPE PLC                                                                              | INCHCAPE PLC                                                                                    | CUSIP: N/A<br>LEI: 213800RGEH1MPPNM2T57       | Long             | EC               | CORP              | GB        |    158322 | NS      | $1562700.77   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| INFORMA PLC                                                                               | INFORMA PLC                                                                                     | CUSIP: N/A<br>LEI: 5493006VM2LKUPSEDU20       | Long             | EC               | CORP              | GB        |    166372 | NS      | $1247344.27   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| INFOSYS LTD                                                                               | INFOSYS LTD ADR                                                                                 | CUSIP: 456788108<br>LEI: 335800TYLGG93MM7PR89 | Long             | EC               | CORP              | IN        |    342942 | NS      | $6176385.42   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| INFOSYS LTD                                                                               | INFOSYS LTD                                                                                     | CUSIP: N/A<br>LEI: 335800TYLGG93MM7PR89       | Long             | EC               | CORP              | IN        |    131247 | NS      | $2377686.39   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| INPOST SA                                                                                 | INPOST SA                                                                                       | CUSIP: N/A<br>LEI: 2221003M23QLERR89585       | Long             | EC               | CORP              | PL        |    768099 | NS      | $6491756.08   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                                | INTEL CORP                                                                                      | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |      3575 | NS      | $94487.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INDUS TOWERS LTD                                                                          | INDUS TOWERS LTD                                                                                | CUSIP: N/A<br>LEI: 335800L6DI4VHODGDK41       | Long             | EC               | CORP              | IN        |   1704995 | NS      | $3915883.09   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| ITC LTD                                                                                   | ITC LTD                                                                                         | CUSIP: N/A<br>LEI: 335800WLOU3OFWFTMP43       | Long             | EC               | CORP              | IN        |   4065758 | NS      | $16296926.21  | 0.53%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERPUMP GROUP SPA                                                                       | INTERPUMP GROUP SPA                                                                             | CUSIP: N/A<br>LEI: 815600C79D0F31F4D395       | Long             | EC               | CORP              | IT        |    109354 | NS      | $4953765.44   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| ITAU UNIBANCO HOLDING SA                                                                  | ITAU UNIBANCO HOLDING SA PN ADR                                                                 | CUSIP: 465562106<br>LEI: 5493002W2IVG62O3ZJ94 | Long             | EC               | CORP              | BR        |    151962 | NS      | $715741.02    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ITAU UNIBANCO HOLDING SA                                                                  | ITAU UNIBANCO HOLDING SA PN                                                                     | CUSIP: N/A<br>LEI: 5493002W2IVG62O3ZJ94       | Long             | EC               | CORP              | BR        |    339548 | NS      | $1607784.46   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| INDUSTRIA DE DISENO TEXTIL SA                                                             | INDUSTRIA DE DISENO TEXTIL SA                                                                   | CUSIP: N/A<br>LEI: 549300TTCXZOGZM2EY83       | Long             | EC               | CORP              | ES        |    198585 | NS      | $5287953.34   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| JCDECAUX SE                                                                               | JCDECAUX SE                                                                                     | CUSIP: N/A<br>LEI: 9695009KV7AFPDEI5S30       | Long             | EC               | CORP              | FR        |     88804 | NS      | $1688875.73   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| JINDAL STEEL & POWER LTD                                                                  | JINDAL STEEL & POWER LTD                                                                        | CUSIP: N/A<br>LEI: 335800UIKQBF6QO2NP15       | Long             | EC               | CORP              | IN        |    427648 | NS      | $2989320.19   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| KIMBERLY-CLARK DE MEXICO SAB DE CV                                                        | KIMBERLY-CLARK DE MEXICO SAB DE CV CPO CL A                                                     | CUSIP: N/A<br>LEI: 549300JGHL56QT00KT54       | Long             | EC               | CORP              | MX        |   3616697 | NS      | $6137796.41   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| KLA CORP                                                                                  | KLA CORP                                                                                        | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |      4743 | NS      | $1788253.29   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| KOTAK MAHINDRA BANK LTD                                                                   | KOTAK MAHINDRA BANK LTD                                                                         | CUSIP: N/A<br>LEI: 335800E6GTTXKHXE2I75       | Long             | EC               | CORP              | IN        |   2837568 | NS      | $62432567.45  | 2.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LARSEN & TOUBRO LTD                                                                       | LARSEN & TOUBRO LTD                                                                             | CUSIP: N/A<br>LEI: 3358003FR3JIC5FRXA90       | Long             | EC               | CORP              | IN        |    727821 | NS      | $18303881.98  | 0.59%             |  |  |  | No            |                  2 | On Loan: No      |
| LAURUS LABS LTD                                                                           | LAURUS LABS LTD                                                                                 | CUSIP: N/A<br>LEI: 335800S8HO8QRYP3VQ26       | Long             | EC               | CORP              | IN        |   1901101 | NS      | $8596616.08   | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| LEAR CORP                                                                                 | LEAR CORP                                                                                       | CUSIP: 521865204<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | EC               | CORP              | US        |     22412 | NS      | $2779536.24   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| LEGRAND SA                                                                                | LEGRAND SA                                                                                      | CUSIP: N/A<br>LEI: 969500XXRPGD7HCAFA90       | Long             | EC               | CORP              | FR        |     28999 | NS      | $2334926.22   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| LEGEND BIOTECH CORP                                                                       | LEGEND BIOTECH CORP ADR                                                                         | CUSIP: 52490G102<br>LEI: 254900EIUFZTW136H859 | Long             | EC               | CORP              | US        |     63359 | NS      | $3162881.28   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| LEVI STRAUSS & CO                                                                         | LEVI STRAUSS & CO CL A                                                                          | CUSIP: 52736R102<br>LEI: MB0UERO0RDFKU8258G77 | Long             | EC               | CORP              | US        |     89390 | NS      | $1387332.80   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| LINDE PLC                                                                                 | LINDE PLC                                                                                       | CUSIP: N/A<br>LEI: 8945002PAZHZLBGKGF02       | Long             | EC               | CORP              | GB        |     43780 | NS      | $14280160.40  | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| ELI LILLY AND CO                                                                          | ELI LILLY AND CO                                                                                | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |     98730 | NS      | $36119383.20  | 1.17%             |  |  |  | No            |                  1 | On Loan: No      |
| CHENIERE ENERGY INC                                                                       | CHENIERE ENERGY INC                                                                             | CUSIP: 16411R208<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | EC               | CORP              | US        |     33338 | NS      | $4999366.48   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| LOGITECH INTERNATIONAL SA                                                                 | LOGITECH INTERNATIONAL SA                                                                       | CUSIP: N/A<br>LEI: 549300SN6PRK6IJJC215       | Long             | EC               | CORP              | CH        |     31053 | NS      | $1927372.69   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| LOMA NEGRA COMPANIA INDUSTRIAL ARGENTINA SA                                               | LOMA NEGRA COMPANIA INDUSTRIAL ARGENTINA ADR                                                    | CUSIP: 54150E104<br>LEI: 529900VKOQQJ8U9DDK92 | Long             | EC               | CORP              | AR        |    505941 | NS      | $3465695.85   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| LUFAX HOLDING LTD                                                                         | LUFAX HOLDING LTD ADR                                                                           | CUSIP: 54975P102<br>LEI: 254900TYH7RTK8E9NH16 | Long             | EC               | CORP              | CN        |    751404 | NS      | $1457723.76   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| LVMH MOET HENNESSY LOUIS VUITTON SE                                                       | LVMH MOET HENNESSY LOUIS VUITTON SE                                                             | CUSIP: N/A<br>LEI: IOG4E947OATN0KJYSD45       | Long             | EC               | CORP              | FR        |     58437 | NS      | $42451280.88  | 1.38%             |  |  |  | No            |                  2 | On Loan: No      |
| LANXESS AG                                                                                | LANXESS AG                                                                                      | CUSIP: N/A<br>LEI: 529900PTLRE72EMYIJ77       | Long             | EC               | CORP              | DE        |    133996 | NS      | $5407543.27   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                                                            | MASTERCARD INC CL A                                                                             | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |     47073 | NS      | $16368694.29  | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| MACROTECH DEVELOPERS LTD                                                                  | MACROTECH DEVELOPERS LTD                                                                        | CUSIP: N/A<br>LEI: 254900B5QCN52ETNU557       | Long             | EC               | CORP              | IN        |   1294321 | NS      | $17069639.38  | 0.55%             |  |  |  | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL INC                                                                | MARRIOTT INTERNATIONAL INC CL A                                                                 | CUSIP: 571903202<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | EC               | CORP              | US        |     35444 | NS      | $5277257.16   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| MAX HEALTHCARE INSTITUTE LTD                                                              | MAX HEALTHCARE INSTITUTE LTD                                                                    | CUSIP: N/A<br>LEI: 3358005LALYV4GZOYF67       | Long             | EC               | CORP              | IN        |   4642420 | NS      | $24670345.76  | 0.80%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                       | EUR FWD SALE TO USD 1/11/2023                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |         1 | NC      | $-1409.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                       | EUR FWD SALE TO USD 1/13/2023                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |         1 | NC      | $-23676.07    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                       | EUR FWD SALE TO USD 1/12/2023                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |         1 | NC      | $-25407.34    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                       | EUR FWD PUR FROM USD 1/13/2023                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |         1 | NC      | $57.93        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MOODY'S CORP                                                                              | MOODYS CORP                                                                                     | CUSIP: 615369105<br>LEI: 549300GCEDD8YCF5WU84 | Long             | EC               | CORP              | US        |     17666 | NS      | $4922100.92   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| MONDELEZ INTERNATIONAL INC                                                                | MONDELEZ INTERNATIONAL INC                                                                      | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |     48376 | NS      | $3224260.40   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| MEDTRONIC PLC                                                                             | MEDTRONIC PLC                                                                                   | CUSIP: N/A<br>LEI: 549300GX3ZBSQWUXY261       | Long             | EC               | CORP              | IE        |     16413 | NS      | $1275618.36   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MERCADOLIBRE INC                                                                          | MERCADOLIBRE INC                                                                                | CUSIP: 58733R102<br>LEI: 549300DKPDN9M5S8GB14 | Long             | EC               | CORP              | AR        |     33916 | NS      | $28701075.84  | 0.93%             |  |  |  | No            |                  1 | On Loan: No      |
| META PLATFORMS INC                                                                        | META PLATFORMS INC CL A                                                                         | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |     66844 | NS      | $8044006.96   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPITAL GROUP CENTRAL CASH FUND                                                           | CAPITAL GROUP CENTRAL CASH FUND                                                                 | CUSIP: 14020B102<br>LEI: 549300YD0SRETB6WWP29 | Long             | STIV             | RF                | US        |     86227 | PA      | $168761661.15 | 5.47%             |  |  |  | No            |                  1 | On Loan: No      |
| MAGAZINE LUIZA SA                                                                         | MAGAZINE LUIZA SA                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BR        |   2856097 | NS      | $1482211.43   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SAMSUNG ELECTRONICS CO LTD                                                                | SAMSUNG ELECTRONICS CO LTD COM                                                                  | CUSIP: N/A<br>LEI: 9884007ER46L6N7EI764       | Long             | EC               | CORP              | KR        |    143145 | NS      | $6312420.72   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| SHANGRI-LA ASIA LTD                                                                       | SHANGRI-LA ASIA LTD                                                                             | CUSIP: N/A<br>LEI: 529900FVJ8C1OTM8OL03       | Long             | EC               | CORP              | HK        |   1882000 | NS      | $1542113.08   | 0.05%             |  |  |  | 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        |   2128000 | NS      | $4530095.32   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| CHINA GAS HOLDINGS LTD                                                                    | CHINA GAS HOLDINGS LTD                                                                          | CUSIP: N/A<br>LEI: 254900KTSZLZ21VV8T33       | Long             | EC               | CORP              | HK        |     67400 | NS      | $97271.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HONG KONG EXCHANGES AND CLEARING LTD                                                      | HONG KONG EXCHANGES AND CLEARING LTD                                                            | CUSIP: N/A<br>LEI: 213800YTVSXYQN17BW16       | Long             | EC               | CORP              | HK        |     76500 | NS      | $3305958.42   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| TECHTRONIC INDUSTRIES CO LTD                                                              | TECHTRONIC INDUSTRIES CO LTD                                                                    | CUSIP: N/A<br>LEI: 549300HZW2SBE758OK89       | Long             | EC               | CORP              | HK        |    180500 | NS      | $2009869.68   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| CHINA OVERSEAS LAND & INVESTMENT LTD                                                      | CHINA OVERSEAS LAND & INVESTMENT LTD                                                            | CUSIP: N/A<br>LEI: 529900I6W35GYKRIZ151       | Long             | EC               | CORP              | HK        |    222115 | NS      | $586300.89    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| TENCENT HOLDINGS LTD                                                                      | TENCENT HOLDINGS LTD                                                                            | CUSIP: N/A<br>LEI: 254900N4SLUMW4XUYY11       | Long             | EC               | CORP              | CN        |    398700 | NS      | $16945629.34  | 0.55%             |  |  |  | No            |                  2 | On Loan: No      |
| ZHONGSHENG GROUP HOLDINGS LTD                                                             | ZHONGSHENG GROUP HOLDINGS LTD                                                                   | CUSIP: N/A<br>LEI: 3003005VYMEBAJNJ2Y26       | Long             | EC               | CORP              | CN        |   1519000 | NS      | $7742666.36   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| CHINA CONSTRUCTION BANK CORP                                                              | CHINA CONSTRUCTION BANK CORP H                                                                  | CUSIP: N/A<br>LEI: 5493001KQW6DM7KEDR62       | Long             | EC               | CORP              | CN        |   2110000 | NS      | $1322041.37   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CK ASSET HOLDINGS LTD                                                                     | CK ASSET HOLDINGS LTD                                                                           | CUSIP: N/A<br>LEI: 5299006GJZSGP78B8S35       | Long             | EC               | CORP              | HK        |    920500 | NS      | $5667338.69   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| H WORLD GROUP LTD                                                                         | H WORLD GROUP LTD                                                                               | CUSIP: N/A<br>LEI: 549300Y5ML31FVN83730       | Long             | EC               | CORP              | CN        |    611320 | NS      | $2631043.99   | 0.09%             |  |  |  | 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        |    848600 | NS      | $3160410.33   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| CHINA RESOURCES MIXC LIFESTYLE SERVICES LTD                                               | CHINA RESOURCES MIXC LIFESTYLE SERVICES LTD                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | HK        |    550000 | NS      | $2794283.52   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| AIA GROUP LTD                                                                             | AIA GROUP LTD                                                                                   | CUSIP: N/A<br>LEI: ZP5ILWVSYE4LJGMMVD57       | Long             | EC               | CORP              | HK        |   4268800 | NS      | $47029386.31  | 1.53%             |  |  |  | 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        |  20423000 | NS      | $10519549.73  | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| AIRTAC INTERNATIONAL GROUP                                                                | AIRTAC INTERNATIONAL GROUP                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |     70000 | NS      | $2118701.92   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| INPEX CORP                                                                                | INPEX CORP                                                                                      | CUSIP: N/A<br>LEI: 353800VHYYADPR6MXQ47       | Long             | EC               | CORP              | JP        |    229000 | NS      | $2443563.26   | 0.08%             |  |  |  | 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        |   3919000 | NS      | $2421001.17   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| INNOVENT BIOLOGICS INC                                                                    | INNOVENT BIOLOGICS INC                                                                          | CUSIP: N/A<br>LEI: 25490058ONL9SCIE1R22       | Long             | EC               | CORP              | CN        |   1062373 | NS      | $4561111.11   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| BFM TEST BROKER                                                                           | CDX EM S38 5Y 1.0% 12-20-27 0.25 REC ICE                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |         1 | NC      | $2048.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MKS INSTRUMENTS INC                                                                       | MKS INSTRUMENTS INC                                                                             | CUSIP: 55306N104<br>LEI: 549300KEQATBHAGVF505 | Long             | EC               | CORP              | US        |      8486 | NS      | $719018.78    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ESR GROUP LTD                                                                             | ESR GROUP LTD                                                                                   | CUSIP: N/A<br>LEI: 549300C81AR42BZUFZ09       | Long             | EC               | CORP              | HK        |   2725200 | NS      | $5720113.62   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| HAITIAN INTERNATIONAL HOLDINGS LTD                                                        | HAITIAN INTERNATIONAL HOLDINGS LTD                                                              | CUSIP: N/A<br>LEI: 30030093DDRS825TVP62       | Long             | EC               | CORP              | CN        |    485000 | NS      | $1297146.56   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| MELCO RESORTS & ENTERTAINMENT LTD                                                         | MELCO RESORTS & ENTERTAINMENT LTD ADR                                                           | CUSIP: 585464100<br>LEI: 529900NRV6LBR3T6B421 | Long             | EC               | CORP              | HK        |    237753 | NS      | $2734159.50   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| MONSTER BEVERAGE CORP                                                                     | MONSTER BEVERAGE CORP                                                                           | CUSIP: 61174X109<br>LEI: 52990090AP0E7HCB6F33 | Long             | EC               | CORP              | US        |     79331 | NS      | $8054476.43   | 0.26%             |  |  |  | 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        |    438203 | NS      | $0.04         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| MONDE NISSIN CORP                                                                         | MONDE NISSIN CORP                                                                               | CUSIP: N/A<br>LEI: 549300CUOTXJCLZ00K49       | Long             | EC               | CORP              | PH        |   7788000 | NS      | $1553150.46   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                                                                           | SANDS CHINA LTD                                                                                 | CUSIP: N/A<br>LEI: 549300EVO6UZDGY05787       | Long             | EC               | CORP              | MO        |    367200 | NS      | $1216521.92   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| WUXI BIOLOGICS (CAYMAN) INC                                                               | WUXI BIOLOGICS (CAYMAN) INC                                                                     | CUSIP: N/A<br>LEI: 5493001TD2TH6VDTJU11       | Long             | EC               | CORP              | CN        |   1116600 | NS      | $8572212.23   | 0.28%             |  |  |  | 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        |   4512844 | NS      | $29785635.39  | 0.97%             |  |  |  | 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        |   3771000 | NS      | $54960999.50  | 1.78%             |  |  |  | No            |                  2 | On Loan: No      |
| LI NING CO LTD                                                                            | LI NING CO LTD                                                                                  | CUSIP: N/A<br>LEI: 529900T77L2FV3FZ3U81       | Long             | EC               | CORP              | CN        |   2222001 | NS      | $19067539.73  | 0.62%             |  |  |  | No            |                  2 | On Loan: No      |
| WUXI APPTEC CO LTD                                                                        | WUXI APPTEC CO LTD H                                                                            | CUSIP: N/A<br>LEI: 254900OEPQLZSPLN9175       | Long             | EC               | CORP              | CN        |    268500 | NS      | $2837148.28   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| MEDIATEK INC                                                                              | MEDIATEK INC                                                                                    | CUSIP: N/A<br>LEI: 254900UEGBK1I4DM4E14       | Long             | EC               | CORP              | TW        |    142000 | NS      | $2884315.08   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| CHINA PACIFIC INSURANCE GROUP CO LTD                                                      | CHINA PACIFIC INSURANCE GROUP COMPANY H                                                         | CUSIP: N/A<br>LEI: 529900BA5ILEL308WX03       | Long             | EC               | CORP              | CN        |   1158294 | NS      | $2557790.44   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| ENN ENERGY HOLDINGS LTD                                                                   | ENN ENERGY HOLDINGS LTD                                                                         | CUSIP: N/A<br>LEI: 549300V7BXPWT6WIPR03       | Long             | EC               | CORP              | CN        |   1596100 | NS      | $22266902.66  | 0.72%             |  |  |  | No            |                  2 | On Loan: No      |
| AJINOMOTO CO INC                                                                          | AJINOMOTO CO INC                                                                                | CUSIP: N/A<br>LEI: 353800UT0TLROREPIC92       | Long             | EC               | CORP              | JP        |    270999 | NS      | $8263095.77   | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| JAPAN TOBACCO INC                                                                         | JAPAN TOBACCO INC                                                                               | CUSIP: N/A<br>LEI: 353800Z0ENYBQO0XRJ31       | Long             | EC               | CORP              | JP        |    232900 | NS      | $4709254.77   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| CENTRE TESTING INTERNATIONAL GROUP CO LTD                                                 | CENTRE TESTING INTERNATIONAL GROUP CO LTD A (SZSE NORTH)                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |    953496 | NS      | $3059468.97   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| EAST MONEY INFORMATION CO LTD                                                             | EAST MONEY INFORMATION CO LTD A (SZSE NORTH)                                                    | CUSIP: N/A<br>LEI: 836800ZFB0ZEK3KKW487       | Long             | EC               | CORP              | CN        |   1416356 | NS      | $3954788.23   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| SHENZHEN INOVANCE TECHNOLOGY CO LTD                                                       | SHENZHEN INOVANCE TECHNOLOGY CO LTD A (SZSE NORTH)                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |   1435674 | NS      | $14358697.72  | 0.47%             |  |  |  | No            |                  2 | On Loan: No      |
| SHANDONG SINOCERA FUNCTIONAL MATERIAL CO LTD                                              | SHANDONG SINOCERA FUNCTIONAL MATERIAL CO LTD A (SZSE NORTH)                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |    551700 | NS      | $2188678.82   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| CONTEMPORARY AMPEREX TECHNOLOGY CO LTD                                                    | CONTEMPORARY AMPEREX TECHNOLOGY CO LTD CL A (SZSE NORTH)                                        | CUSIP: N/A<br>LEI: 300300KINDY1K0E9I032       | Long             | EC               | CORP              | CN        |     67547 | NS      | $3824610.99   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| SUZHOU MAXWELL TECHNOLOGIES CO LTD                                                        | SUZHOU MAXWELL TECHNOLOGIES CO LTD A (SZSE NORTH)                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |     89800 | NS      | $5321468.77   | 0.17%             |  |  |  | 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        |   1430500 | NS      | $7929847.08   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| MERCK KGAA                                                                                | MERCK KGAA                                                                                      | CUSIP: N/A<br>LEI: 529900OAREIS0MOPTW25       | Long             | EC               | CORP              | DE        |      5502 | NS      | $1065518.88   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| MARUTI SUZUKI INDIA LTD                                                                   | MARUTI SUZUKI INDIA LTD                                                                         | CUSIP: N/A<br>LEI: 335800D27PBEESKKD357       | Long             | EC               | CORP              | IN        |     24671 | NS      | $2495186.48   | 0.08%             |  |  |  | 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        |     46300 | NS      | $5640982.88   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| SHIONOGI & CO LTD                                                                         | SHIONOGI & CO LTD                                                                               | CUSIP: N/A<br>LEI: 35380049VXDTHZI3DY35       | Long             | EC               | CORP              | JP        |     46400 | NS      | $2308327.52   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                                            | MICROSOFT CORP                                                                                  | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |    343380 | NS      | $82349391.60  | 2.67%             |  |  |  | No            |                  1 | On Loan: No      |
| METTLER-TOLEDO INTERNATIONAL INC                                                          | METTLER-TOLEDO INTERNATIONAL INC                                                                | CUSIP: 592688105<br>LEI: 5493000BD5GJNUDIUG10 | Long             | EC               | CORP              | US        |      1435 | NS      | $2074220.75   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| MTN GROUP LTD                                                                             | MTN GROUP LTD                                                                                   | CUSIP: N/A<br>LEI: 2549009JD6Q6XHZS5E05       | Long             | EC               | CORP              | ZA        |   1930745 | NS      | $14462598.76  | 0.47%             |  |  |  | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                                                     | MICRON TECHNOLOGY INC                                                                           | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |    505143 | NS      | $25247047.14  | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| NAVIN FLUORINE INTERNATIONAL LTD                                                          | NAVIN FLUORINE INTERNATIONAL LTD                                                                | CUSIP: N/A<br>LEI: 335800OVIUAAKYG44C59       | Long             | EC               | CORP              | IN        |      7411 | NS      | $363612.93    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF GREECE SA                                                                | NATIONAL BANK OF GREECE SA                                                                      | CUSIP: N/A<br>LEI: 5UMCZOEYKCVFAW8ZLO05       | Long             | EC               | CORP              | GR        |    482747 | NS      | $1930646.29   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| JIANGSU HENGRUI MEDICINE CO LTD                                                           | JIANGSU HENGRUI MEDICINE CO LTD A (SSE NORTH)                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |   2559988 | NS      | $14192823.59  | 0.46%             |  |  |  | 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        |    119607 | NS      | $29597391.78  | 0.96%             |  |  |  | No            |                  2 | On Loan: No      |
| NESTLE SA                                                                                 | NESTLE SA                                                                                       | CUSIP: N/A<br>LEI: KY37LUS27QQX7BB93L28       | Long             | EC               | CORP              | CH        |     92198 | NS      | $10647530.61  | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| NETWORK INTERNATIONAL HOLDINGS PLC                                                        | NETWORK INTERNATIONAL HOLDINGS PLC                                                              | CUSIP: N/A<br>LEI: 213800XVRNKWENNLKK60       | Long             | EC               | CORP              | AE        |   1472831 | NS      | $5275079.38   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| SHANDONG PHARMACEUTICAL GLASS CO LTD                                                      | SHANDONG PHARMACEUTICAL GLASS CO LTD A (SSE NORTH)                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |     66700 | NS      | $271952.63    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HUNDSUN TECHNOLOGIES INC                                                                  | HUNDSUN TECHNOLOGIES INC A (SSE NORTH)                                                          | CUSIP: N/A<br>LEI: 3003003LS77D1DRDDE25       | Long             | EC               | CORP              | CN        |    198090 | NS      | $1153293.47   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| NEW FORTRESS ENERGY INC                                                                   | NEW FORTRESS ENERGY INC CL A                                                                    | CUSIP: 644393100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    199711 | NS      | $8471740.62   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| NETFLIX INC                                                                               | NETFLIX INC                                                                                     | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |     32399 | NS      | $9553817.12   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| NICE LTD                                                                                  | NICE LTD ADR                                                                                    | CUSIP: 653656108<br>LEI: 254900YTY4EF5Z4W0A51 | Long             | EC               | CORP              | IL        |     23806 | NS      | $4577893.80   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| NIKE INC                                                                                  | NIKE INC CL B                                                                                   | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |     56533 | NS      | $6614926.33   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| NOKIA CORP                                                                                | NOKIA CORP                                                                                      | CUSIP: N/A<br>LEI: 549300A0JPRWG1KI7U06       | Long             | EC               | CORP              | FI        |   1113649 | NS      | $5174458.30   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| NOVO NORDISK A/S                                                                          | NOVO NORDISK A/S B                                                                              | CUSIP: N/A<br>LEI: 549300DAQ1CVT6CXN342       | Long             | EC               | CORP              | DK        |    468825 | NS      | $63478882.32  | 2.06%             |  |  |  | No            |                  2 | On Loan: No      |
| NASPERS LTD                                                                               | NASPERS LIMITED N                                                                               | CUSIP: N/A<br>LEI: 21380044BQ8812EEKT59       | Long             | EC               | CORP              | ZA        |     10720 | NS      | $1767199.48   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| NETEASE INC                                                                               | NETEASE INC ADR                                                                                 | CUSIP: 64110W102<br>LEI: 5299004AF4DSJDB0PA32 | Long             | EC               | CORP              | CN        |     26801 | NS      | $1946556.63   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| WUXI APPTEC CO LTD                                                                        | WUXI APPTEC CO LTD A (SSE NORTH)                                                                | CUSIP: N/A<br>LEI: 254900OEPQLZSPLN9175       | Long             | EC               | CORP              | CN        |    203359 | NS      | $2353905.27   | 0.08%             |  |  |  | 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        |    189896 | NS      | $2173872.43   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| NU HOLDINGS LTD                                                                           | NU HOLDINGS LTD A                                                                               | CUSIP: N/A<br>LEI: 5493002DG1RHWK9W2X27       | Long             | EC               | CORP              | BR        |   2383890 | NS      | $9702432.30   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA CORP                                                                               | NVIDIA CORP                                                                                     | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |     42638 | NS      | $6231117.32   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| OCI NV                                                                                    | OCI NV                                                                                          | CUSIP: N/A<br>LEI: 549300NCMRGIBJYUOE57       | Long             | EC               | CORP              | NL        |     50734 | NS      | $1810419.33   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| ODONTOPREV SA                                                                             | ODONTOPREV SA ON                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BR        |   1000547 | NS      | $1711243.79   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| L'OREAL SA                                                                                | L'OREAL SA (BEARER)                                                                             | CUSIP: N/A<br>LEI: 529900JI1GG6F7RKVI53       | Long             | EC               | CORP              | FR        |      6141 | NS      | $2203040.78   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| OZON HOLDINGS PLC                                                                         | OZON HOLDINGS PLC ADR                                                                           | CUSIP: 69269L104<br>LEI: 213800GXSI7E5V776B13 | Long             | EC               | CORP              | RU        |    209599 | NS      | $0.02         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| DR ING HC F PORSCHE AG                                                                    | DR ING HC F PORSCHE AG PREF (NON-VOTING) (BEARER)                                               | CUSIP: N/A<br>LEI: 529900EWEX125AULXI58       | Long             | EC               | CORP              | DE        |     43971 | NS      | $4461133.86   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| PAGSEGURO DIGITAL LTD                                                                     | PAGSEGURO DIGITAL LTD CL A                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BR        |    674012 | NS      | $5890864.88   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| PETROLEO BRASILEIRO SA (PETROBRAS)                                                        | PETROLEO BRASILEIRO ON ADR (PETROBRAS)                                                          | CUSIP: 71654V408<br>LEI: 5493000J801JZRCMFE49 | Long             | EC               | CORP              | BR        |    240586 | NS      | $2562240.90   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| PETROLEO BRASILEIRO SA (PETROBRAS)                                                        | PETROLEO BRASILEIRO PN ADR (PETROBRAS)                                                          | CUSIP: 71654V101<br>LEI: 5493000J801JZRCMFE49 | Long             | EC               | CORP              | BR        |    129613 | NS      | $1204104.77   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PERNOD RICARD SA                                                                          | PERNOD RICARD SA                                                                                | CUSIP: N/A<br>LEI: 52990097YFPX9J0H5D87       | Long             | EC               | CORP              | FR        |     31035 | NS      | $6100229.17   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| PETROLEO BRASILEIRO SA (PETROBRAS)                                                        | PETROLEO BRASILEIRO SA PN (PETROBRAS)                                                           | CUSIP: N/A<br>LEI: 5493000J801JZRCMFE49       | Long             | EC               | CORP              | BR        |    156248 | NS      | $725048.72    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PFIZER INC                                                                                | PFIZER INC                                                                                      | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |    167880 | NS      | $8602171.20   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| POWER GRID CORP OF INDIA LTD                                                              | POWER GRID CORP OF INDIA LTD                                                                    | CUSIP: N/A<br>LEI: 3358009SHWZ3DZEQ4Z56       | Long             | EC               | CORP              | IN        |   1407075 | NS      | $3622103.77   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| PIDILITE INDUSTRIES LTD                                                                   | PIDILITE INDUSTRIES LTD                                                                         | CUSIP: N/A<br>LEI: 335800APXGEBZ349GN74       | Long             | EC               | CORP              | IN        |    359013 | NS      | $11036785.83  | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| PIRAMAL ENTERPRISES LTD                                                                   | PIRAMAL ENTERPRISES LTD                                                                         | CUSIP: N/A<br>LEI: 335800XG9I3HZ2F1KQ73       | Long             | EC               | CORP              | IN        |    169260 | NS      | $1689620.22   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| PERKINELMER INC                                                                           | PERKINELMER INC                                                                                 | CUSIP: 714046109<br>LEI: 549300IKL1SDPFI7N655 | Long             | EC               | CORP              | US        |    129804 | NS      | $18201116.88  | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                           | PHILIP MORRIS INTERNATIONAL INC                                                                 | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |     89011 | NS      | $9008803.31   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| POLYMETAL INTERNATIONAL PLC                                                               | POLYMETAL INTERNATIONAL PLC                                                                     | CUSIP: N/A<br>LEI: 213800JKJ5HJWYS4GR61       | Long             | EC               | CORP              | RU        |     76572 | NS      | $227604.92    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| KERING SA                                                                                 | KERING SA                                                                                       | CUSIP: N/A<br>LEI: 549300VGEJKB7SVUZR78       | Long             | EC               | CORP              | FR        |     13551 | NS      | $6935167.21   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| PROSUS NV                                                                                 | PROSUS NV N                                                                                     | CUSIP: N/A<br>LEI: 635400Z5LQ5F9OLVT688       | Long             | EC               | CORP              | NL        |     39909 | NS      | $2739971.72   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| PORSCHE AUTOMOBIL HOLDING SE                                                              | PORSCHE AUTOMOBIL HOLDING SE PREF (BEARER)                                                      | CUSIP: N/A<br>LEI: 52990053Z17ZYM1KFV27       | Long             | EC               | CORP              | DE        |     60985 | NS      | $3345731.07   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| RAIA DROGASIL SA                                                                          | RAIA DROGASIL SA ON                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BR        |   1191066 | NS      | $5351027.14   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| RUMO SA                                                                                   | RUMO SA                                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BR        |   3544401 | NS      | $12493262.49  | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| REDE D'OR SAO LUIZ SA                                                                     | REDE D'OR SAO LUIZ SA                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BR        |   1633717 | NS      | $9152961.57   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| RELIANCE INDUSTRIES LTD                                                                   | RELIANCE INDUSTRIES LTD                                                                         | CUSIP: N/A<br>LEI: 5493003UOETFYRONLG31       | Long             | EC               | CORP              | IN        |   1926373 | NS      | $59093674.58  | 1.92%             |  |  |  | No            |                  2 | On Loan: No      |
| RENAULT SA                                                                                | RENAULT SA                                                                                      | CUSIP: N/A<br>LEI: 969500F7JLTX36OUI695       | Long             | EC               | CORP              | FR        |     31040 | NS      | $1034195.79   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| RECKITT BENCKISER GROUP PLC                                                               | RECKITT BENCKISER GROUP PLC                                                                     | CUSIP: N/A<br>LEI: 5493003JFSMOJG48V108       | Long             | EC               | CORP              | GB        |     18928 | NS      | $1316802.69   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| RAYTHEON TECHNOLOGIES CORP                                                                | RAYTHEON TECHNOLOGIES CORP                                                                      | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |     39064 | NS      | $3942338.88   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| SAFRAN SA                                                                                 | SAFRAN SA                                                                                       | CUSIP: N/A<br>LEI: 969500UIC89GT3UL7L24       | Long             | EC               | CORP              | FR        |    141435 | NS      | $17674180.17  | 0.57%             |  |  |  | No            |                  2 | On Loan: No      |
| SAP SE                                                                                    | SAP SE                                                                                          | CUSIP: N/A<br>LEI: 529900D6BF99LW9R2E68       | Long             | EC               | CORP              | DE        |     70089 | NS      | $7233146.54   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD BANK GROUP LTD                                                                   | STANDARD BANK GROUP LTD                                                                         | CUSIP: N/A<br>LEI: 2549003PEZXUT7MDBU41       | Long             | EC               | CORP              | ZA        |    330214 | NS      | $3261164.49   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| SEA LTD                                                                                   | SEA LTD CL A ADR                                                                                | CUSIP: 81141R100<br>LEI: 529900OM6JLLW44YKI15 | Long             | EC               | CORP              | SG        |    440837 | NS      | $22936749.11  | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| SHELL PLC                                                                                 | SHELL PLC (LONDON)                                                                              | CUSIP: N/A<br>LEI: 21380068P1DRHMJ8KU70       | Long             | EC               | CORP              | NL        |     88634 | NS      | $2518775.88   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| SIEMENS HEALTHINEERS AG                                                                   | SIEMENS HEALTHINEERS AG                                                                         | CUSIP: N/A<br>LEI: 529900QBVWXMWANH7H45       | Long             | EC               | CORP              | DE        |    100533 | NS      | $5029261.85   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| SIEMENS AG                                                                                | SIEMENS AG NAMEN                                                                                | CUSIP: N/A<br>LEI: W38RGI023J3WT1HWRP32       | Long             | EC               | CORP              | DE        |     24155 | NS      | $3352537.78   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| SIKA AG                                                                                   | SIKA AG                                                                                         | CUSIP: N/A<br>LEI: 549300R3N69ECGYPU434       | Long             | EC               | CORP              | CH        |     54150 | NS      | $13065820.70  | 0.42%             |  |  |  | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                                                              | SYNOPSYS INC                                                                                    | CUSIP: 871607107<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | EC               | CORP              | US        |     20004 | NS      | $6387077.16   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| S&P GLOBAL INC                                                                            | S&P GLOBAL INC                                                                                  | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |      6883 | NS      | $2305392.02   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| SPIRAX-SARCO ENGINEERING PLC                                                              | SPIRAX SARCO ENGINEERING PLC                                                                    | CUSIP: N/A<br>LEI: 213800WFVZQMHOZP2W17       | Long             | EC               | CORP              | GB        |     21156 | NS      | $2718346.77   | 0.09%             |  |  |  | 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        |     59883 | NS      | $4781058.72   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| SINGAPORE TELECOMMUNICATIONS LTD                                                          | SINGAPORE TELECOM LTD                                                                           | CUSIP: N/A<br>LEI: 2549003XJKIQO8YDYD89       | Long             | EC               | CORP              | SG        |   1963700 | NS      | $3770016.72   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| STELLANTIS NV                                                                             | STELLANTIS NV                                                                                   | CUSIP: N/A<br>LEI: 549300LKT9PW7ZIBDF31       | Long             | EC               | CORP              | NL        |    121859 | NS      | $1726125.48   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| STRAUMANN HOLDING AG                                                                      | STRAUMANN HOLDING AG                                                                            | CUSIP: N/A<br>LEI: 50670046ML5FVIM60Z37       | Long             | EC               | CORP              | CH        |     28092 | NS      | $3181227.83   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| STONECO LTD                                                                               | STONECO LTD CL A                                                                                | CUSIP: N/A<br>LEI: 549300O1A9LEF0XZCR35       | Long             | EC               | CORP              | BR        |     67249 | NS      | $634830.56    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                                  | CONSTELLATION BRANDS INC CL A                                                                   | CUSIP: 21036P108<br>LEI: 5493005GKEG8QCVY7037 | Long             | EC               | CORP              | US        |     41910 | NS      | $9712642.50   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| THALES SA                                                                                 | THALES SA                                                                                       | CUSIP: N/A<br>LEI: 529900FNDVTQJOVVPZ19       | Long             | EC               | CORP              | FR        |     39462 | NS      | $5044683.01   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| TRIP.COM GROUP LTD                                                                        | TRIP.COM GROUP LTD ADR                                                                          | CUSIP: 89677Q107<br>LEI: 2549004RMYDSRQL4KW41 | Long             | EC               | CORP              | CN        |    243784 | NS      | $8386169.60   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| TATA CONSULTANCY SERVICES LTD                                                             | TATA CONSULTANCY SERVICES LTD                                                                   | CUSIP: N/A<br>LEI: 335800ZJKU9GPQRE2U66       | Long             | EC               | CORP              | IN        |    274095 | NS      | $10792612.24  | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| TRANSDIGM GROUP INC                                                                       | TRANSDIGM GROUP INC                                                                             | CUSIP: 893641100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9831 | NS      | $6190089.15   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| ATLASSIAN CORP                                                                            | ATLASSIAN CORP CL A                                                                             | CUSIP: 049468101<br>LEI: 549300V7ZY5P02D2MY38 | Long             | EC               | CORP              | US        |      8731 | NS      | $1123505.08   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TELEFONICA SA                                                                             | TELEFONICA SA (BEARER)                                                                          | CUSIP: 879382109<br>LEI: 549300EEJH4FEPDBBR25 | Long             | EC               | CORP              | ES        |   2013890 | NS      | $7293657.07   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICAL INDUSTRIES LTD                                                        | TEVA PHARMACEUTICAL INDUSTRIES LTD ADR                                                          | CUSIP: 881624209<br>LEI: 549300BAFGM4RC74ZJ94 | Long             | EC               | CORP              | IL        |    238996 | NS      | $2179643.52   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| TIM SA                                                                                    | TIM SA                                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BR        |    649389 | NS      | $1525152.44   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| TISCO FINANCIAL GROUP PCL                                                                 | TISCO FINANCIAL GROUP PCL FR                                                                    | CUSIP: N/A<br>LEI: 529900OOUQI3OWX2WU06       | Long             | EC               | CORP              | TH        |    343800 | NS      | $983301.24    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| TITAN COMPANY LTD                                                                         | TITAN COMPANY LTD                                                                               | CUSIP: N/A<br>LEI: 549300RO9VJWPK37FE54       | Long             | EC               | CORP              | IN        |    153168 | NS      | $4793809.83   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| TELUS INTERNATIONAL CDA INC                                                               | TELUS INTERNATIONAL CDA INC (SUBORDINATE VOTING SHARES) (USD)                                   | CUSIP: 87975H100<br>LEI: 549300VLM68O3RZJ7X31 | Long             | EC               | CORP              | CA        |    321870 | NS      | $6369807.30   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| THERMO FISHER SCIENTIFIC INC                                                              | THERMO FISHER SCIENTIFIC INC                                                                    | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |     72737 | NS      | $40055538.53  | 1.30%             |  |  |  | No            |                  1 | On Loan: No      |
| TRIMBLE INC                                                                               | TRIMBLE INC                                                                                     | CUSIP: 896239100<br>LEI: 549300E2MI7NSZFQWS19 | Long             | EC               | CORP              | US        |     41404 | NS      | $2093386.24   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| TESLA INC                                                                                 | TESLA INC                                                                                       | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |     36323 | NS      | $4474267.14   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| TOTALENERGIES SE                                                                          | TOTALENERGIES SE                                                                                | CUSIP: N/A<br>LEI: 529900S21EQ1BO4ESM68       | Long             | EC               | CORP              | FR        |    429775 | NS      | $26824485.39  | 0.87%             |  |  |  | No            |                  2 | On Loan: No      |
| EUREX CLEARING AG                                                                         | EURO-SCHATZ 2YR FUT DUH3 03-08-23                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | DE        |        40 | NC      | $-18222.48    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| EUREX CLEARING AG                                                                         | EURO-BUND 10YR FUT RXH3 03-08-23                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | DE        |        18 | NC      | $126535.30    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                                           | UST 10YR FUT ULTRA UXYH3 03-22-23                                                               | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |        43 | NC      | $29966.37     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                                           | UST 30YR FUT ULTRA WNH3 03-22-23                                                                | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |        53 | NC      | $-47873.28    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                                           | UST 5YR FUT FVH3 03-31-23                                                                       | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |        14 | NC      | $2765.42      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UMICORE SA                                                                                | UMICORE SA                                                                                      | CUSIP: N/A<br>LEI: 529900F3AIQECS8ZSV61       | Long             | EC               | CORP              | BE        |     37150 | NS      | $1370578.59   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED SPIRITS LTD                                                                        | UNITED SPIRITS LTD                                                                              | CUSIP: N/A<br>LEI: 3358004YFWQVX2EZDE82       | Long             | EC               | CORP              | IN        |    150135 | NS      | $1592891.99   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED OVERSEAS BANK LTD                                                                  | UNITED OVERSEAS BANK LTD                                                                        | CUSIP: N/A<br>LEI: IO66REGK3RCBAMA8HR66       | Long             | EC               | CORP              | SG        |    191800 | NS      | $4398680.57   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| VISA INC                                                                                  | VISA INC CL A                                                                                   | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |     50545 | NS      | $10501229.20  | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| VALE SA                                                                                   | VALE SA ON ADR                                                                                  | CUSIP: 91912E105<br>LEI: 254900SMTWBX7RU2SR20 | Long             | EC               | CORP              | BR        |   1657863 | NS      | $28133935.11  | 0.91%             |  |  |  | No            |                  1 | On Loan: No      |
| VALE SA                                                                                   | VALE SA ON                                                                                      | CUSIP: N/A<br>LEI: 254900SMTWBX7RU2SR20       | Long             | EC               | CORP              | BR        |   1563228 | NS      | $26315584.00  | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| VARUN BEVERAGES LTD                                                                       | VARUN BEVERAGES LTD                                                                             | CUSIP: N/A<br>LEI: 33580058NWEMWBDNMD48       | Long             | EC               | CORP              | IN        |    520713 | NS      | $8290532.30   | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| VICOR CORP                                                                                | VICOR CORP                                                                                      | CUSIP: 925815102<br>LEI: 5299005KMQOTR6B51F09 | Long             | EC               | CORP              | US        |      8616 | NS      | $463110.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TELEFONICA BRASIL SA                                                                      | TELEFONICA BRASIL SA ON                                                                         | CUSIP: N/A<br>LEI: 529900MTGG2HSDBIWG79       | Long             | EC               | CORP              | BR        |    222879 | NS      | $1618904.24   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| VODAFONE GROUP PLC                                                                        | VODAFONE GROUP PLC                                                                              | CUSIP: N/A<br>LEI: 213800TB53ELEUKM7Q61       | Long             | EC               | CORP              | GB        |   4478968 | NS      | $4540198.13   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| VERISIGN INC                                                                              | VERISIGN INC                                                                                    | CUSIP: 92343E102<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | EC               | CORP              | US        |      4446 | NS      | $913386.24    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| WACKER CHEMIE AG                                                                          | WACKER CHEMIE AG                                                                                | CUSIP: N/A<br>LEI: 0NURKC5Q3CJYZPPK5046       | Long             | EC               | CORP              | DE        |     33237 | NS      | $4248125.18   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| WIZZ AIR HOLDINGS PLC                                                                     | WIZZ AIR HOLDINGS PLC                                                                           | CUSIP: N/A<br>LEI: 213800COXGZCORLJZA85       | Long             | EC               | CORP              | HU        |    153309 | NS      | $3511719.42   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| WOLFSPEED INC                                                                             | WOLFSPEED INC                                                                                   | CUSIP: 977852102<br>LEI: 549300OGU88P3AW3TO93 | Long             | EC               | CORP              | US        |    312105 | NS      | $21547729.20  | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| WHEATON PRECIOUS METALS CORP                                                              | WHEATON PRECIOUS METALS CORP (USD)                                                              | CUSIP: 962879102<br>LEI: 549300XSFG5ZCGVYD886 | Long             | EC               | CORP              | CA        |     52459 | NS      | $2050097.72   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| EXXON MOBIL CORP                                                                          | EXXON MOBIL CORP                                                                                | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |     66625 | NS      | $7348737.50   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| XP INC                                                                                    | XP INC A                                                                                        | CUSIP: N/A<br>LEI: 5493008KDA8NBZRJST80       | Long             | EC               | CORP              | BR        |    602058 | NS      | $9235569.72   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| YANDEX NV                                                                                 | YANDEX NV A                                                                                     | CUSIP: N/A<br>LEI: 549300GGZHJ5Q1B18P93       | Long             | EC               | CORP              | NL        |    378730 | NS      | $0.04         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| YUM! BRANDS INC                                                                           | YUM! BRANDS INC                                                                                 | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Long             | EC               | CORP              | US        |     70324 | NS      | $9007097.92   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| ZAI LAB LTD                                                                               | ZAI LAB LTD ADR                                                                                 | CUSIP: 98887Q104<br>LEI: 549300P2UYQ9U5LY1T58 | Long             | EC               | CORP              | CN        |     16060 | NS      | $493042.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ZTO EXPRESS (CAYMAN) INC                                                                  | ZTO EXPRESS (CAYMAN) INC CL A ADR                                                               | CUSIP: 98980A105<br>LEI: 549300SCJPK3YZJTJR78 | Long             | EC               | CORP              | CN        |    294858 | NS      | $7922834.46   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| ZOETIS INC                                                                                | ZOETIS INC CL A                                                                                 | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               | CORP              | US        |     31997 | NS      | $4689160.35   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| PROYA COSMETICS CO LTD                                                                    | PROYA COSMETICS CO LTD A (SSE NORTH)                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |     83620 | NS      | $2015020.02   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRY GARDEN SERVICES HOLDINGS CO LTD                                                   | COUNTRY GARDEN SERVICES HOLDINGS CO LTD                                                         | CUSIP: N/A<br>LEI: 549300P2JRKENZSEBB42       | Long             | EC               | CORP              | CN        |    180000 | NS      | $445756.24    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DISCO CORP                                                                                | DISCO CORP                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      2100 | NS      | $603682.38    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BEIGENE LTD                                                                               | BEIGENE LTD                                                                                     | CUSIP: N/A<br>LEI: 549300JFUK6FRD5MH739       | Long             | EC               | CORP              | CN        |     44100 | NS      | $753316.78    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CANSINO BIOLOGICS INC                                                                     | CANSINO BIOLOGICS INC H                                                                         | CUSIP: N/A<br>LEI: 254900SPBQ0ZVM8QC931       | Long             | EC               | CORP              | CN        |    673696 | NS      | $5763222.17   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| SMC CORP                                                                                  | SMC CORP                                                                                        | CUSIP: N/A<br>LEI: 353800O40V08DOZ70X62       | Long             | EC               | CORP              | JP        |      7000 | NS      | $2962607.12   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| DAIKIN INDUSTRIES LTD                                                                     | DAIKIN INDUSTRIES LTD                                                                           | CUSIP: N/A<br>LEI: 549300Y7FWSTSHMW5Y57       | Long             | EC               | CORP              | JP        |     45200 | NS      | $6953094.57   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| SILERGY CORP                                                                              | SILERGY CORP                                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |    459376 | NS      | $6514077.82   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| HITACHI LTD                                                                               | HITACHI LTD                                                                                     | CUSIP: N/A<br>LEI: 549300T6IPOCDWLKC615       | Long             | EC               | CORP              | JP        |     32800 | NS      | $1650654.89   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| NIDEC CORP                                                                                | NIDEC CORP                                                                                      | CUSIP: N/A<br>LEI: 353800IF171MZTNL6Y31       | Long             | EC               | CORP              | JP        |     25100 | NS      | $1307132.03   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| JD HEALTH INTERNATIONAL INC                                                               | JD HEALTH INTERNATIONAL INC                                                                     | CUSIP: N/A<br>LEI: 254900OM3MAXYK8PCC84       | Long             | EC               | CORP              | CN        |    233200 | NS      | $2132668.91   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| ANGELALIGN TECHNOLOGY INC                                                                 | ANGELALIGN TECHNOLOGY INC                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |     85000 | NS      | $1339787.60   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| KEYENCE CORP                                                                              | KEYENCE CORP                                                                                    | CUSIP: N/A<br>LEI: 529900M7PQBS7A89DZ11       | Long             | EC               | CORP              | JP        |     23700 | NS      | $9278661.07   | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| LASERTEC CORP                                                                             | LASERTEC CORP                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     27800 | NS      | $4617645.98   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| HAMAMATSU PHOTONICS KK                                                                    | HAMAMATSU PHOTONICS KK                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     27200 | NS      | $1308428.62   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| OLYMPUS CORP                                                                              | OLYMPUS CORP                                                                                    | CUSIP: N/A<br>LEI: 5299000Y52IFDI1I2A21       | Long             | EC               | CORP              | JP        |    386100 | NS      | $6824587.53   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| ASAHI INTECC CO LTD                                                                       | ASAHI INTECC CO LTD                                                                             | CUSIP: N/A<br>LEI: 353800J3AV2SCNIO8L39       | Long             | EC               | CORP              | JP        |     91600 | NS      | $1509547.25   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| MITSUI & CO LTD                                                                           | MITSUI & CO                                                                                     | CUSIP: N/A<br>LEI: 2NRSB4GOU9DD6CNW5R48       | Long             | EC               | CORP              | JP        |    239100 | NS      | $6952380.28   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| TOKYO ELECTRON LTD                                                                        | TOKYO ELECTRON LTD                                                                              | CUSIP: N/A<br>LEI: 549300H5LSF8DP3RIJ34       | Long             | EC               | CORP              | JP        |     15700 | NS      | $4663896.38   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| UNICHARM CORP                                                                             | UNI-CHARM CORP                                                                                  | CUSIP: N/A<br>LEI: 353800UQ4BZIJTAQEG85       | Long             | EC               | CORP              | JP        |     86000 | NS      | $3297868.93   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| JD.COM INC                                                                                | JD.COM INC A                                                                                    | CUSIP: N/A<br>LEI: 549300HVTWB0GJZ16V92       | Long             | EC               | CORP              | CN        |    181431 | NS      | $5100087.86   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| JIUMAOJIU INTERNATIONAL HOLDINGS LTD                                                      | JIUMAOJIU INTERNATIONAL HOLDINGS LTD                                                            | CUSIP: N/A<br>LEI: 6556009ZSGTEPL7MEK84       | Long             | EC               | CORP              | CN        |    196000 | NS      | $517082.43    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING LTD                                                                 | ALIBABA GROUP HOLDING LTD                                                                       | CUSIP: N/A<br>LEI: 5493001NTNQJDH60PM02       | Long             | EC               | CORP              | CN        |    377472 | NS      | $4167730.51   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| NETEASE INC                                                                               | NETEASE INC                                                                                     | CUSIP: N/A<br>LEI: 5299004AF4DSJDB0PA32       | Long             | EC               | CORP              | CN        |    215200 | NS      | $3136871.97   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| APPLE INC                                                                                 | APPLE INC                                                                                       | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |    114398 | NS      | $14863732.14  | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| ABB LTD                                                                                   | ABB LTD                                                                                         | CUSIP: N/A<br>LEI: 5493000LKVGOO9PELI61       | Long             | EC               | CORP              | CH        |     71165 | NS      | $2167527.72   | 0.07%             |  |  |  | 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        |    179767 | NS      | $10807270.30  | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| AIRBNB INC                                                                                | AIRBNB INC CL A                                                                                 | CUSIP: 009066101<br>LEI: 549300HMUDNO0RY56D37 | Long             | EC               | CORP              | US        |     32220 | NS      | $2754810.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ABBOTT LABORATORIES                                                                       | ABBOTT LABORATORIES                                                                             | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |    165381 | NS      | $18157179.99  | 0.59%             |  |  |  | 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        |    559188 | NS      | $4540882.62   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| ALPHA SERVICES AND HOLDINGS SA                                                            | ALPHA SERVICES AND HOLDINGS SA                                                                  | CUSIP: N/A<br>LEI: 5299009N55YRQC69CN08       | Long             | EC               | CORP              | GR        |   3535444 | NS      | $3772257.97   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| ACCENTURE PLC                                                                             | ACCENTURE PLC CL A                                                                              | CUSIP: N/A<br>LEI: 549300JY6CF6DO4YFQ03       | Long             | EC               | CORP              | IE        |     20142 | NS      | $5374691.28   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| ADIDAS AG                                                                                 | ADIDAS AG                                                                                       | CUSIP: N/A<br>LEI: 549300JSX0Z4CW0V5023       | Long             | EC               | CORP              | DE        |     32573 | NS      | $4446547.80   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| AUTODESK INC                                                                              | AUTODESK INC                                                                                    | CUSIP: 052769106<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | EC               | CORP              | US        |      3359 | NS      | $627696.33    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AES CORP (THE)                                                                            | AES CORP (THE)                                                                                  | CUSIP: 00130H105<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | EC               | CORP              | US        |    494900 | NS      | $14233324.00  | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| CARL ZEISS MEDITEC AG                                                                     | CARL ZEISS MEDITEC AG (BEARER)                                                                  | CUSIP: N/A<br>LEI: 529900GRL4MZ8NMOOK95       | Long             | EC               | CORP              | DE        |     52892 | NS      | $6675717.86   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| AIRBUS SE                                                                                 | AIRBUS SE (BEARER)                                                                              | CUSIP: N/A<br>LEI: MINO79WLOO247M1IL051       | Long             | EC               | CORP              | NL        |    370290 | NS      | $44028341.64  | 1.43%             |  |  |  | No            |                  2 | On Loan: No      |
| ARKEMA SA                                                                                 | ARKEMA SA                                                                                       | CUSIP: N/A<br>LEI: 9695000EHMS84KKP2785       | Long             | EC               | CORP              | FR        |     18241 | NS      | $1645343.88   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| AKER BP ASA                                                                               | AKER BP ASA                                                                                     | CUSIP: N/A<br>LEI: 549300NFTY73920OYK69       | Long             | EC               | CORP              | NO        |    160241 | NS      | $4994886.33   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| ALBEMARLE CORP                                                                            | ALBEMARLE CORP                                                                                  | CUSIP: 012653101<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | EC               | CORP              | US        |     72979 | NS      | $15826225.94  | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| ALIGN TECHNOLOGY INC                                                                      | ALIGN TECHNOLOGY INC                                                                            | CUSIP: 016255101<br>LEI: 549300N5YSE0U3LCP840 | Long             | EC               | CORP              | US        |      7299 | NS      | $1539359.10   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AYALA LAND INC                                                                            | AYALA LAND INC                                                                                  | CUSIP: N/A<br>LEI: 254900EWT10TQ6DKTV34       | Long             | EC               | CORP              | PH        |    198600 | NS      | $110504.59    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ALROSA PJSC                                                                               | ALROSA PJSC (USD)                                                                               | CUSIP: N/A<br>LEI: 894500DKUWVBYZLLE651       | Long             | EC               | CORP              | RU        |   1123215 | NS      | $0.11         | 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        |     70704 | NS      | $3646210.35   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| APPLIED MATERIALS INC                                                                     | APPLIED MATERIALS INC                                                                           | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |     36011 | NS      | $3506751.18   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| AMCOR PLC                                                                                 | AMCOR PLC CDI                                                                                   | CUSIP: N/A<br>LEI: 549300GSODGFCDQ3DI89       | Long             | EC               | CORP              | AU        |    142086 | NS      | $1703368.92   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| ADVANCED MICRO DEVICES INC                                                                | ADVANCED MICRO DEVICES INC                                                                      | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |      8455 | NS      | $547630.35    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICANAS SA                                                                             | AMERICANAS SA                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BR        |   1839202 | NS      | $3361579.49   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN TOWER CORP                                                                       | AMERICAN TOWER CORP (REIT)                                                                      | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               | CORP              | US        |     36333 | NS      | $7697509.38   | 0.25%             |  |  |  | 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        |    579878 | NS      | $10553779.60  | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| AON PLC                                                                                   | AON PLC CL A                                                                                    | CUSIP: N/A<br>LEI: 635400FALWQYX5E6QC64       | Long             | EC               | CORP              | IE        |     10455 | NS      | $3137963.70   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| APTIV PLC                                                                                 | APTIV PLC                                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IE        |     23648 | NS      | $2202338.24   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ASTRA INTERNATIONAL TBK PT                                                                | ASTRA INTL (INDON)                                                                              | CUSIP: N/A<br>LEI: 529900L49TRJOMG4DK47       | Long             | EC               | CORP              | ID        |  16312800 | NS      | $5943078.98   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| ASM INTERNATIONAL NV                                                                      | ASM INTERNATIONAL NV                                                                            | CUSIP: N/A<br>LEI: 7245001I22ND6ZFHX623       | Long             | EC               | CORP              | NL        |     10836 | NS      | $2743251.60   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| ASML HOLDING NV                                                                           | ASML HOLDING NV                                                                                 | CUSIP: N/A<br>LEI: 724500Y6DUVHQD6OXN27       | Long             | EC               | CORP              | NL        |     52210 | NS      | $28261439.63  | 0.92%             |  |  |  | No            |                  2 | On Loan: No      |
| ASIAN PAINTS LTD                                                                          | ASIAN PAINTS LTD                                                                                | CUSIP: N/A<br>LEI: 335800HEHXGYRUNERD75       | Long             | EC               | CORP              | IN        |    524675 | NS      | $19587604.77  | 0.64%             |  |  |  | No            |                  2 | On Loan: No      |
| ATLAS COPCO                                                                               | ATLAS COPCO B                                                                                   | CUSIP: N/A<br>LEI: 213800T8PC8Q4FYJZR07       | Long             | EC               | CORP              | SE        |    128644 | NS      | $1374477.99   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| ACTIVISION BLIZZARD INC                                                                   | ACTIVISION BLIZZARD INC                                                                         | CUSIP: 00507V109<br>LEI: 549300TPQQDBP9GNOF40 | Long             | EC               | CORP              | US        |     51137 | NS      | $3914537.35   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| AU SMALL FINANCE BANK LTD                                                                 | AU SMALL FINANCE BANK LTD                                                                       | CUSIP: N/A<br>LEI: 3358006J6L5P5MWKCU97       | Long             | EC               | CORP              | IN        |   1923084 | NS      | $15144781.10  | 0.49%             |  |  |  | No            |                  2 | On Loan: No      |
| AVENUE SUPERMARTS LTD                                                                     | AVENUE SUPERMARTS LTD                                                                           | CUSIP: N/A<br>LEI: 335800B2ZPJKOU2ZM776       | Long             | EC               | CORP              | IN        |     96957 | NS      | $4751854.89   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                              | BROADCOM INC                                                                                    | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |     50719 | NS      | $28358514.47  | 0.92%             |  |  |  | No            |                  1 | On Loan: No      |
| ASTRAZENECA PLC                                                                           | ASTRAZENECA PLC (GBP)                                                                           | CUSIP: N/A<br>LEI: PY6ZZQWO2IZFZC3IOL08       | Long             | EC               | CORP              | GB        |    199832 | NS      | $27120270.13  | 0.88%             |  |  |  | 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        |  10338358 | NS      | $25866699.97  | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| BOEING CO                                                                                 | BOEING CO                                                                                       | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EC               | CORP              | US        |     25403 | NS      | $4839017.47   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| JUMBO SA                                                                                  | JUMBO SA                                                                                        | CUSIP: N/A<br>LEI: 549300TGIVUUMY40MZ05       | Long             | EC               | CORP              | GR        |    367791 | NS      | $6278483.84   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| BAE SYSTEMS PLC                                                                           | BAE SYSTEMS PLC                                                                                 | CUSIP: N/A<br>LEI: 8SVCSVKSGDWMW2QHOH83       | Long             | EC               | CORP              | GB        |    273358 | NS      | $2825206.82   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| BHARAT ELECTRONICS LTD                                                                    | BHARAT ELECTRONICS LTD                                                                          | CUSIP: N/A<br>LEI: 335800HS8AOTM9W1F335       | Long             | EC               | CORP              | IN        |   1997357 | NS      | $2412231.35   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| BASF SE                                                                                   | BASF SE                                                                                         | CUSIP: N/A<br>LEI: 529900PM64WH8AF1E917       | Long             | EC               | CORP              | DE        |     13092 | NS      | $649942.15    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BRITISH AMERICAN TOBACCO PLC                                                              | BRITISH AMERICAN TOBACCO PLC                                                                    | CUSIP: N/A<br>LEI: 213800FKA5MF17RJKT63       | Long             | EC               | CORP              | GB        |     57762 | NS      | $2291690.55   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| BAYER AG                                                                                  | BAYER AG                                                                                        | CUSIP: N/A<br>LEI: 549300J4U55H3WP1XT59       | Long             | EC               | CORP              | DE        |     16010 | NS      | $826636.37    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK CENTRAL ASIA TBK PT                                                                  | BANK CENTRAL ASIA TBK PT                                                                        | CUSIP: N/A<br>LEI: 254900BR956G2OHVOM21       | Long             | EC               | CORP              | ID        |  20947600 | NS      | $11484524.02  | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| BANCO BRADESCO SA                                                                         | BANCO BRADESCO SA PN                                                                            | CUSIP: N/A<br>LEI: 549300CTUU1RFXHQJE44       | Long             | EC               | CORP              | BR        |    619768 | NS      | $1778395.80   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK RAKYAT INDONESIA PERSERO TBK PT                                                      | BANK RAKYAT INDONESIA (PERSERO) TBK PT                                                          | CUSIP: N/A<br>LEI: 254900HB6S4B12GBNP64       | Long             | EC               | CORP              | ID        |  19736600 | NS      | $6256720.74   | 0.20%             |  |  |  | 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        |   1202030 | NS      | $7258794.24   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| BUNGE LTD                                                                                 | BUNGE LIMITED                                                                                   | CUSIP: N/A<br>LEI: 5493007M0RIN8HY3MM77       | Long             | EC               | CORP              | US        |    149915 | NS      | $14957019.55  | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| BEIGENE LTD                                                                               | BEIGENE LTD ADR                                                                                 | CUSIP: 07725L102<br>LEI: 549300JFUK6FRD5MH739 | Long             | EC               | CORP              | CN        |     65681 | NS      | $14445879.14  | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| BAJAJ FINANCE LTD                                                                         | BAJAJ FINANCE LTD                                                                               | CUSIP: N/A<br>LEI: 335800YTEXC3DO4Z6F68       | Long             | EC               | CORP              | IN        |    215621 | NS      | $17065745.21  | 0.55%             |  |  |  | No            |                  2 | On Loan: No      |
| BAJAJ FINSERV LTD                                                                         | BAJAJ FINSERV LTD                                                                               | CUSIP: N/A<br>LEI: 3358001EH4I4IDMGQ326       | Long             | EC               | CORP              | IN        |    176756 | NS      | $3293637.54   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| BOOKING HOLDINGS INC                                                                      | BOOKING HOLDINGS INC                                                                            | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |      1083 | NS      | $2182548.24   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BAKER HUGHES CO                                                                           | BAKER HUGHES CO CL A                                                                            | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    400704 | NS      | $11832789.12  | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK MANDIRI PERSERO TBK PT                                                               | BANK MANDIRI TBK PT                                                                             | CUSIP: N/A<br>LEI: 549300RSKQN4Z5ZSGH94       | Long             | EC               | CORP              | ID        |  15218600 | NS      | $9671453.73   | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF BARODA                                                                            | BANK OF BARODA                                                                                  | CUSIP: N/A<br>LEI: 549300CQ6M9Q0TJEZR23       | Long             | EC               | CORP              | IN        |   2476327 | NS      | $5528396.89   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| BP PLC                                                                                    | BP PLC                                                                                          | CUSIP: N/A<br>LEI: 213800LH1BZH3DI6G760       | Long             | EC               | CORP              | GB        |   1438591 | NS      | $8365743.73   | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| BR MALLS PARTICIPACOES SA                                                                 | BR MALLS PARTICIPACOES SA ON (NOT LISTED OR TRADING)                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BR        |   3350637 | NS      | $5267349.23   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| BHARTI AIRTEL LTD                                                                         | BHARTI AIRTEL LTD                                                                               | CUSIP: N/A<br>LEI: 335800KQ1FPKOQ84OR26       | Long             | EC               | CORP              | IN        |   1936137 | NS      | $18820740.46  | 0.61%             |  |  |  | No            |                  2 | On Loan: No      |
| BHARTI AIRTEL LTD                                                                         | BHARTI AIRTEL LTD PARTLY PAID 2.5                                                               | CUSIP: N/A<br>LEI: 335800KQ1FPKOQ84OR26       | Long             | EC               | CORP              | IN        |     80154 | NS      | $419108.22    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BANCO SANTANDER MEXICO SA INSTITUCION DE BANCA MULTIPLE GRUPO FINANCIERO SANTANDER MEXICO | BANCO SANTANDER MEXICO SA INSTITUCION DE BANCA MULTIPLE GRUPO FINANCIERO SANTANDER MEXICO B     | CUSIP: N/A<br>LEI: SCRYQ25DTVRHYYMM6P89       | Long             | EC               | CORP              | MX        |   1294654 | NS      | $1514798.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BUREAU VERITAS SA                                                                         | BUREAU VERITAS SA                                                                               | CUSIP: N/A<br>LEI: 969500TPU5T3HA5D1F11       | Long             | EC               | CORP              | FR        |     85112 | NS      | $2240003.15   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| CARLSBERG A/S                                                                             | CARLSBERG A/S B                                                                                 | CUSIP: N/A<br>LEI: 5299001O0WJQYB5GYZ19       | Long             | EC               | CORP              | DK        |     47845 | NS      | $6333553.56   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                                                                       | CARRIER GLOBAL CORP                                                                             | CUSIP: 14448C104<br>LEI: 549300JE3W6CWY2NAN77 | Long             | EC               | CORP              | US        |    342044 | NS      | $14109315.00  | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| CATERPILLAR INC                                                                           | CATERPILLAR INC                                                                                 | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |     38431 | NS      | $9206530.36   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| CCL INDUSTRIES INC                                                                        | CCL INDUSTRIES INC CL B N/V                                                                     | CUSIP: 124900309<br>LEI: 549300TD3EMSRRC0YH75 | Long             | EC               | CORP              | CA        |     34789 | NS      | $1486112.08   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CCR SA                                                                                    | CCR SA ON                                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BR        |    343384 | NS      | $703710.38    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CIE FINANCIERE RICHEMONT SA                                                               | COMPAGNIE FINANCIERE RICHEMONT SA A                                                             | CUSIP: N/A<br>LEI: 549300YIPGJ6UX2QPS51       | Long             | EC               | CORP              | CH        |      6488 | NS      | $839583.79    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CANARA BANK                                                                               | CANARA BANK                                                                                     | CUSIP: N/A<br>LEI: 335800E4RH82Z8XC3C30       | Long             | EC               | CORP              | IN        |   1094165 | NS      | $4386215.58   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| COFORGE LTD                                                                               | COFORGE LTD                                                                                     | CUSIP: N/A<br>LEI: 3358004YL9JGBNP4KF72       | Long             | EC               | CORP              | IN        |     33028 | NS      | $1543975.28   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| COPA HOLDINGS SA                                                                          | COPA HOLDINGS SA CL A                                                                           | CUSIP: N/A<br>LEI: 529900BB9UQJV6QQHA59       | Long             | EC               | CORP              | PA        |    172274 | NS      | $14328028.58  | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPITEC BANK HOLDINGS LTD                                                                 | CAPITEC BANK HOLDINGS LTD                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | ZA        |    206384 | NS      | $22575322.40  | 0.73%             |  |  |  | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                                                             | UNICREDIT SPA                                                                                   | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Long             | EC               | CORP              | IT        |    750471 | NS      | $10671887.70  | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| CSL LTD                                                                                   | CSL LTD                                                                                         | CUSIP: N/A<br>LEI: 529900ECSECK5ZDQTE14       | Long             | EC               | CORP              | AU        |     41156 | NS      | $8025040.13   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| CTP NV                                                                                    | CTP NV                                                                                          | CUSIP: N/A<br>LEI: 3157000YTVO4TN65UM14       | Long             | EC               | CORP              | NL        |    192994 | NS      | $2272556.70   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| COGNIZANT TECHNOLOGY SOLUTIONS CORP                                                       | COGNIZANT TECHNOLOGY SOLUTIONS CORP CL A                                                        | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |     25905 | NS      | $1481506.95   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CORTEVA INC                                                                               | CORTEVA INC                                                                                     | CUSIP: 22052L104<br>LEI: 549300WZN9I2QKLS0O94 | Long             | EC               | CORP              | US        |     19893 | NS      | $1169310.54   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CHEVRON CORP                                                                              | CHEVRON CORP                                                                                    | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24508 | NS      | $4398940.92   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| CYRELA BRAZIL REALTY SA EMPREENDIMENTOS E PARTICIPACOES                                   | CYRELA BRAZIL REALTY SA EMPREENDIMENTOS E PARTICIPACOES ON                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BR        |    115141 | NS      | $285031.08    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DABUR INDIA LTD                                                                           | DABUR INDIA LTD                                                                                 | CUSIP: N/A<br>LEI: 335800MJPUA2E1FSFL38       | Long             | EC               | CORP              | IN        |    536320 | NS      | $3631764.93   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| DANONE SA                                                                                 | DANONE SA                                                                                       | CUSIP: N/A<br>LEI: 969500KMUQ2B6CBAF162       | Long             | EC               | CORP              | FR        |     34906 | NS      | $1838984.89   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| DBS GROUP HOLDINGS LTD                                                                    | DBS GROUP HOLDINGS LTD                                                                          | CUSIP: N/A<br>LEI: 5493007FKT78NKPM5V55       | Long             | EC               | CORP              | SG        |    122873 | NS      | $3110703.87   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| DIAGEO PLC                                                                                | DIAGEO PLC                                                                                      | CUSIP: N/A<br>LEI: 213800ZVIELEA55JMJ32       | Long             | EC               | CORP              | GB        |      9646 | NS      | $425960.46    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DANAHER CORP                                                                              | DANAHER CORP                                                                                    | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |     48758 | NS      | $12941348.36  | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| KONINKLIJKE DSM NV                                                                        | KONINKLIJKE DSM NV                                                                              | CUSIP: N/A<br>LEI: 724500SNT1MK246AHP04       | Long             | EC               | CORP              | NL        |     11145 | NS      | $1366327.40   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| DSV A/S                                                                                   | DSV A/S                                                                                         | CUSIP: N/A<br>LEI: 529900X41C0BSLK67H70       | Long             | EC               | CORP              | DK        |     97381 | NS      | $15445220.79  | 0.50%             |  |  |  | No            |                  2 | On Loan: No      |
| DISCOVERY LTD                                                                             | DISCOVERY LTD                                                                                   | CUSIP: N/A<br>LEI: 378900245A26169C8132       | Long             | EC               | CORP              | ZA        |   1031032 | NS      | $7486366.46   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| CANVA INC                                                                                 | CANVA INC PP (PHYSICAL) (NOT LISTED OR TRADING)                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |       385 | NS      | $342072.50    | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| GRAB HOLDINGS LTD                                                                         | GRAB HOLDINGS LTD CL A (PIPE)(DRS)                                                              | CUSIP: N/A<br>LEI: 549300N4VQX83VPJF439       | Long             | EC               | CORP              | SG        |    541555 | NS      | $1743807.10   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| GETIR BV                                                                                  | GETIR BV PFD SER D PP (DRS) (USD) (NOT LISTED OR TRADING)                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | NL        |      7768 | NS      | $3735708.88   | 0.12%             |  |  |  | No            |                  3 | On Loan: No      |
| GAZPROM PJSC                                                                              | GAZPROM PJSC (180 DAY LOCK UP) (USD)                                                            | CUSIP: N/A<br>LEI: 213800FD9J2IHTA7YX78       | Long             | EC               | CORP              | RU        |    945858 | NS      | $0.09         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| PROSUS NV                                                                                 | PROSUS NV N 144A                                                                                | CUSIP: N/A<br>LEI: 635400Z5LQ5F9OLVT688       | Long             | EC               | CORP              | NL        |     23094 | NS      | $1585529.76   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| QUINTOANDAR LTD                                                                           | QUINTOANDAR LTD SER E PP (PHYSICAL) (NOT LISTED OR TRADING)                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BR        |     32657 | NS      | $4267616.76   | 0.14%             |  |  |  | Yes           |                  3 | On Loan: No      |
| QUINTOANDAR LTD                                                                           | QUINTOANDAR LTD SER E-1 PP (PHYSICAL) (NOT LISTED OR TRADING)                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BR        |      8400 | NS      | $1097712.00   | 0.04%             |  |  |  | No            |                  3 | On Loan: No      |
| ROSNEFT OIL CO PJSC                                                                       | ROSNEFT OIL CO PJSC (180 DAY LOCK UP) (USD)                                                     | CUSIP: N/A<br>LEI: 253400JT3MQWNDKMJE44       | Long             | EC               | CORP              | RU        |    588661 | NS      | $0.06         | 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        |   2662164 | NS      | $0.27         | 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        |    531908 | NS      | $255219.76    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| X5 RETAIL GROUP NV                                                                        | X5 RETAIL GROUP NV GDR REG S (MOEX) (USD)                                                       | CUSIP: 98387E205<br>LEI: 213800J17UJJJDGUVF56 | Long             | EC               | CORP              | RU        |     88147 | NS      | $0.01         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| EDENRED SA                                                                                | EDENRED SA                                                                                      | CUSIP: N/A<br>LEI: 9695006LOD5B2D7Y0N70       | Long             | EC               | CORP              | FR        |    100382 | NS      | $5462203.28   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| EURONET WORLDWIDE INC                                                                     | EURONET WORLDWIDE INC                                                                           | CUSIP: 298736109<br>LEI: YG3575C4DSHJPA5KET68 | Long             | EC               | CORP              | US        |     19369 | NS      | $1828046.22   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| EMBASSY OFFICE PARKS REIT                                                                 | EMBASSY OFFICE PARKS REIT (REIT)                                                                | CUSIP: N/A<br>LEI: 335800O555A557E43Z08       | Long             | EC               | CORP              | IN        |    367228 | NS      | $1490135.05   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| ENEL SPA                                                                                  | ENEL SPA                                                                                        | CUSIP: N/A<br>LEI: WOCMU6HCI0OJWNPRZS33       | Long             | EC               | CORP              | IT        |    717325 | NS      | $3857981.81   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| ENGIE SA                                                                                  | ENGIE SA                                                                                        | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | EC               | CORP              | FR        |    433528 | NS      | $6209875.72   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| EPAM SYSTEMS INC                                                                          | EPAM SYSTEMS INC                                                                                | CUSIP: 29414B104<br>LEI: 549300XCR4R530HJP604 | Long             | EC               | CORP              | US        |     18611 | NS      | $6099569.14   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| CANVA INC                                                                                 | CANVA INC PFD SER A PERP NON-CUM PP (PHYSICAL) (NOT LISTED OR TRADING)                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | AU        |        34 | NS      | $30209.00     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| CANVA INC                                                                                 | CANVA INC PFD SER A-3 PERP NON-CUM PP (PHYSICAL) (NOT LISTED OR TRADING)                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | AU        |         1 | NS      | $888.50       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| EPIROC AB                                                                                 | EPIROC AB B                                                                                     | CUSIP: N/A<br>LEI: 5493004Q73OEYW1SPE91       | Long             | EC               | CORP              | SE        |    153337 | NS      | $2471600.30   | 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        |    134490 | NS      | $4288565.34   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| ESSILORLUXOTTICA                                                                          | ESSILORLUXOTTICA                                                                                | CUSIP: N/A<br>LEI: 549300M3VH1A3ER1TB49       | Long             | EC               | CORP              | FR        |     72078 | NS      | $13125129.61  | 0.43%             |  |  |  | No            |                  2 | On Loan: No      |
| ESSITY AKTIEBOLAG                                                                         | ESSITY AKTIEBOLAG B                                                                             | CUSIP: N/A<br>LEI: 549300G8E6YUVJ1DA153       | Long             | EC               | CORP              | SE        |     59261 | NS      | $1555479.27   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| EUROBANK ERGASIAS SERVICES AND HOLDINGS SA                                                | EUROBANK ERGASIAS SERVICES AND HOLDINGS SA                                                      | CUSIP: N/A<br>LEI: JEUVK5RWVJEN8W0C9M24       | Long             | EC               | CORP              | GR        |   5418498 | NS      | $6116722.76   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| EVOLUTION AB                                                                              | EVOLUTION AB                                                                                    | CUSIP: N/A<br>LEI: 549300SUH6ZR1RF6TA88       | Long             | EC               | CORP              | SE        |    195296 | NS      | $19073351.77  | 0.62%             |  |  |  | No            |                  2 | On Loan: No      |
| CIE FINANCIERE RICHEMONT SA                                                               | COMPAGNIE FINANCIERE RICHEMONT SA A (BEARER) WTS 67:1 @ CHF 67 EXP 11-22-23                     | CUSIP: N/A<br>LEI: 549300YIPGJ6UX2QPS51       | Long             | EC               | CORP              | CH        |     37386 | NS      | $31133.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SHANDONG SINOCERA FUNCTIONAL MATERIAL CO LTD                                              | UBS SHANDONG SINOCERA FUNCTIONAL MATERIAL CO LTD A 144A WTS 1:1 @ USD 0.0000001 EXPIRE 10-30-23 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |     43474 | NS      | $172466.47    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| EXPERIAN PLC                                                                              | EXPERIAN PLC                                                                                    | CUSIP: N/A<br>LEI: 635400RXXHHYT1JTSZ26       | Long             | EC               | CORP              | IE        |     27683 | NS      | $942428.25    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| COTE D IVOIRE (REPUBLIC OF)                                                               | IVORY COAST GOVT EUR 144A LIFE SF 4.875% 01-30-32                                               | CUSIP: N/A<br>LEI: 254900ICW11T82O6H590       | Long             | DBT              | NUSS              | CI        |    150000 | PA      | $127344.48    | 0.00%             | 2032-01-30      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| CENTRAL BANK OF TUNISIA                                                                   | CENTRAL BANK OF TUNISIA EUR 144A LIFE SR UNSEC 6.75% 10-31-23                                   | CUSIP: N/A<br>LEI: 254900B5LFB16S9T2T11       | Long             | DBT              | NUSS              | TN        |    310000 | PA      | $279825.32    | 0.01%             | 2023-10-31      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING LTD                                                                 | ALIBABA GROUP HOLDING LTD SR UNSEC 4.2% 12-06-47                                                | CUSIP: 01609WAV4<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | CN        |    600000 | PA      | $460671.00    | 0.01%             | 2047-12-06      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| AES PANAMA GENERATION HOLDINGS SRL                                                        | AES PANAMA GENERATION HOLDINGS SRL 144A LIFE SR SEC 1ST LIEN SF 4.375% 05-31-30                 | CUSIP: 00109AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | PA        |    280000 | PA      | $243892.60    | 0.01%             | 2030-05-31      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| AXIATA SPV5 LABUAN LTD                                                                    | AXIATA SPV5 LABUAN LTD REG S SR UNSEC 3.064% 08-19-50                                           | CUSIP: N/A<br>LEI: 2549002DHJ9LDV9BRC77       | Long             | DBT              | CORP              | MY        |    357000 | PA      | $237944.78    | 0.01%             | 2050-08-19      | Fixed         | 3.06%                 | Yes           |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING LTD                                                                 | ALIBABA GROUP HOLDING LTD SR UNSEC 3.15% 02-09-51                                               | CUSIP: 01609WAZ5<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | CN        |    410000 | PA      | $256175.79    | 0.01%             | 2051-02-09      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| ARCOS DORADOS BV                                                                          | ARCOS DORADOS BV REG S SR UNSEC 6.125% 05-27-29                                                 | CUSIP: N/A<br>LEI: 549300T91OYP6I7P8G39       | Long             | DBT              | CORP              | NL        |    450000 | PA      | $436695.75    | 0.01%             | 2029-05-27      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| BANGKOK BANK PCL/HONG KONG                                                                | BANGKOK BANK PCL REG S SUB 3.733% 09-25-34/29                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | HK        |    800000 | PA      | $670260.80    | 0.02%             | 2034-09-25      | Variable      | 3.73%                 | Yes           |                  2 | On Loan: No      |
| BRASKEM IDESA SAPI                                                                        | BRASKEM IDESA SAPI REG S SR SEC 1ST LIEN 7.45% 11-15-29                                         | CUSIP: N/A<br>LEI: YH0V7ZHY352ITDGEYB83       | Long             | DBT              | CORP              | MX        |    775000 | PA      | $613118.78    | 0.02%             | 2029-11-15      | Fixed         | 7.45%                 | Yes           |                  2 | On Loan: No      |
| BRASKEM IDESA SAPI                                                                        | BRASKEM IDESA SAPI 144A LIFE SR SEC 1ST LIEN 7.45% 11-15-29                                     | CUSIP: 10554NAA6<br>LEI: YH0V7ZHY352ITDGEYB83 | Long             | DBT              | CORP              | MX        |    300000 | PA      | $237336.30    | 0.01%             | 2029-11-15      | Fixed         | 7.45%                 | Yes           |                  2 | On Loan: No      |
| CMB INTERNATIONAL LEASING MANAGEMENT LTD                                                  | CMB INTERNATIONAL LEASING MANAGEMENT LTD REG S SR UNSEC 2.75% 08-12-30                          | CUSIP: N/A<br>LEI: 5493003RO1EBM4E5IG13       | Long             | DBT              | CORP              | HK        |    895000 | PA      | $686899.97    | 0.02%             | 2030-08-12      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| COLOMBIA (REPUBLIC OF)                                                                    | COLOMBIA REP OF 8.0% 04-20-33                                                                   | CUSIP: 195325EF8<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    200000 | PA      | $200849.40    | 0.01%             | 2033-04-20      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ENFRAGEN ENERGIA SUR SAU                                                                  | ENFRAGEN ENERGIA SUR SA REG S SR SEC 1ST LIEN 5.375% 12-30-30                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | ES        |    969000 | PA      | $679713.77    | 0.02%             | 2030-12-30      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| GC TREASURY CENTER CO LTD                                                                 | GC TREASURY CENTER CO LTD 144A LIFE SR UNSEC 4.4% 03-30-32                                      | CUSIP: 36830BAD7<br>LEI: 549300LUFQBC2EQNAR40 | Long             | DBT              | CORP              | TH        |    230000 | PA      | $204328.55    | 0.01%             | 2032-03-30      | Fixed         | 4.40%                 | Yes           |                  2 | On Loan: No      |
| HDFC BANK LTD                                                                             | HDFC BANK LTD PRP 144A LIFE SUB (H) 3.7% 12-31-49/02-25-27                                      | CUSIP: 40415FAA9<br>LEI: 335800ZQ6I4E2JXENC50 | Long             | DBT              | CORP              | IN        |    600000 | PA      | $516300.00    | 0.02%             | 2049-12-31      | Variable      | 3.70%                 | Yes           |                  2 | On Loan: No      |
| INDONESIA (REPUBLIC OF)                                                                   | INDONESIA REP OF REG S 5.25% 01-17-42                                                           | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |    840000 | PA      | $827935.92    | 0.03%             | 2042-01-17      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| INDONESIA ASAHAN ALUMINIUM PERSERO PT                                                     | INDONESIA ASAHAN ALUMINIUM PERSERO PT REG S SR UNSEC 6.757% 11-15-48                            | CUSIP: N/A<br>LEI: 2549008P48EB9SN2OI80       | Long             | DBT              | CORP              | ID        |    200000 | PA      | $188194.60    | 0.01%             | 2048-11-15      | Fixed         | 6.76%                 | Yes           |                  2 | On Loan: No      |
| MEXICO CITY AIRPORT TRUST                                                                 | MEXICO CITY AIRPORT TRUST REG S SR SEC 1ST LIEN 4.25% 10-31-26                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | MX        |    475000 | PA      | $453848.25    | 0.01%             | 2026-10-31      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| MEITUAN                                                                                   | MEITUAN 144A LIFE SR UNSEC 3.05% 10-28-30                                                       | CUSIP: 58533EAC7<br>LEI: 21380033K525E5JLIA77 | Long             | DBT              | CORP              | CN        |    800000 | PA      | $617688.80    | 0.02%             | 2030-10-28      | Fixed         | 3.05%                 | Yes           |                  2 | On Loan: No      |
| MERCADOLIBRE INC                                                                          | MERCADOLIBRE INC SR UNSEC 3.125% 01-14-31                                                       | CUSIP: 58733RAF9<br>LEI: 549300DKPDN9M5S8GB14 | Long             | DBT              | CORP              | AR        |    400000 | PA      | $309760.00    | 0.01%             | 2031-01-14      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| MARB BONDCO PLC                                                                           | MARB BONDCO PLC REG S SR UNSEC 3.95% 01-29-31                                                   | CUSIP: N/A<br>LEI: 254900PVA1EU6QM1JN57       | Long             | DBT              | CORP              | GB        |    320000 | PA      | $246281.28    | 0.01%             | 2031-01-29      | Fixed         | 3.95%                 | Yes           |                  2 | On Loan: No      |
| NBM US HOLDINGS INC                                                                       | NBM US HOLDINGS INC REG S SR UNSEC 6.625% 08-06-29                                              | CUSIP: N/A<br>LEI: 5493008K1QMSP0J8UC24       | Long             | DBT              | CORP              | US        |    420000 | PA      | $406372.68    | 0.01%             | 2029-08-06      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| PETROBRAS GLOBAL FINANCE BV                                                               | PETROBRAS GLOBAL FINANCE BV SR UNSEC 6.85% 06-05-15                                             | CUSIP: 71647NAN9<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |    314000 | PA      | $266595.11    | 0.01%             | 2115-06-05      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                                       | PETROLEOS MEXICANOS SR UNSEC 6.875% 08-04-26                                                    | CUSIP: 71654QCB6<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    800000 | PA      | $757357.60    | 0.02%             | 2026-08-04      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| POWER FINANCE CORPORATION LTD                                                             | POWER FINANCE CORP LTD REG S SR UNSEC 4.5% 06-18-29                                             | CUSIP: N/A<br>LEI: 3358003Q6D9LIJJZ1614       | Long             | DBT              | CORP              | IN        |    273000 | PA      | $252686.62    | 0.01%             | 2029-06-18      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| PTTEP TREASURY CENTER CO LTD                                                              | PTTEP TREASURY CENTER CO LTD REG S SR UNSEC 2.993% 01-15-30                                     | CUSIP: N/A<br>LEI: 2549006WFOUPZX6TZG08       | Long             | DBT              | CORP              | TH        |    200000 | PA      | $173951.80    | 0.01%             | 2030-01-15      | Fixed         | 2.99%                 | Yes           |                  2 | On Loan: No      |
| PLDT INC                                                                                  | PLDT INC REG S SR UNSEC 2.5% 01-23-31                                                           | CUSIP: N/A<br>LEI: 254900ADE8GQHM5P2648       | Long             | DBT              | CORP              | PH        |    210000 | PA      | $164734.50    | 0.01%             | 2031-01-23      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| PETRORIO LUXEMBOURG SARL                                                                  | PETRORIO LUXEMBOURG TRADING SARL REG S SR SEC 1ST LIEN 6.125% 06-09-26                          | CUSIP: N/A<br>LEI: 222100466T5WZDU1B498       | Long             | DBT              | CORP              | LU        |    200000 | PA      | $190596.00    | 0.01%             | 2026-06-09      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| REDE DOR FINANCE SARL                                                                     | REDE D'OR FINANCE SARL REG S SR UNSEC 4.5% 01-22-30                                             | CUSIP: N/A<br>LEI: 549300FDE772OLJUCP79       | Long             | DBT              | CORP              | LU        |    480000 | PA      | $413757.60    | 0.01%             | 2030-01-22      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| SASOL FINANCING USA LLC                                                                   | SASOL FINANCING USA LLC SR UNSEC 5.875% 03-27-24                                                | CUSIP: 80386WAA3<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |    500000 | PA      | $490372.50    | 0.02%             | 2024-03-27      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                                                                           | SANDS CHINA LTD SR UNSEC 4.875% 06-18-30                                                        | CUSIP: 80007RAL9<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | MO        |    220000 | PA      | $193630.80    | 0.01%             | 2030-06-18      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| TENCENT HOLDINGS LTD                                                                      | TENCENT HOLDINGS LTD REG S SR UNSEC 3.975% 04-11-29                                             | CUSIP: 88032XAN4<br>LEI: 254900N4SLUMW4XUYY11 | Long             | DBT              | CORP              | CN        |    400000 | PA      | $368975.60    | 0.01%             | 2029-04-11      | Fixed         | 3.98%                 | Yes           |                  2 | On Loan: No      |
| TENCENT HOLDINGS LTD                                                                      | TENCENT HOLDINGS LTD 144A LIFE SR UNSEC 3.24% 06-03-50                                          | CUSIP: 88032WAV8<br>LEI: 254900N4SLUMW4XUYY11 | Long             | DBT              | CORP              | CN        |    580000 | PA      | $367755.96    | 0.01%             | 2050-06-03      | Fixed         | 3.24%                 | Yes           |                  2 | On Loan: No      |
| TURKEY (REPUBLIC OF)                                                                      | TURKEY REP OF 4.875% 04-16-43                                                                   | CUSIP: 900123CB4<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    400000 | PA      | $261437.20    | 0.01%             | 2043-04-16      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| VENEZUELA REPUBLIC OF (GOVERNMENT)                                                        | VENEZUELA REP OF REG S 9.0% 05-07-23                                                            | CUSIP: N/A<br>LEI: 529900XM8PJTJK5OJI77       | Long             | DBT              | NUSS              | VE        |   1383000 | PA      | $121012.50    | 0.00%             | 2023-05-07      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| VENEZUELA REPUBLIC OF (GOVERNMENT)                                                        | VENEZUELA REP OF REG S 9.25% 05-07-28                                                           | CUSIP: N/A<br>LEI: 529900XM8PJTJK5OJI77       | Long             | DBT              | NUSS              | VE        |    319000 | PA      | $28710.00     | 0.00%             | 2028-05-07      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| VENEZUELA REPUBLIC OF (GOVERNMENT)                                                        | VENEZUELA REP OF REG S 7.0% 03-31-38                                                            | CUSIP: N/A<br>LEI: 529900XM8PJTJK5OJI77       | Long             | DBT              | NUSS              | VE        |    107000 | PA      | $9630.00      | 0.00%             | 2038-03-31      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| VENEZUELA REPUBLIC OF (GOVERNMENT)                                                        | VENEZUELA REP OF REG S 11.75% 10-21-26                                                          | CUSIP: N/A<br>LEI: 529900XM8PJTJK5OJI77       | Long             | DBT              | NUSS              | VE        |     64000 | PA      | $5920.00      | 0.00%             | 2026-10-21      | Fixed         | 11.75%                | Yes           |                  2 | On Loan: No      |
| VENEZUELA REPUBLIC OF (GOVERNMENT)                                                        | VENEZUELA REP OF REG S 8.25% 10-13-24                                                           | CUSIP: N/A<br>LEI: 529900XM8PJTJK5OJI77       | Long             | DBT              | NUSS              | VE        |    299000 | PA      | $26162.50     | 0.00%             | 2024-10-13      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                                                                      | FREEPORT-MCMORAN INC                                                                            | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |    632561 | NS      | $24037318.00  | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| EMPRESAS PUBLICAS DE MEDELLIN ESP                                                         | EMPRESAS PUBLICAS DE MEDELLIN ESP 144A LIFE SR UNSEC 4.25% 07-18-29                             | CUSIP: 29246BAE8<br>LEI: 549300SU25TO8EMXB434 | Long             | DBT              | CORP              | CO        |    412000 | PA      | $327766.60    | 0.01%             | 2029-07-18      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK OF INDIA                                                               | EXPORT-IMPORT BK INDIA REG S SR UNSEC 3.25% 01-15-30                                            | CUSIP: 30216KAE2<br>LEI: 335800OFZ8YEIVN1QI11 | Long             | DBT              | CORP              | IN        |   1180000 | PA      | $1025445.96   | 0.03%             | 2030-01-15      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| OLEODUCTO CENTRAL SA (OCENSA)                                                             | OLEODUCTO CENTRAL SA REG S SR UNSEC 4.0% 07-14-27                                               | CUSIP: N/A<br>LEI: 254900W4CPYCQFVH5E92       | Long             | DBT              | CORP              | CO        |    200000 | PA      | $176783.60    | 0.01%             | 2027-07-14      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| OLEODUCTO CENTRAL SA (OCENSA)                                                             | OLEODUCTO CENTRAL SA 144A LIFE SR UNSEC 4.0% 07-14-27                                           | CUSIP: 680617AC1<br>LEI: 254900W4CPYCQFVH5E92 | Long             | DBT              | CORP              | CO        |    255000 | PA      | $225399.09    | 0.01%             | 2027-07-14      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                                       | PETROLEOS MEXICANOS SR UNSEC SF 6.7% 02-16-32                                                   | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    622000 | PA      | $489639.64    | 0.02%             | 2032-02-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                                       | PETROLEOS MEXICANOS SR UNSEC SF 8.75% 06-02-29                                                  | CUSIP: 71654QDL3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   1105000 | PA      | $1037667.93   | 0.03%             | 2029-06-02      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| POWER FINANCE CORPORATION LTD                                                             | POWER FINANCE CORP LTD REG S SR UNSEC 6.15% 12-06-28                                            | CUSIP: 73928RAA4<br>LEI: 3358003Q6D9LIJJZ1614 | Long             | DBT              | CORP              | IN        |    432000 | PA      | $439566.48    | 0.01%             | 2028-12-06      | Fixed         | 6.15%                 | Yes           |                  2 | On Loan: No      |
| PETRONAS CAPITAL LTD                                                                      | PETRONAS CAPITAL LTD 144A LIFE SR UNSEC 4.55% 04-21-50                                          | CUSIP: 716743AR0<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |    400000 | PA      | $358659.60    | 0.01%             | 2050-04-21      | Fixed         | 4.55%                 | Yes           |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                                       | PETROLEOS MEXICANOS SR UNSEC 6.49% 01-23-27                                                     | CUSIP: 71654QDB5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   1670000 | PA      | $1525558.36   | 0.05%             | 2027-01-23      | Fixed         | 6.49%                 | No            |                  2 | On Loan: No      |
| POWER FINANCE CORPORATION LTD                                                             | POWER FINANCE CORP LTD REG S SR UNSEC 3.35% 05-16-31                                            | CUSIP: N/A<br>LEI: 3358003Q6D9LIJJZ1614       | Long             | DBT              | CORP              | IN        |    310000 | PA      | $257611.24    | 0.01%             | 2031-05-16      | Fixed         | 3.35%                 | Yes           |                  2 | On Loan: No      |
| SINOPEC GROUP OVERSEAS DEVELOPMENT (2018) LTD                                             | SINOPEC GROUP OVERSEAS DEVELOPMENT 2018 LTD 144A LIFE SR UNSEC 3.1% 01-08-51                    | CUSIP: 82939GAT5<br>LEI: 549300C6OZZ8LTVR8209 | Long             | DBT              | CORP              | VG        |    630000 | PA      | $419824.44    | 0.01%             | 2051-01-08      | Fixed         | 3.10%                 | Yes           |                  2 | On Loan: No      |
| TURKEY (REPUBLIC OF)                                                                      | TURKEY REP OF 11.875% 01-15-30                                                                  | CUSIP: 900123AL4<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    800000 | PA      | $954040.00    | 0.03%             | 2030-01-15      | Fixed         | 11.88%                | No            |                  2 | On Loan: No      |
| FAIRFAX FINANCIAL HLDGS LTD                                                               | FAIRFAX FINANCIAL HLDGS LTD S/V                                                                 | CUSIP: 303901102<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | EC               | CORP              | CA        |      1008 | NS      | $597109.72    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PANAMA REPUBLIC OF (GOVERNMENT)                                                           | PANAMA GLOBAL 144A 3.75% 04-17-26                                                               | CUSIP: N/A<br>LEI: 549300SHS4T08CL0LP14       | Long             | DBT              | NUSS              | PA        |    678000 | PA      | $639360.78    | 0.02%             | 2026-04-17      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| EGYPT (ARAB REPUBLIC OF)                                                                  | EGYPT ARAB REP OF REG S 8.5% 01-31-47                                                           | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |    800000 | PA      | $535716.80    | 0.02%             | 2047-01-31      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| ANGOLA (REPUBLIC OF)                                                                      | ANGOLA REPUBLIC REG S 8.25% 05-09-28                                                            | CUSIP: N/A<br>LEI: 549300QHR2R3J8JSGK83       | Long             | DBT              | NUSS              | AO        |    500000 | PA      | $457300.00    | 0.01%             | 2028-05-09      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| ABU DHABI (EMIRATE OF)                                                                    | EMIRATE OF ABU DHABI 144A LIFE 2.5% 09-30-29                                                    | CUSIP: 29135LAE0<br>LEI: 213800FER4348CINTA77 | Long             | DBT              | NUSS              | AE        |   1000000 | PA      | $898704.00    | 0.03%             | 2029-09-30      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| ANGOLA (REPUBLIC OF)                                                                      | ANGOLA (REPUBLIC OF) 144A LIFE 8.0% 11-26-29                                                    | CUSIP: 035198AD2<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |   1100000 | PA      | $968308.00    | 0.03%             | 2029-11-26      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| ARGENTINA REPUBLIC OF GOVERNMENT                                                          | ARGENTINA REP OF FRN 01-09-38/07-09-22                                                          | CUSIP: 040114HU7<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |   1317915 | PA      | $420194.79    | 0.01%             | 2038-01-09      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| ARGENTINA REPUBLIC OF GOVERNMENT                                                          | ARGENTINA REP OF FRN 07-09-30/23                                                                | CUSIP: 040114HS2<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |   5341000 | PA      | $1453766.79   | 0.05%             | 2030-07-09      | Variable      | 0.50%                 | No            |                  2 | On Loan: No      |
| ARGENTINA REPUBLIC OF GOVERNMENT                                                          | ARGENTINA REP OF FRN 07-09-35/22                                                                | CUSIP: 040114HT0<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |   2217205 | PA      | $567928.19    | 0.02%             | 2035-07-09      | Variable      | 1.50%                 | No            |                  2 | On Loan: No      |
| ARGENTINA REPUBLIC OF GOVERNMENT                                                          | ARGENTINA REP OF FRN 07-09-41/22                                                                | CUSIP: 040114HV5<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |   5279000 | PA      | $1502345.33   | 0.05%             | 2041-07-09      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| ABU DHABI (EMIRATE OF)                                                                    | EMIRATE OF ABU DHABI 144A LIFE 1.7% 03-02-31                                                    | CUSIP: 29135LAM2<br>LEI: 213800FER4348CINTA77 | Long             | DBT              | NUSS              | AE        |    885000 | PA      | $732079.08    | 0.02%             | 2031-03-02      | Fixed         | 1.70%                 | Yes           |                  2 | On Loan: No      |
| ARGENTINA REPUBLIC OF GOVERNMENT                                                          | ARGENTINA REP OF 1.0% 07-09-29                                                                  | CUSIP: 040114HX1<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     32020 | PA      | $8579.98      | 0.00%             | 2029-07-09      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| ANGOLA (REPUBLIC OF)                                                                      | ANGOLA (REPUBLIC OF) 144A LIFE 8.75% 04-14-32                                                   | CUSIP: 035198AF7<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |    280000 | PA      | $243152.00    | 0.01%             | 2032-04-14      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| ARMENIA (REPUBLIC OF)                                                                     | ARMENIA REP OF REG S 7.15% 03-26-25                                                             | CUSIP: N/A<br>LEI: 5299000H77JSW90G7935       | Long             | DBT              | NUSS              | AM        |    290000 | PA      | $294080.30    | 0.01%             | 2025-03-26      | Fixed         | 7.15%                 | Yes           |                  2 | On Loan: No      |
| CENTRAL BANK OF TUNISIA                                                                   | CENTRAL BANK OF TUNISIA REG S 5.75% 01-30-25                                                    | CUSIP: N/A<br>LEI: 254900B5LFB16S9T2T11       | Long             | DBT              | NUSS              | TN        |    625000 | PA      | $435310.00    | 0.01%             | 2025-01-30      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| CENTRAL BANK OF TUNISIA                                                                   | CENTRAL BANK OF TUNISIA EUR REG S SR UNSEC 5.625% 02-17-24                                      | CUSIP: N/A<br>LEI: 254900B5LFB16S9T2T11       | Long             | DBT              | NUSS              | TN        |    500000 | PA      | $421828.48    | 0.01%             | 2024-02-17      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| BRAZIL FEDERATIVE REPUBLIC OF (GOVERNMENT)                                                | BRAZIL NTNB BRL I/L 6.0% 05-15-27                                                               | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |     16380 | PA      | $3109118.51   | 0.10%             | 2027-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                                               | BONOS MEXICAN MXN 7.75% 05-29-31                                                                | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |    430000 | PA      | $2043672.29   | 0.07%             | 2031-05-29      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| CENTRAL BANK OF TUNISIA                                                                   | CENTRAL BANK OF TUNISIA EUR REG S SR UNSEC 6.75% 10-31-23                                       | CUSIP: N/A<br>LEI: 254900B5LFB16S9T2T11       | Long             | DBT              | NUSS              | TN        |    465000 | PA      | $419737.98    | 0.01%             | 2023-10-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| COLOMBIA (REPUBLIC OF)                                                                    | COLOMBIA REP OF 5.2% 05-15-49                                                                   | CUSIP: 195325DQ5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    755000 | PA      | $517051.18    | 0.02%             | 2049-05-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| COLOMBIA (REPUBLIC OF)                                                                    | COLOMBIA REP OF SR UNSEC 4.125% 05-15-51                                                        | CUSIP: 195325DT9<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    350000 | PA      | $210643.65    | 0.01%             | 2051-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CHINA PEOPLES REPUBLIC OF (GOVERNMENT)                                                    | CHINA GOVT BOND CNY 3.72% 04-12-51                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |  34650000 | PA      | $5410458.16   | 0.18%             | 2051-04-12      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| COLOMBIA (REPUBLIC OF)                                                                    | COLOMBIA REP OF 3.25% 04-22-32                                                                  | CUSIP: 195325DZ5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    700000 | PA      | $511312.90    | 0.02%             | 2032-04-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CHILE (REPUBLIC OF)                                                                       | CHILE GVT BD 3.1% 05-07-41                                                                      | CUSIP: 168863DS4<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    375000 | PA      | $270688.88    | 0.01%             | 2041-05-07      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| CHINA PEOPLES REPUBLIC OF (GOVERNMENT)                                                    | CHINA GOVT BOND CNY 2.89% 11-18-31                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |  36200000 | PA      | $5205370.14   | 0.17%             | 2031-11-18      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| CHILE (REPUBLIC OF)                                                                       | CHILE GVT BD CHILE 4.34% 03-07-42                                                               | CUSIP: 168863DY1<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    645000 | PA      | $547373.45    | 0.02%             | 2042-03-07      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC (GOVERNMENT)                                                           | DOMINICAN REPUBLIC DOP REG S GDN 11.375% 07-06-29                                               | CUSIP: N/A<br>LEI: 254900EHU7Q8FGVPI369       | Long             | DBT              | NUSS              | DO        |  12800000 | PA      | $221441.14    | 0.01%             | 2029-07-06      | Fixed         | 11.38%                | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC (GOVERNMENT)                                                           | DOMINICAN REPUBLIC 144A 7.45% 04-30-44                                                          | CUSIP: 25714PCF3<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |   1125000 | PA      | $1052951.63   | 0.03%             | 2044-04-30      | Fixed         | 7.45%                 | Yes           |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC (GOVERNMENT)                                                           | DOMINICAN REPUBLIC REG S 7.45% 04-30-44                                                         | CUSIP: N/A<br>LEI: 254900EHU7Q8FGVPI369       | Long             | DBT              | NUSS              | DO        |   1000000 | PA      | $935957.00    | 0.03%             | 2044-04-30      | Fixed         | 7.45%                 | Yes           |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC (GOVERNMENT)                                                           | DOMINICAN REPUBLIC 144A LIFE 5.875% 01-30-60                                                    | CUSIP: 25714PEE4<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    280000 | PA      | $206407.60    | 0.01%             | 2060-01-30      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC (GOVERNMENT)                                                           | DOMINICAN REPUBLIC 144A LIFE 5.5% 02-22-29                                                      | CUSIP: 25714PEP9<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    275000 | PA      | $254061.78    | 0.01%             | 2029-02-22      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC (GOVERNMENT)                                                           | DOMINICAN REPUBLIC 144A LIFE 6.0% 02-22-33                                                      | CUSIP: 25714PEN4<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    150000 | PA      | $135870.30    | 0.00%             | 2033-02-22      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC (GOVERNMENT)                                                           | DOMINICAN REPUBLIC 144A SF 8.625% 04-20-27                                                      | CUSIP: 25714PAJ7<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    575000 | PA      | $600125.78    | 0.02%             | 2027-04-20      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC (GOVERNMENT)                                                           | DOMINICAN REPUBLIC REG S 6.875% 01-29-26                                                        | CUSIP: N/A<br>LEI: 254900EHU7Q8FGVPI369       | Long             | DBT              | NUSS              | DO        |    370000 | PA      | $374284.97    | 0.01%             | 2026-01-29      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| EGYPT (ARAB REPUBLIC OF)                                                                  | EGYPT ARAB REP OF REG S EUR 6.375% 04-11-31                                                     | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |    550000 | PA      | $411135.33    | 0.01%             | 2031-04-11      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| EGYPT (ARAB REPUBLIC OF)                                                                  | EGYPT ARAB REP OF 144A LIFE 8.15% 11-20-59                                                      | CUSIP: 03846JX39<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    500000 | PA      | $328739.50    | 0.01%             | 2059-11-20      | Fixed         | 8.15%                 | Yes           |                  2 | On Loan: No      |
| EGYPT (ARAB REPUBLIC OF)                                                                  | EGYPT ARAB REP OF SR 144A SR UNSEC 7.625% 05-29-32                                              | CUSIP: 03846JX54<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    900000 | PA      | $669125.70    | 0.02%             | 2032-05-29      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| EGYPT (ARAB REPUBLIC OF)                                                                  | EGYPT ARAB REP OF SR UNSEC REG S 7.625% 05-29-32                                                | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |    275000 | PA      | $204455.08    | 0.01%             | 2032-05-29      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| EGYPT (ARAB REPUBLIC OF)                                                                  | EGYPT ARAB REP OF REG S 8.875% 05-29-50                                                         | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |    850000 | PA      | $577677.85    | 0.02%             | 2050-05-29      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| EGYPT (ARAB REPUBLIC OF)                                                                  | EGYPT ARAB REP OF 144A LIFE 5.875% 02-16-31                                                     | CUSIP: 03846JAB6<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    365000 | PA      | $255098.50    | 0.01%             | 2031-02-16      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| EGYPT (ARAB REPUBLIC OF)                                                                  | EGYPT ARAB REP OF SR UNSEC REG S 8.75% 09-30-51                                                 | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |    755000 | PA      | $509776.00    | 0.02%             | 2051-09-30      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| ETHIOPIA FEDERAL DEMOCRATIC REPUBLIC OF (GOVERNMENT)                                      | ETHIOPIA REP OF REG S 6.625% 12-11-24                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ET        |    880000 | PA      | $552904.00    | 0.02%             | 2024-12-11      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| GHANA (REPUBLIC OF)                                                                       | GHANA REP OF REG S SF 7.625% 05-16-29                                                           | CUSIP: N/A<br>LEI: 213800PP4399SNNXZ126       | Long             | DBT              | NUSS              | GH        |    460000 | PA      | $173696.00    | 0.01%             | 2029-05-16      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| GHANA (REPUBLIC OF)                                                                       | GHANA REP OF REG S 7.875% 03-26-27                                                              | CUSIP: N/A<br>LEI: 213800PP4399SNNXZ126       | Long             | DBT              | NUSS              | GH        |    200000 | PA      | $78566.00     | 0.00%             | 2027-03-26      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| GHANA (REPUBLIC OF)                                                                       | GHANA REP OF REG S SF 8.125% 03-26-32                                                           | CUSIP: N/A<br>LEI: 213800PP4399SNNXZ126       | Long             | DBT              | NUSS              | GH        |   2130000 | PA      | $781475.70    | 0.03%             | 2032-03-26      | Fixed         | 8.12%                 | Yes           |                  2 | On Loan: No      |
| GHANA (REPUBLIC OF)                                                                       | GHANA REP OF REG S SF 6.375% 02-11-27                                                           | CUSIP: N/A<br>LEI: 213800PP4399SNNXZ126       | Long             | DBT              | NUSS              | GH        |    485000 | PA      | $187952.05    | 0.01%             | 2027-02-11      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| GHANA (REPUBLIC OF)                                                                       | GHANA REP OF 144A LIFE SF 7.75% 04-07-29                                                        | CUSIP: 37443GAL5<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |   1125000 | PA      | $423450.00    | 0.01%             | 2029-04-07      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| GABON REPUBLIC OF (GOVERNMENT)                                                            | GABON REPUBLIC REG S SF 7.0% 11-24-31                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GA        |    300000 | PA      | $246720.00    | 0.01%             | 2031-11-24      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| HONDURAS REPUBLIC OF                                                                      | HONDURAS REP OF REG S 6.25% 01-19-27                                                            | CUSIP: N/A<br>LEI: 5493002DW1JNBNG17615       | Long             | DBT              | NUSS              | HN        |   1365000 | PA      | $1207775.21   | 0.04%             | 2027-01-19      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| HONDURAS REPUBLIC OF                                                                      | HONDURAS REP OF REG S 5.625% 06-24-30                                                           | CUSIP: N/A<br>LEI: 5493002DW1JNBNG17615       | Long             | DBT              | NUSS              | HN        |    678000 | PA      | $546869.38    | 0.02%             | 2030-06-24      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| HONDURAS REPUBLIC OF                                                                      | HONDURAS REP OF 144A LIFE 5.625% 06-24-30                                                       | CUSIP: 438180AJ0<br>LEI: 5493002DW1JNBNG17615 | Long             | DBT              | NUSS              | HN        |    281000 | PA      | $226652.35    | 0.01%             | 2030-06-24      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| PAKISTAN (ISLAMIC REPUBLIC OF)                                                            | PAKISTAN REP 144A LIFE 6.875% 12-05-27                                                          | CUSIP: 740840AC7<br>LEI: 529900LOP29R5WKHOD86 | Long             | DBT              | NUSS              | PK        |   1050000 | PA      | $416136.00    | 0.01%             | 2027-12-05      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| INDONESIA (REPUBLIC OF)                                                                   | INDONESIA REP OF REG S 6.625% 02-17-37                                                          | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |    500000 | PA      | $567479.50    | 0.02%             | 2037-02-17      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| PAKISTAN (ISLAMIC REPUBLIC OF)                                                            | PAKISTAN REP 144A LIFE 8.25% 09-30-25                                                           | CUSIP: 695847AR4<br>LEI: 529900LOP29R5WKHOD86 | Long             | DBT              | NUSS              | PK        |    410000 | PA      | $198468.70    | 0.01%             | 2025-09-30      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| JORDAN (HASHEMITE KINGDOM OF)                                                             | KINGDOM OF JORDAN 144A 5.75% 01-31-27                                                           | CUSIP: 418097AH4<br>LEI: 5493000JZ4MYPVMBVN50 | Long             | DBT              | NUSS              | JO        |    800000 | PA      | $773224.00    | 0.03%             | 2027-01-31      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| BAHRAIN (KINGDOM OF)                                                                      | BAHRAIN KINGDOM OF 144A LIFE 6.75% 09-20-29                                                     | CUSIP: 05674RAJ3<br>LEI: 549300RODM1WN85LFQ95 | Long             | DBT              | NUSS              | BH        |    200000 | PA      | $199609.60    | 0.01%             | 2029-09-20      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| KENYA (REPUBLIC OF)                                                                       | KENYA GOVT REG S 6.875% 06-24-24                                                                | CUSIP: N/A<br>LEI: 549300VVURQQYU45PR87       | Long             | DBT              | NUSS              | KE        |    200000 | PA      | $184647.00    | 0.01%             | 2024-06-24      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                                               | BONOS MEXICAN MXN 7.5% 06-03-27                                                                 | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |    203600 | PA      | $985835.03    | 0.03%             | 2027-06-03      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| MONGOLIA (GOVERNMENT OF)                                                                  | MONGOLIA (GOVERNMENT OF) REG S 8.75% 03-09-24                                                   | CUSIP: N/A<br>LEI: 254900PW61ADCBDCLP71       | Long             | DBT              | NUSS              | MN        |    370000 | PA      | $358901.48    | 0.01%             | 2024-03-09      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                                               | UTD MEX ST GVT GLOBAL 4.5% 04-22-29                                                             | CUSIP: 91087BAF7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    300000 | PA      | $286641.60    | 0.01%             | 2029-04-22      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                                               | UTD MEX ST GVT GLOBAL 4.75% 03-08-44                                                            | CUSIP: 91086QBB3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   1090000 | PA      | $883848.30    | 0.03%             | 2044-03-08      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MOZAMBIQUE (REPUBLIC OF)                                                                  | REPUBLIC OF MOZAMBIQUE SF REG S 5.0% 09-15-31/23                                                | CUSIP: N/A<br>LEI: 213800759WLKYIKPER73       | Long             | DBT              | NUSS              | MZ        |    880000 | PA      | $677600.00    | 0.02%             | 2031-09-15      | Variable      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                                               | UTD MEX ST GVT GLOBAL 4.75% 04-27-32                                                            | CUSIP: 91087BAK6<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    870000 | PA      | $817117.05    | 0.03%             | 2032-04-27      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                                               | UTD MEX ST GVT GLOBAL 3.75% 04-19-71                                                            | CUSIP: 91087BAP5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    200000 | PA      | $125012.40    | 0.00%             | 2071-04-19      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MONGOLIA (GOVERNMENT OF)                                                                  | MONGOLIA (GOVERNMENT OF) REG S 4.45% 07-07-31                                                   | CUSIP: N/A<br>LEI: 254900PW61ADCBDCLP71       | Long             | DBT              | NUSS              | MN        |    300000 | PA      | $234065.40    | 0.01%             | 2031-07-07      | Fixed         | 4.45%                 | Yes           |                  2 | On Loan: No      |
| BRAZIL FEDERATIVE REPUBLIC OF (GOVERNMENT)                                                | BRAZIL NTNF BRL 10.0% 01-01-27                                                                  | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |     19869 | PA      | $3460527.06   | 0.11%             | 2027-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| OMAN SULTANATE OF (GOVERNMENT)                                                            | OMAN GOVT BOND REG S 5.375% 03-08-27                                                            | CUSIP: N/A<br>LEI: 549300SZ20F0QTKNQC75       | Long             | DBT              | NUSS              | OM        |    750000 | PA      | $736087.50    | 0.02%             | 2027-03-08      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| OMAN SULTANATE OF (GOVERNMENT)                                                            | OMAN GOVT BOND 144A LIFE 4.875% 02-01-25                                                        | CUSIP: 68205LAA1<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |    565000 | PA      | $556014.81    | 0.02%             | 2025-02-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| OMAN SULTANATE OF (GOVERNMENT)                                                            | OMAN GOVT BOND 144A LIFE 6.25% 01-25-31                                                         | CUSIP: 68205LAS2<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |    600000 | PA      | $605566.80    | 0.02%             | 2031-01-25      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| PAKISTAN (ISLAMIC REPUBLIC OF)                                                            | PAKISTAN REP REG S 7.875% 03-31-36                                                              | CUSIP: N/A<br>LEI: 529900LOP29R5WKHOD86       | Long             | DBT              | NUSS              | PK        |    200000 | PA      | $72200.00     | 0.00%             | 2036-03-31      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| PHILIPPINES (REPUBLIC OF)                                                                 | PHILIPPINES REP OF 2.95% 05-05-45                                                               | CUSIP: 718286CH8<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    790000 | PA      | $572462.44    | 0.02%             | 2045-05-05      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| PARAGUAY REPUBLIC OF (GOVERNMENT)                                                         | PARAGUAY REP OF REG S SF 4.95% 04-28-31                                                         | CUSIP: N/A<br>LEI: 529900UXKJTJPCU0HK83       | Long             | DBT              | NUSS              | PY        |    320000 | PA      | $310440.96    | 0.01%             | 2031-04-28      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| PERU (REPUBLIC OF)                                                                        | PERU GOVT 2.78% 12-01-60                                                                        | CUSIP: 715638DQ2<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    365000 | PA      | $214113.75    | 0.01%             | 2060-12-01      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| PHILIPPINES (REPUBLIC OF)                                                                 | PHILIPPINES REP OF 1.648% 06-10-31                                                              | CUSIP: 718286CK1<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    580000 | PA      | $464968.60    | 0.02%             | 2031-06-10      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| PERU (REPUBLIC OF)                                                                        | PERU GOVT 3.55% 03-10-51                                                                        | CUSIP: 715638DT6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    370000 | PA      | $264856.36    | 0.01%             | 2051-03-10      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| PAKISTAN (ISLAMIC REPUBLIC OF)                                                            | PAKISTAN REP 144A LIFE 6.0% 04-08-26                                                            | CUSIP: 695847AS2<br>LEI: 529900LOP29R5WKHOD86 | Long             | DBT              | NUSS              | PK        |    380000 | PA      | $152950.00    | 0.00%             | 2026-04-08      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| PAKISTAN (ISLAMIC REPUBLIC OF)                                                            | PAKISTAN REP REG S 8.875% 04-08-51                                                              | CUSIP: N/A<br>LEI: 529900LOP29R5WKHOD86       | Long             | DBT              | NUSS              | PK        |    850000 | PA      | $299625.00    | 0.01%             | 2051-04-08      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| PERU (REPUBLIC OF)                                                                        | PERU GOVT SF 6.55% 03-14-37                                                                     | CUSIP: 715638AU6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |   1070000 | PA      | $1131282.11   | 0.04%             | 2037-03-14      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| PERU (REPUBLIC OF)                                                                        | PERU GOVT 3.0% 01-15-34                                                                         | CUSIP: 715638DU3<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    425000 | PA      | $336134.20    | 0.01%             | 2034-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PHILIPPINES (REPUBLIC OF)                                                                 | PHILIPPINES REP OF 6.375% 10-23-34                                                              | CUSIP: 718286BG1<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    820000 | PA      | $910627.22    | 0.03%             | 2034-10-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| PANAMA REPUBLIC OF (GOVERNMENT)                                                           | PANAMA GLOBAL SF 4.5% 01-19-63                                                                  | CUSIP: 698299BS2<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    200000 | PA      | $141671.40    | 0.00%             | 2063-01-19      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PHILIPPINES (REPUBLIC OF)                                                                 | PHILIPPINES REP OF 3.95% 01-20-40                                                               | CUSIP: 718286BZ9<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    700000 | PA      | $595386.40    | 0.02%             | 2040-01-20      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| SRI LANKA (DEMOCRATIC SOCIALIST REPUBLIC OF)                                              | SRI LANKA REP OF REG S 6.825% 07-18-26                                                          | CUSIP: N/A<br>LEI: 254900HXCCIOHM74FA02       | Long             | DBT              | NUSS              | LK        |   1270000 | PA      | $406726.39    | 0.01%             | 2026-07-18      | Fixed         | 6.83%                 | Yes           |                  2 | On Loan: No      |
| VENEZUELA REPUBLIC OF (GOVERNMENT)                                                        | VENEZUELA REP OF REG S 7.0% 12-01-18/28                                                         | CUSIP: N/A<br>LEI: 529900XM8PJTJK5OJI77       | Long             | DBT              | NUSS              | VE        |     64000 | PA      | $5120.00      | 0.00%             | 2028-12-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| VENEZUELA REPUBLIC OF (GOVERNMENT)                                                        | VENEZUELA REP OF REG S 6.0% 12-09-20/30                                                         | CUSIP: N/A<br>LEI: 529900XM8PJTJK5OJI77       | Long             | DBT              | NUSS              | VE        |    950000 | PA      | $66500.00     | 0.00%             | 2030-12-09      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| PARAGUAY REPUBLIC OF (GOVERNMENT)                                                         | PARAGUAY REP OF 144A 4.7% 03-27-27                                                              | CUSIP: 699149AD2<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |    400000 | PA      | $394507.60    | 0.01%             | 2027-03-27      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| TURKEY (REPUBLIC OF)                                                                      | TURKEY REP OF 5.75% 05-11-47                                                                    | CUSIP: 900123CM0<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |   2005000 | PA      | $1373425.00   | 0.04%             | 2047-05-11      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PANAMA REPUBLIC OF (GOVERNMENT)                                                           | PANAMA GLOBAL SF 4.5% 05-15-47                                                                  | CUSIP: 698299BG8<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |   1155000 | PA      | $891977.63    | 0.03%             | 2047-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| RUSSIAN FEDERATION                                                                        | RUSSIAN FEDERATION REG S 4.25% 06-23-27                                                         | CUSIP: N/A<br>LEI: 5493004EHVGF71PDBU58       | Long             | DBT              | NUSS              | RU        |   1000000 | PA      | $430000.00    | 0.01%             | 2027-06-23      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| RUSSIAN FEDERATION                                                                        | RUSSIAN FEDERATION REG S 5.25% 06-23-47                                                         | CUSIP: N/A<br>LEI: 5493004EHVGF71PDBU58       | Long             | DBT              | NUSS              | RU        |   1200000 | PA      | $492000.00    | 0.02%             | 2047-06-23      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| IRAQ (REPUBLIC OF)                                                                        | IRAQ REP OF REG S 6.752% 03-09-23                                                               | CUSIP: N/A<br>LEI: 2549004N3P710UQ9X454       | Long             | DBT              | NUSS              | IQ        |    960000 | PA      | $949779.84    | 0.03%             | 2023-03-09      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| KENYA (REPUBLIC OF)                                                                       | KENYA GOVT 144A LIFE 8.25% 02-28-48                                                             | CUSIP: 491798AH7<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |   1800000 | PA      | $1401741.00   | 0.05%             | 2048-02-28      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| SENEGAL (REPUBLIC OF)                                                                     | REPUBLIC OF SENEGAL EUR 144A LIFE 4.75% 03-13-28                                                | CUSIP: N/A<br>LEI: 549300NP14ZLQGWIUZ97       | Long             | DBT              | NUSS              | SN        |    950000 | PA      | $880404.98    | 0.03%             | 2028-03-13      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| RUSSIAN FEDERATION                                                                        | RUSSIAN FEDERATION 144A LIFE 4.375% 03-21-29                                                    | CUSIP: N/A<br>LEI: 5493004EHVGF71PDBU58       | Long             | DBT              | NUSS              | RU        |    800000 | PA      | $328000.00    | 0.01%             | 2029-03-21      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| PANAMA REPUBLIC OF (GOVERNMENT)                                                           | PANAMA GLOBAL SF 4.5% 04-16-50                                                                  | CUSIP: 698299BH6<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    200000 | PA      | $151617.00    | 0.00%             | 2050-04-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ROMANIA (REPUBLIC OF)                                                                     | ROMANIA GOVT BOND 144A 5.125% 06-15-48                                                          | CUSIP: 77586RAF7<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    500000 | PA      | $399350.00    | 0.01%             | 2048-06-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| RUSSIAN FEDERATION                                                                        | RUSSIAN FEDERATION REG S 5.1% 03-28-35                                                          | CUSIP: N/A<br>LEI: 5493004EHVGF71PDBU58       | Long             | DBT              | NUSS              | RU        |   1600000 | PA      | $656000.00    | 0.02%             | 2035-03-28      | Fixed         | 5.10%                 | Yes           |                  2 | On Loan: No      |
| ROMANIA (REPUBLIC OF)                                                                     | ROMANIA GOVT BOND EUR 144A LIFE 2.0% 01-28-32                                                   | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |   1375000 | PA      | $987416.40    | 0.03%             | 2032-01-28      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| VENEZUELA REPUBLIC OF (GOVERNMENT)                                                        | VENEZUELA REP OF REG S 7.65% 04-21-25                                                           | CUSIP: N/A<br>LEI: 529900XM8PJTJK5OJI77       | Long             | DBT              | NUSS              | VE        |    129000 | PA      | $11287.50     | 0.00%             | 2025-04-21      | Fixed         | 7.65%                 | Yes           |                  2 | On Loan: No      |
| ROMANIA (REPUBLIC OF)                                                                     | ROMANIA GOVT BOND EUR 144A LIFE 2.0% 04-14-33                                                   | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |    300000 | PA      | $206633.35    | 0.01%             | 2033-04-14      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| COLOMBIA (REPUBLIC OF)                                                                    | COLOMBIA REP OF 7.375% 09-18-37                                                                 | CUSIP: 195325BK0<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   1090000 | PA      | $1025443.66   | 0.03%             | 2037-09-18      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| VENEZUELA REPUBLIC OF (GOVERNMENT)                                                        | VENEZUELA REP OF REG S 7.75% 10-13-19/29                                                        | CUSIP: N/A<br>LEI: 529900XM8PJTJK5OJI77       | Long             | DBT              | NUSS              | VE        |   1149000 | PA      | $91920.00     | 0.00%             | 2029-10-13      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| COLOMBIA (REPUBLIC OF)                                                                    | COLOMBIA REP OF 5.625% 02-26-44                                                                 | CUSIP: 195325BR5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    520000 | PA      | $383953.44    | 0.01%             | 2044-02-26      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| KAZAKHSTAN (REPUBLIC OF)                                                                  | KAZAKHSTAN REPUBLIC OF 144A LIFE 6.5% 07-21-45                                                  | CUSIP: 486661AH4<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |    800000 | PA      | $835824.00    | 0.03%             | 2045-07-21      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| COLOMBIA (REPUBLIC OF)                                                                    | COLOMBIA REP OF 4.5% 01-28-26                                                                   | CUSIP: 195325CX1<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    280000 | PA      | $264081.72    | 0.01%             | 2026-01-28      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GABON REPUBLIC OF (GOVERNMENT)                                                            | GABON REPUBLIC REG S 6.95% 06-16-25                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GA        |    540000 | PA      | $513000.00    | 0.02%             | 2025-06-16      | Fixed         | 6.95%                 | Yes           |                  2 | On Loan: No      |
| VENEZUELA REPUBLIC OF (GOVERNMENT)                                                        | VENEZUELA REP OF REG S 11.95% 08-05-31                                                          | CUSIP: N/A<br>LEI: 529900XM8PJTJK5OJI77       | Long             | DBT              | NUSS              | VE        |    106000 | PA      | $10070.00     | 0.00%             | 2031-08-05      | Fixed         | 11.95%                | Yes           |                  2 | On Loan: No      |
| PANAMA REPUBLIC OF (GOVERNMENT)                                                           | PANAMA GLOBAL SF 4.3% 04-29-53                                                                  | CUSIP: 698299BB9<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    400000 | PA      | $290422.40    | 0.01%             | 2053-04-29      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| PHILIPPINES (REPUBLIC OF)                                                                 | PHILIPPINES REP OF 3.7% 03-01-41                                                                | CUSIP: 718286CA3<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    505000 | PA      | $414382.80    | 0.01%             | 2041-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| SRI LANKA (DEMOCRATIC SOCIALIST REPUBLIC OF)                                              | SRI LANKA REP OF REG S 6.85% 11-03-25                                                           | CUSIP: N/A<br>LEI: 254900HXCCIOHM74FA02       | Long             | DBT              | NUSS              | LK        |   1904000 | PA      | $614217.07    | 0.02%             | 2025-11-03      | Fixed         | 6.85%                 | Yes           |                  2 | On Loan: No      |
| SRI LANKA (DEMOCRATIC SOCIALIST REPUBLIC OF)                                              | SRI LANKA REP OF REG S 6.125% 06-03-25                                                          | CUSIP: N/A<br>LEI: 254900HXCCIOHM74FA02       | Long             | DBT              | NUSS              | LK        |    450000 | PA      | $147314.25    | 0.00%             | 2025-06-03      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| QATAR (STATE OF)                                                                          | STATE OF QATAR 144A LIFE 4.5% 04-23-28                                                          | CUSIP: 74727PAX9<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |   2000000 | PA      | $2016220.00   | 0.07%             | 2028-04-23      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| QATAR (STATE OF)                                                                          | STATE OF QATAR REG S 4.5% 04-23-28                                                              | CUSIP: N/A<br>LEI: 52990074F6OJOAXK4P65       | Long             | DBT              | NUSS              | QA        |    600000 | PA      | $604866.00    | 0.02%             | 2028-04-23      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| SOUTH AFRICA (REPUBLIC OF)                                                                | SOUTH AFRICA REP 5.875% 06-22-30                                                                | CUSIP: 836205AY0<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |   1200000 | PA      | $1120423.20   | 0.04%             | 2030-06-22      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SRI LANKA (DEMOCRATIC SOCIALIST REPUBLIC OF)                                              | SRI LANKA REP OF REG S 7.55% 03-28-30                                                           | CUSIP: N/A<br>LEI: 254900HXCCIOHM74FA02       | Long             | DBT              | NUSS              | LK        |    471000 | PA      | $150286.68    | 0.00%             | 2030-03-28      | Fixed         | 7.55%                 | Yes           |                  2 | On Loan: No      |
| SOUTH AFRICA (REPUBLIC OF)                                                                | SOUTH AFRICA REP 5.875% 04-20-32                                                                | CUSIP: 836205BC7<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    400000 | PA      | $362270.00    | 0.01%             | 2032-04-20      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| TURKEY (REPUBLIC OF)                                                                      | TURKEY REP OF 5.875% 06-26-31                                                                   | CUSIP: 900123DC1<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |   1170000 | PA      | $963038.70    | 0.03%             | 2031-06-26      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                                    | US TREASURY NOTE FRN 01-31-24                                                                   | CUSIP: 91282CDU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2730000 | PA      | $2729139.50   | 0.09%             | 2024-01-31      | Variable      | 4.38%                 | 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        |    149334 | PA      | $149333.86    | 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        |     58955 | PA      | $58954.79     | 0.00%             |  |  |  | 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