# EDGAR Filing Document

**Accession Number:** 0000729528
**File Stem:** 0001145549-23-011763
**Filing Date:** 2023-2
**Character Count:** 107317
**Document Hash:** 007551765146f29328fa218b6099d7ad
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-23-011763.hdr.sgml**: 20230227

**ACCESSION NUMBER**: 0001145549-23-011763

**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:** 23675708

**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

### Global Small Capitalization Fund (Series ID: S000008790)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000023914 | Class 1      |  |
| C000023915 | Class 2      |  |
| C000121506 | Class 4      |  |
| C000176238 | 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:** Global Small Capitalization Fund

- **b. EDGAR series identifier (if any):** S000008790

- **c. LEI of Series:** 1FTLT781KW35GMTQ2U30

**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:** $2961507965.36

**Total Liabilities:** $15372762.66

**Net Assets:** $2946135202.70

**Cash Not Reported:** $607699.30

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000023914 | 4.89%                | 8.80%                | -3.57%               |
| Class ID C000023915 | 4.81%                | 8.77%                | -3.59%               |
| Class ID C000121506 | 4.82%                | 8.72%                | -3.54%               |
| Class ID C000176238 | 4.88%                | 8.72%                | -3.56%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-13018092.46            | $147124459.40                              |
| Month 2  | $7048292.86              | $239525178.36                              |
| Month 3  | $-6951707.89             | $-106309285.14                             |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| NORDHEALTH AS                                     | NORDHEALTH AS A                                                              | CUSIP: N/A<br>LEI: 549300DMI437CP0K2C23       | Long             | EC               | CORP              | NO        |   1279999 | NS      | $2915848.62   | 0.10%             |  |  |  | No            |                  2 | On Loan: —       |
| NETCARE LTD                                       | NETCARE LTD                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | ZA        |   8818088 | NS      | $7526876.78   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| ON HOLDING AG                                     | ON HOLDING AG CL A                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CH        |    238410 | NS      | $4091115.60   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| OAK STREET HEALTH INC                             | OAK STREET HEALTH INC                                                        | CUSIP: 67181A107<br>LEI: 2549007CJE6GSEURLA30 | Long             | EC               | CORP              | US        |   1542490 | NS      | $33178959.90  | 1.13%             |  |  |  | No            |                  1 | On Loan: No      |
| OVH GROUPE SAS                                    | OVH GROUPE SAS                                                               | CUSIP: N/A<br>LEI: 9695001J8OSOVX4TP939       | Long             | EC               | CORP              | FR        |    591394 | NS      | $10168694.72  | 0.35%             |  |  |  | No            |                  2 | On Loan: —       |
| OZ MINERALS LTD                                   | OZ MINERALS LTD                                                              | CUSIP: N/A<br>LEI: 529900O2VBT5CL7EZT27       | Long             | EC               | CORP              | AU        |    648901 | NS      | $12141517.38  | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| PAR TECHNOLOGY CORP                               | PAR TECHNOLOGY CORP                                                          | CUSIP: 698884103<br>LEI: 549300HYPTHBJQINVG57 | Long             | EC               | CORP              | US        |    837615 | NS      | $21836623.05  | 0.74%             |  |  |  | No            |                  1 | On Loan: —       |
| PATRIA INVESTMENTS LTD                            | PATRIA INVESTMENTS LTD CL A                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |    508200 | NS      | $7079226.00   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| VAXCYTE INC                                       | VAXCYTE INC                                                                  | CUSIP: 92243G108<br>LEI: 254900M7NMHTGASX8D95 | Long             | EC               | CORP              | US        |    274959 | NS      | $13184284.05  | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| PEGASYSTEMS INC                                   | PEGASYSTEMS INC                                                              | CUSIP: 705573103<br>LEI: 549300FMCOKPL06FYN26 | Long             | EC               | CORP              | US        |    288141 | NS      | $9865947.84   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| PENUMBRA INC                                      | PENUMBRA INC                                                                 | CUSIP: 70975L107<br>LEI: 549300RGE06P3ECANU72 | Long             | EC               | CORP              | US        |     36200 | NS      | $8053052.00   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| PI INDUSTRIES LTD                                 | PI INDUSTRIES LTD                                                            | CUSIP: N/A<br>LEI: 335800PEGP94E4CC1D11       | Long             | EC               | CORP              | IN        |    188382 | NS      | $7771714.65   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| CIE PLASTIC OMNIUM SA                             | CIE PLASTIC OMNIUM SA                                                        | CUSIP: N/A<br>LEI: 9695001VLC2KYXX0DW73       | Long             | EC               | CORP              | FR        |    337633 | NS      | $4898247.37   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| INSULET CORP                                      | INSULET CORP                                                                 | CUSIP: 45784P101<br>LEI: 549300TZTYD2PYN92D43 | Long             | EC               | CORP              | US        |    322368 | NS      | $94901915.52  | 3.22%             |  |  |  | No            |                  1 | On Loan: No      |
| PERIMETER SOLUTIONS SA                            | PERIMETER SOLUTIONS SA                                                       | CUSIP: N/A<br>LEI: 2221003U8GJZ9U4MR505       | Long             | EC               | CORP              | LU        |    221167 | NS      | $2021466.38   | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| PERSIMMON PLC                                     | PERSIMMON PLC                                                                | CUSIP: N/A<br>LEI: 213800XI72Y57UWN6F31       | Long             | EC               | CORP              | GB        |    255136 | NS      | $3766097.12   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| QORVO INC                                         | QORVO INC                                                                    | CUSIP: 74736K101<br>LEI: 254900YAUJV2EUEVBR11 | Long             | EC               | CORP              | US        |    110518 | NS      | $10017351.52  | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| RUMO SA                                           | RUMO SA                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BR        |   2802100 | NS      | $9876808.75   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| RECTICEL SA                                       | RECTICEL SA                                                                  | CUSIP: N/A<br>LEI: 549300R8K43AXHYP5M15       | Long             | EC               | CORP              | BE        |    175000 | NS      | $2921169.87   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| REMGRO LTD                                        | REMGRO LTD                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | ZA        |    965035 | NS      | $7550524.48   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| RIGHTMOVE PLC                                     | RIGHTMOVE PLC                                                                | CUSIP: N/A<br>LEI: 2138001JXGCFKBXYB828       | Long             | EC               | CORP              | GB        |    816439 | NS      | $5054682.55   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| ZUR ROSE GROUP AG                                 | ZUR ROSE GROUP AG                                                            | CUSIP: N/A<br>LEI: 50670038OH136R5Z4663       | Long             | EC               | CORP              | CH        |      9250 | NS      | $257308.66    | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| RAPID7 INC                                        | RAPID7 INC                                                                   | CUSIP: 753422104<br>LEI: 549300GNVG5D60KEYN14 | Long             | EC               | CORP              | US        |     71250 | NS      | $2421075.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| RELIANCE WORLDWIDE CORP LTD                       | RELIANCE WORLDWIDE CORP LTD                                                  | CUSIP: N/A<br>LEI: 52990084PQSDDJ8F5447       | Long             | EC               | CORP              | US        |   2548379 | NS      | $5126878.39   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| SHOP APOTHEKE EUROPE NV                           | SHOP APOTHEKE EUROPE NV (BEARER)                                             | CUSIP: N/A<br>LEI: 529900JK6UXHY1YKZ082       | Long             | EC               | CORP              | NL        |    169500 | NS      | $8003422.64   | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| SAIA INC                                          | SAIA INC                                                                     | CUSIP: 78709Y105<br>LEI: 549300WNPG4N9GBOYB29 | Long             | EC               | CORP              | US        |     80994 | NS      | $16982821.92  | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| SEMBCORP INDUSTRIES LTD                           | SEMBCORP INDUSTRIES LTD                                                      | CUSIP: N/A<br>LEI: 254900J0FF14U6TPQM96       | Long             | EC               | CORP              | SG        |    278600 | NS      | $701419.63    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SOFTCAT PLC                                       | SOFTCAT PLC                                                                  | CUSIP: N/A<br>LEI: 213800N42YZLR9GLVC42       | Long             | EC               | CORP              | GB        |    222430 | NS      | $3192398.18   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| SIS LTD                                           | SIS LTD                                                                      | CUSIP: N/A<br>LEI: 335800TDIAQ4LLKESR87       | Long             | EC               | CORP              | IN        |   1128949 | NS      | $5353033.96   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| STIFEL FINANCIAL CORP                             | STIFEL FINANCIAL CORP                                                        | CUSIP: 860630102<br>LEI: 549300E5F07FE5GHJX84 | Long             | EC               | CORP              | US        |    271050 | NS      | $15821188.50  | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| SIMCORP AS                                        | SIMCORP AS                                                                   | CUSIP: N/A<br>LEI: 5299000WVEJNSG42AK88       | Long             | EC               | CORP              | DK        |    139192 | NS      | $9512462.24   | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| SKECHERS USA INC                                  | SKECHERS USA INC CL A                                                        | CUSIP: 830566105<br>LEI: 529900D2R54KZPA4XR56 | Long             | EC               | CORP              | US        |    700000 | NS      | $29365000.00  | 1.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SILICON LABORATORIES INC                          | SILICON LABORATORIES INC                                                     | CUSIP: 826919102<br>LEI: 4PRDF8Q9TDHRVZKZSZ47 | Long             | EC               | CORP              | US        |     95000 | NS      | $12888650.00  | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| SMARTSHEET INC                                    | SMARTSHEET INC CL A                                                          | CUSIP: 83200N103<br>LEI: 549300N9WF42OK9VL589 | Long             | EC               | CORP              | US        |    346627 | NS      | $13643238.72  | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| SEMTECH CORP                                      | SEMTECH CORP                                                                 | CUSIP: 816850101<br>LEI: 549300J7WUY317SW6O61 | Long             | EC               | CORP              | US        |     32200 | NS      | $923818.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| WH SMITH PLC                                      | WH SMITH PLC                                                                 | CUSIP: N/A<br>LEI: 2138001KJNGUJ34G7X91       | Long             | EC               | CORP              | GB        |    701756 | NS      | $12523601.49  | 0.43%             |  |  |  | No            |                  2 | On Loan: No      |
| SIRIUSPOINT LTD                                   | SIRIUSPOINT LTD                                                              | CUSIP: N/A<br>LEI: 549300OGXFI85N3YZZ51       | Long             | EC               | CORP              | BM        |   1100000 | NS      | $6490000.00   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| STERICYCLE INC                                    | STERICYCLE INC                                                               | CUSIP: 858912108<br>LEI: B8PTJH2P0AXSWSMP2136 | Long             | EC               | CORP              | US        |    571050 | NS      | $28489684.50  | 0.97%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHSTATE CORP                                   | SOUTHSTATE CORP                                                              | CUSIP: 840441109<br>LEI: 549300JZUANXM0YQ4W53 | Long             | EC               | CORP              | US        |     46350 | NS      | $3539286.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| SCANDINAVIAN TOBACCO GROUP A/S                    | SCANDINAVIAN TOBACCO GROUP A/S                                               | CUSIP: N/A<br>LEI: 5299003KG4JS99TRML67       | Long             | EC               | CORP              | DK        |    305111 | NS      | $5351502.79   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| SUBSEA 7 SA                                       | SUBSEA 7 SA                                                                  | CUSIP: N/A<br>LEI: 222100AIF0CBCY80AH62       | Long             | EC               | CORP              | GB        |   1050980 | NS      | $12088204.32  | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| SULZER AG                                         | SULZER AG NAMEN AKT                                                          | CUSIP: N/A<br>LEI: 529900NZ6MAST5IJF669       | Long             | EC               | CORP              | CH        |     54789 | NS      | $4277922.75   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| TUBE INVESTMENTS OF INDIA LTD                     | TUBE INVESTMENTS OF INDIA LTD                                                | CUSIP: N/A<br>LEI: 335800Z8CKZ11SGVKE64       | Long             | EC               | CORP              | IN        |    204200 | NS      | $6852479.16   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| THOR INDUSTRIES INC                               | THOR INDUSTRIES INC                                                          | CUSIP: 885160101<br>LEI: 254900XZO1228PDSG060 | Long             | EC               | CORP              | US        |    370472 | NS      | $27966931.28  | 0.95%             |  |  |  | No            |                  1 | On Loan: No      |
| TELUS INTERNATIONAL CDA INC                       | TELUS INTERNATIONAL CDA INC (SUBORDINATE VOTING SHARES) (USD)                | CUSIP: 87975H100<br>LEI: 549300VLM68O3RZJ7X31 | Long             | EC               | CORP              | CA        |    102669 | NS      | $2031819.51   | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| TANLA PLATFORMS LTD                               | TANLA PLATFORMS LTD                                                          | CUSIP: N/A<br>LEI: 335800WPW7BCANYPB766       | Long             | EC               | CORP              | IN        |   1477291 | NS      | $12708183.47  | 0.43%             |  |  |  | No            |                  2 | On Loan: No      |
| TOPICUS.COM INC                                   | TOPICUS.COM INC S/V                                                          | CUSIP: 89072T102<br>LEI: N/A                  | Long             | EC               | CORP              | NL        |     87540 | NS      | $4596173.26   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| TRELLEBORG AB                                     | TRELLEBORG AB CL B                                                           | CUSIP: N/A<br>LEI: 213800XY16PAWG2PAD14       | Long             | EC               | CORP              | SE        |    982292 | NS      | $22727313.83  | 0.77%             |  |  |  | No            |                  2 | On Loan: No      |
| TREX CO INC                                       | TREX COMPANY INC                                                             | CUSIP: 89531P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     59516 | NS      | $2519312.28   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| TRUSTPILOT GROUP PLC                              | TRUSTPILOT GROUP PLC                                                         | CUSIP: N/A<br>LEI: 2138002ILUNMGNPSGG46       | Long             | EC               | CORP              | GB        |   2966832 | NS      | $3472934.90   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| TRUECALLER AB                                     | TRUECALLER AB CL B                                                           | CUSIP: N/A<br>LEI: 549300TEYF1FA5G5GK26       | Long             | EC               | CORP              | SE        |   1289744 | NS      | $4044067.78   | 0.14%             |  |  |  | No            |                  2 | On Loan: —       |
| UNITY SOFTWARE INC                                | UNITY SOFTWARE INC                                                           | CUSIP: 91332U101<br>LEI: 549300D1ESJMGNQNG432 | Long             | EC               | CORP              | US        |    183231 | NS      | $5238574.29   | 0.18%             |  |  |  | No            |                  1 | On Loan: —       |
| CORP INMOBILIARIA VESTA SAB DE CV                 | CORP INMOBILIARIA VESTA SAB DE CV                                            | CUSIP: N/A<br>LEI: 4469000001BIRIFZJ959       | Long             | EC               | CORP              | MX        |   1588300 | NS      | $3790923.61   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| VICOR CORP                                        | VICOR CORP                                                                   | CUSIP: 925815102<br>LEI: 5299005KMQOTR6B51F09 | Long             | EC               | CORP              | US        |     85683 | NS      | $4605461.25   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| VIDRALA SA                                        | VIDRALA SA (BEARER)                                                          | CUSIP: N/A<br>LEI: 95980020140005399488       | Long             | EC               | CORP              | ES        |     64918 | NS      | $5581097.10   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| CONTROLADORA VUELA COMPANIA DE AVIACION SAB DE CV | CONTROLADORA VUELA COMPANIA DE AVIACION SAB DE CV CPO A ADR                  | CUSIP: 21240E105<br>LEI: 549300G8NLCMP9Z44X52 | Long             | EC               | CORP              | MX        |    460200 | NS      | $3847272.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| VTEX                                              | VTEX CL A                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GB        |    993126 | NS      | $3724222.50   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| WEATHERFORD INTERNATIONAL PLC                     | WEATHERFORD INTERNATIONAL PLC                                                | CUSIP: N/A<br>LEI: 549300VBJS7MG74G2H60       | Long             | EC               | CORP              | US        |     82600 | NS      | $4205992.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| WYNDHAM HOTELS & RESORTS INC                      | WYNDHAM HOTELS & RESORTS INC                                                 | CUSIP: 98311A105<br>LEI: 549300FE3MQ4RVXXC673 | Long             | EC               | CORP              | US        |    332330 | NS      | $23698452.30  | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| WIZZ AIR HOLDINGS PLC                             | WIZZ AIR HOLDINGS PLC                                                        | CUSIP: N/A<br>LEI: 213800COXGZCORLJZA85       | Long             | EC               | CORP              | HU        |    522941 | NS      | $11978566.59  | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| WOLFSPEED INC                                     | WOLFSPEED INC                                                                | CUSIP: 977852102<br>LEI: 549300OGU88P3AW3TO93 | Long             | EC               | CORP              | US        |    790681 | NS      | $54588616.24  | 1.85%             |  |  |  | No            |                  1 | On Loan: No      |
| WORLEY LTD                                        | WORLEY LTD                                                                   | CUSIP: N/A<br>LEI: 549300XDR86FY8OLGP97       | Long             | EC               | CORP              | AU        |    350000 | NS      | $3577229.15   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| WOODWARD INC                                      | WOODWARD INC                                                                 | CUSIP: 980745103<br>LEI: YPYKXXTR8TFDH54ZMB45 | Long             | EC               | CORP              | US        |    105000 | NS      | $10144050.00  | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| YETI HOLDINGS INC                                 | YETI HOLDINGS INC                                                            | CUSIP: 98585X104<br>LEI: 549300DSQICIGNT5GO63 | Long             | EC               | CORP              | US        |    547131 | NS      | $22601981.61  | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| KINGBOARD HOLDINGS LTD                            | KINGBOARD HOLDINGS LTD                                                       | CUSIP: N/A<br>LEI: 529900G89MY26MMSDR76       | Long             | EC               | CORP              | HK        |    710000 | NS      | $2260783.02   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| MELCO INTERNATIONAL DEVELOPMENT LTD               | MELCO INTERNATIONAL DEVELOPMENT                                              | CUSIP: N/A<br>LEI: 5299005YLKSGQRHYMI33       | Long             | EC               | CORP              | HK        |   6130000 | NS      | $6654600.74   | 0.23%             |  |  |  | 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        |   7337224 | NS      | $15619513.19  | 0.53%             |  |  |  | No            |                  2 | On Loan: No      |
| TONGCHENG TRAVEL HOLDINGS LTD                     | TONGCHENG TRAVEL HOLDINGS LTD                                                | CUSIP: N/A<br>LEI: 2549004WGGNOPL8NUL61       | Long             | EC               | CORP              | CN        |   4538400 | NS      | $10922411.25  | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| ZHONGSHENG GROUP HOLDINGS LTD                     | ZHONGSHENG GROUP HOLDINGS LTD                                                | CUSIP: N/A<br>LEI: 3003005VYMEBAJNJ2Y26       | Long             | EC               | CORP              | CN        |    938500 | NS      | $4783734.28   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| MMG LTD                                           | MMG LTD                                                                      | CUSIP: N/A<br>LEI: 529900XB5IQXFMSWEC48       | Long             | EC               | CORP              | AU        |  14608000 | NS      | $3728323.10   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| OCUMENSION THERAPEUTICS                           | OCUMENSION THERAPEUTICS                                                      | CUSIP: N/A<br>LEI: 5493000USURI3SIL4Z85       | Long             | EC               | CORP              | CN        |   9650966 | NS      | $12105490.66  | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| AIRTAC INTERNATIONAL GROUP                        | AIRTAC INTERNATIONAL GROUP                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |    355062 | NS      | $10746722.02  | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| KINGBOARD LAMINATES HOLDINGS LTD                  | KINGBOARD LAMINATES HOLDINGS LTD                                             | CUSIP: N/A<br>LEI: 529900B76JV9QCZINB33       | Long             | EC               | CORP              | HK        |   4498000 | NS      | $4944973.23   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| COVESTRO AG                                       | COVESTRO AG (BEARER)                                                         | CUSIP: N/A<br>LEI: 3912005AWHKLQ1CPLV11       | Long             | EC               | CORP              | DE        |      2600 | NS      | $101720.28    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HAICHANG OCEAN PARK HOLDINGS LTD                  | HAICHANG OCEAN PARK HOLDINGS LTD                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |  17691000 | NS      | $3616547.23   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| CHERVON HOLDINGS LTD                              | CHERVON HOLDINGS LTD                                                         | CUSIP: N/A<br>LEI: 254900QZTJZRI14G4020       | Long             | EC               | CORP              | CN        |   1635700 | NS      | $9023288.54   | 0.31%             |  |  |  | No            |                  2 | On Loan: —       |
| ENN ENERGY HOLDINGS LTD                           | ENN ENERGY HOLDINGS LTD                                                      | CUSIP: N/A<br>LEI: 549300V7BXPWT6WIPR03       | Long             | EC               | CORP              | CN        |   1205597 | NS      | $16819065.88  | 0.57%             |  |  |  | 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        |   2684839 | NS      | $8614804.48   | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| SINBON ELECTRONICS CO LTD                         | SINBON ELECTRONINCS CO LTD                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |   1142550 | NS      | $10218361.75  | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| NEXTAGE CO LTD                                    | NEXTAGE CO LTD                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |   1036500 | NS      | $19998646.11  | 0.68%             |  |  |  | No            |                  2 | On Loan: No      |
| SUMCO CORP                                        | SUMCO CORP                                                                   | CUSIP: N/A<br>LEI: 353800SUSRUOM0V6KU92       | Long             | EC               | CORP              | JP        |   1466300 | NS      | $19619960.89  | 0.67%             |  |  |  | No            |                  2 | On Loan: No      |
| EMEMORY TECHNOLOGY INC                            | EMEMORY TECHNOLOGY INC                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |    910430 | NS      | $39480688.76  | 1.34%             |  |  |  | No            |                  2 | On Loan: No      |
| SHIFT INC                                         | SHIFT INC                                                                    | CUSIP: N/A<br>LEI: 353800HJXMOPLJ7BO262       | Long             | EC               | CORP              | JP        |     59200 | NS      | $10520525.85  | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| DL E&C CO LTD                                     | DL E&C CO LTD                                                                | CUSIP: N/A<br>LEI: 988400UU0MCCBS1YP242       | Long             | EC               | CORP              | KR        |    287442 | NS      | $7732064.49   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| JSR CORP                                          | JSR CORP                                                                     | CUSIP: N/A<br>LEI: 353800TL8FC0AWR22506       | Long             | EC               | CORP              | JP        |   1140088 | NS      | $22469216.94  | 0.76%             |  |  |  | No            |                  2 | On Loan: No      |
| VISIONAL INC                                      | VISIONAL INC                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |    504850 | NS      | $33522292.97  | 1.14%             |  |  |  | No            |                  2 | On Loan: No      |
| ZEON CORP                                         | ZEON CORP                                                                    | CUSIP: N/A<br>LEI: 529900UEFURDYZ4F4U10       | Long             | EC               | CORP              | JP        |    747700 | NS      | $7518723.48   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| TOYO GOSEI CO LTD                                 | TOYO GOSEI CO LTD                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     63400 | NS      | $3485441.99   | 0.12%             |  |  |  | No            |                  2 | On Loan: —       |
| LIXIL CORP                                        | LIXIL CORP                                                                   | CUSIP: N/A<br>LEI: 353800KB8G4F9WUJJ886       | Long             | EC               | CORP              | JP        |    196500 | NS      | $2994564.05   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| GUANGZHOU BAIYUN INTERNATIONAL AIRPORT CO LTD     | GUANGZHOU BAIYUN INTERNATIONAL AIRPORT CO LTD A (SSE NORTH)                  | CUSIP: N/A<br>LEI: 300300HCH80SKW83W383       | Long             | EC               | CORP              | CN        |   3524879 | NS      | $7613115.45   | 0.26%             |  |  |  | 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        |   2180508 | NS      | $8890478.12   | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| CANSINO BIOLOGICS INC                             | CANSINO BIOLOGICS INC H                                                      | CUSIP: N/A<br>LEI: 254900SPBQ0ZVM8QC931       | Long             | EC               | CORP              | CN        |   1864200 | NS      | $15947547.22  | 0.54%             |  |  |  | No            |                  2 | On Loan: No      |
| GLOBALWAFERS CO LTD                               | GLOBALWAFERS CO LTD                                                          | CUSIP: N/A<br>LEI: 529900V6RTNF3U5EGX67       | Long             | EC               | CORP              | TW        |    145000 | NS      | $2014293.75   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| JAPAN ELEVATOR SERVICE HOLDINGS CO LTD            | JAPAN ELEVATOR SERVICE HOLDINGS CO LTD                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |    787656 | NS      | $9865692.73   | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| NEW HORIZON HEALTH LTD                            | NEW HORIZON HEALTH LTD                                                       | CUSIP: N/A<br>LEI: 6556003WN0RS45SU3L67       | Long             | EC               | CORP              | CN        |   3007844 | NS      | $6729853.04   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| ANGELALIGN TECHNOLOGY INC                         | ANGELALIGN TECHNOLOGY INC                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |    640800 | NS      | $10100422.28  | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| AMVIS HOLDINGS INC                                | AMVIS HOLDINGS INC                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |    122400 | NS      | $3113402.98   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| NET ONE SYSTEMS CO LTD                            | NET ONE SYSTEMS CO LTD                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |   1201156 | NS      | $31223113.30  | 1.06%             |  |  |  | No            |                  2 | On Loan: No      |
| SHOEI CO LTD                                      | SHOEI CO LTD                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |    281700 | NS      | $11006472.74  | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| DESCENTE LTD                                      | DESCENTE                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     81425 | NS      | $2002901.01   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| FUKUOKA FINANCIAL GROUP INC                       | FUKUOKA FINANCIAL GROUP INC                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |    572200 | NS      | $13048906.20  | 0.44%             |  |  |  | No            |                  2 | On Loan: No      |
| JAPAN AIRPORT TERMINAL CO LTD                     | JAPAN AIRPORT TERMNL                                                         | CUSIP: N/A<br>LEI: 353800W9WEQSGUY2EO26       | Long             | EC               | CORP              | JP        |    559900 | NS      | $27843492.78  | 0.95%             |  |  |  | No            |                  2 | On Loan: No      |
| DAISEKI CO LTD                                    | DAISEKI CO LTD                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |    313600 | NS      | $10798215.18  | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| LINKLOGIS INC                                     | LINKLOGIS INC B                                                              | CUSIP: N/A<br>LEI: 254900PYFTBGPA68BN15       | Long             | EC               | CORP              | CN        |   6753115 | NS      | $3482412.24   | 0.12%             |  |  |  | No            |                  2 | On Loan: —       |
| AAK AB                                            | AAK AB                                                                       | CUSIP: N/A<br>LEI: 549300GK4LGIDDWJWL07       | Long             | EC               | CORP              | SE        |    223527 | NS      | $3818682.73   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| AALBERTS NV                                       | AALBERTS NV (BEARER)                                                         | CUSIP: N/A<br>LEI: 549300EMP9DT6Q35HZ31       | Long             | EC               | CORP              | NL        |     64502 | NS      | $2507598.81   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP INC                       | ASBURY AUTOMOTIVE GROUP                                                      | CUSIP: 043436104<br>LEI: 549300JH4DTA7U42GL91 | Long             | EC               | CORP              | US        |     97426 | NS      | $17463610.50  | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| ACEN CORP                                         | ACEN CORP                                                                    | CUSIP: N/A<br>LEI: 549300LGUZQ61GQQXQ60       | Long             | EC               | CORP              | PH        | 143954250 | NS      | $19747481.30  | 0.67%             |  |  |  | No            |                  2 | On Loan: No      |
| ADDTECH AB                                        | ADDTECH AB CL B                                                              | CUSIP: N/A<br>LEI: 549300QZ5U2IDRHPWL60       | Long             | EC               | CORP              | SE        |    353050 | NS      | $5053661.62   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| AEGIS LOGISTICS LTD                               | AEGIS LOGISTICS LTD                                                          | CUSIP: N/A<br>LEI: 335800R6OF8UV8J3G994       | Long             | EC               | CORP              | IN        |    199283 | NS      | $837557.44    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| PT BANK RAYA INDONESIA TBK                        | PT BANK RAYA INDONESIA TBK                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | ID        |  23860996 | NS      | $618891.19    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ALTUS GROUP LTD                                   | ALTUS GROUP LTD                                                              | CUSIP: 02215R107<br>LEI: 54930041VO1EIY4IV355 | Long             | EC               | CORP              | CA        |    551189 | NS      | $21998710.16  | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| ALFEN NV                                          | ALFEN NV                                                                     | CUSIP: N/A<br>LEI: 724500HDW6IWR9J5YT90       | Long             | EC               | CORP              | NL        |    162431 | NS      | $14668131.87  | 0.50%             |  |  |  | No            |                  2 | On Loan: No      |
| AYALA LAND INC                                    | AYALA LAND INC                                                               | CUSIP: N/A<br>LEI: 254900EWT10TQ6DKTV34       | Long             | EC               | CORP              | PH        |   3718100 | NS      | $2068817.28   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| ALLFUNDS GROUP PLC                                | ALLFUNDS GROUP PLC                                                           | CUSIP: N/A<br>LEI: 9598005U8TZQ8Q64SC71       | Long             | EC               | CORP              | GB        |    470000 | NS      | $3284207.57   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| ALS LTD                                           | ALS LTD                                                                      | CUSIP: N/A<br>LEI: 549300RYCQ8DMIO2J661       | Long             | EC               | CORP              | AU        |   1639100 | NS      | $13631499.18  | 0.46%             |  |  |  | No            |                  2 | On Loan: No      |
| AMBU AS                                           | AMBU AS B (BEARER)                                                           | CUSIP: N/A<br>LEI: 5299008W2A69WX355710       | Long             | EC               | CORP              | DK        |    683462 | NS      | $8671807.04   | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| AMPLIFON SPA                                      | AMPLIFON SPA                                                                 | CUSIP: N/A<br>LEI: ZYXJDNVM2JI3VBM8G556       | Long             | EC               | CORP              | IT        |    141536 | NS      | $4228106.47   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| ANTARES VISION SPA                                | ANTARES VISION SPA                                                           | CUSIP: N/A<br>LEI: 815600807B866042D307       | Long             | EC               | CORP              | IT        |    281100 | NS      | $2418088.99   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| APTUS VALUE HOUSING FINANCE INDIA LTD             | APTUS VALUE HOUSING FINANCE INDIA LTD                                        | CUSIP: N/A<br>LEI: 335800B5FZTE7UR3W714       | Long             | EC               | CORP              | IN        |   1816424 | NS      | $6657160.90   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| ARCO PLATFORM LTD                                 | ARCO PLATFORM LTD CL A                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BR        |    158600 | NS      | $2141100.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| AU SMALL FINANCE BANK LTD                         | AU SMALL FINANCE BANK LTD                                                    | CUSIP: N/A<br>LEI: 3358006J6L5P5MWKCU97       | Long             | EC               | CORP              | IN        |    483716 | NS      | $3809387.91   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| AAVAS FINANCIERS LTD                              | AAVAS FINANCIERS LTD                                                         | CUSIP: N/A<br>LEI: 335800TMNAGA7MPDP384       | Long             | EC               | CORP              | IN        |    272734 | NS      | $6071447.22   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| AVIDXCHANGE HOLDINGS INC                          | AVIDXCHANGE HOLDINGS INC                                                     | CUSIP: 05368X102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    489768 | NS      | $4868293.92   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| ALPHAWAVE IP GROUP PLC                            | ALPHAWAVE IP GROUP PLC                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GB        |   8897291 | NS      | $10899786.79  | 0.37%             |  |  |  | No            |                  2 | On Loan: —       |
| AZEK COMPANY INC (THE)                            | AZEK COMPANY INC (THE) CL A                                                  | CUSIP: 05478C105<br>LEI: 5493002LDDDU1RX46815 | Long             | EC               | CORP              | US        |    481490 | NS      | $9783876.80   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| ASPEN TECHNOLOGY INC (NEW)                        | ASPEN TECHNOLOGY INC (NEW)                                                   | CUSIP: 29109X106<br>LEI: 254900545H80W6GA2J08 | Long             | EC               | CORP              | US        |     36561 | NS      | $7509629.40   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| AZUL SA                                           | AZUL SA PN ADR                                                               | CUSIP: 05501U106<br>LEI: 549300Z0MWZ57Q9RR205 | Long             | EC               | CORP              | BR        |   1128836 | NS      | $6897187.96   | 0.23%             |  |  |  | No            |                  1 | On Loan: —       |
| AZUL SA                                           | AZUL SA PN                                                                   | CUSIP: N/A<br>LEI: 549300Z0MWZ57Q9RR205       | Long             | EC               | CORP              | BR        |    109500 | NS      | $228343.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BACHEM HOLDING AG                                 | BACHEM HOLDING AG                                                            | CUSIP: N/A<br>LEI: 506700S81111XI7TG884       | Long             | EC               | CORP              | CH        |    135555 | NS      | $11822751.24  | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| BANDWIDTH INC                                     | BANDWIDTH INC CL A                                                           | CUSIP: 05988J103<br>LEI: 549300QC70JB7MUGXM66 | Long             | EC               | CORP              | US        |    206800 | NS      | $4746060.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| BECHTLE AG                                        | BECHTLE AG (BEARER)                                                          | CUSIP: N/A<br>LEI: 529900HA2QT774RUXW59       | Long             | EC               | CORP              | DE        |     40616 | NS      | $1437217.57   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| BURCKHARDT COMPRESSION HOLDING AG                 | BURCKHARDT COMPRESSION HOLDING AG                                            | CUSIP: N/A<br>LEI: 5067004N56DLX7GY3E95       | Long             | EC               | CORP              | CH        |      9963 | NS      | $5928734.55   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| BEAM THERAPEUTICS INC                             | BEAM THERAPEUTICS INC                                                        | CUSIP: 07373V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22757 | NS      | $890026.27    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BE SEMICONDUCTOR INDUSTRIES NV                    | BE SEMICONDUCTOR INDUSTRIES NV                                               | CUSIP: N/A<br>LEI: 7245007A1YFLI2GNYX06       | Long             | EC               | CORP              | NL        |    235536 | NS      | $14308217.60  | 0.49%             |  |  |  | No            |                  2 | On Loan: No      |
| BROOKFIELD INFRASTRUCTURE CORP                    | BROOKFIELD INFRASTRUCTURE CORP A S/V (CAD)                                   | CUSIP: 11275Q107<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |    157667 | NS      | $6133176.43   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| TOPBUILD CORP                                     | TOPBUILD CORP                                                                | CUSIP: 89055F103<br>LEI: 5493007YSKHOL4RWII46 | Long             | EC               | CORP              | US        |     82261 | NS      | $12873023.89  | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| BRIDGEPOINT GROUP PLC                             | BRIDGEPOINT GROUP PLC                                                        | CUSIP: N/A<br>LEI: 213800KFNMVI8PDZX472       | Long             | EC               | CORP              | GB        |   3459845 | NS      | $8016712.33   | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| BENTLEY SYSTEMS INC                               | BENTLEY SYSTEMS INC CL B                                                     | CUSIP: 08265T208<br>LEI: 549300WVEHPGE0Z56F71 | Long             | EC               | CORP              | US        |    142373 | NS      | $5262106.08   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| BOYD GROUP SERVICES INC                           | BOYD GROUP SERVICES INC                                                      | CUSIP: 103310108<br>LEI: 549300FVHMLW88VSTP09 | Long             | EC               | CORP              | CA        |    146809 | NS      | $22678412.44  | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| CCC INTELLIGENT SOLUTIONS HOLDINGS INC            | CCC INTELLIGENT SOLUTIONS HOLDINGS INC                                       | CUSIP: 12510Q100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1033074 | NS      | $8987743.80   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| CERIDIAN HCM HOLDING INC                          | CERIDIAN HCM HOLDING INC (USD)                                               | CUSIP: 15677J108<br>LEI: 549300T64GVCHFJ8L449 | Long             | EC               | CORP              | US        |    211500 | NS      | $13567725.00  | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| CONFLUENT INC                                     | CONFLUENT INC CL A                                                           | CUSIP: 20717M103<br>LEI: 254900MRZ83YWUV7SN74 | Long             | EC               | CORP              | US        |   1096085 | NS      | $24376930.40  | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| CARGOTEC OYJ                                      | CARGOTEC OYJ B (BEARER)                                                      | CUSIP: N/A<br>LEI: 5493002B0GOVF42KWX33       | Long             | EC               | CORP              | FI        |    300450 | NS      | $13340538.30  | 0.45%             |  |  |  | No            |                  2 | On Loan: No      |
| COGNEX CORP                                       | COGNEX CORP                                                                  | CUSIP: 192422103<br>LEI: 549300JQTYZCLC43S226 | Long             | EC               | CORP              | US        |    116600 | NS      | $5493026.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| CG POWER AND INDUSTRIAL SOLUTIONS LTD             | CG POWER AND INDUSTRIAL SOLUTIONS LTD                                        | CUSIP: N/A<br>LEI: 335800KN5UTZKUZN2703       | Long             | EC               | CORP              | IN        |   4880108 | NS      | $15907724.97  | 0.54%             |  |  |  | No            |                  2 | On Loan: No      |
| CHOLAMANDALAM INVESTMENT AND FINANCE CO LTD       | CHOLAMANDALAM INVESTMENT AND FINANCE CO LTD                                  | CUSIP: N/A<br>LEI: 3358008DNPV45O4EII52       | Long             | EC               | CORP              | IN        |   3684053 | NS      | $32077402.71  | 1.09%             |  |  |  | No            |                  2 | On Loan: No      |
| CONMED CORP                                       | CONMED CORP                                                                  | CUSIP: 207410101<br>LEI: Z6C0YCECH9DCU5ZIQW84 | Long             | EC               | CORP              | US        |    200920 | NS      | $17809548.80  | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| COMPUGROUP MEDICAL SE & CO KGAA                   | COMPUGROUP MEDICAL SE & CO KGAA                                              | CUSIP: N/A<br>LEI: 529900CUXZGOCJZR7O57       | Long             | EC               | CORP              | DE        |    228815 | NS      | $8807756.23   | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| CAPITEC BANK HOLDINGS LTD                         | CAPITEC BANK HOLDINGS LTD                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | ZA        |     15161 | NS      | $1658386.61   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| CREDO TECHNOLOGY GROUP HOLDING LTD                | CREDO TECHNOLOGY GROUP HOLDING LTD                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |    555400 | NS      | $7392374.00   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| CAREL INDUSTRIES SPA                              | CAREL INDUSTRIES SPA                                                         | CUSIP: N/A<br>LEI: 815600115DA6E507AE33       | Long             | EC               | CORP              | IT        |    252900 | NS      | $6356965.36   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| CLEANAWAY WASTE MANAGEMENT LTD                    | CLEANAWAY WASTE MANAGEMENT LTD                                               | CUSIP: N/A<br>LEI: 549300D5C72CV6CIBS66       | Long             | EC               | CORP              | AU        |  11814119 | NS      | $21049049.36  | 0.71%             |  |  |  | No            |                  2 | On Loan: No      |
| DAETWYLER HOLDING AG                              | DAETWYLER HOLDING AG (BEARER)                                                | CUSIP: N/A<br>LEI: 52990096G2IJ89SWI669       | Long             | EC               | CORP              | CH        |     12185 | NS      | $2433427.51   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| DIASORIN ITALIA SPA                               | DIASORIN ITALIA SPA                                                          | CUSIP: N/A<br>LEI: 8156002878BDF0EE4348       | Long             | EC               | CORP              | IT        |       292 | NS      | $40917.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DRAFTKINGS INC                                    | DRAFTKINGS INC CL A                                                          | CUSIP: 26142V105<br>LEI: 5493008P45UYYL683Z97 | Long             | EC               | CORP              | US        |   1400364 | NS      | $15950145.96  | 0.54%             |  |  |  | No            |                  1 | On Loan: —       |
| DOMINO'S PIZZA ENTERPRISES LTD                    | DOMINO'S PIZZA ENTERPRISES LTD                                               | CUSIP: N/A<br>LEI: 54930034RFI409JZ3179       | Long             | EC               | CORP              | AU        |    443338 | NS      | $19967826.36  | 0.68%             |  |  |  | No            |                  2 | On Loan: —       |
| DENALI THERAPEUTICS INC                           | DENALI THERAPEUTICS INC                                                      | CUSIP: 24823R105<br>LEI: 549300ZTQ2HO18L3Q830 | Long             | EC               | CORP              | US        |    257903 | NS      | $7172282.43   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| DIPLOMA PLC                                       | DIPLOMA PLC                                                                  | CUSIP: N/A<br>LEI: 2138008OGI7VYG8FGR19       | Long             | EC               | CORP              | GB        |    161300 | NS      | $5420424.80   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| DT MIDSTREAM INC                                  | DT MIDSTREAM INC                                                             | CUSIP: 23345M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    166383 | NS      | $9194324.58   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| DURR AG                                           | DURR AG                                                                      | CUSIP: N/A<br>LEI: 5299003APZ54EDTSRO20       | Long             | EC               | CORP              | DE        |    426625 | NS      | $14396347.14  | 0.49%             |  |  |  | No            |                  2 | On Loan: No      |
| EASTERN BANKSHARES INC                            | EASTERN BANKSHARES INC                                                       | CUSIP: 27627N105<br>LEI: 549300J245MBQU3DO403 | Long             | EC               | CORP              | US        |    278164 | NS      | $4798329.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| CVENT HOLDING CORP                                | CVENT HOLDING CORP (PIPE) (DRS)                                              | CUSIP: 126677103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    344800 | NS      | $1861920.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CLEANAWAY WASTE MANAGEMENT LTD                    | CLEANAWAY WASTE MANAGEMENT LTD 144A (AFTERMARKET SHARES)                     | CUSIP: N/A<br>LEI: 549300D5C72CV6CIBS66       | Long             | EC               | CORP              | AU        |    687295 | NS      | $1224543.82   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| FIVE-STAR BUSINESS FINANCE LTD                    | FIVE-STAR BUSINESS FINANCE LTD 144A (ANCHOR SHARES)                          | CUSIP: N/A<br>LEI: 335800SDB5FANSP25Z85       | Long             | EC               | CORP              | IN        |    372077 | NS      | $2764604.52   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| FIVE-STAR BUSINESS FINANCE LTD                    | FIVE-STAR BUSINESS FINANCE LTD 144A (ANCHOR SHARES) (90 DAY LOCKUP)          | CUSIP: N/A<br>LEI: 335800SDB5FANSP25Z85       | Long             | EC               | CORP              | IN        |    372078 | NS      | $2654027.47   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| HARSHA ENGINEERS INTERNATIONAL LTD                | HARSHA ENGINEERS INTERNATIONAL LTD REG S (ANCHOR SHARES)                     | CUSIP: N/A<br>LEI: 335800FT1CVJ2RQF2V78       | Long             | EC               | CORP              | IN        |    484785 | NS      | $2241333.66   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| OUTREACH CORP                                     | OUTREACH CORP PP SERIES G PFD (PHYSICAL) (NOT LISTED OR TRADING)             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |    154354 | NS      | $3602622.36   | 0.12%             |  |  |  | Yes           |                  3 | On Loan: No      |
| STAR HEALTH & ALLIED INSURANCE CO LTD             | STAR HEALTH & ALLIED INSURANCE CO LTD FDI                                    | CUSIP: N/A<br>LEI: 335800P3BYVJE1S5SB43       | Long             | EC               | CORP              | IN        |   6037336 | NS      | $41332599.56  | 1.40%             |  |  |  | No            |                  2 | On Loan: No      |
| SMARTHR INC                                       | SMARTHR PFD SER D PP (DRS) (NOT LISTED OR TRADING)                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      3006 | NS      | $10752451.69  | 0.36%             |  |  |  | No            |                  3 | On Loan: No      |
| VENTURE GLOBAL LNG INC                            | VENTURE GLOBAL LNG INC SER C PP (PHYSICAL)(NOT LISTED OR TRADING)            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      2760 | NS      | $25417861.20  | 0.86%             |  |  |  | Yes           |                  3 | On Loan: No      |
| YOTPO LTD                                         | YOTPO LTD PFD A-1 PP (PHYSICAL) (NOT LISTED OR TRADING) (USD)                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IL        |    183819 | NS      | $227935.56    | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| YOTPO LTD                                         | YOTPO LTD PFD B PP (PHYSICAL) (NOT LISTED OR TRADING) (USD)                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IL        |    287894 | NS      | $356988.56    | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| YOTPO LTD                                         | YOTPO LTD PFD SER C PP (PHYSICAL) (NOT LISTED OR TRADING) (USD)              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IL        |    274070 | NS      | $339846.80    | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| YOTPO LTD                                         | YOTPO LTD PFD SER B-1 PP (PHYSICAL) (NOT LISTED OR TRADING) (USD)            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IL        |     33838 | NS      | $41959.12     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| YOTPO LTD                                         | YOTPO LTD PFD A PP (PHYSICAL) (NOT LISTED OR TRADING) (USD)                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IL        |     89605 | NS      | $111110.20    | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| YOTPO LTD                                         | YOTPO LTD PFD SER C-1 PP (PHYSICAL) (NOT LISTED OR TRADING) (USD)            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IL        |     75980 | NS      | $94215.20     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| YOTPO LTD                                         | YOTPO LTD PFD SER D PP (PHYSICAL) (NOT LISTED OR TRADING) (USD)              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IL        |     42368 | NS      | $52536.32     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| YOTPO LTD                                         | YOTPO LTD PP (PHYSICAL) (NOT LISTED OR TRADING) (USD)                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IL        |    678736 | NS      | $841632.64    | 0.03%             |  |  |  | No            |                  3 | On Loan: No      |
| EURONET WORLDWIDE INC                             | EURONET WORLDWIDE INC                                                        | CUSIP: 298736109<br>LEI: YG3575C4DSHJPA5KET68 | Long             | EC               | CORP              | US        |    144187 | NS      | $13608369.06  | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| ENCOMPASS HEALTH CORP                             | ENCOMPASS HEALTH CORP                                                        | CUSIP: 29261A100<br>LEI: 549300FVRPM9DRQZRG64 | Long             | EC               | CORP              | US        |    117866 | NS      | $7049565.46   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| ELIOR GROUP SA                                    | ELIOR GROUP SA                                                               | CUSIP: N/A<br>LEI: 969500LYSYS0E800SQ95       | Long             | EC               | CORP              | FR        |   1153174 | NS      | $4066245.57   | 0.14%             |  |  |  | No            |                  2 | On Loan: —       |
| EMBASSY OFFICE PARKS REIT                         | EMBASSY OFFICE PARKS REIT (REIT)                                             | CUSIP: N/A<br>LEI: 335800O555A557E43Z08       | Long             | EC               | CORP              | IN        |   4939400 | NS      | $20043060.67  | 0.68%             |  |  |  | No            |                  2 | On Loan: No      |
| ENGCON AB                                         | ENGCON AB CL B                                                               | CUSIP: N/A<br>LEI: 549300EMZ2B768S85S50       | Long             | EC               | CORP              | SE        |   1070647 | NS      | $6832873.39   | 0.23%             |  |  |  | No            |                  2 | On Loan: —       |
| ENSIGN GROUP INC (THE)                            | ENSIGN GROUP INC (THE)                                                       | CUSIP: 29358P101<br>LEI: 5493003K4HEEA8Q0BC72 | Long             | EC               | CORP              | US        |     39450 | NS      | $3732364.50   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| ENTAIN PLC                                        | ENTAIN PLC                                                                   | CUSIP: N/A<br>LEI: 213800GNI3K45LQR8L28       | Long             | EC               | CORP              | GB        |   1424930 | NS      | $22846867.32  | 0.78%             |  |  |  | No            |                  2 | On Loan: No      |
| PACT PHARMA INC                                   | PACT PHARMA INC PFD SER C PP 8.0% NON-CUM (NOT LISTED OR TRADING) (PHYSICAL) | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |   2931405 | NS      | $196110.99    | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| YOTPO LTD                                         | YOTPO LTD PFD SER F PP (PHYSICAL) (NOT LISTED OR TRADING) (USD)              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IL        |   2158609 | NS      | $2676675.16   | 0.09%             |  |  |  | No            |                  3 | On Loan: No      |
| ESR-LOGOS REIT                                    | ESR-LOGOS REIT (REIT)                                                        | CUSIP: N/A<br>LEI: 5493008PFX3JN1RMMD48       | Long             | EC               | CORP              | SG        |  15133928 | NS      | $4165810.17   | 0.14%             |  |  |  | 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        |  17966239 | NS      | $20281358.94  | 0.69%             |  |  |  | No            |                  2 | On Loan: No      |
| EVOLUTION AB                                      | EVOLUTION AB                                                                 | CUSIP: N/A<br>LEI: 549300SUH6ZR1RF6TA88       | Long             | EC               | CORP              | SE        |    172264 | NS      | $16823958.86  | 0.57%             |  |  |  | No            |                  2 | On Loan: No      |
| EVERI HOLDINGS INC                                | EVERI HOLDINGS INC                                                           | CUSIP: 30034T103<br>LEI: 5299006DK5S7BG10K532 | Long             | EC               | CORP              | US        |    330000 | NS      | $4735500.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| EAST WEST BANCORP INC                             | EAST WEST BANCORP INC                                                        | CUSIP: 27579R104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     49700 | NS      | $3275230.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| OPT MACHINE VISION TECH CO LTD                    | GSI OPT MACHINE VISION TECH CO LTD A WTS 144A 1:1 @ USD 0 EXPIRE 02-03-23    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |    526700 | NS      | $10006675.54  | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| EXTREME NETWORKS INC                              | EXTREME NETWORKS INC                                                         | CUSIP: 30226D106<br>LEI: 549300WRECW11X94UB57 | Long             | EC               | CORP              | US        |    828378 | NS      | $15167601.18  | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST ADVANTAGE CORP                              | FIRST ADVANTAGE CORP                                                         | CUSIP: 31846B108<br>LEI: 549300RNJ0PXU8FP7D06 | Long             | EC               | CORP              | US        |    361017 | NS      | $4693221.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| FASADGRUPPEN GROUP AB                             | FASADGRUPPEN GROUP AB                                                        | CUSIP: N/A<br>LEI: 549300E24LG2Z7KCFQ23       | Long             | EC               | CORP              | SE        |   2370503 | NS      | $23994872.06  | 0.81%             |  |  |  | No            |                  2 | On Loan: No      |
| FIVE BELOW INC                                    | FIVE BELOW INC                                                               | CUSIP: 33829M101<br>LEI: 529900AAXP5Z6BGI7418 | Long             | EC               | CORP              | US        |    165181 | NS      | $29215563.47  | 0.99%             |  |  |  | No            |                  1 | On Loan: No      |
| FIVE-STAR BUSINESS FINANCE LTD                    | FIVE-STAR BUSINESS FINANCE LTD                                               | CUSIP: N/A<br>LEI: 335800SDB5FANSP25Z85       | Long             | EC               | CORP              | IN        |    248868 | NS      | $1849137.67   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| COMFORT SYSTEMS USA INC                           | COMFORT SYSTEMS USA INC                                                      | CUSIP: 199908104<br>LEI: 5299009DT1ZA5HTU6R38 | Long             | EC               | CORP              | US        |     84100 | NS      | $9678228.00   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| FIBRA UNO ADMINISTRACION SA DE CV                 | FIBRA UNO ADMINISTRACION SA DE CV CBFI (REIT)                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | MX        |   3400000 | NS      | $4006055.47   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| GLACIER BANCORP INC                               | GLACIER BANCORP INC                                                          | CUSIP: 37637Q105<br>LEI: 549300SMJAUKZB5D7V74 | Long             | EC               | CORP              | US        |    286088 | NS      | $14138468.96  | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDEN ENTERTAINMENT INC                          | GOLDEN ENTERTAINMENT INC                                                     | CUSIP: 381013101<br>LEI: 549300P8YYCKQVJ0Y638 | Long             | EC               | CORP              | US        |    256800 | NS      | $9604320.00   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| GLAND PHARMA LTD                                  | GLAND PHARMA LTD                                                             | CUSIP: N/A<br>LEI: 335800JJVDY5R6KF5K34       | Long             | EC               | CORP              | IN        |     90000 | NS      | $1715437.71   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| GLOBANT SA                                        | GLOBANT SA                                                                   | CUSIP: N/A<br>LEI: 2221008DCMSPYS42DS88       | Long             | EC               | CORP              | AR        |     17730 | NS      | $2981476.80   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBUS MEDICAL INC                                | GLOBUS MEDICAL INC CL A                                                      | CUSIP: 379577208<br>LEI: 5299003M2P4CIK0RF205 | Long             | EC               | CORP              | US        |    464688 | NS      | $34512377.76  | 1.17%             |  |  |  | No            |                  1 | On Loan: No      |
| GROCERY OUTLET HOLDING CORP                       | GROCERY OUTLET HOLDING CORP                                                  | CUSIP: 39874R101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    621782 | NS      | $18149816.58  | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| GITLAB INC                                        | GITLAB INC CL A                                                              | CUSIP: 37637K108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    213816 | NS      | $9715799.04   | 0.33%             |  |  |  | No            |                  1 | On Loan: —       |
| CHART INDUSTRIES INC                              | CHART INDUSTRIES INC                                                         | CUSIP: 16115Q308<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | EC               | CORP              | US        |     16174 | NS      | $1863730.02   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| GVS SPA                                           | GVS SPA                                                                      | CUSIP: N/A<br>LEI: 81560013EACB40B52D17       | Long             | EC               | CORP              | IT        |   1192262 | NS      | $5159448.47   | 0.18%             |  |  |  | No            |                  2 | On Loan: —       |
| HAEMONETICS CORP                                  | HAEMONETICS CORP                                                             | CUSIP: 405024100<br>LEI: 549300ZEL6TXZS6F5F95 | Long             | EC               | CORP              | US        |    960147 | NS      | $75515561.55  | 2.56%             |  |  |  | No            |                  1 | On Loan: No      |
| HENSOLDT AG                                       | HENSOLDT AG                                                                  | CUSIP: N/A<br>LEI: 894500686FYLLZD3M624       | Long             | EC               | CORP              | DE        |    248197 | NS      | $5873168.09   | 0.20%             |  |  |  | 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        |  12352106 | NS      | $11884785.92  | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| HEALTH CATALYST INC                               | HEALTH CATALYST INC                                                          | CUSIP: 42225T107<br>LEI: 549300223PL6GWKVJG92 | Long             | EC               | CORP              | US        |    568785 | NS      | $6046184.55   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| HASHICORP INC                                     | HASHICORP INC CL A                                                           | CUSIP: 418100103<br>LEI: 549300XGOB9ZFQHMIP56 | Long             | EC               | CORP              | US        |     54600 | NS      | $1492764.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| HELEN OF TROY LTD                                 | HELEN OF TROY LTD                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BM        |    141542 | NS      | $15698423.22  | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| HILTON FOOD GROUP PLC                             | HILTON FOOD GROUP PLC                                                        | CUSIP: N/A<br>LEI: 213800JY7VJFS2OOX355       | Long             | EC               | CORP              | GB        |    250077 | NS      | $1688134.07   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| HELMERICH & PAYNE INC                             | HELMERICH & PAYNE                                                            | CUSIP: 423452101<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | EC               | CORP              | US        |      7700 | NS      | $381689.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HARSHA ENGINEERS INTERNATIONAL LTD                | HARSHA ENGINEERS INTERNATIONAL LTD                                           | CUSIP: N/A<br>LEI: 335800FT1CVJ2RQF2V78       | Long             | EC               | CORP              | IN        |    485992 | NS      | $2246914.06   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| HUHTAMAKI OYJ                                     | HUHTAMAKI OYJ                                                                | CUSIP: N/A<br>LEI: 5493007050SJVMXN6L29       | Long             | EC               | CORP              | FI        |     42500 | NS      | $1454679.37   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| HYPERA SA                                         | HYPERA SA ON                                                                 | CUSIP: N/A<br>LEI: 25490092WKPBKTIZX403       | Long             | EC               | CORP              | BR        |    582885 | NS      | $4990085.14   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| INTEGRA LIFESCIENCES HOLDINGS CORP                | INTEGRA LIFESCIENCES HOLDING                                                 | CUSIP: 457985208<br>LEI: WB7IJCYY8YFTENS4O147 | Long             | EC               | CORP              | US        |    527958 | NS      | $29602605.06  | 1.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INDEPENDENT BANK GROUP INC                        | INDEPENDENT BANK GROUP INC                                                   | CUSIP: 45384B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    280449 | NS      | $16849375.92  | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| ICF INTERNATIONAL INC                             | ICF INTERNATIONAL INC                                                        | CUSIP: 44925C103<br>LEI: 5493003KYFDDC5B3WY64 | Long             | EC               | CORP              | US        |     43592 | NS      | $4317787.60   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| ICON PLC                                          | ICON PLC                                                                     | CUSIP: N/A<br>LEI: 6354008SRQGEMC4XFI67       | Long             | EC               | CORP              | IE        |     46061 | NS      | $8947349.25   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERNATIONAL CONTAINER TERMINAL SERVICES INC     | INTL CONTAINER TERMINAL SERVICES INC                                         | CUSIP: N/A<br>LEI: 254900FU1MWK0I0Q4J61       | Long             | EC               | CORP              | PH        |  11690490 | NS      | $42075400.89  | 1.43%             |  |  |  | No            |                  2 | On Loan: No      |
| IDP EDUCATION LTD                                 | IDP EDUCATION LTD                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |    150966 | NS      | $2789854.85   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| INFICON HOLDING AG                                | INFICON HOLDING AG                                                           | CUSIP: N/A<br>LEI: 5067008UT6890I0YM937       | Long             | EC               | CORP              | CH        |      7397 | NS      | $6462434.39   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| IIFL FINANCE LTD                                  | IIFL FINANCE LTD                                                             | CUSIP: N/A<br>LEI: 335800CZ46UJRS34JR78       | Long             | EC               | CORP              | IN        |   2116842 | NS      | $12315837.21  | 0.42%             |  |  |  | No            |                  2 | On Loan: No      |
| IIFL WEALTH MANAGEMENT LTD                        | IIFL WEALTH MANAGEMENT LTD                                                   | CUSIP: N/A<br>LEI: 335800DDYMCDBO5OLL32       | Long             | EC               | CORP              | IN        |    513500 | NS      | $11028401.06  | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| IMCD NV                                           | IMCD NV                                                                      | CUSIP: N/A<br>LEI: 724500NSJPNFJPDAUP02       | Long             | EC               | CORP              | NL        |    177337 | NS      | $25330057.59  | 0.86%             |  |  |  | No            |                  2 | On Loan: No      |
| INCHCAPE PLC                                      | INCHCAPE PLC                                                                 | CUSIP: N/A<br>LEI: 213800RGEH1MPPNM2T57       | Long             | EC               | CORP              | GB        |   1719150 | NS      | $16968690.60  | 0.58%             |  |  |  | No            |                  2 | On Loan: No      |
| INSTALCO AB (PUBL)                                | INSTALCO AB (PUBL)                                                           | CUSIP: N/A<br>LEI: 549300DZ9ONT2AXY4029       | Long             | EC               | CORP              | SE        |   4098065 | NS      | $15622467.07  | 0.53%             |  |  |  | No            |                  2 | On Loan: No      |
| IRHYTHM TECHNOLOGIES INC                          | IRHYTHM TECHNOLOGIES INC                                                     | CUSIP: 450056106<br>LEI: 549300FJI72RJGDQS384 | Long             | EC               | CORP              | US        |     79700 | NS      | $7465499.00   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERPUMP GROUP SPA                               | INTERPUMP GROUP SPA                                                          | CUSIP: N/A<br>LEI: 815600C79D0F31F4D395       | Long             | EC               | CORP              | IT        |    454700 | NS      | $20598031.62  | 0.70%             |  |  |  | No            |                  2 | On Loan: No      |
| JCDECAUX SE                                       | JCDECAUX SE                                                                  | CUSIP: N/A<br>LEI: 9695009KV7AFPDEI5S30       | Long             | EC               | CORP              | FR        |    976059 | NS      | $18562703.90  | 0.63%             |  |  |  | No            |                  2 | On Loan: No      |
| JANUS HENDERSON GROUP PLC                         | JANUS HENDERSON GROUP PLC                                                    | CUSIP: N/A<br>LEI: 2138009WPYMWJN3RVF44       | Long             | EC               | CORP              | GB        |    440000 | NS      | $10348800.00  | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| JHSF PARTICIPACOES SA                             | JHSF PARTICIPACOES SA                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BR        |   5823950 | NS      | $5537426.77   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| KAJARIA CERAMICS LTD                              | KAJARIA CERAMICS LTD                                                         | CUSIP: N/A<br>LEI: 3358007XN6AXJ1V67M07       | Long             | EC               | CORP              | IN        |    422763 | NS      | $5915513.66   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| KEI INDUSTRIES LTD                                | KEI INDUSTRIES LTD                                                           | CUSIP: N/A<br>LEI: 335800UDWBC2AWPU7M56       | Long             | EC               | CORP              | IN        |    267444 | NS      | $4723667.39   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| KINDRED GROUP PLC                                 | KINDRED GROUP PLC SDR                                                        | CUSIP: N/A<br>LEI: 213800D1MJVOT6SNBX11       | Long             | EC               | CORP              | MT        |   1164011 | NS      | $12149897.68  | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| KEYWORDS STUDIOS PLC                              | KEYWORDS STUDIOS PLC                                                         | CUSIP: N/A<br>LEI: 2138007VR9ZYCWS7VE12       | Long             | EC               | CORP              | IE        |    344606 | NS      | $11355168.07  | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| LANDS' END INC                                    | LANDS' END INC                                                               | CUSIP: 51509F105<br>LEI: 54930016WOL7P2P67Q43 | Long             | EC               | CORP              | US        |   2100000 | NS      | $15939000.00  | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| LEM HOLDING SA                                    | LEM HOLDING SA                                                               | CUSIP: N/A<br>LEI: 5067008AF2B2C5O7TJ43       | Long             | EC               | CORP              | CH        |       990 | NS      | $1921711.71   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| LESLIES INC                                       | LESLIES INC                                                                  | CUSIP: 527064109<br>LEI: 549300MZRH1GJYUMRM83 | Long             | EC               | CORP              | US        |    353358 | NS      | $4314501.18   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| LIONS GATE ENTERTAINMENT CORP                     | LIONS GATE ENTERTAINMENT CORP CL B                                           | CUSIP: 535919500<br>LEI: 5493000JSMHPHZURLM72 | Long             | EC               | CORP              | US        |   3059785 | NS      | $16614632.55  | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| LIGHT & WONDER INC                                | LIGHT & WONDER INC                                                           | CUSIP: 80874P109<br>LEI: 529900JXALYBOHXKFM62 | Long             | EC               | CORP              | US        |    299658 | NS      | $17559958.80  | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| ALTEN SA                                          | ALTEN SA (BEARER)                                                            | CUSIP: N/A<br>LEI: 969500Y7G9TY7Y24GN07       | Long             | EC               | CORP              | FR        |    142299 | NS      | $17868618.27  | 0.61%             |  |  |  | No            |                  2 | On Loan: No      |
| LIVENT CORP                                       | LIVENT CORP                                                                  | CUSIP: 53814L108<br>LEI: 254900OOLQ2VNMZTJL47 | Long             | EC               | CORP              | US        |    130000 | NS      | $2583100.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| LANXESS AG                                        | LANXESS AG                                                                   | CUSIP: N/A<br>LEI: 529900PTLRE72EMYIJ77       | Long             | EC               | CORP              | DE        |    441240 | NS      | $17806683.74  | 0.60%             |  |  |  | No            |                  2 | On Loan: No      |
| MACROTECH DEVELOPERS LTD                          | MACROTECH DEVELOPERS LTD                                                     | CUSIP: N/A<br>LEI: 254900B5QCN52ETNU557       | Long             | EC               | CORP              | IN        |    582697 | NS      | $7684668.38   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| MASIMO CORP                                       | MASIMO CORP                                                                  | CUSIP: 574795100<br>LEI: 549300Q4A8JK0PIYCU29 | Long             | EC               | CORP              | US        |     23687 | NS      | $3504491.65   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| MATTEL INC                                        | MATTEL INC                                                                   | CUSIP: 577081102<br>LEI: 549300VELLG24KHTJ564 | Long             | EC               | CORP              | US        |   1400000 | NS      | $24976000.00  | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| MATSON INC                                        | MATSON INC                                                                   | CUSIP: 57686G105<br>LEI: 549300OI5H3Y0I9I4I12 | Long             | EC               | CORP              | US        |      8674 | NS      | $542211.74    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MAX HEALTHCARE INSTITUTE LTD                      | MAX HEALTHCARE INSTITUTE LTD                                                 | CUSIP: N/A<br>LEI: 3358005LALYV4GZOYF67       | Long             | EC               | CORP              | IN        |   4669887 | NS      | $24816308.51  | 0.84%             |  |  |  | No            |                  2 | On Loan: No      |
| MONGODB INC                                       | MONGODB INC CL A                                                             | CUSIP: 60937P106<br>LEI: 549300TPTG69WKWE1Z37 | Long             | EC               | CORP              | US        |     23300 | NS      | $4586372.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| MEDMIX AG                                         | MEDMIX AG                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CH        |    324953 | NS      | $6200402.24   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| MONTROSE ENVIRONMENTAL GROUP INC                  | MONTROSE ENVIRONMENTAL GROUP INC                                             | CUSIP: 615111101<br>LEI: 254900ASI8K3LUB8Q958 | Long             | EC               | CORP              | US        |    348186 | NS      | $15455976.54  | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPITAL GROUP CENTRAL CASH FUND                   | CAPITAL GROUP CENTRAL CASH FUND                                              | CUSIP: 14020B102<br>LEI: 549300YD0SRETB6WWP29 | Long             | STIV             | RF                | US        |  23235399 | PA      | $96564761.56  | 3.28%             |  |  |  | No            |                  1 | On Loan: No      |
| MINDSPACE BUSINESS PARKS REIT                     | MINDSPACE BUSINESS PARKS REIT (REIT)                                         | CUSIP: N/A<br>LEI: 335800KNDFQZVN5X6W64       | Long             | EC               | CORP              | IN        |   1250000 | NS      | $5054094.98   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| MELCO RESORTS & ENTERTAINMENT LTD                 | MELCO RESORTS & ENTERTAINMENT LTD ADR                                        | CUSIP: 585464100<br>LEI: 529900NRV6LBR3T6B421 | Long             | EC               | CORP              | HK        |   3600384 | NS      | $41404416.00  | 1.41%             |  |  |  | No            |                  1 | On Loan: No      |
| MAYR-MELNHOF KARTON AG                            | MAYR-MELNHOF KARTON AG (BEARER)                                              | CUSIP: N/A<br>LEI: 5299001AMHDLKUM80611       | Long             | EC               | CORP              | AT        |     17479 | NS      | $2823701.75   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| MONDE NISSIN CORP                                 | MONDE NISSIN CORP                                                            | CUSIP: N/A<br>LEI: 549300CUOTXJCLZ00K49       | Long             | EC               | CORP              | PH        |  39914950 | NS      | $7960185.27   | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| MARQETA INC                                       | MARQETA INC CL A                                                             | CUSIP: 57142B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    212881 | NS      | $1300702.91   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MRF LTD                                           | MRF LTD                                                                      | CUSIP: N/A<br>LEI: 335800EQP78LTJ76DZ82       | Long             | EC               | CORP              | IN        |      7160 | NS      | $7649913.85   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| MELROSE INDUSTRIES PLC                            | MELROSE INDUSTRIES PLC                                                       | CUSIP: N/A<br>LEI: 213800RGNXXZY2M7TR85       | Long             | EC               | CORP              | GB        |   5266169 | NS      | $8561276.98   | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| MATERION CORP                                     | MATERION CORPORATION                                                         | CUSIP: 576690101<br>LEI: 549300CJ5RI351SUYT02 | Long             | EC               | CORP              | US        |     40909 | NS      | $3579946.59   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| MACOM TECHNOLOGY SOLUTIONS HOLDINGS INC           | MACOM TECHNOLOGY SOLUTIONS HOLDINGS INC                                      | CUSIP: 55405Y100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    190000 | NS      | $11966200.00  | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| MUSTI GROUP OYJ                                   | MUSTI GROUP OYJ                                                              | CUSIP: N/A<br>LEI: 743700IE9NQGF9YZAI97       | Long             | EC               | CORP              | FI        |    495800 | NS      | $8297332.09   | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| NAVIN FLUORINE INTERNATIONAL LTD                  | NAVIN FLUORINE INTERNATIONAL LTD                                             | CUSIP: N/A<br>LEI: 335800OVIUAAKYG44C59       | Long             | EC               | CORP              | IN        |    175000 | NS      | $8586191.28   | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| NEOENERGIA SA                                     | NEOENERGIA SA                                                                | CUSIP: N/A<br>LEI: 959800B3RXPMGEZ1W429       | Long             | EC               | CORP              | BR        |   1442015 | NS      | $4219732.33   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| NORDIC SEMICONDUCTOR ASA                          | NORDIC SEMICONDUCTOR ASA                                                     | CUSIP: N/A<br>LEI: 5967007LIEEXZXJGFK95       | Long             | EC               | CORP              | NO        |   1677583 | NS      | $28098047.64  | 0.95%             |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET INSTITUTIONAL LIQ                    | STATE STREET INSITUTIONAL US GOVT MMF                                        | CUSIP: 857492573<br>LEI: N/A                  | Long             | EC               | RF                | US        |    271133 | PA      | $271133.33    | 0.01%             |  |  |  | No            |                  1 | 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        |  18552259 | PA      | $18552259.28  | 0.63%             |  |  |  | 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        |  10793666 | PA      | $10793665.82  | 0.37%             |  |  |  | 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