The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete.
The reader should not assume that the information is accurate and complete.
UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
WASHINGTON, DC 20549

FORM NPORT-P
Monthly Portfolio Investments Report

NPORT-P: Filer Information

Confidential
Filer CIK
0001270523
Filer CCC
********
Filer Investment Company Type
Is this a LIVE or TEST Filing? LIVE TEST
Would you like a Return Copy?
Is this an electronic copy of an official filing submitted in paper format?

Submission Contact Information

Name
Phone
E-Mail Address

Notification Information

Notify via Filing Website only?
Notification E-mail Address
Series ID
Class (Contract) ID

NPORT-P: Part A: General Information

Item A.1. Information about the Registrant.

a. Name of Registrant
EATON VANCE TAX ADVANTAGED GLOBAL DIVIDEND INCOME FUND
b. Investment Company Act file number for Registrant: (e.g., 811-______)
811-21470
c. CIK number of Registrant
0001270523
d. LEI of Registrant
549300P9NBK8GZ8QI277
e. Address and telephone number of Registrant:
i. Street Address 1
TWO INTERNATIONAL PLACE
ii. Street Address 2
iii. City
BOSTON
iv. State, if applicable
v. Foreign country, if applicable
vi. Zip / Postal Code
02110
vii. Telephone number
617-482-8260

Item A.2. Information about the Series.

a. Name of Series.
EATON VANCE TAX ADVANTAGED GLOBAL DIVIDEND INCOME FUND
b. EDGAR series identifier (if any).
c. LEI of Series.
549300P9NBK8GZ8QI277

Item A.3. Reporting period.

a. Date of fiscal year-end.
2021-10-31
b. Date as of which information is reported.
2021-04-30

Item A.4. Final filing

a. Does the Fund anticipate that this will be its final filing on Form N PORT? Yes No

NPORT-P: Part B: Information About the Fund

Report the following information for the Fund and its consolidated subsidiaries.

Item B.1. Assets and liabilities. Report amounts in U.S. dollars.

a. Total assets, including assets attributable to miscellaneous securities reported in Part D.
2630178378.25
b. Total liabilities.
990072447.10
c. Net assets.
1640105931.15

Item B.2. Certain assets and liabilities. Report amounts in U.S. dollars.

a. Assets attributable to miscellaneous securities reported in Part D.
0.00000000
b. Assets invested in a Controlled Foreign Corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities.
0.00000000
c. Borrowings attributable to amounts payable for notes payable, bonds, and similar debt, as reported pursuant to rule 6-04(13)(a) of Regulation S-X [17 CFR 210.6-04(13)(a)].
Amounts payable within one year.
Banks or other financial institutions for borrowings.
0.00000000
Controlled companies.
0.00000000
Other affiliates.
0.00000000
Others.
0.00000000
Amounts payable after one year.
Banks or other financial institutions for borrowings.
370000000.00000000
Controlled companies.
0.00000000
Other affiliates.
0.00000000
Others.
0.00000000
d. Payables for investments purchased either (i) on a delayed delivery, when-issued, or other firm commitment basis, or (ii) on a standby commitment basis.
(i) On a delayed delivery, when-issued, or other firm commitment basis:
0.00000000
(ii) On a standby commitment basis:
0.00000000
e. Liquidation preference of outstanding preferred stock issued by the Fund.
0.00000000
f. Cash and cash equivalents not reported in Parts C and D.
0.00000000

Item B.3. Portfolio level risk metrics.

If the average value of the Fund's debt securities positions for the previous three months, in the aggregate, exceeds 25% or more of the Fund's net asset value, provide:
a. Interest Rate Risk (DV01). For each currency for which the Fund had a value of 1% or more of the Fund’s net asset value, provide the change in value of the portfolio resulting from a 1 basis point change in interest rates, for each of the following maturities: 3 month, 1 year, 5 years, 10 years, and 30 years.
b. Interest Rate Risk (DV100). For each currency for which the Fund had a value of 1% or more of the Fund’s net asset value, provide the change in value of the portfolio resulting from a 100 basis point change in interest rates, for each of the following maturities: 3 month, 1 year, 5 years, 10 years, and 30 years.

Currency Metric RecordISO Currency code3 month1 year5 years10 years30 years

c. Credit Spread Risk (SDV01, CR01 or CS01). Provide the change in value of the portfolio resulting from a 1 basis point change in credit spreads where the shift is applied to the option adjusted spread, aggregated by investment grade and non-investment grade exposures, for each of the following maturities: 3 month, 1 year, 5 years, 10 years, and 30 years.

Credit Spread Risk3 month1 year5 years10 years30 years

For purposes of Item B.3., calculate value as the sum of the absolute values of:
(i) the value of each debt security,
(ii) the notional value of each swap, including, but not limited to, total return swaps, interest rate swaps, and credit default swaps, for which the underlying reference asset or assets are debt securities or an interest rate;
(iii) the notional value of each futures contract for which the underlying reference asset or assets are debt securities or an interest rate; and
(iv) the delta-adjusted notional value of any option for which the underlying reference asset is an asset described in clause (i),(ii), or (iii).

Report zero for maturities to which the Fund has no exposure. For exposures that fall between any of the listed maturities in (a) and (b), use linear interpolation to approximate exposure to each maturity listed above. For exposures outside of the range of maturities listed above, include those exposures in the nearest maturity.

Item B.4. Securities lending.

a. For each borrower in any securities lending transaction, provide the following information:

Borrower Information RecordName of borrowerLEI (if any) of borrowerAggregate value of all securities on loan to the borrower
#1NBC Global Finance Limited549300KWU8YQOYSK5Y6462918820.00000000
#2ING Financial Markets LLCKBVRJ5K57JZ3E2AVWX40166897288.01000000
#3Societe GeneraleO2RNE8IBXP4R0TD8PU4154225289.88000000
#4BMO Nesbitt Burns Inc.M3LKFDNSJGJ7TMLH6Z1513850575.12000000

b. Did any securities lending counterparty provide any non-cash collateral? Yes No

Item B.5. Return information.

a. Monthly total returns of the Fund for each of the preceding three months. If the Fund is a Multiple Class Fund, report returns for each class. Such returns shall be calculated in accordance with the methodologies outlined in Item 26(b) (1) of Form N-1A, Instruction 13 to sub-Item 1 of Item 4 of Form N-2, or Item 26(b) (i) of Form N-3, as applicable.

Monthly Total Return Record Monthly total returns of the Fund for each of the preceding three months Class identification number(s) (if any) of the Class(es) for which returns are reported
Month 1 Month 2 Month 3
#13.950000003.310000005.77000000

b. For each of the preceding three months, monthly net realized gain (loss) and net change in unrealized appreciation (or depreciation) attributable to derivatives for each of the following categories: commodity contracts, credit contracts, equity contracts, foreign exchange contracts, interest rate contracts, and other contracts. Within each such asset category, further report the same information for each of the following types of derivatives instrument: forward, future, option, swaption, swap, warrant, and other. Report in U.S. dollars. Losses and depreciation shall be reported as negative numbers.

Asset category Instrument type Month 1 Month 2 Month 3
Monthly net realized gain(loss) Monthly net change in unrealized appreciation (or depreciation) Monthly net realized gain(loss) Monthly net change in unrealized appreciation (or depreciation) Monthly net realized gain(loss) Monthly net change in unrealized appreciation (or depreciation)
Commodity Contracts
Credit Contracts
Equity Contracts0.00000000-883411.95000000-2459921.28000000-519441.09000000-2344482.0200000010211395.98000000
Forward
Future 0.00000000-883411.95000000-2459921.28000000-519441.09000000-2344482.0200000010211395.98000000
Option
Swaption
Swap
Warrant
Other 0.000000000.000000000.000000000.000000000.000000000.00000000
Foreign Exchange Contracts-75925.65000000103611.660000000.00000000114704.090000000.00000000-94717.90000000
Forward -75925.65000000103611.660000000.00000000114704.090000000.00000000-94717.90000000
Future
Option
Swaption
Swap
Warrant
Other
Interest Rate Contracts
Other Contracts

c. For each of the preceding three months, monthly net realized gain (loss) and net change in unrealized appreciation (or depreciation) attributable to investment other than derivatives. Report in U.S. dollars. Losses and depreciation shall be reported as negative numbers.

MonthMonthly net realized gain(loss)Monthly net change in unrealized appreciation (or depreciation)
Month 1 56463702.05000000-7599479.68000000
Month 2 31864152.520000009449907.32000000
Month 3 17050249.9200000052661725.14000000

Item B.6. Flow information.

a. Provide the aggregate dollar amounts for sales and redemptions/repurchases of Fund shares during each of the preceding three months. If shares of the Fund are held in omnibus accounts, for purposes of calculating the Fund's sales, redemptions, and repurchases, use net sales or redemptions/repurchases from such omnibus accounts. The amounts to be reported under this Item should be after any front-end sales load has been deducted and before any deferred or contingent deferred sales load or charge has been deducted. Shares sold shall include shares sold by the Fund to a registered unit investment trust. For mergers and other acquisitions, include in the value of shares sold any transaction in which the Fund acquired the assets of another investment company or of a personal holding company in exchange for its own shares. For liquidations, include in the value of shares redeemed any transaction in which the Fund liquidated all or part of its assets. Exchanges are defined as the redemption or repurchase of shares of one Fund or series and the investment of all or part of the proceeds in shares of another Fund or series in the same family of investment companies.

MonthTotal net asset value of shares sold (including exchanges but excluding reinvestment of dividends and distributions)Total net asset value of shares sold in connection with reinvestments of dividends and distributionsTotal net asset value of shares redeemed or repurchased, including exchanges
Month 1 0.000000000.000000000.00000000
Month 2 0.000000000.000000000.00000000
Month 3 0.000000000.000000000.00000000

Item B.7. Highly Liquid Investment Minimum information.

a. If applicable, provide the Fund's current Highly Liquid Investment Minimum.
b. If applicable, provide the number of days that the Fund's holdings in Highly Liquid Investments fell below the Fund's Highly Liquid Investment Minimum during the reporting period.
c. Did the Fund's Highly Liquid Investment Minimum change during the reporting period? Yes No N/A

Item B.8. Derivatives Transactions.

For portfolio investments of open-end management investment companies, provide the percentage of the Fund's Highly Liquid Investments that it has segregated to cover or pledged to satisfy margin requirements in connection with derivatives transactions that are classified among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]:
(1) Moderately Liquid Investments
(2) Less Liquid Investments
(3) Illiquid Investments
Classification

NPORT-P: Part C: Schedule of Portfolio Investments

For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public.
Schedule of Portfolio Investments Record: 1

Item C.1. Identification of investment.

a. Name of issuer (if any).
COMERICA INC
b. LEI (if any) of issuer. (1)
I9Q57JVPWHHZ3ZGBW498
c. Title of the issue or description of the investment.
Comerica Inc
d. CUSIP (if any).
200340AU1
At least one of the following other identifiers:
- ISIN
US200340AU17

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
2922333.00000000
b. Units
Principal amount
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
3254748.38000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.198447448922

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Debt
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

For debt securities, also provide:
a. Maturity date.
2025-07-01
b. Coupon.
i. Coupon category. (13)
Fixed
ii. Annualized rate.
5.62500000
c. Currently in default? Yes No
d. Are there any interest payments in arrears? (14) Yes No
e. Is any portion of the interest paid in kind? (15) Yes No
f. For convertible securities, also provide:
i. Mandatory convertible? Yes No
ii. Contingent convertible? Yes No
iii. Description of the reference instrument. (16)

Reference Instrument RecordName of issuerTitle of issueCurrency in which denominated

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency RecordConversion ratio per 1000 unitsISO Currency Code

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 2

Item C.1. Identification of investment.

a. Name of issuer (if any).
LVMH Moet Hennessy Louis Vuitton SE
b. LEI (if any) of issuer. (1)
IOG4E947OATN0KJYSD45
c. Title of the issue or description of the investment.
LVMH Moet Hennessy Louis Vuitton SE
d. CUSIP (if any).
000000000
At least one of the following other identifiers:
- ISIN
FR0000121014

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
18473.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
Euro Member Countries
e. Value. (4)
13916636.91000000
f. Exchange rate.
0.83177400
g. Percentage value compared to net assets of the Fund.
0.848520613558

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
FRANCE
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 3

Item C.1. Identification of investment.

a. Name of issuer (if any).
JPMORGAN CHASE & CO
b. LEI (if any) of issuer. (1)
8I5DZWZKVSZI1NUHU748
c. Title of the issue or description of the investment.
JPMorgan Chase & Co
d. CUSIP (if any).
48128B580
At least one of the following other identifiers:
- ISIN
US48128B5802

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
189600.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
4929600.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.300565951648

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-preferred
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 4

Item C.1. Identification of investment.

a. Name of issuer (if any).
Intuit Inc
b. LEI (if any) of issuer. (1)
VI90HBPH7XSFMB9E4M29
c. Title of the issue or description of the investment.
Intuit Inc
d. CUSIP (if any).
461202103
At least one of the following other identifiers:
- ISIN
US4612021034

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
20043.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
8260922.88000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.503682275827

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 5

Item C.1. Identification of investment.

a. Name of issuer (if any).
Equity Residential
b. LEI (if any) of issuer. (1)
5493008RACSH5EP3PI59
c. Title of the issue or description of the investment.
Equity Residential
d. CUSIP (if any).
29476L107
At least one of the following other identifiers:
- ISIN
US29476L1070

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
83137.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
6171259.51000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.376272007361

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 6

Item C.1. Identification of investment.

a. Name of issuer (if any).
AMETEK Inc
b. LEI (if any) of issuer. (1)
549300WZDEF9KKE40E98
c. Title of the issue or description of the investment.
AMETEK Inc
d. CUSIP (if any).
031100100
At least one of the following other identifiers:
- ISIN
US0311001004

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
144341.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
19475931.13000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
1.187480074311

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
i. If Yes, provide the value of the securities on loan.
19160060.00000000
Schedule of Portfolio Investments Record: 7

Item C.1. Identification of investment.

a. Name of issuer (if any).
BROOKFIELD PROPERTY PART
b. LEI (if any) of issuer. (1)
5493004J5Z0TZW83NU62
c. Title of the issue or description of the investment.
Brookfield Property Partners LP
d. CUSIP (if any).
000000000
At least one of the following other identifiers:
- ISIN
BMG162491564

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
134005.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
3384966.30000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.206387053159

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-preferred
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
BERMUDA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 8

Item C.1. Identification of investment.

a. Name of issuer (if any).
SMC Corp
b. LEI (if any) of issuer. (1)
353800O40V08DOZ70X62
c. Title of the issue or description of the investment.
SMC Corp
d. CUSIP (if any).
000000000
At least one of the following other identifiers:
- ISIN
JP3162600005

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
14665.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
Japan Yen
e. Value. (4)
8521493.42000000
f. Exchange rate.
109.29000000
g. Percentage value compared to net assets of the Fund.
0.519569697185

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
JAPAN
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 9

Item C.1. Identification of investment.

a. Name of issuer (if any).
KKR GROUP FIN CO IX LLC
b. LEI (if any) of issuer. (1)
N/A
c. Title of the issue or description of the investment.
KKR Group Finance Co IX LLC
d. CUSIP (if any).
48253M104
At least one of the following other identifiers:
- ISIN
US48253M1045

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
177000.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
4553325.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.277623835968

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-preferred
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 10

Item C.1. Identification of investment.

a. Name of issuer (if any).
NEXTERA ENERGY CAPITAL
b. LEI (if any) of issuer. (1)
UMI46YPGBLUE4VGNNT48
c. Title of the issue or description of the investment.
NextEra Energy Capital Holdings Inc
d. CUSIP (if any).
65339KBK5
At least one of the following other identifiers:
- ISIN
US65339KBK51

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
3502000.00000000
b. Units
Principal amount
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
4080105.68000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.248770863058

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Debt
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

For debt securities, also provide:
a. Maturity date.
2079-05-01
b. Coupon.
i. Coupon category. (13)
Fixed
ii. Annualized rate.
5.65000000
c. Currently in default? Yes No
d. Are there any interest payments in arrears? (14) Yes No
e. Is any portion of the interest paid in kind? (15) Yes No
f. For convertible securities, also provide:
i. Mandatory convertible? Yes No
ii. Contingent convertible? Yes No
iii. Description of the reference instrument. (16)

Reference Instrument RecordName of issuerTitle of issueCurrency in which denominated

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency RecordConversion ratio per 1000 unitsISO Currency Code

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 11

Item C.1. Identification of investment.

a. Name of issuer (if any).
SOCIETE GENERALE
b. LEI (if any) of issuer. (1)
O2RNE8IBXP4R0TD8PU41
c. Title of the issue or description of the investment.
Societe Generale SA
d. CUSIP (if any).
83370RAA6
At least one of the following other identifiers:
- ISIN
US83370RAA68

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
6249000.00000000
b. Units
Principal amount
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
6514582.50000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.397204983914

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Debt
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
FRANCE
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

For debt securities, also provide:
a. Maturity date.
2030-11-18
b. Coupon.
i. Coupon category. (13)
Fixed
ii. Annualized rate.
5.37500000
c. Currently in default? Yes No
d. Are there any interest payments in arrears? (14) Yes No
e. Is any portion of the interest paid in kind? (15) Yes No
f. For convertible securities, also provide:
i. Mandatory convertible? Yes No
ii. Contingent convertible? Yes No
iii. Description of the reference instrument. (16)

Reference Instrument RecordName of issuerTitle of issueCurrency in which denominated

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency RecordConversion ratio per 1000 unitsISO Currency Code

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 12

Item C.1. Identification of investment.

a. Name of issuer (if any).
Mondelez International Inc
b. LEI (if any) of issuer. (1)
549300DV9GIB88LZ5P30
c. Title of the issue or description of the investment.
Mondelez International Inc
d. CUSIP (if any).
609207105
At least one of the following other identifiers:
- ISIN
US6092071058

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
302640.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
18403538.40000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
1.122094497097

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
i. If Yes, provide the value of the securities on loan.
13134960.00000000
Schedule of Portfolio Investments Record: 13

Item C.1. Identification of investment.

a. Name of issuer (if any).
Skanska AB
b. LEI (if any) of issuer. (1)
549300UINV5RINHGMG07
c. Title of the issue or description of the investment.
Skanska AB
d. CUSIP (if any).
000000000
At least one of the following other identifiers:
- ISIN
SE0000113250

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
333071.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
Sweden Krona
e. Value. (4)
9020601.92000000
f. Exchange rate.
8.46555000
g. Percentage value compared to net assets of the Fund.
0.550001176672

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
SWEDEN
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 14

Item C.1. Identification of investment.

a. Name of issuer (if any).
ASML Holding NV
b. LEI (if any) of issuer. (1)
724500Y6DUVHQD6OXN27
c. Title of the issue or description of the investment.
ASML Holding NV
d. CUSIP (if any).
000000000
At least one of the following other identifiers:
- ISIN
NL0010273215

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
34608.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
Euro Member Countries
e. Value. (4)
22465488.28000000
f. Exchange rate.
0.83177400
g. Percentage value compared to net assets of the Fund.
1.369758370683

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
NETHERLANDS
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 15

Item C.1. Identification of investment.

a. Name of issuer (if any).
ENERGY TRANSFER LP
b. LEI (if any) of issuer. (1)
MTLVN9N7JE8MIBIJ1H73
c. Title of the issue or description of the investment.
Energy Transfer LP
d. CUSIP (if any).
29273V407
At least one of the following other identifiers:
- ISIN
US29273V4077

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
116000.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
2787480.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.169957314772

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-preferred
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 16

Item C.1. Identification of investment.

a. Name of issuer (if any).
iShares Preferred & Income Securities ETF
b. LEI (if any) of issuer. (1)
549300YX74JNY54XCY80
c. Title of the issue or description of the investment.
iShares Preferred & Income Securities ETF
d. CUSIP (if any).
464288687
At least one of the following other identifiers:
- ISIN
US4642886877

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
215532.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
8341088.40000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.508570101575

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Registered fund

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 17

Item C.1. Identification of investment.

a. Name of issuer (if any).
Wells Fargo & Co
b. LEI (if any) of issuer. (1)
PBLD0EJDB5FWOLXP3B76
c. Title of the issue or description of the investment.
Wells Fargo & Co
d. CUSIP (if any).
949746101
At least one of the following other identifiers:
- ISIN
US9497461015

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
282071.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
12707298.55000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.774785232383

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
i. If Yes, provide the value of the securities on loan.
12366540.35000000
Schedule of Portfolio Investments Record: 18

Item C.1. Identification of investment.

a. Name of issuer (if any).
Mitsubishi UFJ Financial Group Inc
b. LEI (if any) of issuer. (1)
353800V2V8PUY9TK3E06
c. Title of the issue or description of the investment.
Mitsubishi UFJ Financial Group Inc
d. CUSIP (if any).
000000000
At least one of the following other identifiers:
- ISIN
JP3902900004

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
1434590.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
Japan Yen
e. Value. (4)
7632156.89000000
f. Exchange rate.
109.29000000
g. Percentage value compared to net assets of the Fund.
0.465345362457

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
JAPAN
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 19

Item C.1. Identification of investment.

a. Name of issuer (if any).
NextEra Energy Inc
b. LEI (if any) of issuer. (1)
N/A
c. Title of the issue or description of the investment.
NextEra Energy Inc
d. CUSIP (if any).
65339F101
At least one of the following other identifiers:
- ISIN
US65339F1012

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
120269.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
9322050.19000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.568380981554

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 20

Item C.1. Identification of investment.

a. Name of issuer (if any).
AGNC Investment Corp
b. LEI (if any) of issuer. (1)
5TRACI5HRMELWV32OF39
c. Title of the issue or description of the investment.
AGNC Investment Corp
d. CUSIP (if any).
00123Q104
At least one of the following other identifiers:
- ISIN
US00123Q1040

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
351111.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
6295420.23000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.383842293990

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 21

Item C.1. Identification of investment.

a. Name of issuer (if any).
ING Groep NV
b. LEI (if any) of issuer. (1)
549300NYKK9MWM7GGW15
c. Title of the issue or description of the investment.
ING Groep NV
d. CUSIP (if any).
456837AF0
At least one of the following other identifiers:
- ISIN
US456837AF06

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
3100000.00000000
b. Units
Principal amount
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
3458515.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.210871440332

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Debt
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
NETHERLANDS
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

For debt securities, also provide:
a. Maturity date.
2025-04-16
b. Coupon.
i. Coupon category. (13)
Fixed
ii. Annualized rate.
6.50000000
c. Currently in default? Yes No
d. Are there any interest payments in arrears? (14) Yes No
e. Is any portion of the interest paid in kind? (15) Yes No
f. For convertible securities, also provide:
i. Mandatory convertible? Yes No
ii. Contingent convertible? Yes No
iii. Description of the reference instrument. (16)

Reference Instrument RecordName of issuerTitle of issueCurrency in which denominated

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency RecordConversion ratio per 1000 unitsISO Currency Code

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 22

Item C.1. Identification of investment.

a. Name of issuer (if any).
EV CASH RESERVES FUND LLC
b. LEI (if any) of issuer. (1)
N/A
c. Title of the issue or description of the investment.
EV CASH RESERVES FUND LLC
d. CUSIP (if any).
000000000
At least one of the following other identifiers:
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
931EZS906
Description of other unique identifier.
Internal Identifier

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
5170683.88000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
5170683.88000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.315265238774

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle)
b. Issuer type. (7)

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 23

Item C.1. Identification of investment.

a. Name of issuer (if any).
Eurex Deutschland
b. LEI (if any) of issuer. (1)
529900LN3S50JPU47S06
c. Title of the issue or description of the investment.
STOXX 600 INSU JUN21 XEUR 20210618
d. CUSIP (if any).
000000000
At least one of the following other identifiers:
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
ADI1T8XP1
Description of other unique identifier.
Internal Identifier

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
-3860.00000000
b. Units
Number of contracts
c. Description of other units.
d. Currency. (3)
Euro Member Countries
e. Value. (4)
1147730.50000000
f. Exchange rate.
0.83177400
g. Percentage value compared to net assets of the Fund.
0.069979046975

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Derivative-equity
b. Issuer type. (7)

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
GERMANY
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)
Future
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

Counterparty Info RecordName of counterpartyLEI (if any) of counterparty
#1Eurex Deutschland529900LN3S50JPU47S06

c. For futures and forwards (other than forward foreign currency contracts), provide:
i. Payoff profile, selected from among the following (long, short).
Short
ii. Description of reference instrument, as required by sub-Item C.11.c.iii.
2. The reference instrument is an index or custom basket. (26)
Index name.
STOXX 600 Insurance Index
Index identifier, if any.
JVM1 Index
Narrative description. (27)
iii. Expiration date.
2021-06-18
iv. Aggregate notional amount or contract value on trade date.
-58468652.39000000
ISO Currency Code.
Euro Member Countries
v. Unrealized appreciation or depreciation. (24)
1147730.50000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 24

Item C.1. Identification of investment.

a. Name of issuer (if any).
Gran Tierra Energy Inc
b. LEI (if any) of issuer. (1)
549300IH2S17MAIUCM32
c. Title of the issue or description of the investment.
Gran Tierra Energy Inc
d. CUSIP (if any).
38502JAA9
At least one of the following other identifiers:
- ISIN
US38502JAA97

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
2475000.00000000
b. Units
Principal amount
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
2098800.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.127967344068

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Debt
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

For debt securities, also provide:
a. Maturity date.
2027-05-23
b. Coupon.
i. Coupon category. (13)
Fixed
ii. Annualized rate.
7.75000000
c. Currently in default? Yes No
d. Are there any interest payments in arrears? (14) Yes No
e. Is any portion of the interest paid in kind? (15) Yes No
f. For convertible securities, also provide:
i. Mandatory convertible? Yes No
ii. Contingent convertible? Yes No
iii. Description of the reference instrument. (16)

Reference Instrument RecordName of issuerTitle of issueCurrency in which denominated

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency RecordConversion ratio per 1000 unitsISO Currency Code

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 25

Item C.1. Identification of investment.

a. Name of issuer (if any).
Unilever PLC
b. LEI (if any) of issuer. (1)
549300MKFYEKVRWML317
c. Title of the issue or description of the investment.
Unilever PLC
d. CUSIP (if any).
000000000
At least one of the following other identifiers:
- ISIN
GB00B10RZP78

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
177192.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United Kingdom Pound
e. Value. (4)
10379390.67000000
f. Exchange rate.
0.72408700
g. Percentage value compared to net assets of the Fund.
0.632848797926

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 26

Item C.1. Identification of investment.

a. Name of issuer (if any).
Rio Tinto Ltd
b. LEI (if any) of issuer. (1)
529900X2VMAQT2PE0V24
c. Title of the issue or description of the investment.
Rio Tinto Ltd
d. CUSIP (if any).
000000000
At least one of the following other identifiers:
- ISIN
AU000000RIO1

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
122046.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
Australia Dollar
e. Value. (4)
11343553.54000000
f. Exchange rate.
1.29811100
g. Percentage value compared to net assets of the Fund.
0.691635419673

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
AUSTRALIA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 27

Item C.1. Identification of investment.

a. Name of issuer (if any).
ALPHA HOLDING SA
b. LEI (if any) of issuer. (1)
549300R872G37EN6NT94
c. Title of the issue or description of the investment.
Alpha Holding SA de CV
d. CUSIP (if any).
02074AAB0
At least one of the following other identifiers:
- ISIN
US02074AAB08

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
3235000.00000000
b. Units
Principal amount
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
816837.50000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.049803947689

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Debt
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
MEXICO
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

For debt securities, also provide:
a. Maturity date.
2025-02-10
b. Coupon.
i. Coupon category. (13)
Fixed
ii. Annualized rate.
9.00000000
c. Currently in default? Yes No
d. Are there any interest payments in arrears? (14) Yes No
e. Is any portion of the interest paid in kind? (15) Yes No
f. For convertible securities, also provide:
i. Mandatory convertible? Yes No
ii. Contingent convertible? Yes No
iii. Description of the reference instrument. (16)

Reference Instrument RecordName of issuerTitle of issueCurrency in which denominated

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency RecordConversion ratio per 1000 unitsISO Currency Code

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 28

Item C.1. Identification of investment.

a. Name of issuer (if any).
Amadeus IT Group SA
b. LEI (if any) of issuer. (1)
9598004A3FTY3TEHHN09
c. Title of the issue or description of the investment.
Amadeus IT Group SA
d. CUSIP (if any).
000000000
At least one of the following other identifiers:
- ISIN
ES0109067019

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
193828.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
Euro Member Countries
e. Value. (4)
13199303.84000000
f. Exchange rate.
0.83177400
g. Percentage value compared to net assets of the Fund.
0.804783617284

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
SPAIN
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 29

Item C.1. Identification of investment.

a. Name of issuer (if any).
AMERICAN EQUITY INVESTME
b. LEI (if any) of issuer. (1)
549300RK5RZQ740FPL83
c. Title of the issue or description of the investment.
American Equity Investment Life Holding Co
d. CUSIP (if any).
025676602
At least one of the following other identifiers:
- ISIN
US0256766025

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
185406.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
5202492.36000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.317204654967

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-preferred
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 30

Item C.1. Identification of investment.

a. Name of issuer (if any).
LafargeHolcim Ltd
b. LEI (if any) of issuer. (1)
529900EHPFPYHV6IQO98
c. Title of the issue or description of the investment.
LafargeHolcim Ltd
d. CUSIP (if any).
000000000
At least one of the following other identifiers:
- ISIN
CH0012214059

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
112887.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
Switzerland Franc
e. Value. (4)
6965996.76000000
f. Exchange rate.
0.91325000
g. Percentage value compared to net assets of the Fund.
0.424728465869

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
SWITZERLAND
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 31

Item C.1. Identification of investment.

a. Name of issuer (if any).
FARM CREDIT BK OF TEXAS
b. LEI (if any) of issuer. (1)
V1EBJIOLRNYDHDF63Z33
c. Title of the issue or description of the investment.
Farm Credit Bank of Texas
d. CUSIP (if any).
30767E406
At least one of the following other identifiers:
- ISIN
US30767E4061

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
7600.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
836000.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.050972317343

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-preferred
b. Issuer type. (7)
U.S. government sponsored entity

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 32

Item C.1. Identification of investment.

a. Name of issuer (if any).
CRH PLC
b. LEI (if any) of issuer. (1)
549300MIDJNNTH068E74
c. Title of the issue or description of the investment.
CRH PLC
d. CUSIP (if any).
000000000
At least one of the following other identifiers:
- ISIN
IE0001827041

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
245240.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
Euro Member Countries
e. Value. (4)
11571454.16000000
f. Exchange rate.
0.83177400
g. Percentage value compared to net assets of the Fund.
0.705530901402

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
IRELAND
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 33

Item C.1. Identification of investment.

a. Name of issuer (if any).
EOG Resources Inc
b. LEI (if any) of issuer. (1)
XWTZDRYZPBUHIQBKDB46
c. Title of the issue or description of the investment.
EOG Resources Inc
d. CUSIP (if any).
26875P101
At least one of the following other identifiers:
- ISIN
US26875P1012

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
168544.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
12411580.16000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.756754787862

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 34

Item C.1. Identification of investment.

a. Name of issuer (if any).
Arch Capital Group Ltd
b. LEI (if any) of issuer. (1)
549300AYR4P8AFKDCE43
c. Title of the issue or description of the investment.
Arch Capital Group Ltd
d. CUSIP (if any).
000000000
At least one of the following other identifiers:
- ISIN
BMG0450A1053

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
291171.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
11562400.41000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.704978879132

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
BERMUDA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 35

Item C.1. Identification of investment.

a. Name of issuer (if any).
ENLINK MIDSTREAM PARTNER
b. LEI (if any) of issuer. (1)
88CPW63VL7KHJWS0NY83
c. Title of the issue or description of the investment.
EnLink Midstream Partners LP
d. CUSIP (if any).
29336UAH0
At least one of the following other identifiers:
- ISIN
US29336UAH05

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
9900000.00000000
b. Units
Principal amount
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
6880500.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.419515585507

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Debt
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

For debt securities, also provide:
a. Maturity date.
2022-12-15
b. Coupon.
i. Coupon category. (13)
Fixed
ii. Annualized rate.
6.00000000
c. Currently in default? Yes No
d. Are there any interest payments in arrears? (14) Yes No
e. Is any portion of the interest paid in kind? (15) Yes No
f. For convertible securities, also provide:
i. Mandatory convertible? Yes No
ii. Contingent convertible? Yes No
iii. Description of the reference instrument. (16)

Reference Instrument RecordName of issuerTitle of issueCurrency in which denominated

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency RecordConversion ratio per 1000 unitsISO Currency Code

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 36

Item C.1. Identification of investment.

a. Name of issuer (if any).
HSBC Holdings PLC
b. LEI (if any) of issuer. (1)
MLU0ZO3ML4LN2LL2TL39
c. Title of the issue or description of the investment.
HSBC Holdings PLC
d. CUSIP (if any).
404280BC2
At least one of the following other identifiers:
- ISIN
US404280BC26

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
4445000.00000000
b. Units
Principal amount
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
4454779.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.271615321632

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Debt
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

For debt securities, also provide:
a. Maturity date.
2021-06-01
b. Coupon.
i. Coupon category. (13)
Fixed
ii. Annualized rate.
6.87500000
c. Currently in default? Yes No
d. Are there any interest payments in arrears? (14) Yes No
e. Is any portion of the interest paid in kind? (15) Yes No
f. For convertible securities, also provide:
i. Mandatory convertible? Yes No
ii. Contingent convertible? Yes No
iii. Description of the reference instrument. (16)

Reference Instrument RecordName of issuerTitle of issueCurrency in which denominated

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency RecordConversion ratio per 1000 unitsISO Currency Code

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 37

Item C.1. Identification of investment.

a. Name of issuer (if any).
Micron Technology Inc
b. LEI (if any) of issuer. (1)
B3DXGBC8GAIYWI2Z0172
c. Title of the issue or description of the investment.
Micron Technology Inc
d. CUSIP (if any).
595112103
At least one of the following other identifiers:
- ISIN
US5951121038

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
194373.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
16729684.11000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
1.020036803249

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
i. If Yes, provide the value of the securities on loan.
12099290.25000000
Schedule of Portfolio Investments Record: 38

Item C.1. Identification of investment.

a. Name of issuer (if any).
NATWEST GROUP PLC
b. LEI (if any) of issuer. (1)
2138005O9XJIJN4JPN90
c. Title of the issue or description of the investment.
Natwest Group PLC
d. CUSIP (if any).
780097BQ3
At least one of the following other identifiers:
- ISIN
US780097BQ34

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
1642000.00000000
b. Units
Principal amount
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
1820485.40000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.110998037713

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Debt
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

For debt securities, also provide:
a. Maturity date.
2025-12-29
b. Coupon.
i. Coupon category. (13)
Fixed
ii. Annualized rate.
6.00000000
c. Currently in default? Yes No
d. Are there any interest payments in arrears? (14) Yes No
e. Is any portion of the interest paid in kind? (15) Yes No
f. For convertible securities, also provide:
i. Mandatory convertible? Yes No
ii. Contingent convertible? Yes No
iii. Description of the reference instrument. (16)

Reference Instrument RecordName of issuerTitle of issueCurrency in which denominated

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency RecordConversion ratio per 1000 unitsISO Currency Code

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 39

Item C.1. Identification of investment.

a. Name of issuer (if any).
Citigroup Inc
b. LEI (if any) of issuer. (1)
6SHGI4ZSSLCXXQSBB395
c. Title of the issue or description of the investment.
Citigroup Inc
d. CUSIP (if any).
172967424
At least one of the following other identifiers:
- ISIN
US1729674242

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
188643.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
13438927.32000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.819393861381

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 40

Item C.1. Identification of investment.

a. Name of issuer (if any).
Novo Nordisk A/S
b. LEI (if any) of issuer. (1)
549300DAQ1CVT6CXN342
c. Title of the issue or description of the investment.
Novo Nordisk A/S
d. CUSIP (if any).
000000000
At least one of the following other identifiers:
- ISIN
DK0060534915

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
206805.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
Denmark Krone
e. Value. (4)
15255476.39000000
f. Exchange rate.
6.18540000
g. Percentage value compared to net assets of the Fund.
0.930151894475

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
DENMARK
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 41

Item C.1. Identification of investment.

a. Name of issuer (if any).
WELLS FARGO & COMPANY
b. LEI (if any) of issuer. (1)
PBLD0EJDB5FWOLXP3B76
c. Title of the issue or description of the investment.
Wells Fargo & Co
d. CUSIP (if any).
94988U151
At least one of the following other identifiers:
- ISIN
US94988U1512

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
90021.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
2316240.33000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.141225044432

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-preferred
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 42

Item C.1. Identification of investment.

a. Name of issuer (if any).
Lloyds Banking Group PLC
b. LEI (if any) of issuer. (1)
549300PPXHEU2JF0AM85
c. Title of the issue or description of the investment.
Lloyds Banking Group PLC
d. CUSIP (if any).
539439AG4
At least one of the following other identifiers:
- ISIN
US539439AG42

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
6125000.00000000
b. Units
Principal amount
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
6934051.25000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.422780694728

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Debt
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

For debt securities, also provide:
a. Maturity date.
2024-06-27
b. Coupon.
i. Coupon category. (13)
Fixed
ii. Annualized rate.
7.50000000
c. Currently in default? Yes No
d. Are there any interest payments in arrears? (14) Yes No
e. Is any portion of the interest paid in kind? (15) Yes No
f. For convertible securities, also provide:
i. Mandatory convertible? Yes No
ii. Contingent convertible? Yes No
iii. Description of the reference instrument. (16)

Reference Instrument RecordName of issuerTitle of issueCurrency in which denominated

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency RecordConversion ratio per 1000 unitsISO Currency Code

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 43

Item C.1. Identification of investment.

a. Name of issuer (if any).
Aviva PLC
b. LEI (if any) of issuer. (1)
YF0Y5B0IB8SM0ZFG9G81
c. Title of the issue or description of the investment.
Aviva PLC
d. CUSIP (if any).
000000000
At least one of the following other identifiers:
- ISIN
GB0002162385

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
1504567.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United Kingdom Pound
e. Value. (4)
8318067.28000000
f. Exchange rate.
0.72408700
g. Percentage value compared to net assets of the Fund.
0.507166465410

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 44

Item C.1. Identification of investment.

a. Name of issuer (if any).
Iberdrola SA
b. LEI (if any) of issuer. (1)
5QK37QC7NWOJ8D7WVQ45
c. Title of the issue or description of the investment.
Iberdrola SA
d. CUSIP (if any).
000000000
At least one of the following other identifiers:
- ISIN
ES0144580Y14

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
890723.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
Euro Member Countries
e. Value. (4)
12037183.68000000
f. Exchange rate.
0.83177400
g. Percentage value compared to net assets of the Fund.
0.733927208687

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
SPAIN
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 45

Item C.1. Identification of investment.

a. Name of issuer (if any).
PostNL NV
b. LEI (if any) of issuer. (1)
724500Q41FHN0P1GPC53
c. Title of the issue or description of the investment.
PostNL NV
d. CUSIP (if any).
000000000
At least one of the following other identifiers:
- ISIN
NL0009739416

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
5094924.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
Euro Member Countries
e. Value. (4)
26612965.00000000
f. Exchange rate.
0.83177400
g. Percentage value compared to net assets of the Fund.
1.622636958659

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
NETHERLANDS
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 46

Item C.1. Identification of investment.

a. Name of issuer (if any).
AERCAP HOLDINGS NV
b. LEI (if any) of issuer. (1)
549300SZYINBBLJQU475
c. Title of the issue or description of the investment.
AerCap Holdings NV
d. CUSIP (if any).
00774YAA7
At least one of the following other identifiers:
- ISIN
US00774YAA73

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
3510000.00000000
b. Units
Principal amount
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
3669003.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.223705245515

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Debt
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
NETHERLANDS
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

For debt securities, also provide:
a. Maturity date.
2079-10-10
b. Coupon.
i. Coupon category. (13)
Fixed
ii. Annualized rate.
5.87500000
c. Currently in default? Yes No
d. Are there any interest payments in arrears? (14) Yes No
e. Is any portion of the interest paid in kind? (15) Yes No
f. For convertible securities, also provide:
i. Mandatory convertible? Yes No
ii. Contingent convertible? Yes No
iii. Description of the reference instrument. (16)

Reference Instrument RecordName of issuerTitle of issueCurrency in which denominated

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency RecordConversion ratio per 1000 unitsISO Currency Code

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 47

Item C.1. Identification of investment.

a. Name of issuer (if any).
CREDIT SUISSE GROUP AG
b. LEI (if any) of issuer. (1)
549300506SI9CRFV9Z86
c. Title of the issue or description of the investment.
Credit Suisse Group AG
d. CUSIP (if any).
225401AS7
At least one of the following other identifiers:
- ISIN
US225401AS71

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
2963000.00000000
b. Units
Principal amount
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
2837072.50000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.172981052389

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Debt
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
SWITZERLAND
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

For debt securities, also provide:
a. Maturity date.
2030-09-03
b. Coupon.
i. Coupon category. (13)
Fixed
ii. Annualized rate.
4.50000000
c. Currently in default? Yes No
d. Are there any interest payments in arrears? (14) Yes No
e. Is any portion of the interest paid in kind? (15) Yes No
f. For convertible securities, also provide:
i. Mandatory convertible? Yes No
ii. Contingent convertible? Yes No
iii. Description of the reference instrument. (16)

Reference Instrument RecordName of issuerTitle of issueCurrency in which denominated

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency RecordConversion ratio per 1000 unitsISO Currency Code

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 48

Item C.1. Identification of investment.

a. Name of issuer (if any).
Orange SA
b. LEI (if any) of issuer. (1)
969500MCOONR8990S771
c. Title of the issue or description of the investment.
Orange SA
d. CUSIP (if any).
000000000
At least one of the following other identifiers:
- ISIN
FR0000133308

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
815621.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
Euro Member Countries
e. Value. (4)
10157102.24000000
f. Exchange rate.
0.83177400
g. Percentage value compared to net assets of the Fund.
0.619295500802

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
FRANCE
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 49

Item C.1. Identification of investment.

a. Name of issuer (if any).
TEXAS CAPITAL BANCSHARES
b. LEI (if any) of issuer. (1)
549300466Q2SXRX0YM48
c. Title of the issue or description of the investment.
Texas Capital Bancshares Inc
d. CUSIP (if any).
882228307
At least one of the following other identifiers:
- ISIN
US8822283078

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
55577.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
1411655.80000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.086071013657

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-preferred
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 50

Item C.1. Identification of investment.

a. Name of issuer (if any).
Abengoa SA
b. LEI (if any) of issuer. (1)
8ZQH7RR6DBQZIX8PEQ84
c. Title of the issue or description of the investment.
Abengoa SA
d. CUSIP (if any).
000000000
At least one of the following other identifiers:
- ISIN
ES0105200002

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
3220895.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
Euro Member Countries
e. Value. (4)
0.00000000
f. Exchange rate.
0.83177400
g. Percentage value compared to net assets of the Fund.
0.000000

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
SPAIN
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 51

Item C.1. Identification of investment.

a. Name of issuer (if any).
CenterPoint Energy Inc
b. LEI (if any) of issuer. (1)
21TPXMRRHFKOBHDC8J74
c. Title of the issue or description of the investment.
CenterPoint Energy Inc
d. CUSIP (if any).
15189TAS6
At least one of the following other identifiers:
- ISIN
US15189TAS69

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
6450000.00000000
b. Units
Principal amount
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
6881343.75000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.419567030354

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Debt
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

For debt securities, also provide:
a. Maturity date.
2023-09-01
b. Coupon.
i. Coupon category. (13)
Fixed
ii. Annualized rate.
6.12500000
c. Currently in default? Yes No
d. Are there any interest payments in arrears? (14) Yes No
e. Is any portion of the interest paid in kind? (15) Yes No
f. For convertible securities, also provide:
i. Mandatory convertible? Yes No
ii. Contingent convertible? Yes No
iii. Description of the reference instrument. (16)

Reference Instrument RecordName of issuerTitle of issueCurrency in which denominated

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency RecordConversion ratio per 1000 unitsISO Currency Code

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 52

Item C.1. Identification of investment.

a. Name of issuer (if any).
BANCO MERCANTIL DE NORTE
b. LEI (if any) of issuer. (1)
549300QTVYRPFHS0J362
c. Title of the issue or description of the investment.
Banco Mercantil del Norte SA/Grand Cayman
d. CUSIP (if any).
05962GAJ8
At least one of the following other identifiers:
- ISIN
US05962GAJ85

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
1160000.00000000
b. Units
Principal amount
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
1288429.40000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.078557694081

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Debt
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
MEXICO
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

For debt securities, also provide:
a. Maturity date.
2028-01-10
b. Coupon.
i. Coupon category. (13)
Fixed
ii. Annualized rate.
7.62500000
c. Currently in default? Yes No
d. Are there any interest payments in arrears? (14) Yes No
e. Is any portion of the interest paid in kind? (15) Yes No
f. For convertible securities, also provide:
i. Mandatory convertible? Yes No
ii. Contingent convertible? Yes No
iii. Description of the reference instrument. (16)

Reference Instrument RecordName of issuerTitle of issueCurrency in which denominated

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency RecordConversion ratio per 1000 unitsISO Currency Code

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 53

Item C.1. Identification of investment.

a. Name of issuer (if any).
State Street Global Advisors
b. LEI (if any) of issuer. (1)
5493008BJIBKQ5KTIF74
c. Title of the issue or description of the investment.
State Street Navigator Securities Lending Government Money Market Portfolio
d. CUSIP (if any).
857492706
At least one of the following other identifiers:
- ISIN
US8574927062

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
307114573.25000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
307114573.25000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
18.72528886196

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle)
b. Issuer type. (7)
Registered fund

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
i. If Yes, provide the value of the investment representing cash collateral.
307114573.25000000
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 54

Item C.1. Identification of investment.

a. Name of issuer (if any).
Phillips 66
b. LEI (if any) of issuer. (1)
5493005JBO5YSIGK1814
c. Title of the issue or description of the investment.
Phillips 66
d. CUSIP (if any).
718546104
At least one of the following other identifiers:
- ISIN
US7185461040

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
98884.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
8000704.44000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.487816322595

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 55

Item C.1. Identification of investment.

a. Name of issuer (if any).
Fortum OYJ
b. LEI (if any) of issuer. (1)
635400IUIZZIUJSAMF76
c. Title of the issue or description of the investment.
Fortum OYJ
d. CUSIP (if any).
000000000
At least one of the following other identifiers:
- ISIN
FI0009007132

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
902477.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
Euro Member Countries
e. Value. (4)
23716007.61000000
f. Exchange rate.
0.83177400
g. Percentage value compared to net assets of the Fund.
1.446004624431

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
FINLAND
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 56

Item C.1. Identification of investment.

a. Name of issuer (if any).
Visa Inc
b. LEI (if any) of issuer. (1)
549300JZ4OKEHW3DPJ59
c. Title of the issue or description of the investment.
Visa Inc
d. CUSIP (if any).
92826C839
At least one of the following other identifiers:
- ISIN
US92826C8394

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
70985.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
16579256.60000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
1.010864986530

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
i. If Yes, provide the value of the securities on loan.
13850575.12000000
Schedule of Portfolio Investments Record: 57

Item C.1. Identification of investment.

a. Name of issuer (if any).
Ageas SA/NV
b. LEI (if any) of issuer. (1)
5493005DJBML6LY3RV36
c. Title of the issue or description of the investment.
Ageas SA/NV
d. CUSIP (if any).
000000000
At least one of the following other identifiers:
- ISIN
BE0974264930

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
168350.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
Euro Member Countries
e. Value. (4)
10181781.39000000
f. Exchange rate.
0.83177400
g. Percentage value compared to net assets of the Fund.
0.620800229827

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
BELGIUM
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 58

Item C.1. Identification of investment.

a. Name of issuer (if any).
Orkla ASA
b. LEI (if any) of issuer. (1)
549300PZS8G8RG6RVZ52
c. Title of the issue or description of the investment.
Orkla ASA
d. CUSIP (if any).
000000000
At least one of the following other identifiers:
- ISIN
NO0003733800

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
818030.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
Norway Krone
e. Value. (4)
8338276.10000000
f. Exchange rate.
8.32400000
g. Percentage value compared to net assets of the Fund.
0.508398630944

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
NORWAY
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 59

Item C.1. Identification of investment.

a. Name of issuer (if any).
Roche Holding AG
b. LEI (if any) of issuer. (1)
549300U41AUUVOAAOB37
c. Title of the issue or description of the investment.
Roche Holding AG
d. CUSIP (if any).
000000000
At least one of the following other identifiers:
- ISIN
CH0012032048

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
50258.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
Switzerland Franc
e. Value. (4)
16391927.50000000
f. Exchange rate.
0.91325000
g. Percentage value compared to net assets of the Fund.
0.999443218189

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
SWITZERLAND
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 60

Item C.1. Identification of investment.

a. Name of issuer (if any).
Zoetis Inc
b. LEI (if any) of issuer. (1)
549300HD9Q1LOC9KLJ48
c. Title of the issue or description of the investment.
Zoetis Inc
d. CUSIP (if any).
98978V103
At least one of the following other identifiers:
- ISIN
US98978V1035

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
75928.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
13137821.84000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.801034956979

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 61

Item C.1. Identification of investment.

a. Name of issuer (if any).
Telefonica Deutschland Holding AG
b. LEI (if any) of issuer. (1)
391200ECRPJ3SWQJUM30
c. Title of the issue or description of the investment.
Telefonica Deutschland Holding AG
d. CUSIP (if any).
000000000
At least one of the following other identifiers:
- ISIN
DE000A1J5RX9

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
10042527.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
Euro Member Countries
e. Value. (4)
29185294.97000000
f. Exchange rate.
0.83177400
g. Percentage value compared to net assets of the Fund.
1.779476216486

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
GERMANY
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 62

Item C.1. Identification of investment.

a. Name of issuer (if any).
TRUIST FINANCIAL CORP
b. LEI (if any) of issuer. (1)
549300DRQQI75D2JP341
c. Title of the issue or description of the investment.
Truist Financial Corp
d. CUSIP (if any).
89832QAE9
At least one of the following other identifiers:
- ISIN
US89832QAE98

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
1463000.00000000
b. Units
Principal amount
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
1612957.50000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.098344714775

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Debt
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

For debt securities, also provide:
a. Maturity date.
2025-09-01
b. Coupon.
i. Coupon category. (13)
Fixed
ii. Annualized rate.
4.95000000
c. Currently in default? Yes No
d. Are there any interest payments in arrears? (14) Yes No
e. Is any portion of the interest paid in kind? (15) Yes No
f. For convertible securities, also provide:
i. Mandatory convertible? Yes No
ii. Contingent convertible? Yes No
iii. Description of the reference instrument. (16)

Reference Instrument RecordName of issuerTitle of issueCurrency in which denominated

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency RecordConversion ratio per 1000 unitsISO Currency Code

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 63

Item C.1. Identification of investment.

a. Name of issuer (if any).
Boston Scientific Corp
b. LEI (if any) of issuer. (1)
Y6ZDD9FP4P8JSSJMW954
c. Title of the issue or description of the investment.
Boston Scientific Corp
d. CUSIP (if any).
101137107
At least one of the following other identifiers:
- ISIN
US1011371077

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
403287.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
17583313.20000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
1.072083995676

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
i. If Yes, provide the value of the securities on loan.
6390713.60000000
Schedule of Portfolio Investments Record: 64

Item C.1. Identification of investment.

a. Name of issuer (if any).
Anthem Inc
b. LEI (if any) of issuer. (1)
8MYN82XMYQH89CTMTH67
c. Title of the issue or description of the investment.
Anthem Inc
d. CUSIP (if any).
036752103
At least one of the following other identifiers:
- ISIN
US0367521038

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
29990.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
11377906.10000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.693729952675

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
i. If Yes, provide the value of the securities on loan.
11002310.00000000
Schedule of Portfolio Investments Record: 65

Item C.1. Identification of investment.

a. Name of issuer (if any).
GENERAL MOTORS FINL CO
b. LEI (if any) of issuer. (1)
5493008B6JBRUJ90QL97
c. Title of the issue or description of the investment.
General Motors Financial Co Inc
d. CUSIP (if any).
37045XDB9
At least one of the following other identifiers:
- ISIN
US37045XDB91

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
2048000.00000000
b. Units
Principal amount
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
2293760.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.139854381136

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Debt
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

For debt securities, also provide:
a. Maturity date.
2030-09-30
b. Coupon.
i. Coupon category. (13)
Fixed
ii. Annualized rate.
5.70000000
c. Currently in default? Yes No
d. Are there any interest payments in arrears? (14) Yes No
e. Is any portion of the interest paid in kind? (15) Yes No
f. For convertible securities, also provide:
i. Mandatory convertible? Yes No
ii. Contingent convertible? Yes No
iii. Description of the reference instrument. (16)

Reference Instrument RecordName of issuerTitle of issueCurrency in which denominated

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency RecordConversion ratio per 1000 unitsISO Currency Code

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 66

Item C.1. Identification of investment.

a. Name of issuer (if any).
QBE INSURANCE GROUP LTD
b. LEI (if any) of issuer. (1)
549300D2FBW76FPUSG65
c. Title of the issue or description of the investment.
QBE Insurance Group Ltd
d. CUSIP (if any).
74728GAE0
At least one of the following other identifiers:
- ISIN
US74728GAE08

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
3702000.00000000
b. Units
Principal amount
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
4021297.50000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.245185230028

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Debt
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
AUSTRALIA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

For debt securities, also provide:
a. Maturity date.
2025-05-12
b. Coupon.
i. Coupon category. (13)
Fixed
ii. Annualized rate.
5.87500000
c. Currently in default? Yes No
d. Are there any interest payments in arrears? (14) Yes No
e. Is any portion of the interest paid in kind? (15) Yes No
f. For convertible securities, also provide:
i. Mandatory convertible? Yes No
ii. Contingent convertible? Yes No
iii. Description of the reference instrument. (16)

Reference Instrument RecordName of issuerTitle of issueCurrency in which denominated

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency RecordConversion ratio per 1000 unitsISO Currency Code

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 67

Item C.1. Identification of investment.

a. Name of issuer (if any).
BROOKFIELD BRP HOLDINGS
b. LEI (if any) of issuer. (1)
549300NSPD7QJ50GZW26
c. Title of the issue or description of the investment.
Brookfield BRP Holdings Canada Inc
d. CUSIP (if any).
11259P109
At least one of the following other identifiers:
- ISIN
US11259P1093

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
178000.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
4378800.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.266982755005

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-preferred
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
CANADA (FEDERAL LEVEL)
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 68

Item C.1. Identification of investment.

a. Name of issuer (if any).
Lowe's Cos Inc
b. LEI (if any) of issuer. (1)
WAFCR4OKGSC504WU3E95
c. Title of the issue or description of the investment.
Lowe's Cos Inc
d. CUSIP (if any).
548661107
At least one of the following other identifiers:
- ISIN
US5486611073

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
48618.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
9541282.50000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.581747941933

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 69

Item C.1. Identification of investment.

a. Name of issuer (if any).
RELX PLC
b. LEI (if any) of issuer. (1)
549300WSX3VBUFFJOO66
c. Title of the issue or description of the investment.
RELX PLC
d. CUSIP (if any).
000000000
At least one of the following other identifiers:
- ISIN
GB00B2B0DG97

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
659841.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United Kingdom Pound
e. Value. (4)
17119875.26000000
f. Exchange rate.
0.72408700
g. Percentage value compared to net assets of the Fund.
1.043827409854

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 70

Item C.1. Identification of investment.

a. Name of issuer (if any).
Citigroup Inc
b. LEI (if any) of issuer. (1)
6SHGI4ZSSLCXXQSBB395
c. Title of the issue or description of the investment.
Citigroup Inc
d. CUSIP (if any).
172967GD7
At least one of the following other identifiers:
- ISIN
US172967GD72

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
2100000.00000000
b. Units
Principal amount
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
2222062.50000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.135482864722

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Debt
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

For debt securities, also provide:
a. Maturity date.
2023-01-30
b. Coupon.
i. Coupon category. (13)
Fixed
ii. Annualized rate.
5.95000000
c. Currently in default? Yes No
d. Are there any interest payments in arrears? (14) Yes No
e. Is any portion of the interest paid in kind? (15) Yes No
f. For convertible securities, also provide:
i. Mandatory convertible? Yes No
ii. Contingent convertible? Yes No
iii. Description of the reference instrument. (16)

Reference Instrument RecordName of issuerTitle of issueCurrency in which denominated

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency RecordConversion ratio per 1000 unitsISO Currency Code

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 71

Item C.1. Identification of investment.

a. Name of issuer (if any).
UNIFIN FINANCIERA SA DE
b. LEI (if any) of issuer. (1)
5493007GRMPGDJG93Z17
c. Title of the issue or description of the investment.
Unifin Financiera SAB de CV
d. CUSIP (if any).
90470TAD0
At least one of the following other identifiers:
- ISIN
US90470TAD00

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
1325000.00000000
b. Units
Principal amount
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
1252125.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.076344154131

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Debt
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
MEXICO
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

For debt securities, also provide:
a. Maturity date.
2026-02-12
b. Coupon.
i. Coupon category. (13)
Fixed
ii. Annualized rate.
7.37500000
c. Currently in default? Yes No
d. Are there any interest payments in arrears? (14) Yes No
e. Is any portion of the interest paid in kind? (15) Yes No
f. For convertible securities, also provide:
i. Mandatory convertible? Yes No
ii. Contingent convertible? Yes No
iii. Description of the reference instrument. (16)

Reference Instrument RecordName of issuerTitle of issueCurrency in which denominated

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency RecordConversion ratio per 1000 unitsISO Currency Code

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 72

Item C.1. Identification of investment.

a. Name of issuer (if any).
CDW Corp/DE
b. LEI (if any) of issuer. (1)
9845001B052ABF0B6755
c. Title of the issue or description of the investment.
CDW Corp/DE
d. CUSIP (if any).
12514G108
At least one of the following other identifiers:
- ISIN
US12514G1085

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
85640.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
15272181.20000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.931170414662

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 73

Item C.1. Identification of investment.

a. Name of issuer (if any).
SGS SA
b. LEI (if any) of issuer. (1)
2138007JNS19JHNA2336
c. Title of the issue or description of the investment.
SGS SA
d. CUSIP (if any).
000000000
At least one of the following other identifiers:
- ISIN
CH0002497458

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
1374.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
Switzerland Franc
e. Value. (4)
4065530.52000000
f. Exchange rate.
0.91325000
g. Percentage value compared to net assets of the Fund.
0.247882191191

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
SWITZERLAND
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 74

Item C.1. Identification of investment.

a. Name of issuer (if any).
Microsoft Corp
b. LEI (if any) of issuer. (1)
INR2EJN1ERAN0W5ZP974
c. Title of the issue or description of the investment.
Microsoft Corp
d. CUSIP (if any).
594918104
At least one of the following other identifiers:
- ISIN
US5949181045

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
176121.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
44414193.78000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
2.708007631486

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
i. If Yes, provide the value of the securities on loan.
28990360.62000000
Schedule of Portfolio Investments Record: 75

Item C.1. Identification of investment.

a. Name of issuer (if any).
ENERGY TRANSFER LP
b. LEI (if any) of issuer. (1)
MTLVN9N7JE8MIBIJ1H73
c. Title of the issue or description of the investment.
Energy Transfer LP
d. CUSIP (if any).
29273VAJ9
At least one of the following other identifiers:
- ISIN
US29273VAJ98

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
3543000.00000000
b. Units
Principal amount
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
3348135.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.204141387236

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Debt
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

For debt securities, also provide:
a. Maturity date.
2028-02-15
b. Coupon.
i. Coupon category. (13)
Fixed
ii. Annualized rate.
6.62500000
c. Currently in default? Yes No
d. Are there any interest payments in arrears? (14) Yes No
e. Is any portion of the interest paid in kind? (15) Yes No
f. For convertible securities, also provide:
i. Mandatory convertible? Yes No
ii. Contingent convertible? Yes No
iii. Description of the reference instrument. (16)

Reference Instrument RecordName of issuerTitle of issueCurrency in which denominated

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency RecordConversion ratio per 1000 unitsISO Currency Code

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 76

Item C.1. Identification of investment.

a. Name of issuer (if any).
American Tower Corp
b. LEI (if any) of issuer. (1)
5493006ORUSIL88JOE18
c. Title of the issue or description of the investment.
American Tower Corp
d. CUSIP (if any).
03027X100
At least one of the following other identifiers:
- ISIN
US03027X1000

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
29382.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
7485652.14000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.456412722972

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 77

Item C.1. Identification of investment.

a. Name of issuer (if any).
HDFC Bank Ltd
b. LEI (if any) of issuer. (1)
335800ZQ6I4E2JXENC50
c. Title of the issue or description of the investment.
HDFC Bank Ltd
d. CUSIP (if any).
000000000
At least one of the following other identifiers:
- ISIN
INE040A01034

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
419997.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
India Rupee
e. Value. (4)
7983320.76000000
f. Exchange rate.
74.07250000
g. Percentage value compared to net assets of the Fund.
0.486756410569

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
INDIA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 78

Item C.1. Identification of investment.

a. Name of issuer (if any).
ICA Gruppen AB
b. LEI (if any) of issuer. (1)
549300ZEFN8VKPK9I111
c. Title of the issue or description of the investment.
ICA Gruppen AB
d. CUSIP (if any).
000000000
At least one of the following other identifiers:
- ISIN
SE0000652216

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
246268.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
Sweden Krona
e. Value. (4)
11351236.85000000
f. Exchange rate.
8.46555000
g. Percentage value compared to net assets of the Fund.
0.692103883926

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
SWEDEN
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 79

Item C.1. Identification of investment.

a. Name of issuer (if any).
Orion Oyj
b. LEI (if any) of issuer. (1)
74370029VAHCXDR7B745
c. Title of the issue or description of the investment.
Orion Oyj
d. CUSIP (if any).
000000000
At least one of the following other identifiers:
- ISIN
FI0009014377

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
211007.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
Euro Member Countries
e. Value. (4)
9340298.40000000
f. Exchange rate.
0.83177400
g. Percentage value compared to net assets of the Fund.
0.569493605419

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
FINLAND
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 80

Item C.1. Identification of investment.

a. Name of issuer (if any).
Chevron Corp
b. LEI (if any) of issuer. (1)
N/A
c. Title of the issue or description of the investment.
Chevron Corp
d. CUSIP (if any).
166764100
At least one of the following other identifiers:
- ISIN
US1667641005

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
88030.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
9073252.10000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.553211346149

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
i. If Yes, provide the value of the securities on loan.
8982447.43000000
Schedule of Portfolio Investments Record: 81

Item C.1. Identification of investment.

a. Name of issuer (if any).
REGIONS FINANCIAL CORP
b. LEI (if any) of issuer. (1)
CW05CS5KW59QTC0DG824
c. Title of the issue or description of the investment.
Regions Financial Corp
d. CUSIP (if any).
7591EPAR1
At least one of the following other identifiers:
- ISIN
US7591EPAR12

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
1500000.00000000
b. Units
Principal amount
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
1676250.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.102203764291

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Debt
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

For debt securities, also provide:
a. Maturity date.
2025-06-15
b. Coupon.
i. Coupon category. (13)
Fixed
ii. Annualized rate.
5.75000000
c. Currently in default? Yes No
d. Are there any interest payments in arrears? (14) Yes No
e. Is any portion of the interest paid in kind? (15) Yes No
f. For convertible securities, also provide:
i. Mandatory convertible? Yes No
ii. Contingent convertible? Yes No
iii. Description of the reference instrument. (16)

Reference Instrument RecordName of issuerTitle of issueCurrency in which denominated

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency RecordConversion ratio per 1000 unitsISO Currency Code

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 82

Item C.1. Identification of investment.

a. Name of issuer (if any).
SVB FINANCIAL GROUP
b. LEI (if any) of issuer. (1)
549300D2KJ20JMXE7542
c. Title of the issue or description of the investment.
SVB Financial Group
d. CUSIP (if any).
78486QAG6
At least one of the following other identifiers:
- ISIN
US78486QAG64

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
1461000.00000000
b. Units
Principal amount
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
1472870.63000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.089803384161

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Debt
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

For debt securities, also provide:
a. Maturity date.
2031-02-15
b. Coupon.
i. Coupon category. (13)
Fixed
ii. Annualized rate.
4.10000000
c. Currently in default? Yes No
d. Are there any interest payments in arrears? (14) Yes No
e. Is any portion of the interest paid in kind? (15) Yes No
f. For convertible securities, also provide:
i. Mandatory convertible? Yes No
ii. Contingent convertible? Yes No
iii. Description of the reference instrument. (16)

Reference Instrument RecordName of issuerTitle of issueCurrency in which denominated

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency RecordConversion ratio per 1000 unitsISO Currency Code

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 83

Item C.1. Identification of investment.

a. Name of issuer (if any).
SITE Centers Corp
b. LEI (if any) of issuer. (1)
W2AVA6SODOQ1LCYJQR54
c. Title of the issue or description of the investment.
SITE Centers Corp
d. CUSIP (if any).
82981J877
At least one of the following other identifiers:
- ISIN
US82981J8779

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
139400.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
3688524.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.224895473514

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-preferred
b. Issuer type. (7)

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 84

Item C.1. Identification of investment.

a. Name of issuer (if any).
AXA SA
b. LEI (if any) of issuer. (1)
F5WCUMTUM4RKZ1MAIE39
c. Title of the issue or description of the investment.
AXA SA
d. CUSIP (if any).
000000000
At least one of the following other identifiers:
- ISIN
FR0000120628

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
384600.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
Euro Member Countries
e. Value. (4)
10863035.96000000
f. Exchange rate.
0.83177400
g. Percentage value compared to net assets of the Fund.
0.662337459653

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
FRANCE
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 85

Item C.1. Identification of investment.

a. Name of issuer (if any).
Elisa OYJ
b. LEI (if any) of issuer. (1)
743700TU2S3DXWGU7H32
c. Title of the issue or description of the investment.
Elisa OYJ
d. CUSIP (if any).
000000000
At least one of the following other identifiers:
- ISIN
FI0009007884

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
127528.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
Euro Member Countries
e. Value. (4)
7229225.01000000
f. Exchange rate.
0.83177400
g. Percentage value compared to net assets of the Fund.
0.440777932248

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
FINLAND
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 86

Item C.1. Identification of investment.

a. Name of issuer (if any).
Alphabet Inc
b. LEI (if any) of issuer. (1)
5493006MHB84DD0ZWV18
c. Title of the issue or description of the investment.
Alphabet Inc
d. CUSIP (if any).
02079K107
At least one of the following other identifiers:
- ISIN
US02079K1079

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
23361.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
56302813.32000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
3.432876636237

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
i. If Yes, provide the value of the securities on loan.
54606088.84000000
Schedule of Portfolio Investments Record: 87

Item C.1. Identification of investment.

a. Name of issuer (if any).
DCP Midstream LP
b. LEI (if any) of issuer. (1)
52990024YYS3MLGW0E91
c. Title of the issue or description of the investment.
DCP Midstream LP
d. CUSIP (if any).
23311PAA8
At least one of the following other identifiers:
- ISIN
US23311PAA84

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
6375000.00000000
b. Units
Principal amount
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
5849062.50000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.356627117121

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Debt
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

For debt securities, also provide:
a. Maturity date.
2022-12-15
b. Coupon.
i. Coupon category. (13)
Fixed
ii. Annualized rate.
7.37500000
c. Currently in default? Yes No
d. Are there any interest payments in arrears? (14) Yes No
e. Is any portion of the interest paid in kind? (15) Yes No
f. For convertible securities, also provide:
i. Mandatory convertible? Yes No
ii. Contingent convertible? Yes No
iii. Description of the reference instrument. (16)

Reference Instrument RecordName of issuerTitle of issueCurrency in which denominated

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency RecordConversion ratio per 1000 unitsISO Currency Code

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 88

Item C.1. Identification of investment.

a. Name of issuer (if any).
NuStar Energy LP
b. LEI (if any) of issuer. (1)
5493003BMLTUIEG2LG44
c. Title of the issue or description of the investment.
NuStar Energy LP
d. CUSIP (if any).
67058H300
At least one of the following other identifiers:
- ISIN
US67058H3003

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
403475.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
8392280.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.511691338992

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-preferred
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 89

Item C.1. Identification of investment.

a. Name of issuer (if any).
adidas AG
b. LEI (if any) of issuer. (1)
549300JSX0Z4CW0V5023
c. Title of the issue or description of the investment.
adidas AG
d. CUSIP (if any).
000000000
At least one of the following other identifiers:
- ISIN
DE000A1EWWW0

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
62726.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
Euro Member Countries
e. Value. (4)
19373603.59000000
f. Exchange rate.
0.83177400
g. Percentage value compared to net assets of the Fund.
1.181240993160

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
GERMANY
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 90

Item C.1. Identification of investment.

a. Name of issuer (if any).
Walt Disney Co/The
b. LEI (if any) of issuer. (1)
549300GZKULIZ0WOW665
c. Title of the issue or description of the investment.
Walt Disney Co/The
d. CUSIP (if any).
254687106
At least one of the following other identifiers:
- ISIN
US2546871060

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
101626.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
18904468.52000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
1.152637043800

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
i. If Yes, provide the value of the securities on loan.
18602000.00000000
Schedule of Portfolio Investments Record: 91

Item C.1. Identification of investment.

a. Name of issuer (if any).
Compass Group PLC
b. LEI (if any) of issuer. (1)
2138008M6MH9OZ6U2T68
c. Title of the issue or description of the investment.
Compass Group PLC
d. CUSIP (if any).
000000000
At least one of the following other identifiers:
- ISIN
GB00BD6K4575

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
442449.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United Kingdom Pound
e. Value. (4)
9625154.95000000
f. Exchange rate.
0.72408700
g. Percentage value compared to net assets of the Fund.
0.586861785400

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 92

Item C.1. Identification of investment.

a. Name of issuer (if any).
Coca-Cola Co/The
b. LEI (if any) of issuer. (1)
UWJKFUJFZ02DKWI3RY53
c. Title of the issue or description of the investment.
Coca-Cola Co/The
d. CUSIP (if any).
191216100
At least one of the following other identifiers:
- ISIN
US1912161007

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
368330.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
19882453.40000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
1.212266416600

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
i. If Yes, provide the value of the securities on loan.
15853386.20000000
Schedule of Portfolio Investments Record: 93

Item C.1. Identification of investment.

a. Name of issuer (if any).
Azimut Holding SpA
b. LEI (if any) of issuer. (1)
81560025690EF8540635
c. Title of the issue or description of the investment.
Azimut Holding SpA
d. CUSIP (if any).
000000000
At least one of the following other identifiers:
- ISIN
IT0003261697

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
1061782.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
Euro Member Countries
e. Value. (4)
25403629.71000000
f. Exchange rate.
0.83177400
g. Percentage value compared to net assets of the Fund.
1.548901764667

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
ITALY
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 94

Item C.1. Identification of investment.

a. Name of issuer (if any).
Credit Suisse Group AG
b. LEI (if any) of issuer. (1)
549300506SI9CRFV9Z86
c. Title of the issue or description of the investment.
Credit Suisse Group AG
d. CUSIP (if any).
225401AJ7
At least one of the following other identifiers:
- ISIN
US225401AJ72

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
5917000.00000000
b. Units
Principal amount
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
6344799.10000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.386853006229

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Debt
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
SWITZERLAND
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

For debt securities, also provide:
a. Maturity date.
2023-07-17
b. Coupon.
i. Coupon category. (13)
Fixed
ii. Annualized rate.
7.50000000
c. Currently in default? Yes No
d. Are there any interest payments in arrears? (14) Yes No
e. Is any portion of the interest paid in kind? (15) Yes No
f. For convertible securities, also provide:
i. Mandatory convertible? Yes No
ii. Contingent convertible? Yes No
iii. Description of the reference instrument. (16)

Reference Instrument RecordName of issuerTitle of issueCurrency in which denominated

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency RecordConversion ratio per 1000 unitsISO Currency Code

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 95

Item C.1. Identification of investment.

a. Name of issuer (if any).
Stanley Black & Decker Inc
b. LEI (if any) of issuer. (1)
549300DJ09SMTO561131
c. Title of the issue or description of the investment.
Stanley Black & Decker Inc
d. CUSIP (if any).
854502101
At least one of the following other identifiers:
- ISIN
US8545021011

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
52559.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
10867624.43000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.662617226338

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 96

Item C.1. Identification of investment.

a. Name of issuer (if any).
Kingspan Group PLC
b. LEI (if any) of issuer. (1)
635400HM7V74SUB9OG75
c. Title of the issue or description of the investment.
Kingspan Group PLC
d. CUSIP (if any).
000000000
At least one of the following other identifiers:
- ISIN
IE0004927939

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
89387.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
Euro Member Countries
e. Value. (4)
7950529.24000000
f. Exchange rate.
0.83177400
g. Percentage value compared to net assets of the Fund.
0.484757056785

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
IRELAND
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 97

Item C.1. Identification of investment.

a. Name of issuer (if any).
Nestle SA
b. LEI (if any) of issuer. (1)
KY37LUS27QQX7BB93L28
c. Title of the issue or description of the investment.
Nestle SA
d. CUSIP (if any).
000000000
At least one of the following other identifiers:
- ISIN
CH0038863350

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
187610.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
Switzerland Franc
e. Value. (4)
22387631.03000000
f. Exchange rate.
0.91325000
g. Percentage value compared to net assets of the Fund.
1.365011284015

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
SWITZERLAND
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 98

Item C.1. Identification of investment.

a. Name of issuer (if any).
CMS Energy Corp
b. LEI (if any) of issuer. (1)
549300IA9XFBAGNIBW29
c. Title of the issue or description of the investment.
CMS Energy Corp
d. CUSIP (if any).
125896100
At least one of the following other identifiers:
- ISIN
US1258961002

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
79517.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
5120099.63000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.312181032502

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 99

Item C.1. Identification of investment.

a. Name of issuer (if any).
DAIRY FARMERS OF AMERICA
b. LEI (if any) of issuer. (1)
1LTUIZEFFT7MUIERI838
c. Title of the issue or description of the investment.
Dairy Farmers of America Inc
d. CUSIP (if any).
23385H208
At least one of the following other identifiers:
- ISIN
US23385H2085

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
64930.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
6525465.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.397868508128

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-preferred
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 100

Item C.1. Identification of investment.

a. Name of issuer (if any).
Keyence Corp
b. LEI (if any) of issuer. (1)
529900M7PQBS7A89DZ11
c. Title of the issue or description of the investment.
Keyence Corp
d. CUSIP (if any).
000000000
At least one of the following other identifiers:
- ISIN
JP3236200006

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
16601.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
Japan Yen
e. Value. (4)
7969354.79000000
f. Exchange rate.
109.29000000
g. Percentage value compared to net assets of the Fund.
0.485904882034

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
JAPAN
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 101

Item C.1. Identification of investment.

a. Name of issuer (if any).
Dominion Energy Inc
b. LEI (if any) of issuer. (1)
ILUL7B6Z54MRYCF6H308
c. Title of the issue or description of the investment.
Dominion Energy Inc
d. CUSIP (if any).
25746UBY4
At least one of the following other identifiers:
- ISIN
US25746UBY47

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
873000.00000000
b. Units
Principal amount
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
960854.97000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.058584933555

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Debt
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

For debt securities, also provide:
a. Maturity date.
2054-10-01
b. Coupon.
i. Coupon category. (13)
Fixed
ii. Annualized rate.
5.75000000
c. Currently in default? Yes No
d. Are there any interest payments in arrears? (14) Yes No
e. Is any portion of the interest paid in kind? (15) Yes No
f. For convertible securities, also provide:
i. Mandatory convertible? Yes No
ii. Contingent convertible? Yes No
iii. Description of the reference instrument. (16)

Reference Instrument RecordName of issuerTitle of issueCurrency in which denominated

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency RecordConversion ratio per 1000 unitsISO Currency Code

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 102

Item C.1. Identification of investment.

a. Name of issuer (if any).
A2A SpA
b. LEI (if any) of issuer. (1)
81560076E3944316DB24
c. Title of the issue or description of the investment.
A2A SpA
d. CUSIP (if any).
000000000
At least one of the following other identifiers:
- ISIN
IT0001233417

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
12569563.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
Euro Member Countries
e. Value. (4)
24585703.39000000
f. Exchange rate.
0.83177400
g. Percentage value compared to net assets of the Fund.
1.499031429802

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
ITALY
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 103

Item C.1. Identification of investment.

a. Name of issuer (if any).
OCEAN SPRAY CRANBERRIES
b. LEI (if any) of issuer. (1)
F58I6BK23LKYT8F1SB71
c. Title of the issue or description of the investment.
Ocean Spray Cranberries Inc
d. CUSIP (if any).
675022404
At least one of the following other identifiers:
- ISIN
US6750224049

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
18430.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
1716293.75000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.104645298660

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-preferred
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 104

Item C.1. Identification of investment.

a. Name of issuer (if any).
LAND O'LAKES INC
b. LEI (if any) of issuer. (1)
4ONCJWH5BBCYSJIJYX61
c. Title of the issue or description of the investment.
Land O' Lakes Inc
d. CUSIP (if any).
514666AK2
At least one of the following other identifiers:
- ISIN
US514666AK27

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
8391000.00000000
b. Units
Principal amount
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
8936415.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.544868159444

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Debt
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

For debt securities, also provide:
a. Maturity date.
2025-07-16
b. Coupon.
i. Coupon category. (13)
Fixed
ii. Annualized rate.
8.00000000
c. Currently in default? Yes No
d. Are there any interest payments in arrears? (14) Yes No
e. Is any portion of the interest paid in kind? (15) Yes No
f. For convertible securities, also provide:
i. Mandatory convertible? Yes No
ii. Contingent convertible? Yes No
iii. Description of the reference instrument. (16)

Reference Instrument RecordName of issuerTitle of issueCurrency in which denominated

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency RecordConversion ratio per 1000 unitsISO Currency Code

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 105

Item C.1. Identification of investment.

a. Name of issuer (if any).
BNP PARIBAS
b. LEI (if any) of issuer. (1)
R0MUWSFPU8MPRO8K5P83
c. Title of the issue or description of the investment.
BNP Paribas SA
d. CUSIP (if any).
05565ASK0
At least one of the following other identifiers:
- ISIN
US05565ASK06

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
4110000.00000000
b. Units
Principal amount
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
4181925.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.254978957186

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Debt
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
FRANCE
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

For debt securities, also provide:
a. Maturity date.
2031-02-25
b. Coupon.
i. Coupon category. (13)
Fixed
ii. Annualized rate.
4.62500000
c. Currently in default? Yes No
d. Are there any interest payments in arrears? (14) Yes No
e. Is any portion of the interest paid in kind? (15) Yes No
f. For convertible securities, also provide:
i. Mandatory convertible? Yes No
ii. Contingent convertible? Yes No
iii. Description of the reference instrument. (16)

Reference Instrument RecordName of issuerTitle of issueCurrency in which denominated

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency RecordConversion ratio per 1000 unitsISO Currency Code

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 106

Item C.1. Identification of investment.

a. Name of issuer (if any).
Sandvik AB
b. LEI (if any) of issuer. (1)
5299008ZUAXN43LVZF54
c. Title of the issue or description of the investment.
Sandvik AB
d. CUSIP (if any).
000000000
At least one of the following other identifiers:
- ISIN
SE0000667891

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
379252.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
Sweden Krona
e. Value. (4)
9378691.25000000
f. Exchange rate.
8.46555000
g. Percentage value compared to net assets of the Fund.
0.571834481655

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
SWEDEN
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 107

Item C.1. Identification of investment.

a. Name of issuer (if any).
Murata Manufacturing Co Ltd
b. LEI (if any) of issuer. (1)
529900QZG6DL8ZRI7140
c. Title of the issue or description of the investment.
Murata Manufacturing Co Ltd
d. CUSIP (if any).
000000000
At least one of the following other identifiers:
- ISIN
JP3914400001

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
80530.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
Japan Yen
e. Value. (4)
6402729.93000000
f. Exchange rate.
109.29000000
g. Percentage value compared to net assets of the Fund.
0.390385145763

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
JAPAN
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 108

Item C.1. Identification of investment.

a. Name of issuer (if any).
Assa Abloy AB
b. LEI (if any) of issuer. (1)
549300YECS8HKCIMMB67
c. Title of the issue or description of the investment.
Assa Abloy AB
d. CUSIP (if any).
000000000
At least one of the following other identifiers:
- ISIN
SE0007100581

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
279809.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
Sweden Krona
e. Value. (4)
7977235.42000000
f. Exchange rate.
8.46555000
g. Percentage value compared to net assets of the Fund.
0.486385377218

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
SWEDEN
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 109

Item C.1. Identification of investment.

a. Name of issuer (if any).
London Stock Exchange Group PLC
b. LEI (if any) of issuer. (1)
213800QAUUUP6I445N30
c. Title of the issue or description of the investment.
London Stock Exchange Group PLC
d. CUSIP (if any).
000000000
At least one of the following other identifiers:
- ISIN
GB00B0SWJX34

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
63579.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United Kingdom Pound
e. Value. (4)
6495753.96000000
f. Exchange rate.
0.72408700
g. Percentage value compared to net assets of the Fund.
0.396056976359

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 110

Item C.1. Identification of investment.

a. Name of issuer (if any).
TJX Cos Inc/The
b. LEI (if any) of issuer. (1)
V167QI9I69W364E2DY52
c. Title of the issue or description of the investment.
TJX Cos Inc/The
d. CUSIP (if any).
872540109
At least one of the following other identifiers:
- ISIN
US8725401090

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
223707.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
15883197.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.968425069279

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
i. If Yes, provide the value of the securities on loan.
4643400.00000000
Schedule of Portfolio Investments Record: 111

Item C.1. Identification of investment.

a. Name of issuer (if any).
Engie SA
b. LEI (if any) of issuer. (1)
LAXUQCHT4FH58LRZDY46
c. Title of the issue or description of the investment.
Engie SA
d. CUSIP (if any).
000000000
At least one of the following other identifiers:
- ISIN
FR0010208488

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
683230.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
Euro Member Countries
e. Value. (4)
10177014.18000000
f. Exchange rate.
0.83177400
g. Percentage value compared to net assets of the Fund.
0.620509565065

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
FRANCE
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 112

Item C.1. Identification of investment.

a. Name of issuer (if any).
Berkshire Hathaway Inc
b. LEI (if any) of issuer. (1)
5493000C01ZX7D35SD85
c. Title of the issue or description of the investment.
Berkshire Hathaway Inc
d. CUSIP (if any).
084670702
At least one of the following other identifiers:
- ISIN
US0846707026

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
64148.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
17637492.60000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
1.075387404253

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 113

Item C.1. Identification of investment.

a. Name of issuer (if any).
SOUTHERN CO
b. LEI (if any) of issuer. (1)
549300FC3G3YU2FBZD92
c. Title of the issue or description of the investment.
Southern Co/The
d. CUSIP (if any).
842587800
At least one of the following other identifiers:
- ISIN
US8425878001

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
142000.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
3771520.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.229955878359

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-preferred
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 114

Item C.1. Identification of investment.

a. Name of issuer (if any).
HUNTINGTON BANCSHARES
b. LEI (if any) of issuer. (1)
549300XTVCVV9I7B5T19
c. Title of the issue or description of the investment.
Huntington Bancshares Inc/OH
d. CUSIP (if any).
446150AT1
At least one of the following other identifiers:
- ISIN
US446150AT18

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
2926000.00000000
b. Units
Principal amount
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
3416836.50000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.208330232523

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Debt
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

For debt securities, also provide:
a. Maturity date.
2030-07-15
b. Coupon.
i. Coupon category. (13)
Fixed
ii. Annualized rate.
5.62500000
c. Currently in default? Yes No
d. Are there any interest payments in arrears? (14) Yes No
e. Is any portion of the interest paid in kind? (15) Yes No
f. For convertible securities, also provide:
i. Mandatory convertible? Yes No
ii. Contingent convertible? Yes No
iii. Description of the reference instrument. (16)

Reference Instrument RecordName of issuerTitle of issueCurrency in which denominated

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency RecordConversion ratio per 1000 unitsISO Currency Code

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 115

Item C.1. Identification of investment.

a. Name of issuer (if any).
Recruit Holdings Co Ltd
b. LEI (if any) of issuer. (1)
353800R2LRSMVVC4I806
c. Title of the issue or description of the investment.
Recruit Holdings Co Ltd
d. CUSIP (if any).
000000000
At least one of the following other identifiers:
- ISIN
JP3970300004

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
247793.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
Japan Yen
e. Value. (4)
11172361.88000000
f. Exchange rate.
109.29000000
g. Percentage value compared to net assets of the Fund.
0.681197578022

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
JAPAN
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 116

Item C.1. Identification of investment.

a. Name of issuer (if any).
Straumann Holding AG
b. LEI (if any) of issuer. (1)
50670046ML5FVIM60Z37
c. Title of the issue or description of the investment.
Straumann Holding AG
d. CUSIP (if any).
000000000
At least one of the following other identifiers:
- ISIN
CH0012280076

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
7093.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
Switzerland Franc
e. Value. (4)
10137117.43000000
f. Exchange rate.
0.91325000
g. Percentage value compared to net assets of the Fund.
0.618076993532

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
SWITZERLAND
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 117

Item C.1. Identification of investment.

a. Name of issuer (if any).
AstraZeneca PLC
b. LEI (if any) of issuer. (1)
PY6ZZQWO2IZFZC3IOL08
c. Title of the issue or description of the investment.
AstraZeneca PLC
d. CUSIP (if any).
000000000
At least one of the following other identifiers:
- ISIN
GB0009895292

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
147733.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United Kingdom Pound
e. Value. (4)
15725272.56000000
f. Exchange rate.
0.72408700
g. Percentage value compared to net assets of the Fund.
0.958796152207

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 118

Item C.1. Identification of investment.

a. Name of issuer (if any).
Koninklijke KPN NV
b. LEI (if any) of issuer. (1)
549300YO0JZHAL7FVP81
c. Title of the issue or description of the investment.
Koninklijke KPN NV
d. CUSIP (if any).
000000000
At least one of the following other identifiers:
- ISIN
NL0000009082

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
3003406.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
Euro Member Countries
e. Value. (4)
10360586.93000000
f. Exchange rate.
0.83177400
g. Percentage value compared to net assets of the Fund.
0.631702302468

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
NETHERLANDS
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 119

Item C.1. Identification of investment.

a. Name of issuer (if any).
ORIX Corp
b. LEI (if any) of issuer. (1)
35380016EMHNBOVYE123
c. Title of the issue or description of the investment.
ORIX Corp
d. CUSIP (if any).
000000000
At least one of the following other identifiers:
- ISIN
JP3200450009

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
529373.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
Japan Yen
e. Value. (4)
8546126.40000000
f. Exchange rate.
109.29000000
g. Percentage value compared to net assets of the Fund.
0.521071611149

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
JAPAN
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 120

Item C.1. Identification of investment.

a. Name of issuer (if any).
Intuitive Surgical Inc
b. LEI (if any) of issuer. (1)
54930052SRG011710797
c. Title of the issue or description of the investment.
Intuitive Surgical Inc
d. CUSIP (if any).
46120E602
At least one of the following other identifiers:
- ISIN
US46120E6023

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
16263.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
14067495.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.857718683459

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
i. If Yes, provide the value of the securities on loan.
13840000.00000000
Schedule of Portfolio Investments Record: 121

Item C.1. Identification of investment.

a. Name of issuer (if any).
ALPHA HOLDING SA
b. LEI (if any) of issuer. (1)
549300R872G37EN6NT94
c. Title of the issue or description of the investment.
Alpha Holding SA de CV
d. CUSIP (if any).
02074AAA2
At least one of the following other identifiers:
- ISIN
US02074AAA25

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
470000.00000000
b. Units
Principal amount
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
110454.70000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.006734607680

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Debt
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
MEXICO
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

For debt securities, also provide:
a. Maturity date.
2022-12-19
b. Coupon.
i. Coupon category. (13)
Fixed
ii. Annualized rate.
10.00000000
c. Currently in default? Yes No
d. Are there any interest payments in arrears? (14) Yes No
e. Is any portion of the interest paid in kind? (15) Yes No
f. For convertible securities, also provide:
i. Mandatory convertible? Yes No
ii. Contingent convertible? Yes No
iii. Description of the reference instrument. (16)

Reference Instrument RecordName of issuerTitle of issueCurrency in which denominated

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency RecordConversion ratio per 1000 unitsISO Currency Code

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 122

Item C.1. Identification of investment.

a. Name of issuer (if any).
SOUTHERN CAL EDISON
b. LEI (if any) of issuer. (1)
9R1Z5I36FERIBVKW4P77
c. Title of the issue or description of the investment.
Southern California Edison Co
d. CUSIP (if any).
842400FU2
At least one of the following other identifiers:
- ISIN
US842400FU26

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
1705000.00000000
b. Units
Principal amount
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
1739526.25000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.106061823017

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Debt
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

For debt securities, also provide:
a. Maturity date.
2022-02-01
b. Coupon.
i. Coupon category. (13)
Fixed
ii. Annualized rate.
6.25000000
c. Currently in default? Yes No
d. Are there any interest payments in arrears? (14) Yes No
e. Is any portion of the interest paid in kind? (15) Yes No
f. For convertible securities, also provide:
i. Mandatory convertible? Yes No
ii. Contingent convertible? Yes No
iii. Description of the reference instrument. (16)

Reference Instrument RecordName of issuerTitle of issueCurrency in which denominated

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency RecordConversion ratio per 1000 unitsISO Currency Code

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 123

Item C.1. Identification of investment.

a. Name of issuer (if any).
NATWEST GROUP PLC
b. LEI (if any) of issuer. (1)
2138005O9XJIJN4JPN90
c. Title of the issue or description of the investment.
Natwest Group PLC
d. CUSIP (if any).
780099CK1
At least one of the following other identifiers:
- ISIN
US780099CK11

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
5035000.00000000
b. Units
Principal amount
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
5941400.70000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.362257131515

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Debt
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

For debt securities, also provide:
a. Maturity date.
2025-08-10
b. Coupon.
i. Coupon category. (13)
Fixed
ii. Annualized rate.
8.00000000
c. Currently in default? Yes No
d. Are there any interest payments in arrears? (14) Yes No
e. Is any portion of the interest paid in kind? (15) Yes No
f. For convertible securities, also provide:
i. Mandatory convertible? Yes No
ii. Contingent convertible? Yes No
iii. Description of the reference instrument. (16)

Reference Instrument RecordName of issuerTitle of issueCurrency in which denominated

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency RecordConversion ratio per 1000 unitsISO Currency Code

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 124

Item C.1. Identification of investment.

a. Name of issuer (if any).
HUNTINGTON BANCSHARES
b. LEI (if any) of issuer. (1)
549300XTVCVV9I7B5T19
c. Title of the issue or description of the investment.
Huntington Bancshares Inc/OH
d. CUSIP (if any).
446150708
At least one of the following other identifiers:
- ISIN
US4461507083

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
66700.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
1690845.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.103093645836

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-preferred
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 125

Item C.1. Identification of investment.

a. Name of issuer (if any).
Credit Agricole SA
b. LEI (if any) of issuer. (1)
969500TJ5KRTCJQWXH05
c. Title of the issue or description of the investment.
Credit Agricole SA
d. CUSIP (if any).
000000000
At least one of the following other identifiers:
- ISIN
FR0000045072

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
1984613.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
Euro Member Countries
e. Value. (4)
30698406.11000000
f. Exchange rate.
0.83177400
g. Percentage value compared to net assets of the Fund.
1.871733131802

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
FRANCE
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 126

Item C.1. Identification of investment.

a. Name of issuer (if any).
Alcon Inc
b. LEI (if any) of issuer. (1)
549300LDT5AP8S0NBM78
c. Title of the issue or description of the investment.
Alcon Inc
d. CUSIP (if any).
000000000
At least one of the following other identifiers:
- ISIN
CH0432492467

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
93978.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
Switzerland Franc
e. Value. (4)
7058755.96000000
f. Exchange rate.
0.91325000
g. Percentage value compared to net assets of the Fund.
0.430384149336

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
SWITZERLAND
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 127

Item C.1. Identification of investment.

a. Name of issuer (if any).
Swisscom AG
b. LEI (if any) of issuer. (1)
5493005SL9HHOXS3B739
c. Title of the issue or description of the investment.
Swisscom AG
d. CUSIP (if any).
000000000
At least one of the following other identifiers:
- ISIN
CH0008742519

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
19008.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
Switzerland Franc
e. Value. (4)
10320366.82000000
f. Exchange rate.
0.91325000
g. Percentage value compared to net assets of the Fund.
0.629250015135

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
SWITZERLAND
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 128

Item C.1. Identification of investment.

a. Name of issuer (if any).
Abengoa SA
b. LEI (if any) of issuer. (1)
8ZQH7RR6DBQZIX8PEQ84
c. Title of the issue or description of the investment.
Abengoa SA
d. CUSIP (if any).
000000000
At least one of the following other identifiers:
- ISIN
ES0105200416

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
311491.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
Euro Member Countries
e. Value. (4)
0.00000000
f. Exchange rate.
0.83177400
g. Percentage value compared to net assets of the Fund.
0.000000

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
SPAIN
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 129

Item C.1. Identification of investment.

a. Name of issuer (if any).
ING Groep NV
b. LEI (if any) of issuer. (1)
549300NYKK9MWM7GGW15
c. Title of the issue or description of the investment.
ING Groep NV
d. CUSIP (if any).
000000000
At least one of the following other identifiers:
- ISIN
NL0011821202

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
1105589.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
Euro Member Countries
e. Value. (4)
14123877.07000000
f. Exchange rate.
0.83177400
g. Percentage value compared to net assets of the Fund.
0.861156392507

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
NETHERLANDS
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 130

Item C.1. Identification of investment.

a. Name of issuer (if any).
ENERGY TRANSFER LP
b. LEI (if any) of issuer. (1)
MTLVN9N7JE8MIBIJ1H73
c. Title of the issue or description of the investment.
Energy Transfer LP
d. CUSIP (if any).
29273V605
At least one of the following other identifiers:
- ISIN
US29273V6056

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
59950.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
1455586.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.088749511379

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-preferred
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 131

Item C.1. Identification of investment.

a. Name of issuer (if any).
Bouygues SA
b. LEI (if any) of issuer. (1)
969500MOCLNQFNZN0D63
c. Title of the issue or description of the investment.
Bouygues SA
d. CUSIP (if any).
000000000
At least one of the following other identifiers:
- ISIN
FR0000120503

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
616143.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
Euro Member Countries
e. Value. (4)
26405066.22000000
f. Exchange rate.
0.83177400
g. Percentage value compared to net assets of the Fund.
1.609961022547

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
FRANCE
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 132

Item C.1. Identification of investment.

a. Name of issuer (if any).
SOUTHERN CO
b. LEI (if any) of issuer. (1)
549300FC3G3YU2FBZD92
c. Title of the issue or description of the investment.
Southern Co/The
d. CUSIP (if any).
842587CY1
At least one of the following other identifiers:
- ISIN
US842587CY12

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
2469000.00000000
b. Units
Principal amount
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
2536829.80000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.154674753125

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Debt
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

For debt securities, also provide:
a. Maturity date.
2057-03-15
b. Coupon.
i. Coupon category. (13)
Fixed
ii. Annualized rate.
5.50000000
c. Currently in default? Yes No
d. Are there any interest payments in arrears? (14) Yes No
e. Is any portion of the interest paid in kind? (15) Yes No
f. For convertible securities, also provide:
i. Mandatory convertible? Yes No
ii. Contingent convertible? Yes No
iii. Description of the reference instrument. (16)

Reference Instrument RecordName of issuerTitle of issueCurrency in which denominated

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency RecordConversion ratio per 1000 unitsISO Currency Code

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 133

Item C.1. Identification of investment.

a. Name of issuer (if any).
HSBC HOLDINGS PLC
b. LEI (if any) of issuer. (1)
MLU0ZO3ML4LN2LL2TL39
c. Title of the issue or description of the investment.
HSBC Holdings PLC
d. CUSIP (if any).
404280CN7
At least one of the following other identifiers:
- ISIN
US404280CN71

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
2022000.00000000
b. Units
Principal amount
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
2057385.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.125442202294

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Debt
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

For debt securities, also provide:
a. Maturity date.
2030-12-17
b. Coupon.
i. Coupon category. (13)
Fixed
ii. Annualized rate.
4.60000000
c. Currently in default? Yes No
d. Are there any interest payments in arrears? (14) Yes No
e. Is any portion of the interest paid in kind? (15) Yes No
f. For convertible securities, also provide:
i. Mandatory convertible? Yes No
ii. Contingent convertible? Yes No
iii. Description of the reference instrument. (16)

Reference Instrument RecordName of issuerTitle of issueCurrency in which denominated

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency RecordConversion ratio per 1000 unitsISO Currency Code

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 134

Item C.1. Identification of investment.

a. Name of issuer (if any).
BASF SE
b. LEI (if any) of issuer. (1)
529900PM64WH8AF1E917
c. Title of the issue or description of the investment.
BASF SE
d. CUSIP (if any).
000000000
At least one of the following other identifiers:
- ISIN
DE000BASF111

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
100199.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
Euro Member Countries
e. Value. (4)
8075163.58000000
f. Exchange rate.
0.83177400
g. Percentage value compared to net assets of the Fund.
0.492356220816

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
GERMANY
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 135

Item C.1. Identification of investment.

a. Name of issuer (if any).
Lonza Group AG
b. LEI (if any) of issuer. (1)
549300EFW4H2TCZ71055
c. Title of the issue or description of the investment.
Lonza Group AG
d. CUSIP (if any).
000000000
At least one of the following other identifiers:
- ISIN
CH0013841017

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
6489.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
Switzerland Franc
e. Value. (4)
4125149.05000000
f. Exchange rate.
0.91325000
g. Percentage value compared to net assets of the Fund.
0.251517232616

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
SWITZERLAND
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 136

Item C.1. Identification of investment.

a. Name of issuer (if any).
Dassault Systemes SE
b. LEI (if any) of issuer. (1)
96950065LBWY0APQIM86
c. Title of the issue or description of the investment.
Dassault Systemes SE
d. CUSIP (if any).
000000000
At least one of the following other identifiers:
- ISIN
FR0000130650

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
44985.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
Euro Member Countries
e. Value. (4)
10435280.47000000
f. Exchange rate.
0.83177400
g. Percentage value compared to net assets of the Fund.
0.636256492450

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
FRANCE
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 137

Item C.1. Identification of investment.

a. Name of issuer (if any).
Signify NV
b. LEI (if any) of issuer. (1)
549300072P3J1X8NZO35
c. Title of the issue or description of the investment.
Signify NV
d. CUSIP (if any).
000000000
At least one of the following other identifiers:
- ISIN
NL0011821392

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
251953.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
Euro Member Countries
e. Value. (4)
14308177.49000000
f. Exchange rate.
0.83177400
g. Percentage value compared to net assets of the Fund.
0.872393497166

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
NETHERLANDS
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 138

Item C.1. Identification of investment.

a. Name of issuer (if any).
AFFILIATED MANAGERS GROU
b. LEI (if any) of issuer. (1)
2JE75BUE3T1BLCYYGK54
c. Title of the issue or description of the investment.
Affiliated Managers Group Inc
d. CUSIP (if any).
008252843
At least one of the following other identifiers:
- ISIN
US0082528433

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
54225.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
1389786.75000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.084737621125

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-preferred
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 139

Item C.1. Identification of investment.

a. Name of issuer (if any).
CHARLES SCHWAB CORP
b. LEI (if any) of issuer. (1)
549300VSGCJ7E698NM85
c. Title of the issue or description of the investment.
Charles Schwab Corp/The
d. CUSIP (if any).
808513BD6
At least one of the following other identifiers:
- ISIN
US808513BD67

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
4621000.00000000
b. Units
Principal amount
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
5149642.40000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.313982304569

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Debt
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

For debt securities, also provide:
a. Maturity date.
2025-06-01
b. Coupon.
i. Coupon category. (13)
Fixed
ii. Annualized rate.
5.37500000
c. Currently in default? Yes No
d. Are there any interest payments in arrears? (14) Yes No
e. Is any portion of the interest paid in kind? (15) Yes No
f. For convertible securities, also provide:
i. Mandatory convertible? Yes No
ii. Contingent convertible? Yes No
iii. Description of the reference instrument. (16)

Reference Instrument RecordName of issuerTitle of issueCurrency in which denominated

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency RecordConversion ratio per 1000 unitsISO Currency Code

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 140

Item C.1. Identification of investment.

a. Name of issuer (if any).
State Street Bank and Trust Company
b. LEI (if any) of issuer. (1)
571474TGEMMWANRLN572
c. Title of the issue or description of the investment.
PURCHASED USD / SOLD EUR
d. CUSIP (if any).
000000000
At least one of the following other identifiers:
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
21BQKBB8H5V
Description of other unique identifier.
Trade Identifier

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
1.00000000
b. Units
Number of contracts
c. Description of other units.
d. Currency. (3)
Euro Member Countries
e. Value. (4)
46414.73000000
f. Exchange rate.
0.83138419
g. Percentage value compared to net assets of the Fund.
0.002829983668

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Derivative-foreign exchange
b. Issuer type. (7)

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)
Forward
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

Counterparty Info RecordName of counterpartyLEI (if any) of counterparty
#1State Street Bank and Trust Company571474TGEMMWANRLN572

i. Amount and description of currency sold.
Amount of currency sold.
3284218.29000000
Description of currency sold.
Euro Member Countries
ii. Amount and description of currency purchased.
Amount of currency purchased.
3996716.31000000
Description of currency purchased.
United States Dollar
iii. Settlement date.
2021-05-28
iv. Unrealized appreciation or depreciation. (24)
46414.73000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 141

Item C.1. Identification of investment.

a. Name of issuer (if any).
Eurex Deutschland
b. LEI (if any) of issuer. (1)
529900LN3S50JPU47S06
c. Title of the issue or description of the investment.
STOXX 600 BANK JUN21 XEUR 20210618
d. CUSIP (if any).
000000000
At least one of the following other identifiers:
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
ADI1SV374
Description of other unique identifier.
Internal Identifier

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
-4869.00000000
b. Units
Number of contracts
c. Description of other units.
d. Currency. (3)
Euro Member Countries
e. Value. (4)
-1642440.81000000
f. Exchange rate.
0.83177400
g. Percentage value compared to net assets of the Fund.
-0.10014236146

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Derivative-equity
b. Issuer type. (7)

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
GERMANY
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)
Future
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

Counterparty Info RecordName of counterpartyLEI (if any) of counterparty
#1Eurex Deutschland529900LN3S50JPU47S06

c. For futures and forwards (other than forward foreign currency contracts), provide:
i. Payoff profile, selected from among the following (long, short).
Short
ii. Description of reference instrument, as required by sub-Item C.11.c.iii.
2. The reference instrument is an index or custom basket. (26)
Index name.
STOXX Europe 600 Banks Index
Index identifier, if any.
BJM1 Index
Narrative description. (27)
iii. Expiration date.
2021-06-18
iv. Aggregate notional amount or contract value on trade date.
-30890985.44000000
ISO Currency Code.
Euro Member Countries
v. Unrealized appreciation or depreciation. (24)
-1642440.81000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 142

Item C.1. Identification of investment.

a. Name of issuer (if any).
CSL Ltd
b. LEI (if any) of issuer. (1)
529900ECSECK5ZDQTE14
c. Title of the issue or description of the investment.
CSL Ltd
d. CUSIP (if any).
000000000
At least one of the following other identifiers:
- ISIN
AU000000CSL8

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
50328.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
Australia Dollar
e. Value. (4)
10513237.97000000
f. Exchange rate.
1.29811100
g. Percentage value compared to net assets of the Fund.
0.641009691528

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
AUSTRALIA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 143

Item C.1. Identification of investment.

a. Name of issuer (if any).
Fidelity National Information Services Inc
b. LEI (if any) of issuer. (1)
6WQI0GK1PRFVBA061U48
c. Title of the issue or description of the investment.
Fidelity National Information Services Inc
d. CUSIP (if any).
31620M106
At least one of the following other identifiers:
- ISIN
US31620M1062

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
83408.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
12753083.20000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.777576799021

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 144

Item C.1. Identification of investment.

a. Name of issuer (if any).
BANCO DAVIVIENDA SA
b. LEI (if any) of issuer. (1)
549300P161V4IPKAQS70
c. Title of the issue or description of the investment.
Banco Davivienda SA
d. CUSIP (if any).
059501AD8
At least one of the following other identifiers:
- ISIN
US059501AD88

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
1000000.00000000
b. Units
Principal amount
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
1022600.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.062349631238

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Debt
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
COLOMBIA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

For debt securities, also provide:
a. Maturity date.
2031-04-22
b. Coupon.
i. Coupon category. (13)
Fixed
ii. Annualized rate.
6.65000000
c. Currently in default? Yes No
d. Are there any interest payments in arrears? (14) Yes No
e. Is any portion of the interest paid in kind? (15) Yes No
f. For convertible securities, also provide:
i. Mandatory convertible? Yes No
ii. Contingent convertible? Yes No
iii. Description of the reference instrument. (16)

Reference Instrument RecordName of issuerTitle of issueCurrency in which denominated

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency RecordConversion ratio per 1000 unitsISO Currency Code

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 145

Item C.1. Identification of investment.

a. Name of issuer (if any).
AgriBank FCB
b. LEI (if any) of issuer. (1)
I0JS1G88CFNZT8P31C22
c. Title of the issue or description of the investment.
AgriBank FCB
d. CUSIP (if any).
00850L203
At least one of the following other identifiers:
- ISIN
US00850L2034

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
50890.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
5559732.50000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.338986183416

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-preferred
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 146

Item C.1. Identification of investment.

a. Name of issuer (if any).
BROOKFIELD PROPERTY PART
b. LEI (if any) of issuer. (1)
5493004J5Z0TZW83NU62
c. Title of the issue or description of the investment.
Brookfield Property Partners LP
d. CUSIP (if any).
000000000
At least one of the following other identifiers:
- ISIN
BMG162491499

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
102075.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
2595767.25000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.158268267963

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-preferred
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
BERMUDA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 147

Item C.1. Identification of investment.

a. Name of issuer (if any).
CHARLES SCHWAB CORP
b. LEI (if any) of issuer. (1)
549300VSGCJ7E698NM85
c. Title of the issue or description of the investment.
Charles Schwab Corp/The
d. CUSIP (if any).
808513BK0
At least one of the following other identifiers:
- ISIN
US808513BK01

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
3551000.00000000
b. Units
Principal amount
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
3657743.06000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.223018708153

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Debt
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

For debt securities, also provide:
a. Maturity date.
2026-06-01
b. Coupon.
i. Coupon category. (13)
Fixed
ii. Annualized rate.
4.00000000
c. Currently in default? Yes No
d. Are there any interest payments in arrears? (14) Yes No
e. Is any portion of the interest paid in kind? (15) Yes No
f. For convertible securities, also provide:
i. Mandatory convertible? Yes No
ii. Contingent convertible? Yes No
iii. Description of the reference instrument. (16)

Reference Instrument RecordName of issuerTitle of issueCurrency in which denominated

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency RecordConversion ratio per 1000 unitsISO Currency Code

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 148

Item C.1. Identification of investment.

a. Name of issuer (if any).
Swiss Re AG
b. LEI (if any) of issuer. (1)
529900PS9YW3YY29F326
c. Title of the issue or description of the investment.
Swiss Re AG
d. CUSIP (if any).
000000000
At least one of the following other identifiers:
- ISIN
CH0126881561

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
325027.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
Switzerland Franc
e. Value. (4)
30175866.50000000
f. Exchange rate.
0.91325000
g. Percentage value compared to net assets of the Fund.
1.839873018375

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
SWITZERLAND
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 149

Item C.1. Identification of investment.

a. Name of issuer (if any).
Zurich Insurance Group AG
b. LEI (if any) of issuer. (1)
529900QVNRBND50TXP03
c. Title of the issue or description of the investment.
Zurich Insurance Group AG
d. CUSIP (if any).
000000000
At least one of the following other identifiers:
- ISIN
CH0011075394

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
30417.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
Switzerland Franc
e. Value. (4)
12478831.12000000
f. Exchange rate.
0.91325000
g. Percentage value compared to net assets of the Fund.
0.760855191301

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
SWITZERLAND
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 150

Item C.1. Identification of investment.

a. Name of issuer (if any).
Danone SA
b. LEI (if any) of issuer. (1)
969500KMUQ2B6CBAF162
c. Title of the issue or description of the investment.
Danone SA
d. CUSIP (if any).
000000000
At least one of the following other identifiers:
- ISIN
FR0000120644

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
99954.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
Euro Member Countries
e. Value. (4)
7055699.78000000
f. Exchange rate.
0.83177400
g. Percentage value compared to net assets of the Fund.
0.430197808933

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
FRANCE
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 151

Item C.1. Identification of investment.

a. Name of issuer (if any).
SIGNATURE BANK NEW YORK
b. LEI (if any) of issuer. (1)
VLP5AP0XK2GM6GKD1007
c. Title of the issue or description of the investment.
Signature Bank/New York NY
d. CUSIP (if any).
82669G203
At least one of the following other identifiers:
- ISIN
US82669G2030

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
117000.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
3001050.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.182979034646

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-preferred
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 152

Item C.1. Identification of investment.

a. Name of issuer (if any).
SEMPRA ENERGY
b. LEI (if any) of issuer. (1)
PBBKGKLRK5S5C0Y4T545
c. Title of the issue or description of the investment.
Sempra Energy
d. CUSIP (if any).
816851BK4
At least one of the following other identifiers:
- ISIN
US816851BK46

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
5550000.00000000
b. Units
Principal amount
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
6085242.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.371027376002

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Debt
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

For debt securities, also provide:
a. Maturity date.
2025-10-15
b. Coupon.
i. Coupon category. (13)
Fixed
ii. Annualized rate.
4.87500000
c. Currently in default? Yes No
d. Are there any interest payments in arrears? (14) Yes No
e. Is any portion of the interest paid in kind? (15) Yes No
f. For convertible securities, also provide:
i. Mandatory convertible? Yes No
ii. Contingent convertible? Yes No
iii. Description of the reference instrument. (16)

Reference Instrument RecordName of issuerTitle of issueCurrency in which denominated

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency RecordConversion ratio per 1000 unitsISO Currency Code

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 153

Item C.1. Identification of investment.

a. Name of issuer (if any).
Allianz SE
b. LEI (if any) of issuer. (1)
529900K9B0N5BT694847
c. Title of the issue or description of the investment.
Allianz SE
d. CUSIP (if any).
000000000
At least one of the following other identifiers:
- ISIN
DE0008404005

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
112128.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
Euro Member Countries
e. Value. (4)
29110316.02000000
f. Exchange rate.
0.83177400
g. Percentage value compared to net assets of the Fund.
1.774904624580

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
GERMANY
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 154

Item C.1. Identification of investment.

a. Name of issuer (if any).
Facebook Inc
b. LEI (if any) of issuer. (1)
BQ4BKCS1HXDV9HN80Z93
c. Title of the issue or description of the investment.
Facebook Inc
d. CUSIP (if any).
30303M102
At least one of the following other identifiers:
- ISIN
US30303M1027

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
66524.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
21625621.92000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
1.318550314907

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
i. If Yes, provide the value of the securities on loan.
21409118.64000000
Schedule of Portfolio Investments Record: 155

Item C.1. Identification of investment.

a. Name of issuer (if any).
E.ON SE
b. LEI (if any) of issuer. (1)
Q9MAIUP40P25UFBFG033
c. Title of the issue or description of the investment.
E.ON SE
d. CUSIP (if any).
000000000
At least one of the following other identifiers:
- ISIN
DE000ENAG999

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
2156528.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
Euro Member Countries
e. Value. (4)
26003044.14000000
f. Exchange rate.
0.83177400
g. Percentage value compared to net assets of the Fund.
1.585449064364

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
GERMANY
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 156

Item C.1. Identification of investment.

a. Name of issuer (if any).
WELLS FARGO & COMPANY
b. LEI (if any) of issuer. (1)
PBLD0EJDB5FWOLXP3B76
c. Title of the issue or description of the investment.
Wells Fargo & Co
d. CUSIP (if any).
949746804
At least one of the following other identifiers:
- ISIN
US9497468044

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
3647.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
5229141.54000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.318829500014

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-preferred
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 157

Item C.1. Identification of investment.

a. Name of issuer (if any).
Assicurazioni Generali SpA
b. LEI (if any) of issuer. (1)
549300X5UKJVE386ZB61
c. Title of the issue or description of the investment.
Assicurazioni Generali SpA
d. CUSIP (if any).
000000000
At least one of the following other identifiers:
- ISIN
IT0000062072

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
1441037.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
Euro Member Countries
e. Value. (4)
28844410.96000000
f. Exchange rate.
0.83177400
g. Percentage value compared to net assets of the Fund.
1.758691948621

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
ITALY
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 158

Item C.1. Identification of investment.

a. Name of issuer (if any).
Alstom SA
b. LEI (if any) of issuer. (1)
96950032TUYMW11FB530
c. Title of the issue or description of the investment.
Alstom SA
d. CUSIP (if any).
000000000
At least one of the following other identifiers:
- ISIN
FR0010220475

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
197359.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
Euro Member Countries
e. Value. (4)
10778089.58000000
f. Exchange rate.
0.83177400
g. Percentage value compared to net assets of the Fund.
0.657158136879

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
FRANCE
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 159

Item C.1. Identification of investment.

a. Name of issuer (if any).
FARM CREDIT BK OF TEXAS
b. LEI (if any) of issuer. (1)
V1EBJIOLRNYDHDF63Z33
c. Title of the issue or description of the investment.
Farm Credit Bank of Texas
d. CUSIP (if any).
30767EAC3
At least one of the following other identifiers:
- ISIN
US30767EAC30

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
3200000.00000000
b. Units
Principal amount
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
3452000.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.210474209893

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Debt
b. Issuer type. (7)
U.S. government agency

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

For debt securities, also provide:
a. Maturity date.
2028-06-15
b. Coupon.
i. Coupon category. (13)
Fixed
ii. Annualized rate.
6.20000000
c. Currently in default? Yes No
d. Are there any interest payments in arrears? (14) Yes No
e. Is any portion of the interest paid in kind? (15) Yes No
f. For convertible securities, also provide:
i. Mandatory convertible? Yes No
ii. Contingent convertible? Yes No
iii. Description of the reference instrument. (16)

Reference Instrument RecordName of issuerTitle of issueCurrency in which denominated

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency RecordConversion ratio per 1000 unitsISO Currency Code

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 160

Item C.1. Identification of investment.

a. Name of issuer (if any).
Textron Financial Corp
b. LEI (if any) of issuer. (1)
4E8B2CNXPE5P5AY03O18
c. Title of the issue or description of the investment.
Textron Financial Corp
d. CUSIP (if any).
883199AR2
At least one of the following other identifiers:
- ISIN
US883199AR25

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
1719000.00000000
b. Units
Principal amount
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
1396687.50000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.085158371387

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Debt
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

For debt securities, also provide:
a. Maturity date.
2042-02-15
b. Coupon.
i. Coupon category. (13)
Variable
ii. Annualized rate.
1.92900000
c. Currently in default? Yes No
d. Are there any interest payments in arrears? (14) Yes No
e. Is any portion of the interest paid in kind? (15) Yes No
f. For convertible securities, also provide:
i. Mandatory convertible? Yes No
ii. Contingent convertible? Yes No
iii. Description of the reference instrument. (16)

Reference Instrument RecordName of issuerTitle of issueCurrency in which denominated

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency RecordConversion ratio per 1000 unitsISO Currency Code

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 161

Item C.1. Identification of investment.

a. Name of issuer (if any).
NiSource Inc
b. LEI (if any) of issuer. (1)
549300D8GOWWH0SJB189
c. Title of the issue or description of the investment.
NiSource Inc
d. CUSIP (if any).
65473PAG0
At least one of the following other identifiers:
- ISIN
US65473PAG00

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
4965000.00000000
b. Units
Principal amount
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
5194631.25000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.316725349950

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Debt
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

For debt securities, also provide:
a. Maturity date.
2023-06-15
b. Coupon.
i. Coupon category. (13)
Fixed
ii. Annualized rate.
5.65000000
c. Currently in default? Yes No
d. Are there any interest payments in arrears? (14) Yes No
e. Is any portion of the interest paid in kind? (15) Yes No
f. For convertible securities, also provide:
i. Mandatory convertible? Yes No
ii. Contingent convertible? Yes No
iii. Description of the reference instrument. (16)

Reference Instrument RecordName of issuerTitle of issueCurrency in which denominated

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency RecordConversion ratio per 1000 unitsISO Currency Code

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 162

Item C.1. Identification of investment.

a. Name of issuer (if any).
Allstate Corp/The
b. LEI (if any) of issuer. (1)
OBT0W1ED8G0NWVOLOJ77
c. Title of the issue or description of the investment.
Allstate Corp/The
d. CUSIP (if any).
020002101
At least one of the following other identifiers:
- ISIN
US0200021014

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
89111.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
11299274.80000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.688935670885

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
i. If Yes, provide the value of the securities on loan.
10904800.00000000
Schedule of Portfolio Investments Record: 163

Item C.1. Identification of investment.

a. Name of issuer (if any).
Zions Bancorp NA
b. LEI (if any) of issuer. (1)
8WH0EE09O9V05QJZ3V89
c. Title of the issue or description of the investment.
Zions Bancorp NA
d. CUSIP (if any).
989701BD8
At least one of the following other identifiers:
- ISIN
US989701BD83

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
1501000.00000000
b. Units
Principal amount
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
1553535.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.094721625627

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Debt
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

For debt securities, also provide:
a. Maturity date.
2023-06-15
b. Coupon.
i. Coupon category. (13)
Fixed
ii. Annualized rate.
5.80000000
c. Currently in default? Yes No
d. Are there any interest payments in arrears? (14) Yes No
e. Is any portion of the interest paid in kind? (15) Yes No
f. For convertible securities, also provide:
i. Mandatory convertible? Yes No
ii. Contingent convertible? Yes No
iii. Description of the reference instrument. (16)

Reference Instrument RecordName of issuerTitle of issueCurrency in which denominated

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency RecordConversion ratio per 1000 unitsISO Currency Code

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 164

Item C.1. Identification of investment.

a. Name of issuer (if any).
TE Connectivity Ltd
b. LEI (if any) of issuer. (1)
894500ZRIX9K13RHXR17
c. Title of the issue or description of the investment.
TE Connectivity Ltd
d. CUSIP (if any).
000000000
At least one of the following other identifiers:
- ISIN
CH0102993182

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
114911.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
15452082.17000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.942139277501

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
SWITZERLAND
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 165

Item C.1. Identification of investment.

a. Name of issuer (if any).
Eurex Deutschland
b. LEI (if any) of issuer. (1)
529900LN3S50JPU47S06
c. Title of the issue or description of the investment.
STOXX EUROPE 600 JUN21 XEUR 20210618
d. CUSIP (if any).
000000000
At least one of the following other identifiers:
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
ADI1V3GC7
Description of other unique identifier.
Internal Identifier

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
-8271.00000000
b. Units
Number of contracts
c. Description of other units.
d. Currency. (3)
Euro Member Countries
e. Value. (4)
-4626743.89000000
f. Exchange rate.
0.83177400
g. Percentage value compared to net assets of the Fund.
-0.28210030840

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Derivative-equity
b. Issuer type. (7)

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
GERMANY
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)
Future
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

Counterparty Info RecordName of counterpartyLEI (if any) of counterparty
#1Eurex Deutschland529900LN3S50JPU47S06

c. For futures and forwards (other than forward foreign currency contracts), provide:
i. Payoff profile, selected from among the following (long, short).
Short
ii. Description of reference instrument, as required by sub-Item C.11.c.iii.
2. The reference instrument is an index or custom basket. (26)
Index name.
STOXX EUROPE 600
Index identifier, if any.
SXOM1 Index
Narrative description. (27)
iii. Expiration date.
2021-06-18
iv. Aggregate notional amount or contract value on trade date.
-175797714.73000000
ISO Currency Code.
Euro Member Countries
v. Unrealized appreciation or depreciation. (24)
-4626743.89000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 166

Item C.1. Identification of investment.

a. Name of issuer (if any).
Sanofi
b. LEI (if any) of issuer. (1)
549300E9PC51EN656011
c. Title of the issue or description of the investment.
Sanofi
d. CUSIP (if any).
000000000
At least one of the following other identifiers:
- ISIN
FR0000120578

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
199214.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
Euro Member Countries
e. Value. (4)
20886047.18000000
f. Exchange rate.
0.83177400
g. Percentage value compared to net assets of the Fund.
1.273457206837

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
FRANCE
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 167

Item C.1. Identification of investment.

a. Name of issuer (if any).
UBS GROUP AG
b. LEI (if any) of issuer. (1)
549300SZJ9VS8SGXAN81
c. Title of the issue or description of the investment.
UBS Group AG
d. CUSIP (if any).
902613AD0
At least one of the following other identifiers:
- ISIN
US902613AD01

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
2750000.00000000
b. Units
Principal amount
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
2746590.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.167464183125

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Debt
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
SWITZERLAND
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

For debt securities, also provide:
a. Maturity date.
2031-02-10
b. Coupon.
i. Coupon category. (13)
Fixed
ii. Annualized rate.
4.37500000
c. Currently in default? Yes No
d. Are there any interest payments in arrears? (14) Yes No
e. Is any portion of the interest paid in kind? (15) Yes No
f. For convertible securities, also provide:
i. Mandatory convertible? Yes No
ii. Contingent convertible? Yes No
iii. Description of the reference instrument. (16)

Reference Instrument RecordName of issuerTitle of issueCurrency in which denominated

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency RecordConversion ratio per 1000 unitsISO Currency Code

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 168

Item C.1. Identification of investment.

a. Name of issuer (if any).
Sampo Oyj
b. LEI (if any) of issuer. (1)
743700UF3RL386WIDA22
c. Title of the issue or description of the investment.
Sampo Oyj
d. CUSIP (if any).
000000000
At least one of the following other identifiers:
- ISIN
FI0009003305

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
212627.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
Euro Member Countries
e. Value. (4)
10085880.79000000
f. Exchange rate.
0.83177400
g. Percentage value compared to net assets of the Fund.
0.614953009951

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
FINLAND
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 169

Item C.1. Identification of investment.

a. Name of issuer (if any).
Storebrand ASA
b. LEI (if any) of issuer. (1)
5967007LIEEXZX7NA051
c. Title of the issue or description of the investment.
Storebrand ASA
d. CUSIP (if any).
000000000
At least one of the following other identifiers:
- ISIN
NO0003053605

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
462282.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
Norway Krone
e. Value. (4)
4412536.23000000
f. Exchange rate.
8.32400000
g. Percentage value compared to net assets of the Fund.
0.269039709337

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
NORWAY
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 170

Item C.1. Identification of investment.

a. Name of issuer (if any).
CoBank ACB
b. LEI (if any) of issuer. (1)
P0J8I7M2E0A77CKF1705
c. Title of the issue or description of the investment.
CoBank ACB
d. CUSIP (if any).
19075Q805
At least one of the following other identifiers:
- ISIN
US19075Q8050

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
37717.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
4064006.75000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.247789284387

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-preferred
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 171

Item C.1. Identification of investment.

a. Name of issuer (if any).
Bank of New York Mellon Corp/The
b. LEI (if any) of issuer. (1)
WFLLPEPC7FZXENRZV188
c. Title of the issue or description of the investment.
Bank of New York Mellon Corp/The
d. CUSIP (if any).
064058100
At least one of the following other identifiers:
- ISIN
US0640581007

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
441245.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
22009300.60000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
1.341943845332

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 172

Item C.1. Identification of investment.

a. Name of issuer (if any).
Ingersoll Rand Inc
b. LEI (if any) of issuer. (1)
5299004C02FMZCUOIR50
c. Title of the issue or description of the investment.
Ingersoll Rand Inc
d. CUSIP (if any).
45687V106
At least one of the following other identifiers:
- ISIN
US45687V1061

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
182656.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
9025032.96000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.550271344587

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 173

Item C.1. Identification of investment.

a. Name of issuer (if any).
BANCO MERCANTIL DE NORTE
b. LEI (if any) of issuer. (1)
549300QTVYRPFHS0J362
c. Title of the issue or description of the investment.
Banco Mercantil del Norte SA/Grand Cayman
d. CUSIP (if any).
05971PAC2
At least one of the following other identifiers:
- ISIN
US05971PAC23

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
1105000.00000000
b. Units
Principal amount
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
1314618.50000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.080154487282

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Debt
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
MEXICO
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

For debt securities, also provide:
a. Maturity date.
2030-10-14
b. Coupon.
i. Coupon category. (13)
Fixed
ii. Annualized rate.
8.37500000
c. Currently in default? Yes No
d. Are there any interest payments in arrears? (14) Yes No
e. Is any portion of the interest paid in kind? (15) Yes No
f. For convertible securities, also provide:
i. Mandatory convertible? Yes No
ii. Contingent convertible? Yes No
iii. Description of the reference instrument. (16)

Reference Instrument RecordName of issuerTitle of issueCurrency in which denominated

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency RecordConversion ratio per 1000 unitsISO Currency Code

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 174

Item C.1. Identification of investment.

a. Name of issuer (if any).
Diageo PLC
b. LEI (if any) of issuer. (1)
213800ZVIELEA55JMJ32
c. Title of the issue or description of the investment.
Diageo PLC
d. CUSIP (if any).
000000000
At least one of the following other identifiers:
- ISIN
GB0002374006

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
363636.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United Kingdom Pound
e. Value. (4)
16324116.00000000
f. Exchange rate.
0.72408700
g. Percentage value compared to net assets of the Fund.
0.995308637689

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 175

Item C.1. Identification of investment.

a. Name of issuer (if any).
Chicago Mercantile Exchange
b. LEI (if any) of issuer. (1)
SNZ2OJLFK8MNNCLQOF39
c. Title of the issue or description of the investment.
S+P500 EMINI FUT JUN21 XCME 20210618
d. CUSIP (if any).
000000000
At least one of the following other identifiers:
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
ADI1PPS40
Description of other unique identifier.
Internal Identifier

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
1408.00000000
b. Units
Number of contracts
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
15171200.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.925013422112

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Derivative-equity
b. Issuer type. (7)

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)
Future
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

Counterparty Info RecordName of counterpartyLEI (if any) of counterparty
#1Chicago Mercantile ExchangeSNZ2OJLFK8MNNCLQOF39

c. For futures and forwards (other than forward foreign currency contracts), provide:
i. Payoff profile, selected from among the following (long, short).
Long
ii. Description of reference instrument, as required by sub-Item C.11.c.iii.
2. The reference instrument is an index or custom basket. (26)
Index name.
E-mini S&P 500 Index
Index identifier, if any.
ESM1 Index
Narrative description. (27)
iii. Expiration date.
2021-06-18
iv. Aggregate notional amount or contract value on trade date.
278706560.00000000
ISO Currency Code.
United States Dollar
v. Unrealized appreciation or depreciation. (24)
15171200.00000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 176

Item C.1. Identification of investment.

a. Name of issuer (if any).
Yamaha Corp
b. LEI (if any) of issuer. (1)
529900S5TENP3IJS7S02
c. Title of the issue or description of the investment.
Yamaha Corp
d. CUSIP (if any).
000000000
At least one of the following other identifiers:
- ISIN
JP3942600002

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
217966.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
Japan Yen
e. Value. (4)
11895609.92000000
f. Exchange rate.
109.29000000
g. Percentage value compared to net assets of the Fund.
0.725295219904

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
JAPAN
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 177

Item C.1. Identification of investment.

a. Name of issuer (if any).
HSBC Holdings PLC
b. LEI (if any) of issuer. (1)
MLU0ZO3ML4LN2LL2TL39
c. Title of the issue or description of the investment.
HSBC Holdings PLC
d. CUSIP (if any).
404280AS8
At least one of the following other identifiers:
- ISIN
US404280AS86

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
1515000.00000000
b. Units
Principal amount
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
1655137.50000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.100916499877

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Debt
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

For debt securities, also provide:
a. Maturity date.
2024-09-17
b. Coupon.
i. Coupon category. (13)
Fixed
ii. Annualized rate.
6.37500000
c. Currently in default? Yes No
d. Are there any interest payments in arrears? (14) Yes No
e. Is any portion of the interest paid in kind? (15) Yes No
f. For convertible securities, also provide:
i. Mandatory convertible? Yes No
ii. Contingent convertible? Yes No
iii. Description of the reference instrument. (16)

Reference Instrument RecordName of issuerTitle of issueCurrency in which denominated

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency RecordConversion ratio per 1000 unitsISO Currency Code

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 178

Item C.1. Identification of investment.

a. Name of issuer (if any).
Skandinaviska Enskilda Banken AB
b. LEI (if any) of issuer. (1)
F3JS33DEI6XQ4ZBPTN86
c. Title of the issue or description of the investment.
Skandinaviska Enskilda Banken AB
d. CUSIP (if any).
000000000
At least one of the following other identifiers:
- ISIN
SE0000148884

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
740736.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
Sweden Krona
e. Value. (4)
9491155.35000000
f. Exchange rate.
8.46555000
g. Percentage value compared to net assets of the Fund.
0.578691605812

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
SWEDEN
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 179

Item C.1. Identification of investment.

a. Name of issuer (if any).
Emera Inc
b. LEI (if any) of issuer. (1)
NQZVQT2P5IUF2PGA1Q48
c. Title of the issue or description of the investment.
Emera Inc
d. CUSIP (if any).
290876AD3
At least one of the following other identifiers:
- ISIN
US290876AD37

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
3025000.00000000
b. Units
Principal amount
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
3507018.63000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.213828787725

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Debt
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
CANADA (FEDERAL LEVEL)
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

For debt securities, also provide:
a. Maturity date.
2076-06-15
b. Coupon.
i. Coupon category. (13)
Fixed
ii. Annualized rate.
6.75000000
c. Currently in default? Yes No
d. Are there any interest payments in arrears? (14) Yes No
e. Is any portion of the interest paid in kind? (15) Yes No
f. For convertible securities, also provide:
i. Mandatory convertible? Yes No
ii. Contingent convertible? Yes No
iii. Description of the reference instrument. (16)

Reference Instrument RecordName of issuerTitle of issueCurrency in which denominated

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency RecordConversion ratio per 1000 unitsISO Currency Code

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 180

Item C.1. Identification of investment.

a. Name of issuer (if any).
Verisk Analytics Inc
b. LEI (if any) of issuer. (1)
549300I1YSWNIRKBWP67
c. Title of the issue or description of the investment.
Verisk Analytics Inc
d. CUSIP (if any).
92345Y106
At least one of the following other identifiers:
- ISIN
US92345Y1064

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
80907.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
15226697.40000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.928397191352

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 181

Item C.1. Identification of investment.

a. Name of issuer (if any).
UPM-Kymmene OYJ
b. LEI (if any) of issuer. (1)
213800EC6PW5VU4J9U64
c. Title of the issue or description of the investment.
UPM-Kymmene OYJ
d. CUSIP (if any).
000000000
At least one of the following other identifiers:
- ISIN
FI0009005987

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
192955.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
Euro Member Countries
e. Value. (4)
7545915.12000000
f. Exchange rate.
0.83177400
g. Percentage value compared to net assets of the Fund.
0.460087057590

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
FINLAND
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 182

Item C.1. Identification of investment.

a. Name of issuer (if any).
Apple Inc
b. LEI (if any) of issuer. (1)
HWUPKR0MPOU8FGXBT394
c. Title of the issue or description of the investment.
Apple Inc
d. CUSIP (if any).
037833100
At least one of the following other identifiers:
- ISIN
US0378331005

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
204427.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
26873973.42000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
1.638551078292

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
i. If Yes, provide the value of the securities on loan.
26605137.72000000
Schedule of Portfolio Investments Record: 183

Item C.1. Identification of investment.

a. Name of issuer (if any).
Nintendo Co Ltd
b. LEI (if any) of issuer. (1)
353800FEEXU6I9M0ZF27
c. Title of the issue or description of the investment.
Nintendo Co Ltd
d. CUSIP (if any).
000000000
At least one of the following other identifiers:
- ISIN
JP3756600007

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
12076.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
Japan Yen
e. Value. (4)
6927431.12000000
f. Exchange rate.
109.29000000
g. Percentage value compared to net assets of the Fund.
0.422377054337

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
JAPAN
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 184

Item C.1. Identification of investment.

a. Name of issuer (if any).
ODEBRECHT OIL & FINANCE
b. LEI (if any) of issuer. (1)
N/A
c. Title of the issue or description of the investment.
Odebrecht Oil & Gas Finance Ltd
d. CUSIP (if any).
67576JAB7
At least one of the following other identifiers:
- ISIN
US67576JAB70

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
6980718.00000000
b. Units
Principal amount
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
92494.51000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.005639544875

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Debt
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
CAYMAN ISLANDS
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

For debt securities, also provide:
a. Maturity date.
2021-05-31
b. Coupon.
i. Coupon category. (13)
None
ii. Annualized rate.
0.00000000
c. Currently in default? Yes No
d. Are there any interest payments in arrears? (14) Yes No
e. Is any portion of the interest paid in kind? (15) Yes No
f. For convertible securities, also provide:
i. Mandatory convertible? Yes No
ii. Contingent convertible? Yes No
iii. Description of the reference instrument. (16)

Reference Instrument RecordName of issuerTitle of issueCurrency in which denominated

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency RecordConversion ratio per 1000 unitsISO Currency Code

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 185

Item C.1. Identification of investment.

a. Name of issuer (if any).
UBS Group AG
b. LEI (if any) of issuer. (1)
549300SZJ9VS8SGXAN81
c. Title of the issue or description of the investment.
UBS Group AG
d. CUSIP (if any).
000000000
At least one of the following other identifiers:
- ISIN
CH0286864027

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
2364000.00000000
b. Units
Principal amount
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
2693425.76000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.164222670551

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Debt
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
SWITZERLAND
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

For debt securities, also provide:
a. Maturity date.
2025-08-07
b. Coupon.
i. Coupon category. (13)
Fixed
ii. Annualized rate.
6.87500000
c. Currently in default? Yes No
d. Are there any interest payments in arrears? (14) Yes No
e. Is any portion of the interest paid in kind? (15) Yes No
f. For convertible securities, also provide:
i. Mandatory convertible? Yes No
ii. Contingent convertible? Yes No
iii. Description of the reference instrument. (16)

Reference Instrument RecordName of issuerTitle of issueCurrency in which denominated

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency RecordConversion ratio per 1000 unitsISO Currency Code

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 186

Item C.1. Identification of investment.

a. Name of issuer (if any).
Taiwan Semiconductor Manufacturing Co Ltd
b. LEI (if any) of issuer. (1)
549300KB6NK5SBD14S87
c. Title of the issue or description of the investment.
Taiwan Semiconductor Manufacturing Co Ltd
d. CUSIP (if any).
874039100
At least one of the following other identifiers:
- ISIN
US8740391003

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
154757.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
18066332.18000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
1.101534470235

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
TAIWAN (PROVINCE OF CHINA)
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 187

Item C.1. Identification of investment.

a. Name of issuer (if any).
Osaka Exchange
b. LEI (if any) of issuer. (1)
3538001249AILNPRUX57
c. Title of the issue or description of the investment.
NIKKEI 225 (OSE) JUN21 XOSE 20210610
d. CUSIP (if any).
000000000
At least one of the following other identifiers:
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
ADI17F489
Description of other unique identifier.
Internal Identifier

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
130.00000000
b. Units
Number of contracts
c. Description of other units.
d. Currency. (3)
Japan Yen
e. Value. (4)
-988268.42000000
f. Exchange rate.
109.29000000
g. Percentage value compared to net assets of the Fund.
-0.06025637742

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Derivative-equity
b. Issuer type. (7)

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
JAPAN
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)
Future
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

Counterparty Info RecordName of counterpartyLEI (if any) of counterparty
#1Osaka Exchange3538001249AILNPRUX57

c. For futures and forwards (other than forward foreign currency contracts), provide:
i. Payoff profile, selected from among the following (long, short).
Long
ii. Description of reference instrument, as required by sub-Item C.11.c.iii.
2. The reference instrument is an index or custom basket. (26)
Index name.
Nikkei 225 Index
Index identifier, if any.
NKM1 Index
Narrative description. (27)
iii. Expiration date.
2021-06-10
iv. Aggregate notional amount or contract value on trade date.
3867367043.00000000
ISO Currency Code.
Japan Yen
v. Unrealized appreciation or depreciation. (24)
-988268.42000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 188

Item C.1. Identification of investment.

a. Name of issuer (if any).
ATHENE HOLDING LTD
b. LEI (if any) of issuer. (1)
549300H316CT32FQXI76
c. Title of the issue or description of the investment.
Athene Holding Ltd
d. CUSIP (if any).
04686J309
At least one of the following other identifiers:
- ISIN
US04686J3095

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
141760.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
3991961.60000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.243396571171

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-preferred
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
BERMUDA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 189

Item C.1. Identification of investment.

a. Name of issuer (if any).
DCC PLC
b. LEI (if any) of issuer. (1)
213800UPS1QEE4TD3T45
c. Title of the issue or description of the investment.
DCC PLC
d. CUSIP (if any).
000000000
At least one of the following other identifiers:
- ISIN
IE0002424939

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
135745.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United Kingdom Pound
e. Value. (4)
11778459.05000000
f. Exchange rate.
0.72408700
g. Percentage value compared to net assets of the Fund.
0.718152335547

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
IRELAND
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 190

Item C.1. Identification of investment.

a. Name of issuer (if any).
SCE Trust IV
b. LEI (if any) of issuer. (1)
N/A
c. Title of the issue or description of the investment.
SCE Trust IV
d. CUSIP (if any).
78409G206
At least one of the following other identifiers:
- ISIN
US78409G2066

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
37216.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
934121.60000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.056954955302

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-preferred
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 191

Item C.1. Identification of investment.

a. Name of issuer (if any).
Tencent Holdings Ltd
b. LEI (if any) of issuer. (1)
254900N4SLUMW4XUYY11
c. Title of the issue or description of the investment.
Tencent Holdings Ltd
d. CUSIP (if any).
000000000
At least one of the following other identifiers:
- ISIN
KYG875721634

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
102523.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
Hong Kong Dollar
e. Value. (4)
8178463.83000000
f. Exchange rate.
7.76775000
g. Percentage value compared to net assets of the Fund.
0.498654609721

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
CAYMAN ISLANDS
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 192

Item C.1. Identification of investment.

a. Name of issuer (if any).
DISCOVER FINANCIAL SVS
b. LEI (if any) of issuer. (1)
Z1YLO2USPORE63VVUL20
c. Title of the issue or description of the investment.
Discover Financial Services
d. CUSIP (if any).
254709AQ1
At least one of the following other identifiers:
- ISIN
US254709AQ15

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
2397000.00000000
b. Units
Principal amount
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
2711606.25000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.165331165414

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Debt
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

For debt securities, also provide:
a. Maturity date.
2025-06-23
b. Coupon.
i. Coupon category. (13)
Fixed
ii. Annualized rate.
6.12500000
c. Currently in default? Yes No
d. Are there any interest payments in arrears? (14) Yes No
e. Is any portion of the interest paid in kind? (15) Yes No
f. For convertible securities, also provide:
i. Mandatory convertible? Yes No
ii. Contingent convertible? Yes No
iii. Description of the reference instrument. (16)

Reference Instrument RecordName of issuerTitle of issueCurrency in which denominated

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency RecordConversion ratio per 1000 unitsISO Currency Code

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 193

Item C.1. Identification of investment.

a. Name of issuer (if any).
SCE Trust V
b. LEI (if any) of issuer. (1)
N/A
c. Title of the issue or description of the investment.
SCE Trust V
d. CUSIP (if any).
78409W201
At least one of the following other identifiers:
- ISIN
US78409W2017

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
68884.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
1757230.84000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.107141301462

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-preferred
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 194

Item C.1. Identification of investment.

a. Name of issuer (if any).
BARCLAYS PLC
b. LEI (if any) of issuer. (1)
213800LBQA1Y9L22JB70
c. Title of the issue or description of the investment.
Barclays PLC
d. CUSIP (if any).
06738EBN4
At least one of the following other identifiers:
- ISIN
US06738EBN40

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
2500000.00000000
b. Units
Principal amount
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
2767675.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.168749770818

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Debt
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

For debt securities, also provide:
a. Maturity date.
2025-12-15
b. Coupon.
i. Coupon category. (13)
Fixed
ii. Annualized rate.
6.12500000
c. Currently in default? Yes No
d. Are there any interest payments in arrears? (14) Yes No
e. Is any portion of the interest paid in kind? (15) Yes No
f. For convertible securities, also provide:
i. Mandatory convertible? Yes No
ii. Contingent convertible? Yes No
iii. Description of the reference instrument. (16)

Reference Instrument RecordName of issuerTitle of issueCurrency in which denominated

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency RecordConversion ratio per 1000 unitsISO Currency Code

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 195

Item C.1. Identification of investment.

a. Name of issuer (if any).
SCE Trust III
b. LEI (if any) of issuer. (1)
N/A
c. Title of the issue or description of the investment.
SCE Trust III
d. CUSIP (if any).
78409B207
At least one of the following other identifiers:
- ISIN
US78409B2079

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
76426.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
1941220.40000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.118359452467

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-preferred
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 196

Item C.1. Identification of investment.

a. Name of issuer (if any).
Safran SA
b. LEI (if any) of issuer. (1)
969500UIC89GT3UL7L24
c. Title of the issue or description of the investment.
Safran SA
d. CUSIP (if any).
000000000
At least one of the following other identifiers:
- ISIN
FR0000073272

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
91131.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
Euro Member Countries
e. Value. (4)
13606646.47000000
f. Exchange rate.
0.83177400
g. Percentage value compared to net assets of the Fund.
0.829619978293

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
FRANCE
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 197

Item C.1. Identification of investment.

a. Name of issuer (if any).
ALGONQUIN PWR & UTILITY
b. LEI (if any) of issuer. (1)
549300K5VIUTJXQL7X75
c. Title of the issue or description of the investment.
Algonquin Power & Utilities Corp
d. CUSIP (if any).
015857808
At least one of the following other identifiers:
- ISIN
US0158578080

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
66400.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
1844094.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.112437493516

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-preferred
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
CANADA (FEDERAL LEVEL)
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 198

Item C.1. Identification of investment.

a. Name of issuer (if any).
VF Corp
b. LEI (if any) of issuer. (1)
CWAJJ9DJ5Z7P057HV541
c. Title of the issue or description of the investment.
VF Corp
d. CUSIP (if any).
918204108
At least one of the following other identifiers:
- ISIN
US9182041080

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
73153.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
6412591.98000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.390986451436

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 199

Item C.1. Identification of investment.

a. Name of issuer (if any).
STANDARD CHARTERED PLC
b. LEI (if any) of issuer. (1)
U4LOSYZ7YG4W3S5F2G91
c. Title of the issue or description of the investment.
Standard Chartered PLC
d. CUSIP (if any).
853254BT6
At least one of the following other identifiers:
- ISIN
US853254BT68

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
3149000.00000000
b. Units
Principal amount
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
3449886.95000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.210345373702

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Debt
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

For debt securities, also provide:
a. Maturity date.
2025-07-26
b. Coupon.
i. Coupon category. (13)
Fixed
ii. Annualized rate.
6.00000000
c. Currently in default? Yes No
d. Are there any interest payments in arrears? (14) Yes No
e. Is any portion of the interest paid in kind? (15) Yes No
f. For convertible securities, also provide:
i. Mandatory convertible? Yes No
ii. Contingent convertible? Yes No
iii. Description of the reference instrument. (16)

Reference Instrument RecordName of issuerTitle of issueCurrency in which denominated

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency RecordConversion ratio per 1000 unitsISO Currency Code

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 200

Item C.1. Identification of investment.

a. Name of issuer (if any).
Eli Lilly & Co
b. LEI (if any) of issuer. (1)
FRDRIPF3EKNDJ2CQJL29
c. Title of the issue or description of the investment.
Eli Lilly & Co
d. CUSIP (if any).
532457108
At least one of the following other identifiers:
- ISIN
US5324571083

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
82414.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
15062806.78000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.918404506313

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 201

Item C.1. Identification of investment.

a. Name of issuer (if any).
Global X US Preferred ETF
b. LEI (if any) of issuer. (1)
5493002F5H3KM07K2Y09
c. Title of the issue or description of the investment.
Global X US Preferred ETF
d. CUSIP (if any).
37954Y657
At least one of the following other identifiers:
- ISIN
US37954Y6573

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
329690.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
8486220.60000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.517419054393

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Registered fund

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 202

Item C.1. Identification of investment.

a. Name of issuer (if any).
Global Payments Inc
b. LEI (if any) of issuer. (1)
549300NOMHGVQBX6S778
c. Title of the issue or description of the investment.
Global Payments Inc
d. CUSIP (if any).
37940X102
At least one of the following other identifiers:
- ISIN
US37940X1028

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
35135.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
7541025.05000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.459788901849

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 203

Item C.1. Identification of investment.

a. Name of issuer (if any).
Amazon.com Inc
b. LEI (if any) of issuer. (1)
ZXTILKJKG63JELOEG630
c. Title of the issue or description of the investment.
Amazon.com Inc
d. CUSIP (if any).
023135106
At least one of the following other identifiers:
- ISIN
US0231351067

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
12088.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
41914172.96000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
2.555577183396

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
i. If Yes, provide the value of the securities on loan.
5450784.24000000
Schedule of Portfolio Investments Record: 204

Item C.1. Identification of investment.

a. Name of issuer (if any).
Schneider Electric SE
b. LEI (if any) of issuer. (1)
969500A1YF1XUYYXS284
c. Title of the issue or description of the investment.
Schneider Electric SE
d. CUSIP (if any).
000000000
At least one of the following other identifiers:
- ISIN
FR0000121972

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
94022.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
Euro Member Countries
e. Value. (4)
15001750.24000000
f. Exchange rate.
0.83177400
g. Percentage value compared to net assets of the Fund.
0.914681787016

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
FRANCE
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 205

Item C.1. Identification of investment.

a. Name of issuer (if any).
BANCO MERCANTIL DE NORTE
b. LEI (if any) of issuer. (1)
549300QTVYRPFHS0J362
c. Title of the issue or description of the investment.
Banco Mercantil del Norte SA/Grand Cayman
d. CUSIP (if any).
05971PAB4
At least one of the following other identifiers:
- ISIN
US05971PAB40

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
2470000.00000000
b. Units
Principal amount
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
2741971.70000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.167182597655

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Debt
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
MEXICO
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

For debt securities, also provide:
a. Maturity date.
2029-06-27
b. Coupon.
i. Coupon category. (13)
Fixed
ii. Annualized rate.
7.50000000
c. Currently in default? Yes No
d. Are there any interest payments in arrears? (14) Yes No
e. Is any portion of the interest paid in kind? (15) Yes No
f. For convertible securities, also provide:
i. Mandatory convertible? Yes No
ii. Contingent convertible? Yes No
iii. Description of the reference instrument. (16)

Reference Instrument RecordName of issuerTitle of issueCurrency in which denominated

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency RecordConversion ratio per 1000 unitsISO Currency Code

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 206

Item C.1. Identification of investment.

a. Name of issuer (if any).
Infineon Technologies AG
b. LEI (if any) of issuer. (1)
TSI2PJM6EPETEQ4X1U25
c. Title of the issue or description of the investment.
Infineon Technologies AG
d. CUSIP (if any).
000000000
At least one of the following other identifiers:
- ISIN
DE0006231004

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
311320.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
Euro Member Countries
e. Value. (4)
12484098.04000000
f. Exchange rate.
0.83177400
g. Percentage value compared to net assets of the Fund.
0.761176324217

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
GERMANY
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 207

Item C.1. Identification of investment.

a. Name of issuer (if any).
Yara International ASA
b. LEI (if any) of issuer. (1)
213800WKOUWXWFJ5Z514
c. Title of the issue or description of the investment.
Yara International ASA
d. CUSIP (if any).
000000000
At least one of the following other identifiers:
- ISIN
NO0010208051

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
266280.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
Norway Krone
e. Value. (4)
13889729.29000000
f. Exchange rate.
8.32400000
g. Percentage value compared to net assets of the Fund.
0.846880010991

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
NORWAY
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 208

Item C.1. Identification of investment.

a. Name of issuer (if any).
Anglo American PLC
b. LEI (if any) of issuer. (1)
549300S9XF92D1X8ME43
c. Title of the issue or description of the investment.
Anglo American PLC
d. CUSIP (if any).
000000000
At least one of the following other identifiers:
- ISIN
GB00B1XZS820

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
238676.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United Kingdom Pound
e. Value. (4)
10119963.66000000
f. Exchange rate.
0.72408700
g. Percentage value compared to net assets of the Fund.
0.617031099503

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 209

Item C.1. Identification of investment.

a. Name of issuer (if any).
Citigroup Inc
b. LEI (if any) of issuer. (1)
6SHGI4ZSSLCXXQSBB395
c. Title of the issue or description of the investment.
Citigroup Inc
d. CUSIP (if any).
172967HQ7
At least one of the following other identifiers:
- ISIN
US172967HQ76

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
6675000.00000000
b. Units
Principal amount
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
7198303.31000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.438892584514

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Debt
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

For debt securities, also provide:
a. Maturity date.
2024-05-15
b. Coupon.
i. Coupon category. (13)
Fixed
ii. Annualized rate.
6.30000000
c. Currently in default? Yes No
d. Are there any interest payments in arrears? (14) Yes No
e. Is any portion of the interest paid in kind? (15) Yes No
f. For convertible securities, also provide:
i. Mandatory convertible? Yes No
ii. Contingent convertible? Yes No
iii. Description of the reference instrument. (16)

Reference Instrument RecordName of issuerTitle of issueCurrency in which denominated

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency RecordConversion ratio per 1000 unitsISO Currency Code

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 210

Item C.1. Identification of investment.

a. Name of issuer (if any).
PLAINS ALL AMERICAN PIPE
b. LEI (if any) of issuer. (1)
5521FA2ITF25TVH63740
c. Title of the issue or description of the investment.
Plains All American Pipeline LP
d. CUSIP (if any).
726503AE5
At least one of the following other identifiers:
- ISIN
US726503AE55

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
8080000.00000000
b. Units
Principal amount
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
6726600.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.410132045268

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Debt
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

For debt securities, also provide:
a. Maturity date.
2022-11-15
b. Coupon.
i. Coupon category. (13)
Fixed
ii. Annualized rate.
6.12500000
c. Currently in default? Yes No
d. Are there any interest payments in arrears? (14) Yes No
e. Is any portion of the interest paid in kind? (15) Yes No
f. For convertible securities, also provide:
i. Mandatory convertible? Yes No
ii. Contingent convertible? Yes No
iii. Description of the reference instrument. (16)

Reference Instrument RecordName of issuerTitle of issueCurrency in which denominated

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency RecordConversion ratio per 1000 unitsISO Currency Code

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 211

Item C.1. Identification of investment.

a. Name of issuer (if any).
STANDARD CHARTERED PLC
b. LEI (if any) of issuer. (1)
U4LOSYZ7YG4W3S5F2G91
c. Title of the issue or description of the investment.
Standard Chartered PLC
d. CUSIP (if any).
853254BX7
At least one of the following other identifiers:
- ISIN
US853254BX70

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
2349000.00000000
b. Units
Principal amount
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
2386172.93000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.145488951943

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Debt
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

For debt securities, also provide:
a. Maturity date.
2031-01-14
b. Coupon.
i. Coupon category. (13)
Fixed
ii. Annualized rate.
4.75000000
c. Currently in default? Yes No
d. Are there any interest payments in arrears? (14) Yes No
e. Is any portion of the interest paid in kind? (15) Yes No
f. For convertible securities, also provide:
i. Mandatory convertible? Yes No
ii. Contingent convertible? Yes No
iii. Description of the reference instrument. (16)

Reference Instrument RecordName of issuerTitle of issueCurrency in which denominated

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency RecordConversion ratio per 1000 unitsISO Currency Code

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 212

Item C.1. Identification of investment.

a. Name of issuer (if any).
Halma PLC
b. LEI (if any) of issuer. (1)
2138007FRGLUR9KGBT40
c. Title of the issue or description of the investment.
Halma PLC
d. CUSIP (if any).
000000000
At least one of the following other identifiers:
- ISIN
GB0004052071

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
206240.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United Kingdom Pound
e. Value. (4)
7369489.38000000
f. Exchange rate.
0.72408700
g. Percentage value compared to net assets of the Fund.
0.449330085333

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 213

Item C.1. Identification of investment.

a. Name of issuer (if any).
Svenska Handelsbanken AB
b. LEI (if any) of issuer. (1)
NHBDILHZTYCNBV5UYZ31
c. Title of the issue or description of the investment.
Svenska Handelsbanken AB
d. CUSIP (if any).
000000000
At least one of the following other identifiers:
- ISIN
SE0007100599

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
885227.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
Sweden Krona
e. Value. (4)
10251163.94000000
f. Exchange rate.
8.46555000
g. Percentage value compared to net assets of the Fund.
0.625030599871

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
SWEDEN
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 214

Item C.1. Identification of investment.

a. Name of issuer (if any).
BROOKFIELD PROPERTY PART
b. LEI (if any) of issuer. (1)
5493004J5Z0TZW83NU62
c. Title of the issue or description of the investment.
Brookfield Property Partners LP
d. CUSIP (if any).
000000000
At least one of the following other identifiers:
- ISIN
BMG162491648

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
224848.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
5328897.60000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.324911793731

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-preferred
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
BERMUDA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No

NPORT-P: Part E: Explanatory Notes (if any)

The Fund may provide any information it believes would be helpful in understanding the information reported in response to any Item of this Form. The Fund may also explain any assumptions that it made in responding to any Item of this Form. To the extent responses relate to a particular Item, provide the Item number(s), as applicable.

Explanatory Note RecordNote ItemExplanatory Notes
#1B.5.aMonthly returns presented in Item B.5(a) have been calculated without deducting any applicable sales loads or redemption fees.

NPORT-P: Additional notes

IdentifierNote
(1) LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
(2) Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
(3) Currency. Indicate the currency in which the investment is denominated.
(4) Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
(5) Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item [C/D].11.
(6) Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other” provide a brief description.
(7) Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other” provide a brief description.
(8) Report the ISO country code that corresponds to the country where the issuer is organized.
(9) If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments.
(10) Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]: Highly Liquid Investments, Moderately Liquid Investments, Less Liquid Investments, Illiquid Investments. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
(11) Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
(12) Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7 (ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
(13) Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none).
(14) Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N]
(15) Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind.
(16) Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
(17) Conversion ratio per US$1000 notional, or, if bond currency is not in U.S. dollars, per 1000 units of the relevant currency, indicating the relevant currency. If there is more than one conversion ratio, provide each conversion ratio.
(18) Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral.
(19) If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated.
(20) Category of investments that most closely represents the collateral, selected from among the following (asset-backed securities; agency collateralized mortgage obligations; agency debentures and agency strips; agency mortgage-backed securities; private label collateralized mortgage obligations; corporate debt securities; equities; money market; U.S. Treasuries (including strips); other instrument). If "other instrument", include a brief description, including, if applicable, whether it is a collateralized debt obligation, municipal debt, whole loan, or international debt
(21) Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other).
(22) In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
(23) Description and terms of payments necessary for a user of financial information to understand the terms of payments to be paid and received, including, as applicable, description of the reference instrument, obligation, or index, financing rate, floating coupon rate, fixed coupon rate, and payment frequency.
(24) Depreciation shall be reported as a negative number.
(25) If the reference instrument is a derivative, indicate the category of derivative from among the categories listed in sub-Item C.11.a. and provide all information required to be reported on this Form for that category.
(26) If the reference instrument is an index or custom basket, and if the index’s or custom basket’s components are publicly available on a website and are updated on that website no less frequently than quarterly, identify the index and provide the index identifier, if any. If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the Fund, provide a narrative description of the index. If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents more than 5% of the net asset value of the Fund, provide the (i) name, (ii) identifier, (iii) number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions), and (iv) value of every component in the index or custom basket. The identifier shall include CUSIP of the index’s or custom basket’s components, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available). If other identifier provided, indicate the type of identifier used.

If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents greater than 1%, but 5% or less, of the net asset value of the Fund, Funds shall report the required component information described above, but may limit reporting to the (i) 50 largest components in the index and (ii) any other components where the notional value for that components is over 1% of the notional value of the index or custom basket.
An index or custom basket, where the components are publicly available on a website and are updated on that website no less frequently than quarterly.
(27) If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the Fund, provide a narrative description of the index.
(28) If the reference instrument is neither a derivative or an index, the description of the reference instrument shall include the name of issuer and title of issue, as well as CUSIP of the reference instrument, ISIN (if CUSIP is not available), ticker if (CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).

NPORT-P: Signatures

The Registrant has duly caused this report to be signed on its behalf by the undersigned hereunto duly authorized.
Registrant:
EATON VANCE TAX ADVANTAGED GLOBAL DIVIDEND INCOME FUND
By (Signature):
James Kirchner
Name:
James Kirchner
Title:
Treasurer
Date:
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