Alternative Risk Premia Fund - Total Return Swap

Swap constituents as of 04-30-2021 Alternative Risk Premia Fund - Total Return Swap

As of the date of the most recently disclosed portolio holdings of the Wells Fargo Alternatve Risk Premia Fund (“the Fund”) appearing on the Fund’s website, the Fund has entered into a total return swap contract, where the reference assets is a custom “basket” of equity investments. The swap provides exposure to the long and short equity components of the basket listed below. These consttuents are not holdings of the Fund. The percentages shown in the table below correspond to each consttuent’s weight in the overall custom basket (not of the Fund) as of the date referenced.

Identifier (cusip) Security Name Security Type Shares/Par Value Market Value % of Swap Basket 33767E970 FirstService Corp Common Stock 1,700.00 276,143.68 1.09% 445658107 J.B. Hunt Transport Services, Inc. Common Stock 1,486.00 253,675.06 1.00% J29699105 ENEOS Holdings, Inc. Common Stock 57,800.00 249,202.67 0.99% 046789954 ATCO Ltd. Class I Common Stock 7,200.00 247,136.64 0.98% G16962105 Bunge Limited Common Stock 2,529.00 213,498.18 0.84% 891102956 Toromont Industries Ltd. Common Stock 2,600.00 207,297.73 0.82% Q5921Q109 Medibank Private Ltd. Common Stock 87,177.00 206,842.99 0.82% J2388K103 Idemitsu Kosan Co., Ltd. Common Stock 8,600.00 205,931.01 0.81% 039483102 Archer-Daniels-Midland Company Common Stock 3,261.00 205,866.93 0.81% 042735100 Arrow Electronics, Inc. Common Stock 1,800.00 205,326.00 0.81% F55896108 La Francaise des Jeux SA Common Stock 3,867.00 198,144.62 0.78% G33090104 Evraz PLC Common Stock 19,775.00 175,441.07 0.69% 11133T103 Broadridge Financial Solutions, Inc. Common Stock 1,071.00 169,892.73 0.67% N7291Y137 Randstad NV Common Stock 2,338.00 168,876.45 0.67% J6367Q106 PERSOL HOLDINGS CO. LTD. Common Stock 9,000.00 165,440.57 0.65% 770323103 Robert Half International Inc. Common Stock 1,847.00 161,815.67 0.64% J11151107 Daito Trust Construction Co., Ltd. Common Stock 1,500.00 159,483.94 0.63% X6002Y112 Orion Oyj Class B Common Stock 3,572.00 158,164.07 0.63% J4929Q102 NH Foods Ltd. Common Stock 3,500.00 156,121.33 0.62% G2689P101 DCC Plc Common Stock 1,782.00 154,651.14 0.61% 902681105 UGI Corporation Common Stock 3,524.00 154,034.04 0.61% 784117103 SEI Investments Company Common Stock 2,370.00 145,612.80 0.58% W7912C118 Securitas AB Class B Common Stock 8,238.00 140,567.25 0.56% 526107107 Lennox International Inc. Common Stock 417.00 139,836.78 0.55% 679580100 Old Dominion Freight Line, Inc. Common Stock 526.00 135,608.06 0.54% F5362H107 Ipsen SA Common Stock 1,353.00 130,847.23 0.52% 00123Q104 AGNC Investment Corp. Common Stock 6,955.00 124,703.15 0.49% J19174101 Hakuhodo Dy Holdings Incorporated Common Stock 7,200.00 121,284.66 0.48% W92277115 Swedish Match AB Common Stock 1,457.00 119,512.71 0.47% 023586100 AMERCO Common Stock 200.00 119,326.00 0.47% 446413106 Huntington Ingalls Industries, Inc. Common Stock 546.00 115,926.72 0.46% 30225T102 Extra Space Storage Inc. Common Stock 767.00 114,045.23 0.45% Y6802P120 PCCW Limited Common Stock 196,000.00 113,546.39 0.45% 12541W209 C.H. Robinson Worldwide, Inc. Common Stock 1,160.00 112,612.80 0.45% J8T622102 TIS Inc. Common Stock 4,400.00 109,305.52 0.43% J72208101 SHIMAMURA Co., Ltd. Common Stock 1,100.00 108,902.92 0.43% H50430232 Logitech International S.A. Common Stock 958.00 107,417.68 0.42% Identifier (cusip) Security Name Security Type Shares/Par Value Market Value % of Swap Basket 499049104 Knight-Swift Transportation Holdings Inc. Class A Common Stock 2,261.00 106,538.32 0.42% 959802109 Western Union Company Common Stock 4,052.00 104,379.52 0.41% G4576K104 Hikma Pharmaceuticals Plc Common Stock 3,092.00 104,193.00 0.41% H00392318 Adecco Group AG Common Stock 1,515.00 102,587.02 0.41% Q8619N107 Spark New Zealand Limited Common Stock 32,364.00 101,902.57 0.40% G51604166 Johnson Matthey Plc Common Stock 2,219.00 99,597.84 0.39% G2871V114 Direct Line Insurance Group Plc Common Stock 25,268.00 99,489.52 0.39% D8530Z100 Uniper SE Common Stock 2,689.00 98,084.65 0.39% 45168D104 IDEXX Laboratories, Inc. Common Stock 178.00 97,720.22 0.39% J90096132 Tosoh Corporation Common Stock 5,500.00 97,529.51 0.39% D8542B125 United Internet AG Common Stock 2,317.00 97,524.29 0.39% J43959113 Mitsubishi Gas Chemical Company, Inc. Common Stock 4,100.00 94,800.07 0.37% 29530P102 Erie Indemnity Company Class A Common Stock 442.00 94,596.84 0.37% J6388P103 Pola Orbis Holdings Inc. Common Stock 3,600.00 93,318.69 0.37% J70081104 SCSK Corporation Common Stock 1,600.00 92,817.28 0.37% 629377508 NRG Energy, Inc. Common Stock 2,558.00 91,627.56 0.36% 156782104 Cerner Corporation Common Stock 1,183.00 88,784.15 0.35% 955306105 West Pharmaceutical Services, Inc. Common Stock 260.00 85,415.20 0.34% J05190103 CALBEE, Inc. Common Stock 3,500.00 83,873.18 0.33% 25754A201 Domino's Pizza, Inc. Common Stock 196.00 82,778.64 0.33% Y82954101 Suntec Real Estate Investment Trust Common Stock 71,700.00 82,435.47 0.33% 189054109 Clorox Company Common Stock 451.00 82,307.50 0.33% J1046G108 CyberAgent, Inc. Common Stock 4,000.00 82,276.51 0.33% 60855R100 Molina Healthcare, Inc. Common Stock 320.00 81,632.00 0.32% J29258100 Kakaku.com, Inc. Common Stock 3,000.00 81,526.21 0.32% J9893A108 ZOZO, Inc. Common Stock 2,400.00 81,032.12 0.32% 302130109 Expeditors International of Washington, Inc. Common Stock 737.00 80,966.82 0.32% G50871105 Jazz Pharmaceuticals Public Limited Company Common Stock 489.00 80,391.60 0.32% 501044101 Kroger Co. Common Stock 1,817.00 66,393.18 0.26% F7725A100 Remy Cointreau SA Common Stock 315.00 62,941.38 0.25% 74144T108 T. Rowe Price Group Common Stock 350.00 62,720.00 0.25% 892356106 Tractor Supply Company Common Stock 329.00 62,049.40 0.25% 303075105 FactSet Research Systems Inc. Common Stock 180.00 60,519.60 0.24% J4261C109 Mcdonalds Holdings Company Japan, Ltd. Common Stock 1,300.00 59,355.84 0.23% 12503M108 Cboe Global Markets Inc Common Stock 549.00 57,299.13 0.23% K7681L102 Pandora A/S Common Stock 501.00 56,737.66 0.22% 831865209 A. O. Smith Corporation Common Stock 826.00 55,961.50 0.22% 020745907 Genus plc Common Stock 761.00 53,442.27 0.21% 493732101 Kforce Inc. Common Stock 867.00 48,586.68 0.19% D3R2MA100 HelloFresh SE Common Stock 553.00 45,874.24 0.18% 26817Q886 Dynex Capital, Inc. Common Stock 2,260.00 45,652.00 0.18% J41551110 Mazda Motor Corp. Common Stock 5,800.00 44,897.06 0.18% 515098101 Landstar System, Inc. Common Stock 257.00 44,275.96 0.18% 800422107 John B. Sanfilippo & Son, Inc. Common Stock 464.00 40,785.60 0.16% B95505184 Umicore Common Stock 662.00 40,240.16 0.16% J95534103 Yamada Holding Co., Ltd. Common Stock 7,800.00 38,825.14 0.15% J53376133 Nippon Express Co, Ltd Common Stock 500.00 38,201.12 0.15% Identifier (cusip) Security Name Security Type Shares/Par Value Market Value % of Swap Basket E41222113 Endesa S.A. Common Stock 1,424.00 37,424.40 0.15% BV9FP3906 COMPUTACENTER PLC COMMON STOCK GBP.075555 Common Stock 1,003.00 37,095.46 0.15% 974250102 Winmark Corporation Common Stock 176.00 33,892.32 0.13% 29414B104 EPAM Systems, Inc. Common Stock 74.00 33,873.50 0.13% 27875T101 Echo Global Logistics, Inc Common Stock 1,035.00 33,844.50 0.13% 099502106 Booz Allen Hamilton Holding Corporation Class A Common Stock 398.00 33,014.10 0.13% 16679L109 Chewy, Inc. Class A Common Stock 412.00 32,844.64 0.13% 781846209 Rush Enterprises, Inc. Class A Common Stock 664.00 32,775.04 0.13% 748193919 Quebecor Inc. Class B Common Stock 1,200.00 32,266.20 0.13% 11135B100 Broadmark Realty Capital Inc Common Stock 2,932.00 31,606.96 0.12% G5256E441 Kingfisher Plc Common Stock 6,307.00 31,121.83 0.12% 548552900 Aurubis AG Common Stock 354.00 30,447.16 0.12% 12504L109 CBRE Group, Inc. Class A Common Stock 354.00 30,160.80 0.12% 860372101 Stewart Information Services Corporation Common Stock 514.00 30,146.10 0.12% B15CPD901 PIAGGIO + C. S.P.A. COMMON STOCK Common Stock 7,752.00 30,065.80 0.12% J95776126 Yamaha Motor Co., Ltd. Common Stock 1,200.00 29,964.32 0.12% 781903950 Russel Metals Inc. Common Stock 1,300.00 29,804.34 0.12% BZ0769902 Europris ASA Common Stock 4,350.00 29,656.72 0.12% 668771108 NortonLifeLock Inc. Common Stock 1,320.00 28,525.20 0.11% BYY1RS906 LEOVEGAS AB COMMON STOCK EUR.012 Common Stock 4,573.00 27,387.60 0.11% 92242T101 Vectrus Inc Common Stock 516.00 27,012.60 0.11% G5480U104 Liberty Global Plc Class A Common Stock 1,002.00 26,953.80 0.11% 86828P954 Superior Plus Corp Common Stock 2,200.00 26,883.62 0.11% 48251K100 KKR Real Estate Finance Trust Inc. Common Stock 1,269.00 26,775.90 0.11% 649016003 KENTUCKY FRIED JPY50 Common Stock 1,000.00 26,470.86 0.10% 71742Q106 Phibro Animal Health Corporation Class A Common Stock 1,075.00 26,359.00 0.10% 43785V102 HomeStreet, Inc. Common Stock 643.00 26,260.12 0.10% BH4TCW902 Orora Ltd. Common Stock 10,551.00 25,846.93 0.10% Q85717108 Washington H. Soul Pattinson and Co. Ltd. Common Stock 1,033.00 24,088.01 0.10% J85108108 Tohoku Electric Power Company, Incorporated Common Stock 2,700.00 23,790.83 0.09% 612907907 Avex Inc. Common Stock 1,700.00 23,192.42 0.09% W3287P115 Evolution Gaming Group AB Common Stock 116.00 22,910.74 0.09% 89785X101 TrueBlue, Inc. Common Stock 806.00 22,809.80 0.09% 567908108 MarineMax, Inc. Common Stock 399.00 22,663.20 0.09% B1VNSX901 Drax Group plc Common Stock 3,999.00 22,566.22 0.09% 858119100 Steel Dynamics, Inc. Common Stock 412.00 22,338.64 0.09% 737006908 Melexis NV Common Stock 203.00 22,111.54 0.09% 128246105 Calavo Growers, Inc. Common Stock 282.00 22,032.66 0.09% B0LCW7900 Sims Ltd. Common Stock 1,800.00 21,894.89 0.09% 988498101 Yum! Brands, Inc. Common Stock 183.00 21,872.16 0.09% 433406105 Hino Motors,Ltd. Common Stock 2,600.00 21,767.77 0.09% D5357W103 Merck KGaA Common Stock 123.00 21,612.18 0.09% 61174X109 Monster Beverage Corporation Common Stock 220.00 21,351.00 0.08% B1P70H908 United Laboratories International Holdings Ltd. Common Stock 26,000.00 21,288.02 0.08% BF17YL907 Arjo AB Class B Common Stock 2,149.00 21,222.06 0.08% J9427E105 United Urban Investment Corporation Common Stock 14.00 20,931.47 0.08% 893578963 Transcontinental Inc. Class A Common Stock 1,100.00 20,833.91 0.08% Identifier (cusip) Security Name Security Type Shares/Par Value Market Value % of Swap Basket B151P4905 Modern Times Group MTG AB Class B Common Stock 1,307.00 20,070.76 0.08% 74967R106 RMR Group, Inc. Class A Common Stock 501.00 19,829.58 0.08% G0535Q133 ASM Pacific Technology Limited Common Stock 1,300.00 19,714.85 0.08% 750469207 Radius Health, Inc. Common Stock 881.00 19,646.30 0.08% 76009N100 Rent-A-Center Inc Common Stock 339.00 19,509.45 0.08% 00738A106 ADTRAN, Inc. Common Stock 1,134.00 19,380.06 0.08% BBT3PS900 Plus500 Ltd. Common Stock 985.00 19,316.74 0.08% 269796108 Eagle Pharmaceuticals, Inc. Common Stock 467.00 19,067.61 0.08% 747619104 Quanex Building Products Corporation Common Stock 686.00 18,720.94 0.07% 766559603 Rigel Pharmaceuticals, Inc. Common Stock 4,993.00 18,573.96 0.07% 74112D101 Prestige Consumer Healthcare Inc Common Stock 426.00 18,556.56 0.07% B56CQJ907 Bega Cheese Limited Common Stock 3,762.00 18,518.59 0.07% 81725T100 Sensient Technologies Corporation Common Stock 223.00 18,339.52 0.07% J14112106 Fuji Electric Co., Ltd. Common Stock 400.00 18,208.44 0.07% 929566107 Wabash National Corporation Common Stock 1,028.00 18,103.08 0.07% 635785009 Elders Limited Common Stock 1,913.00 17,934.68 0.07% 404251100 HNI Corporation Common Stock 418.00 17,698.12 0.07% B28638904 CVS GROUP PLC COMMON STOCK GBP.002 Common Stock 572.00 17,616.12 0.07% B0L4LM907 888 Holdings Plc Common Stock 2,963.00 17,456.69 0.07% B1XC02901 BENEXT GROUP INC COMMON STOCK Common Stock 1,300.00 16,950.32 0.07% 74727D306 QAD Inc. Class A Common Stock 237.00 16,753.53 0.07% 23284F105 CytomX Therapeutics, Inc. Common Stock 1,781.00 16,670.16 0.07% 457030104 Ingles Markets, Incorporated Class A Common Stock 267.00 16,364.43 0.06% 91307C102 United Therapeutics Corporation Common Stock 81.00 16,326.36 0.06% 825698103 Shyft Group, Inc. Common Stock 459.00 16,257.78 0.06% 421906108 Healthcare Services Group, Inc. Common Stock 530.00 15,873.50 0.06% 670340009 Prima Meat Packers,Ltd. Common Stock 500.00 15,783.69 0.06% 55405W104 MYR Group Inc. Common Stock 202.00 15,735.80 0.06% 613716901 Austal Limited Common Stock 8,368.00 15,535.56 0.06% 616399903 SB TECHNOLOGY CORP COMMON STOCK Common Stock 500.00 15,051.70 0.06% 90328M107 USANA Health Sciences, Inc. Common Stock 167.00 15,028.33 0.06% 703395103 Patterson Companies, Inc. Common Stock 460.00 14,784.40 0.06% 610233900 Graincorp Limited Class A Common Stock 3,761.00 14,776.16 0.06% 293389102 Ennis, Inc. Common Stock 709.00 14,697.57 0.06% B1Y3VL904 Koshidaka Holdings Co., Ltd. Common Stock 2,900.00 14,647.27 0.06% BMVT21900 Betsson AB Class B Common Stock 1,604.00 14,627.38 0.06% 14888U101 Catalyst Pharmaceuticals, Inc. Common Stock 3,160.00 14,472.80 0.06% 690095906 transcosmos Inc. Common Stock 500.00 14,273.95 0.06% B1XH2C906 Ferrexpo plc Common Stock 2,323.00 14,077.48 0.06% 664006004 NIPPON GAS Co., Ltd. Common Stock 800.00 14,068.99 0.06% 091233908 Ultra Electronics Holdings plc Common Stock 503.00 14,046.19 0.06% 637499906 DyDo Group Holdings, Inc. Common Stock 300.00 13,917.10 0.06% 612392902 Megachips Corporation Common Stock 400.00 13,688.35 0.05% 436440101 Hologic, Inc. Common Stock 208.00 13,634.40 0.05% 159179100 Channeladvisor Corporation Common Stock 640.00 13,536.00 0.05% 64111Q104 NETGEAR, Inc. Common Stock 362.00 13,470.02 0.05% 606710200 Mitek Systems, Inc. Common Stock 826.00 13,389.46 0.05% Identifier (cusip) Security Name Security Type Shares/Par Value Market Value % of Swap Basket G62748119 Wm Morrison Supermarkets plc Common Stock 5,473.00 13,140.42 0.05% 609803903 Bezeq The Israel Telecommunication Corp. Ltd. Common Stock 12,048.00 13,072.60 0.05% G01767105 Alkermes Plc Common Stock 594.00 13,070.97 0.05% 847215100 SpartanNash Company Common Stock 671.00 12,997.27 0.05% 633707104 National Bank Holdings Corporation Class A Common Stock 325.00 12,967.50 0.05% 58470H101 Medifast, Inc. Common Stock 57.00 12,944.13 0.05% 83545G102 Sonic Automotive, Inc. Class A Common Stock 259.00 12,779.06 0.05% 871237103 Sykes Enterprises, Incorporated Common Stock 289.00 12,666.87 0.05% M25133105 Cognyte Software Ltd. Common Stock 484.00 12,646.92 0.05% 465074201 Israel Discount Bank Limited Class A Common Stock 2,762.00 12,433.42 0.05% 15202L107 Centerspace Common Stock 172.00 12,107.08 0.05% 640882007 Hanwa Co., Ltd. Common Stock 400.00 11,876.66 0.05% 618059901 Medtecs International Corporation Ltd. Common Stock 14,200.00 11,844.45 0.05% 566324109 Marcus & Millichap, Inc. Common Stock 332.00 11,726.24 0.05% D12096125 Bayerische Motoren Werke AG Pref Preferred Stock 142.00 11,643.07 0.05% G16968110 Bunzl plc Common Stock 362.00 11,633.60 0.05% 002121101 A10 Networks, Inc. Common Stock 1,305.00 11,327.40 0.04% BWCH5K900 COWELL E HOLDINGS INC COMMON STOCK USD.004 Common Stock 19,000.00 11,325.03 0.04% BD9PFL905 WESTWING GROUP AG COMMON STOCK Common Stock 197.00 11,321.10 0.04% E41759106 Enagas SA Common Stock 519.00 11,306.29 0.04% B0T9JZ902 Spark Infrastructure Group Common Stock 6,671.00 11,254.42 0.04% 28852N109 Ellington Financial Inc. Common Stock 622.00 11,158.68 0.04% 690732102 Owens & Minor, Inc. Common Stock 308.00 11,115.72 0.04% 449586957 IGM Financial Inc. Common Stock 300.00 10,709.84 0.04% 419596101 Haverty Furniture Companies, Inc. Common Stock 229.00 10,641.63 0.04% 667495956 NorthWest Healthcare Properties Real Estate Investment Trust Common Stock 1,000.00 10,625.23 0.04% ACI0M4CS8 TOKMANNI GROUP CORP COMMON STOCK NPV Common Stock 407.00 10,471.35 0.04% 589400100 Mercury General Corporation Common Stock 167.00 10,399.09 0.04% 13100M509 Calix, Inc. Common Stock 245.00 10,361.05 0.04% 92915B106 Voyager Therapeutics, Inc. Common Stock 2,130.00 10,266.60 0.04% BFRB2W901 IGG, Inc. Common Stock 6,000.00 10,149.66 0.04% 02215R958 Altus Group Limited Common Stock 200.00 10,106.17 0.04% BMNQDC909 KAMBI GROUP PLC COMMON STOCK EUR.003 Common Stock 199.00 10,065.71 0.04% G06708104 Auto Trader Group PLC Common Stock 1,275.00 10,040.30 0.04% BFZCSN902 VITROLIFE AB COMMON STOCK SEK1.02 Common Stock 264.00 9,910.66 0.04% 89422G107 Travere Therapeutics, Inc. Common Stock 374.00 9,245.28 0.04% B135BJ900 Savills plc Common Stock 542.00 8,944.92 0.04% 134921956 Canadian Apartment Properties Real Estate Investment Trust Common Stock 200.00 8,890.70 0.04% B14TF1902 PHARMA FOODS INTERNATIONAL COMMON STOCK Common Stock 300.00 8,866.32 0.04% 45253H101 ImmunoGen, Inc. Common Stock 1,098.00 8,849.88 0.03% BYQ3G2900 PR TIMES INC COMMON STOCK Common Stock 300.00 8,811.42 0.03% 616095006 Cafe de Coral Holdings Ltd. Common Stock 4,000.00 8,682.05 0.03% BXC7XC907 AEM HOLDINGS LTD COMMON STOCK Common Stock 2,800.00 8,626.71 0.03% ACI00WIH8 BKW AG COMMON STOCK CHF2.5 Common Stock 77.00 8,616.92 0.03% F84941123 Sodexo SA Common Stock 85.00 8,492.09 0.03% 23291C103 DMC Global Inc. Common Stock 155.00 8,370.00 0.03% J89752117 Toshiba Corporation Common Stock 200.00 8,262.42 0.03% Identifier (cusip) Security Name Security Type Shares/Par Value Market Value % of Swap Basket G637AM102 Myovant Sciences Ltd. Common Stock 393.00 8,213.70 0.03% 864159108 Sturm, Ruger & Company, Inc. Common Stock 126.00 8,182.44 0.03% B03KGM907 VALNEVA SE COMMON STOCK EUR.15 Common Stock 475.00 8,000.67 0.03% 218681104 Core-Mark Holding Company, Inc. Common Stock 187.00 7,958.72 0.03% 265269951 Dundee Precious Metals Inc. Common Stock 1,100.00 7,920.11 0.03% 98401F105 Xencor, Inc. Common Stock 186.00 7,916.16 0.03% BGCYZB905 V CUBE INC COMMON STOCK Common Stock 300.00 7,861.65 0.03% J56515232 Nippon Yusen Kabushiki Kaisha Common Stock 200.00 7,850.67 0.03% B28ZM6903 NIB Holdings Ltd Common Stock 1,621.00 7,717.20 0.03% 03209R103 Amphastar Pharmaceuticals Inc Common Stock 443.00 7,708.20 0.03% 660392903 Wacom Co., Ltd. Common Stock 1,200.00 7,696.95 0.03% F4973Q101 Capgemini SE Common Stock 41.00 7,512.14 0.03% ACI0JS466 Kindred Group plc Shs Swedish Depository Receipts Common Stock 434.00 7,510.56 0.03% 05990K106 Banc of California Incorporated Common Stock 418.00 7,482.20 0.03% 169656105 Chipotle Mexican Grill, Inc. Common Stock 5.00 7,460.15 0.03% 00847J105 Agilysys, Inc. Common Stock 147.00 7,410.27 0.03% 928377100 Vista Outdoor Inc Common Stock 224.00 7,304.64 0.03% G7S00T104 Pentair plc Common Stock 113.00 7,289.63 0.03% T78458139 Recordati Industria Chimica e Farmaceutica S.p.A. Common Stock 131.00 7,219.56 0.03% 11275Q107 Brookfield Infrastructure Corporation Class A Common Stock 100.00 7,172.44 0.03% B1Z4WD908 Daetwyler Holding AG Common Stock 22.00 7,130.58 0.03% 664878907 NORITSU KOKI CO LTD COMMON STOCK Common Stock 300.00 7,093.06 0.03% J25022104 Itochu Techno-Solutions Corporation Common Stock 200.00 6,935.68 0.03% 493271951 Keyera Corp. Common Stock 300.00 6,860.84 0.03% J78089109 Sundrug Co., Ltd. Common Stock 200.00 6,816.73 0.03% B00ZC7904 KARDEX HOLDING AG REG COMMON STOCK CHF.45 Common Stock 33.00 6,807.77 0.03% F13923119 Carrefour SA Common Stock 350.00 6,776.78 0.03% J00662114 Air Water Inc. Common Stock 400.00 6,624.58 0.03% G0110T106 Admiral Group plc Common Stock 151.00 6,525.17 0.03% J05187109 Capcom Co., Ltd. Common Stock 200.00 6,496.48 0.03% 88870R102 Tivity Health, Inc. Common Stock 266.00 6,431.88 0.03% 53220K504 Ligand Pharmaceuticals Incorporated Common Stock 44.00 6,419.16 0.03% 046224101 Astec Industries, Inc. Common Stock 85.00 6,375.85 0.03% J4466L136 Mitsui Chemicals, Inc. Common Stock 200.00 6,295.18 0.02% 291843951 Empire Co. Ltd. Class A Common Stock 200.00 6,290.53 0.02% H7258G209 Schindler Holding AG Pref Common Stock 22.00 6,258.53 0.02% J05670104 Chiba Bank, Ltd. Common Stock 1,000.00 6,240.28 0.02% J5900F106 Nomura Research Institute,Ltd. Common Stock 200.00 6,157.93 0.02% 896749108 Triple-S Management Corporation Class B Common Stock 256.00 6,069.76 0.02% 32026V104 First Foundation, Inc. Common Stock 254.00 6,045.20 0.02% B7MTYY906 VECTOR Inc. Common Stock 700.00 6,007.87 0.02% 892672106 Tradeweb Markets, Inc. Class A Common Stock 73.00 5,933.44 0.02% 153527106 Central Garden & Pet Company Common Stock 109.00 5,901.26 0.02% Y06942109 Bank of East Asia Ltd. Common Stock 2,800.00 5,882.78 0.02% Y3R29Z107 HKT Trust and HKT Ltd Common Stock 4,000.00 5,808.63 0.02% B26882231 Etablissementen Franz Colruyt N.V. Common Stock 97.00 5,752.78 0.02% 775711104 Rollins, Inc. Common Stock 154.00 5,741.12 0.02% Identifier (cusip) Security Name Security Type Shares/Par Value Market Value % of Swap Basket J7659R109 Square Enix Holdings Co., Ltd. Common Stock 100.00 5,563.18 0.02% J4189T101 Medipal Holdings Corporation Common Stock 300.00 5,511.94 0.02% 165303108 Chesapeake Utilities Corporation Common Stock 46.00 5,451.92 0.02% B0Q3FT906 GMO GLOBALSIGN HOLDINGS KK COMMON STOCK Common Stock 100.00 5,416.78 0.02% F15561677 Scor SE Common Stock 167.00 5,402.87 0.02% J03990108 Bank of Kyoto, Ltd. Common Stock 100.00 5,361.88 0.02% 925652109 VICI Properties Inc Common Stock 169.00 5,357.30 0.02% 921659108 Vanda Pharmaceuticals Inc. Common Stock 322.00 5,345.20 0.02% B8RC74902 PHARMING GROUP NV COMMON STOCK EUR.01 Common Stock 4,164.00 5,314.05 0.02% E42807110 Red Electrica Corp. SA Common Stock 288.00 5,288.94 0.02% 592688105 Mettler-Toledo International Inc. Common Stock 4.00 5,253.28 0.02% G7945M107 Seagate Technology PLC Common Stock 56.00 5,199.04 0.02% 698813102 Papa John's International, Inc. Common Stock 53.00 5,126.16 0.02% 574795100 Masimo Corporation Common Stock 22.00 5,118.74 0.02% 74460D109 Public Storage Common Stock 18.00 5,060.88 0.02% J24994113 Isuzu Motors Limited Common Stock 500.00 5,059.93 0.02% BMW2GT902 Pharma Mar SA Common Stock 44.00 5,025.40 0.02% 635700008 Fuji Soft Incorporated Common Stock 100.00 5,014.18 0.02% B170DQ909 Kloeckner & Co SE Common Stock 369.00 5,008.58 0.02% BYZDVK901 Softcat Plc Common Stock 189.00 5,003.72 0.02% G3223R108 Everest Re Group, Ltd. Common Stock 18.00 4,985.10 0.02% 03937C105 ArcBest Corporation Common Stock 68.00 4,947.68 0.02% 133131102 Camden Property Trust Common Stock 41.00 4,939.68 0.02% J82270117 Teijin Limited Common Stock 300.00 4,935.49 0.02% 525558201 LeMaitre Vascular, Inc. 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Common Stock 124.00 4,260.64 0.02% 446150104 Huntington Bancshares Incorporated Common Stock 278.00 4,258.96 0.02% 134429109 Campbell Soup Company Common Stock 89.00 4,249.75 0.02% B0YQ5X908 West Holdings Corporation Common Stock 130.00 4,246.50 0.02% 29258Y954 ENDEAVOUR SILVER CORP COMMON STOCK Common Stock 800.00 4,217.55 0.02% 25470F104 Discovery, Inc. Class A Common Stock 109.00 4,104.94 0.02% 042315507 ARMOUR Residential REIT, Inc. Common Stock 327.00 4,064.61 0.02% ACI0BXWY1 Macnica Fuji Electronics Holdings, Inc Common Stock 200.00 4,038.80 0.02% 297602104 Ethan Allen Interiors Inc. Common Stock 140.00 4,019.40 0.02% 55303J106 MGP Ingredients, Inc. Common Stock 65.00 3,906.50 0.02% 278642103 eBay Inc. Common Stock 70.00 3,905.30 0.02% 178587101 City Office REIT, Inc. Common Stock 349.00 3,814.57 0.02% 02081G201 Alphatec Holdings, Inc. Common Stock 233.00 3,725.67 0.01% B3PQXL907 Anicom Holdings, Inc. Common Stock 400.00 3,711.23 0.01% 74587V107 Puma Biotechnology, Inc. 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Common Stock -24.00 -3,677.52 -0.01% G66721104 Norwegian Cruise Line Holdings Ltd. Common Stock -124.00 -3,850.20 -0.02% N14506104 Elastic NV Common Stock -32.00 -3,859.84 -0.02% G037AX101 Ambarella, Inc. Common Stock -40.00 -3,899.60 -0.02% 15872M104 ChampionX Corporation Common Stock -186.00 -3,907.86 -0.02% 601581903 Webjet Limited Common Stock -1,038.00 -3,998.12 -0.02% 671439909 IOOF Holdings Ltd Common Stock -1,447.00 -4,068.64 -0.02% ACI08ZN87 ams AG Common Stock -236.00 -4,090.75 -0.02% 98978L204 Zogenix, Inc. Common Stock -221.00 -4,174.69 -0.02% 096970900 Babcock International Group PLC Common Stock -1,050.00 -4,177.74 -0.02% 655470003 Maeda Corporation Common Stock -500.00 -4,268.46 -0.02% 89156V957 Tourmaline Oil Corp. Common Stock -200.00 -4,315.18 -0.02% BYPHNG901 Countryside Properties Plc Common Stock -613.00 -4,393.77 -0.02% 02376R102 American Airlines Group, Inc. Common Stock -207.00 -4,496.04 -0.02% 31189P102 Fate Therapeutics, Inc. 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Common Stock -82.00 -5,138.12 -0.02% 588185900 CTS Eventim AG & Co. KGaA Common Stock -77.00 -5,321.11 -0.02% 210373106 Constellation Pharmaceuticals, Inc. Common Stock -256.00 -5,534.72 -0.02% B13V38906 DEMAE CAN CO LTD COMMON STOCK Common Stock -300.00 -5,627.23 -0.02% M70700105 NANO X IMAGING LTD COMMON STOCK ILS.01 Common Stock -168.00 -5,636.40 -0.02% 653483909 DE GREY MINING LTD COMMON STOCK Common Stock -5,136.00 -5,776.52 -0.02% 702712100 Passage Bio, Inc. Common Stock -308.00 -5,778.08 -0.02% H17182108 CRISPR Therapeutics AG Common Stock -45.00 -5,907.15 -0.02% 00437E102 Accolade, Inc. Common Stock -118.00 -5,917.70 -0.02% 75955J402 Relmada Therapeutics Inc Common Stock -160.00 -6,169.60 -0.02% 98973P101 ZIOPHARM Oncology, Inc. Common Stock -1,794.00 -6,207.24 -0.02% 66987E206 Novagold Resources Inc Common Stock -700.00 -6,287.27 -0.02% G8250R103 Virgin Galactic Holdings Inc Common Stock -286.00 -6,334.90 -0.03% Identifier (cusip) Security Name Security Type Shares/Par Value Market Value % of Swap Basket 45258J102 Immunovant Inc Common Stock -406.00 -6,366.08 -0.03% 02156B103 Alteryx, Inc. Class A Common Stock -80.00 -6,540.00 -0.03% Q9159A141 TPG Telecom Limited Common Stock -1,549.00 -6,574.93 -0.03% BN7CG2905 ASTON MARTIN LAGONDA GLOBAL COMMON STOCK GBP Common Stock -247.00 -6,616.01 -0.03% 610236101 Monro Inc Common Stock -94.00 -6,635.46 -0.03% 761330109 Revance Therapeutics, Inc. Common Stock -229.00 -6,668.48 -0.03% 87484T108 Talos Energy, Inc. Common Stock -598.00 -6,691.62 -0.03% 75524B104 RBC Bearings Incorporated Common Stock -34.00 -6,780.62 -0.03% 253868103 Digital Realty Trust, Inc. Common Stock -44.00 -6,789.64 -0.03% BZ5ZWZ908 Megaport Ltd. Common Stock -619.00 -6,857.06 -0.03% BDDJSX904 Frontline Ltd. Common Stock -920.00 -7,047.00 -0.03% 10922N103 Brighthouse Financial, Inc. Common Stock -151.00 -7,065.29 -0.03% 222070203 Coty Inc. Class A Common Stock -707.00 -7,077.07 -0.03% 04335A105 Arvinas, Inc. Common Stock -103.00 -7,100.82 -0.03% 87724P106 Taylor Morrison Home Corporation Common Stock -228.00 -7,115.88 -0.03% 612689901 Universal Entertainment Corporation Common Stock -300.00 -7,279.71 -0.03% B0R80X901 Dufry AG Common Stock -112.00 -7,363.24 -0.03% ACI0N9S67 Intermediate Capital Group plc Common Stock -248.00 -7,487.06 -0.03% 12571T100 CMC Materials, Inc. Common Stock -41.00 -7,520.63 -0.03% 74624M102 Pure Storage, Inc. Class A Common Stock -374.00 -7,562.28 -0.03% 127190304 CACI International Inc Class A Common Stock -30.00 -7,645.80 -0.03% ACI1CS974 Trainline Plc Common Stock -1,230.00 -7,773.21 -0.03% 48576A100 Karuna Therapeutics, Inc. Common Stock -71.00 -7,881.71 -0.03% 98986T108 Zynga Inc. Class A Common Stock -731.00 -7,909.42 -0.03% 07373V105 Beam Therapeutics, Inc. Common Stock -97.00 -7,954.00 -0.03% 50015M109 Kodiak Sciences, Inc. Common Stock -66.00 -7,975.44 -0.03% 68269G107 1Life Healthcare, Inc. Common Stock -185.00 -8,049.35 -0.03% 678385907 Seven Group Holdings Limited Common Stock -487.00 -8,080.96 -0.03% 29446Y940 EQUINOX GOLD CORP COMMON STOCK Common Stock -1,000.00 -8,086.89 -0.03% BZ0CT9906 Pandox AB Class B Common Stock -471.00 -8,245.44 -0.03% 664232006 Nikon Corp. Common Stock -900.00 -8,465.55 -0.03% 852857200 Stamps.com Inc. Common Stock -42.00 -8,625.54 -0.03% B1HKRM908 Korian SA Common Stock -217.00 -8,692.79 -0.03% BD9Y9B905 BASIC FIT NV COMMON STOCK EUR.06 Common Stock -196.00 -8,841.25 -0.03% 00650F109 Adaptive Biotechnologies Corp. Common Stock -214.00 -8,902.40 -0.04% B0130H905 ITM POWER PLC COMMON STOCK GBP.05 Common Stock -1,241.00 -8,920.77 -0.04% 88322Q108 TG Therapeutics, Inc. Common Stock -201.00 -8,986.71 -0.04% 45687V106 Ingersoll Rand Inc. Common Stock -184.00 -9,091.44 -0.04% 29978A104 Everbridge, Inc. Common Stock -69.00 -9,156.99 -0.04% 60468T105 Mirati Therapeutics Inc. Common Stock -57.00 -9,474.54 -0.04% 971378104 WillScot Mobile Mini Holdings Corp. Class A Common Stock -329.00 -9,629.83 -0.04% 75615P103 Reata Pharmaceuticals, Inc. Class A Common Stock -96.00 -9,734.40 -0.04% 83200N103 Smartsheet, Inc. Class A Common Stock -170.00 -10,081.00 -0.04% 05464T104 Axsome Therapeutics, Inc. Common Stock -168.00 -10,157.28 -0.04% J11257102 Daiichi Sankyo Company, Limited Common Stock -400.00 -10,200.38 -0.04% 98980F104 ZoomInfo Technologies, Inc. Class A Common Stock -197.00 -10,216.42 -0.04% 12769G100 Caesars Entertainment Inc Common Stock -105.00 -10,273.20 -0.04% Identifier (cusip) Security Name Security Type Shares/Par Value Market Value % of Swap Basket 03064D108 Americold Realty Trust Common Stock -256.00 -10,339.84 -0.04% B02NR8901 NEL ASA Common Stock -3,608.00 -10,480.71 -0.04% B293GJ902 Orocobre Limited Common Stock -2,016.00 -10,482.92 -0.04% 664108008 Nitto Boseki Co., Ltd. Common Stock -300.00 -10,568.21 -0.04% ACI144GL7 Bellevue Gold Limited Common Stock -14,827.00 -10,736.66 -0.04% 412822108 Harley-Davidson, Inc. Common Stock -222.00 -10,738.14 -0.04% 72703H101 Planet Fitness, Inc. Class A Common Stock -130.00 -10,918.70 -0.04% 163092109 Chegg, Inc. Common Stock -121.00 -10,929.93 -0.04% 662147008 Nankai Electric Railway Co., Ltd. Common Stock -500.00 -11,034.86 -0.04% 169905106 Choice Hotels International, Inc. Common Stock -98.00 -11,152.40 -0.04% B5LMKP900 Nextdc Limited Common Stock -1,259.00 -11,240.80 -0.04% 654110105 Nikola Corporation Common Stock -974.00 -11,269.18 -0.04% 902104108 II-VI Incorporated Common Stock -169.00 -11,346.66 -0.04% BTHH8L907 POWERCELL SWEDEN AB COMMON STOCK SEK.02 Common Stock -442.00 -11,486.55 -0.05% B6632T909 Bakkafrost P/F Common Stock -145.00 -11,507.33 -0.05% 55024U109 Lumentum Holdings, Inc. Common Stock -136.00 -11,566.80 -0.05% 224399105 Crane Co. Common Stock -128.00 -12,039.68 -0.05% F5396X102 Klepierre SA Common Stock -465.00 -12,332.56 -0.05% G76225104 Rolls-Royce Holdings plc Common Stock -8,543.00 -12,343.39 -0.05% 364760108 Gap, Inc. Common Stock -379.00 -12,544.90 -0.05% 55306N104 MKS Instruments, Inc. Common Stock -73.00 -13,075.03 -0.05% 663710002 Newcrest Mining Limited Common Stock -653.00 -13,340.58 -0.05% 92918V109 Vroom, Inc. Common Stock -298.00 -13,788.46 -0.05% 53227R106 Lightspeed POS, Inc. Common Stock -200.00 -13,965.75 -0.06% 009066101 Airbnb, Inc. Class A Class A Common Stock -81.00 -13,989.51 -0.06% ACI0QHNK0 KUSURI NO AOKI HOLDINGS CO.,LTD. Common Stock -200.00 -14,054.35 -0.06% 225447101 Cree, Inc. Common Stock -145.00 -14,415.90 -0.06% 74967X103 RH Common Stock -21.00 -14,448.42 -0.06% 683344105 Onto Innovation, Inc. Common Stock -212.00 -14,526.24 -0.06% 339750101 Floor & Decor Holdings, Inc. Class A Common Stock -134.00 -14,863.28 -0.06% 713666907 JC Decaux SA Common Stock -589.00 -14,998.09 -0.06% G7493L105 RELX plc Common Stock -583.00 -15,132.84 -0.06% 778296103 Ross Stores, Inc. Common Stock -116.00 -15,189.04 -0.06% Q3583G105 Afterpay Limited Common Stock -171.00 -15,498.02 -0.06% 185899101 Cleveland-Cliffs Inc Common Stock -873.00 -15,591.78 -0.06% 72919P202 Plug Power Inc. Common Stock -570.00 -16,250.70 -0.06% 143658300 Carnival Corporation Common Stock -585.00 -16,356.60 -0.06% 620513903 Sembcorp Marine Ltd Common Stock -104,000.00 -16,411.80 -0.06% 840441109 South State Corporation Common Stock -196.00 -16,526.72 -0.07% B7ZGK3903 EML PAYMENTS LTD COMMON STOCK Common Stock -3,800.00 -16,715.06 -0.07% 62886E108 NCR Corporation Common Stock -367.00 -16,790.25 -0.07% 40131M109 Guardant Health, Inc. Common Stock -107.00 -17,010.86 -0.07% 828363952 SilverCrest Metals, Inc. Common Stock -2,000.00 -17,329.05 -0.07% B01289907 Singapore Press Holdings Limited Common Stock -12,900.00 -17,836.56 -0.07% N0610Q109 arGEN-X SE Common Stock -62.00 -17,919.29 -0.07% 497266106 Kirby Corporation Common Stock -285.00 -18,154.50 -0.07% 88339P101 RealReal, Inc. Common Stock -752.00 -18,627.04 -0.07% Identifier (cusip) Security Name Security Type Shares/Par Value Market Value % of Swap Basket B23TC1904 J. FRONT RETAILING Co., Ltd. Common Stock -2,000.00 -19,031.93 -0.08% J00288100 AEON Co., Ltd. Common Stock -700.00 -19,102.85 -0.08% N0280G100 Airbus SE Common Stock -163.00 -19,584.91 -0.08% 96208T104 WEX Inc. Common Stock -98.00 -20,110.58 -0.08% 595017104 Microchip Technology Incorporated Common Stock -138.00 -20,740.02 -0.08% 444913008 Hufvudstaden AB Class A Common Stock -1,323.00 -21,082.23 -0.08% 33829M101 Five Below, Inc. Common Stock -106.00 -21,334.62 -0.08% 058586959 Ballard Power Systems Inc. Common Stock -1,000.00 -21,836.23 -0.09% V7780T103 Royal Caribbean Group Common Stock -253.00 -21,998.35 -0.09% 25960P109 Douglas Emmett, Inc Common Stock -658.00 -22,069.32 -0.09% 018592907 Vistry Group PLC Common Stock -1,325.00 -22,644.90 -0.09% 590294906 Nokia Oyj Common Stock -4,815.00 -22,822.47 -0.09% Y002A1105 AIA Group Limited Common Stock -1,800.00 -22,917.83 -0.09% R0000V110 Adevinta ASA Common Stock -1,263.00 -23,138.82 -0.09% F5433L103 Kering SA Common Stock -29.00 -23,237.68 -0.09% H57312649 Nestle S.A. Common Stock -197.00 -23,486.84 -0.09% BF41XY900 Landis+Gyr Group AG Common Stock -339.00 -23,534.19 -0.09% 91347P105 Universal Display Corporation Common Stock -106.00 -23,711.14 -0.09% 826919102 Silicon Laboratories Inc. Common Stock -174.00 -24,525.30 -0.10% 42226A107 HealthEquity Inc Common Stock -329.00 -24,994.13 -0.10% 674599105 Occidental Petroleum Corporation Common Stock -990.00 -25,106.40 -0.10% 03676C100 Anterix Inc. Common Stock -534.00 -25,268.88 -0.10% BDQQ1Q908 Holmen AB Class B Common Stock -569.00 -26,818.22 -0.11% V23130111 City Developments Limited Common Stock -4,600.00 -27,273.34 -0.11% F69036105 Orpea SA Common Stock -212.00 -27,284.57 -0.11% 009158106 Air Products and Chemicals, Inc. Common Stock -96.00 -27,694.08 -0.11% 15912K100 Change Healthcare, Inc. Common Stock -1,207.00 -27,700.65 -0.11% J2800C101 Japan Post Bank Co., Ltd. Common Stock -3,300.00 -30,164.70 -0.12% X9518S108 UPM-Kymmene Oyj Common Stock -777.00 -30,406.52 -0.12% 552953101 MGM Resorts International Common Stock -749.00 -30,499.28 -0.12% 097023105 Boeing Company Common Stock -133.00 -31,163.23 -0.12% G5533W248 Lloyds Banking Group plc Common Stock -51,008.00 -32,006.49 -0.13% 87918A105 Teladoc Health, Inc. Common Stock -187.00 -32,229.45 -0.13% W41422101 H&M Hennes & Mauritz AB Class B Common Stock -1,307.00 -32,236.72 -0.13% 983134107 Wynn Resorts, Limited Common Stock -253.00 -32,485.20 -0.13% 644962003 Hysan Development Co., Ltd. Common Stock -9,000.00 -33,890.12 -0.13% H01301128 Alcon, Inc. Common Stock -455.00 -34,128.11 -0.13% N7163R103 Prosus N.V. Class N Common Stock -315.00 -34,170.88 -0.14% ACI1308Z4 Atlas Arteria Common Stock -7,362.00 -34,254.76 -0.14% BVC3CB905 John Laing Group Plc Common Stock -8,413.00 -35,692.87 -0.14% J05124144 Canon Inc. Common Stock -1,500.00 -35,726.05 -0.14% F01764103 Air Liquide SA Common Stock -217.00 -36,555.65 -0.14% BMDZN3909 TP ICAP GROUP PLC COMMON STOCK GBP.25 Common Stock -11,261.00 -36,974.88 -0.15% 069286904 UNITE Group plc Common Stock -2,305.00 -37,085.67 -0.15% 11284V105 Brookfield Renewable Corporation Class A Common Stock -900.00 -37,306.27 -0.15% 49427F108 Kilroy Realty Corporation Common Stock -546.00 -37,422.84 -0.15% 26614N102 DuPont de Nemours, Inc. Common Stock -502.00 -38,709.22 -0.15% Identifier (cusip) Security Name Security Type Shares/Par Value Market Value % of Swap Basket J2740B106 Japan Exchange Group, Inc. Common Stock -1,700.00 -39,843.99 -0.16% 743424103 Proofpoint, Inc. Common Stock -239.00 -41,134.29 -0.16% F31665106 EssilorLuxottica SA Common Stock -255.00 -42,429.79 -0.17% J6174U100 Oriental Land Co., Ltd. Common Stock -300.00 -42,478.73 -0.17% 02043Q107 Alnylam Pharmaceuticals, Inc Common Stock -306.00 -43,035.84 -0.17% 90138F102 Twilio, Inc. Class A Common Stock -118.00 -43,400.40 -0.17% F6483L100 NATIXIS Common Stock -8,968.00 -43,817.13 -0.17% 46579R955 Ivanhoe Mines Ltd. Class A Common Stock -6,300.00 -44,438.03 -0.18% Q57085286 Macquarie Group Limited Common Stock -364.00 -45,002.59 -0.18% 641958004 Heiwa Corporation Common Stock -2,700.00 -45,728.79 -0.18% 09857L108 Booking Holdings Inc. Common Stock -20.00 -49,321.60 -0.19% 86771W105 Sunrun Inc. Common Stock -1,010.00 -49,490.00 -0.20% 808513105 Charles Schwab Corporation Common Stock -705.00 -49,632.00 -0.20% 060505104 Bank of America Corp Common Stock -1,264.00 -51,229.92 -0.20% 643794001 Horiba , Ltd. Common Stock -800.00 -52,045.02 -0.21% J3871L103 Lawson, Inc. Common Stock -1,200.00 -53,801.81 -0.21% 538034109 Live Nation Entertainment, Inc. Common Stock -670.00 -54,859.60 -0.22% 679295105 Okta, Inc. Class A Common Stock -204.00 -55,018.80 -0.22% F58485115 LVMH Moet Hennessy Louis Vuitton SE Common Stock -75.00 -56,463.65 -0.22% 92826C839 Visa Inc. Class A Common Stock -244.00 -56,988.64 -0.23% 002836906 Barrick Gold Corporation Common Stock -2,900.00 -61,791.48 -0.24% G5689U103 London Stock Exchange Group plc Common Stock -614.00 -62,749.37 -0.25% G9606P197 Whitbread PLC Common Stock -1,417.00 -63,483.37 -0.25% 22160N109 CoStar Group, Inc. Common Stock -79.00 -67,499.97 -0.27% J72810120 Shin-Etsu Chemical Co Ltd Common Stock -400.00 -67,526.76 -0.27% G54404127 Legal & General Group Plc Common Stock -18,190.00 -68,430.40 -0.27% D1T0KZ103 Delivery Hero SE Common Stock -434.00 -68,900.57 -0.27% 848637104 Splunk Inc. Common Stock -576.00 -72,817.92 -0.29% 67066G104 NVIDIA Corporation Common Stock -122.00 -73,246.36 -0.29% G4770L106 Informa Plc Common Stock -9,439.00 -73,286.86 -0.29% 79466L302 salesforce.com, inc. Common Stock -319.00 -73,472.08 -0.29% 458140100 Intel Corporation Common Stock -1,281.00 -73,695.93 -0.29% 101137107 Boston Scientific Corporation Common Stock -1,711.00 -74,599.60 -0.29% W57113149 NIBE Industrier AB Class B Common Stock -2,057.00 -75,276.69 -0.30% T9T23L642 UniCredit S.p.A. Common Stock -7,728.00 -79,549.42 -0.31% J1346E100 FAST RETAILING CO., LTD. Common Stock -100.00 -82,084.36 -0.32% 025816109 American Express Company Common Stock -548.00 -84,035.80 -0.33% K0514G135 A.P. Moller - Maersk A/S Class A Common Stock -37.00 -86,937.95 -0.34% 12572Q105 CME Group Inc. Class A Common Stock -438.00 -88,471.62 -0.35% D03080112 Allianz SE Common Stock -342.00 -88,977.05 -0.35% N4753E105 Just Eat Takeaway.com N.V. Common Stock -865.00 -89,435.35 -0.35% W40063104 Hexagon AB Class B Common Stock -947.00 -90,319.92 -0.36% 90353T100 Uber Technologies, Inc. Common Stock -1,667.00 -91,301.59 -0.36% 517834107 Las Vegas Sands Corp. Common Stock -1,516.00 -92,870.16 -0.37% 351858105 Franco-Nevada Corporation Common Stock -700.00 -97,515.36 -0.39% 084670702 Berkshire Hathaway Inc. Class B Common Stock -355.00 -97,607.25 -0.39% G32655105 Experian PLC Common Stock -2,556.00 -98,556.55 -0.39% Identifier (cusip) Security Name Security Type Shares/Par Value Market Value % of Swap Basket J05523105 Central Japan Railway Company Common Stock -700.00 -102,383.57 -0.40% J55053128 NIPPON PAINT HOLDINGS CO.LTD. Common Stock -7,200.00 -102,904.20 -0.41% 884903923 Thomson Reuters Corporation Common Stock -1,200.00 -111,286.66 -0.44% G72899100 Prudential plc Common Stock -5,464.00 -115,794.21 -0.46% J75734103 SMC Corporation Common Stock -200.00 -116,113.09 -0.46% B639CJ108 Anheuser-Busch InBev SA/NV Common Stock -1,729.00 -122,289.31 -0.48% 75513E101 Raytheon Technologies Corporation Common Stock -1,472.00 -122,529.28 -0.48% G4634U169 HSBC Holdings Plc Common Stock -20,300.00 -126,943.86 -0.50% J64264104 Rakuten Group, Inc. Common Stock -11,200.00 -142,344.22 -0.56% B1XH02900 VINCI SA Common Stock -1,339.00 -147,136.84 -0.58% 87807B107 TC Energy Corporation Common Stock -3,000.00 -148,419.64 -0.59% W0817X204 ASSA ABLOY AB Class B Common Stock -5,222.00 -148,846.63 -0.59% D1882G119 Deutsche Boerse AG Common Stock -865.00 -149,024.25 -0.59% 337738108 Fiserv, Inc. Common Stock -1,253.00 -150,510.36 -0.59% J92676113 Toyota Motor Corp. Common Stock -2,200.00 -163,595.94 -0.65% 37940X102 Global Payments Inc. Common Stock -784.00 -168,269.92 -0.67% 31620M106 Fidelity National Information Services, Inc. Common Stock -1,120.00 -171,248.00 -0.68% 112585955 Brookfield Asset Management Inc. Class A Common Stock -3,800.00 -173,220.52 -0.68% G5494J103 Linde plc Common Stock -638.00 -182,365.92 -0.72% J76379106 Sony Group Corporation Common Stock -1,900.00 -189,495.84 -0.75% J1257M109 East Japan Railway Company Common Stock -2,800.00 -191,611.31 -0.76% J37479110 Kyocera Corporation Common Stock -3,300.00 -200,403.51 -0.79% J32491102 Keyence Corporation Common Stock -500.00 -240,278.16 -0.95% J2800D109 JAPAN POST HOLDINGS Co., Ltd. Common Stock -30,600.00 -256,917.92 -1.02% 999SEKZ96 Swedish Krona Cash & Equivalents 2,569,323.37 303,503.42 1.20% 999AUDZ93 Australian Dollar Cash & Equivalents 169,083.06 130,253.16 0.51% 999CADZ91 Canadian Dollar Cash & Equivalents 146,363.95 119,077.37 0.47% 999NZDZ90 New Zealand Dollar Cash & Equivalents 55,406.34 39,648.77 0.16% 999DKKZ92 Danish Krone Cash & Equivalents 209,873.69 33,930.50 0.13% 999JPYZ94 Japanese Yen Cash & Equivalents 3,225,112.00 29,509.67 0.12% 999SGDZ90 Singapore Dollar Cash & Equivalents 38,600.39 29,006.49 0.11% 999HKDZ99 Hong Kong Dollar Cash & Equivalents 187,566.15 24,146.78 0.10% 999ILSZ93 Israeli Shekel Cash & Equivalents 26,793.83 8,248.44 0.03% 999NOKZ96 NORWEGIAN KRONE Cash & Equivalents -26,986.89 -3,242.06 -0.01% 999EURZ94 Euro Currency Cash & Equivalents -13,078.44 -15,723.55 -0.06% 999CHFZ99 Swiss Franc Cash & Equivalents -22,139.00 -24,241.99 -0.10% 999GBPZ94 Pound Sterling Cash & Equivalents -56,164.95 -77,566.58 -0.31% 999USDZ92 Cash Cash & Equivalents -1,866,292.70 -1,866,292.70 -7.38%

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