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FOR8UP27PHTHYVLBNG30 Shockwave Medical Inc Shockwave Medical Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -4913.5 USD 1097.8 N N N MAGMS:TRS_GS_SWKUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -1281.76 -0.0094885851 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Stanley Black & Decker Inc Stanley Black & Decker Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -87918.87 USD -1281.13 N N N MAGMS:TRS_GS_SWNUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -19.04 -0.0001409489 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Southwestern Energy Co Southwestern Energy Co Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -67.11 USD -19.08 N N N MAGMS:TRS_GS_SWTXUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 319.88 0.0023680007 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 SpringWorks Therapeutics Inc SpringWorks Therapeutics Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -1614.99 USD 318.99 N N N MAGMS:TRS_GS_SWXUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -4364.79 -0.0323115728 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Southwest Gas Holdings Inc Southwest Gas Holdings Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -80081.91 USD -4363.93 N N N MAGMS:TRS_GS_SXCUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -8362.84 -0.0619082507 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 SunCoke Energy Inc SunCoke Energy Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 26793.65 USD -8344.45 N N N MAGMS:TRS_GS_SXTUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 353.61 0.0026176964 N/A DE US N 2 Goldman Sachs 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Synchrony Financial Synchrony Financial Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -88791.19 USD -12431 N N N MAGMS:TRS_GS_SYKUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 7752.24 0.0573881142 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Stryker Corp Stryker Corp Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 31704.02 USD 7754.11 N N N MAGMS:TRS_GS_DJANUK_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC -874.46 -0.0064734335 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Daejan Holdings PLC Daejan Holdings PLC Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 GBP 0.000000000000 GBP 36966.24 GBP -847.23 N N N MAGMS:TRS_GS_DLPHUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -72048.57 -0.5333595923 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Delphi Technologies PLC Delphi Technologies PLC Y 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GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 2427.4 USD -811.18 N N N MAGMS:TRS_GS_SYYUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -9001.14 -0.0666334441 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Sysco Corp Sysco Corp Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -60312.13 USD -8999.84 N N N MAGMS:TRS_GS_TAPUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 325.78 0.0024116771 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Molson Coors Beverage Co Molson Coors Beverage Co Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 8294.79 USD 326.42 N N N MAGMS:TRS_GS_TBIUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -10085.94 -0.0746639780 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 TrueBlue Inc TrueBlue Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 28065.98 USD -10061.62 N N N MAGMS:TRS_GS_DNOWUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 1900.48 0.0140688321 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 NOW Inc NOW Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -3641.58 USD 1897.5 N N N MAGMS:TRS_GS_DNRUS_2025-12-25:Total Return Swa12/10/2025 N/A N/A 1 NC USD 10493.39 0.0776802400 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Denbury Resources Inc Denbury Resources Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -12589.62 USD 10481.31 N N N MAGMS:TRS_GS_TBPHUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 1520.14 0.0112532594 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Theravance Biopharma Inc Theravance Biopharma Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -16856.13 USD 1511.09 N N N MAGMS:TRS_GS_TCDAUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 687.81 0.0050917050 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Tricida Inc Tricida Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -1720.75 USD 686.75 N N N MAGMS:TRS_GS_TCFUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 1209.36 0.0089526240 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 TCF Financial Corp TCF Financial Corp Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -7871.47 USD 1209.43 N N N MAGMS:TRS_GS_TDCUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -448.02 -0.0033165927 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Teradata Corp Teradata Corp Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -7686.72 USD -447.81 N N N MAGMS:TRS_GS_DOCUUS_2025-12-10:Total 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DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Teladoc Health Inc Teladoc Health Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -38798.96 USD -2433.7 N N N MAGMS:TRS_GS_DORMUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 897.27 0.0066422909 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Dorman Products Inc Dorman Products Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -3601.87 USD 893.64 N N N MAGMS:TRS_GS_DOVUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -7.62 -0.0000564092 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Dover Corp Dover Corp Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -244.21 USD -7.61 N N N MAGMS:TRS_GS_TDSUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -7746.14 -0.0573429573 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Telephone & Data Systems Inc Telephone & Data Systems Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 25520.56 USD -7721.44 N N N MAGMS:TRS_GS_TDWUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 1396.22 0.0103359072 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Tidewater Inc Tidewater Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -2449.29 USD 1394.37 N N N MAGMS:TRS_GS_DOWUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 3236.38 0.0239582037 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Dow Inc Dow Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 98667 USD 3234.4 N N N MAGMS:TRS_GS_DOXUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 1892.78 0.0140118308 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Amdocs Ltd Amdocs Ltd Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 11903.5 USD 1893.97 N N N MAGMS:TRS_GS_TDYUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 0.91 0.0000067365 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Teledyne Technologies Inc Teledyne Technologies Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -595.46 USD 0.92 N N N MAGMS:TRS_GS_TECHUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -219.25 -0.0016230591 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Bio-Techne Corp Bio-Techne Corp Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -3573.33 USD -219.07 N N N MAGMS:TRS_GS_TECKUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 1769.3 0.0130977357 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Teck Resources Ltd Teck Resources Ltd Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -2741.25 USD 1766.01 N N N MAGMS:TRS_GS_TELUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -493.75 -0.0036551218 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 TE Connectivity Ltd TE Connectivity Ltd Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 12963.55 USD -493.51 N N N MAGMS:TRS_GS_DRIUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -13225.36 -0.0979044083 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Darden Restaurants Inc Darden Restaurants Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -18305.43 USD -13226.91 N N N MAGMS:TRS_GS_DRQUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -176.21 -0.0013044436 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Dril-Quip Inc Dril-Quip Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -1569.35 USD -169.15 N N N MAGMS:TRS_GS_DTEUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 11951.22 0.0884722324 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 DTE Energy Co DTE Energy Co Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 74744.09 USD 11963.52 N N N MAGMS:TRS_GS_DTILUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 579.28 0.0042882814 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Precision BioSciences Inc Precision BioSciences Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -1808.34 USD 578.22 N N N MAGMS:TRS_GS_DUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -553.1 -0.0040944767 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Dominion Energy Inc Dominion Energy Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -5727.55 USD -552.98 N N N MAGMS:TRS_GS_DVAUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -495.72 -0.0036697053 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 DaVita Inc DaVita Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 147876.11 USD -471.83 N N N MAGMS:TRS_GS_TIVOUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -1077.16 -0.0079739767 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 TiVo Corp TiVo Corp Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 7314.39 USD -1069.83 N N N MAGMS:TRS_GS_TKRUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -1367.34 -0.0101221149 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Timken Co/The Timken Co/The Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 114469.98 USD -1312.32 N N N MAGMS:TRS_GS_DVAXUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 1986.25 0.0147037684 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Dynavax Technologies Corp Dynavax Technologies Corp Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -4631.27 USD 1983.77 N N N MAGMS:TRS_GS_DVNUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -20117.72 -0.1489270215 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Devon Energy Corp Devon Energy Corp Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 29649.82 USD -20093.29 N N N MAGMS:TRS_GS_DXCMUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -318.27 -0.0023560823 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 DexCom Inc DexCom Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -117352.99 USD -318 N N N MAGMS:TRS_GS_EAFUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 27.09 0.0002005413 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 GrafTech International Ltd GrafTech International Ltd Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -1349.54 USD 25.98 N N N MAGMS:TRS_GS_EAUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 77.87 0.0005764543 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Electronic Arts Inc Electronic Arts Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 2525.75 USD 78.67 N N N MAGMS:TRS_GS_EBAYUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -36.16 -0.0002676845 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 eBay Inc eBay Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -12589.13 USD -36.07 N N N MAGMS:TRS_GS_TKUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 79.81 0.0005908157 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Teekay Corp Teekay Corp Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -1242.02 USD 79.14 N N N MAGMS:TRS_GS_TMOUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -438.41 -0.0032454520 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Thermo Fisher Scientific Inc Thermo Fisher Scientific Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -24235.33 USD -437.87 N N N MAGMS:TRS_GS_TMUSUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 45375.47 0.3359045458 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 T-Mobile US Inc T-Mobile US Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -486834.29 USD 45100.79 N N N MAGMS:TRS_GS_TNDMUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 3687.87 0.0273004841 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Tandem Diabetes Care Inc Tandem Diabetes Care Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -51885.59 USD 3687.44 N N N MAGMS:TRS_GS_EBSUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 187.2 0.0013858001 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Emergent BioSolutions Inc Emergent BioSolutions Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 2529.33 USD 190.09 N N N MAGMS:TRS_GS_EBUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 1396.79 0.0103401267 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Eventbrite Inc Eventbrite Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -2431.94 USD 1395.34 N N N MAGMS:TRS_GS_TNKUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -1665.07 -0.0123261441 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Teekay Tankers Ltd Teekay Tankers Ltd Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -3736.73 USD -1667.59 N N N MAGMS:TRS_GS_TOLUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 3806.8 0.0281808965 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Toll Brothers Inc Toll Brothers Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -35377.54 USD 3807.54 N N N MAGMS:TRS_GS_EDUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -668.2 -0.0049465365 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Consolidated Edison Inc Consolidated Edison Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -24682.07 USD -667.93 N N N MAGMS:TRS_GS_EEFTUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 427.69 0.0031660943 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Euronet Worldwide Inc Euronet Worldwide Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 5915.12 USD 428.16 N N N MAGMS:TRS_GS_EFXUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 597.96 0.0044265653 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Equifax Inc Equifax Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -2985.57 USD 596.57 N N N MAGMS:TRS_GS_EGHTUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 738.14 0.0054642868 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 8x8 Inc 8x8 Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -2981.55 USD 736.23 N N N MAGMS:TRS_GS_TPCUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -441.42 -0.0032677344 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Tutor Perini Corp Tutor Perini Corp Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -3234.69 USD -434.43 N N N MAGMS:TRS_GS_TPICUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 390.36 0.0028897485 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 TPI Composites Inc TPI Composites Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -2575.6 USD 388.16 N N N MAGMS:TRS_GS_EHTHUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 412.57 0.0030541643 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 eHealth Inc eHealth Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -33223.63 USD 412.57 N N N MAGMS:TRS_GS_EIDXUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 320.52 0.0023727385 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Eidos Therapeutics Inc Eidos Therapeutics Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -4188.29 USD 318.08 N N N MAGMS:TRS_GS_TPRUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -748.6 -0.0055417199 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Tapestry Inc Tapestry Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 10939.75 USD -748.1 N N N MAGMS:TRS_GS_TREEUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -1091.42 -0.0080795403 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 LendingTree Inc LendingTree Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 44370.99 USD -1090.95 N N N MAGMS:TRS_GS_EIXUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 1759.07 0.0130220053 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Edison International Edison International Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -36331.79 USD 1759.3 N N N MAGMS:TRS_GS_ELANUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 44.67 0.0003306821 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Elanco Animal Health Inc Elanco Animal Health Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -19009.44 USD 45.11 N N N MAGMS:TRS_GS_TREXUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 1780.17 0.0131782039 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Trex Co Inc Trex Co Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -19972.12 USD 1780.34 N N N MAGMS:TRS_GS_TRHCUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -246.6 -0.0018255251 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Tabula Rasa HealthCare Inc Tabula Rasa HealthCare Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -2209.59 USD -248.04 N N N MAGMS:TRS_GS_ELSUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 2992.64 0.0221538505 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Equity LifeStyle Properties In Equity LifeStyle Properties Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 25287.1 USD 2993.06 N N N MAGMS:TRS_GS_EMNUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 13385.61 0.0990907036 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Eastman Chemical Co Eastman Chemical Co Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 66348.81 USD 13396.15 N N N MAGMS:TRS_GS_EMRUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 699.34 0.0051770590 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Emerson Electric Co Emerson Electric Co Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 20647.69 USD 699.51 N N N MAGMS:TRS_GS_UHALUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 436.38 0.0032304244 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 AMERCO AMERCO Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -3340.09 USD 434.59 N N N MAGMS:TRS_GS_TRNUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -922.08 -0.0068259538 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Trinity Industries Inc Trinity Industries Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 14179.73 USD -921.98 N N N MAGMS:TRS_GS_TROWUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -34.81 -0.0002576907 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 T Rowe Price Group Inc T Rowe Price Group Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 9897.3 USD -34.65 N N N MAGMS:TRS_GS_TROXUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 1247.41 0.0092342997 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Tronox Holdings PLC Tronox Holdings PLC Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -2674.93 USD 1245.67 N N N MAGMS:TRS_GS_TRUEUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 1549.27 0.0114689024 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 TrueCar Inc TrueCar Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -6058.51 USD 1545.21 N N N MAGMS:TRS_GS_UHSUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -497.6 -0.0036836225 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Universal Health Services Inc Universal Health Services Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -12580.95 USD -497.61 N N N MAGMS:TRS_GS_UISUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 176.36 0.0013055540 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Unisys Corp Unisys Corp Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 452.98 USD 176.87 N N N MAGMS:TRS_GS_UIUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -3082.16 -0.0228165472 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Ubiquiti Inc Ubiquiti Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -39109.44 USD -3081.4 N N N MAGMS:TRS_GS_UMPQUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -614.57 -0.0045495255 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Umpqua Holdings Corp Umpqua Holdings Corp Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -11659.08 USD -614.32 N N N MAGMS:TRS_GS_TRUUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 1109.11 0.0082104955 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 TransUnion TransUnion Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 117154.11 USD 1109.55 N N N MAGMS:TRS_GS_TSCOUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -85.57 -0.0006334557 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Tractor Supply Co Tractor Supply Co Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -18768.92 USD -85.73 N N N MAGMS:TRS_GS_UNFIUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 688.15 0.0050942219 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 United Natural Foods Inc United Natural Foods Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 3540.42 USD 691.56 N N N MAGMS:TRS_GS_UPWKUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 608.85 0.0045071816 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Upwork Inc Upwork Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -2903.49 USD 607.29 N N N MAGMS:TRS_GS_URBNUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -8854.67 -0.0655491591 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Urban Outfitters Inc Urban Outfitters Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 21305.53 USD -8831.29 N N N MAGMS:TRS_GS_URGNUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 996.08 0.0073737594 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 UroGen Pharma Ltd UroGen Pharma Ltd Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -4026.81 USD 994.01 N N N MAGMS:TRS_GS_TSEUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 3147.7 0.0233017253 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Trinseo SA Trinseo SA Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -7269.83 USD 3140.75 N N N MAGMS:TRS_GS_TSGUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -22687.28 -0.1679489046 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Stars Group Inc/The Stars Group Inc/The Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -37980.59 USD -22687.23 N N N MAGMS:TRS_GS_TTCUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 608.72 0.0045062192 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Toro Co/The Toro Co/The Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 18787.82 USD 609 N N N MAGMS:TRS_GS_TTDUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 23215.46 0.1718589041 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Trade Desk Inc/The Trade Desk Inc/The Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 80617.52 USD 23216.48 N N N MAGMS:TRS_GS_USFDUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -15256.65 -0.1129415979 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 US Foods Holding Corp US Foods Holding Corp Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -48270.19 USD -15255.58 N N N MAGMS:TRS_GS_UTHRUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -617.94 -0.0045744728 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 United Therapeutics Corp United Therapeutics Corp Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -21381.29 USD -618.12 N N N MAGMS:TRS_GS_UTXUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 527.1 0.0039020045 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 United Technologies Corp United Technologies Corp Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 3434.49 USD 527.37 N N N MAGMS:TRS_GS_VACUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 1996.73 0.0147813496 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Marriott Vacations Worldwide C Marriott Vacations Worldwide Corp Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -23617.45 USD 1996.83 N N N MAGMS:TRS_GS_TTMIUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 6464.47 0.0478550384 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 TTM Technologies Inc TTM Technologies Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -25050.15 USD 6448.49 N N N MAGMS:TRS_GS_TUPUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -6951.64 -0.0514614499 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Tupperware Brands Corp Tupperware Brands Corp Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 11659.48 USD -6945.28 N N N MAGMS:TRS_GS_VARUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -622.3 -0.0046067490 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Varian Medical Systems Inc Varian Medical Systems Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 12735.97 USD -622.09 N N N MAGMS:TRS_GS_VCRAUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 102.69 0.0007601913 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Vocera Communications Inc Vocera Communications Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -2203.99 USD 101.23 N N N MAGMS:TRS_GS_VCUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 1814.2 0.0134301204 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Visteon Corp Visteon Corp Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -3971.17 USD 1812.07 N N N MAGMS:TRS_GS_VEEVUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -1539.64 -0.0113976136 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Veeva Systems Inc Veeva Systems Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -20195.96 USD -1539.47 N N N MAGMS:TRS_GS_VHCUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 5.32 0.0000393828 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 VirnetX Holding Corp VirnetX Holding Corp Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -1929.72 USD 4.28 N N N MAGMS:TRS_GS_VIACUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 8126.55 0.0601590482 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 ViacomCBS Inc ViacomCBS Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 38706.14 USD 8129.29 N N N MAGMS:TRS_GS_TUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 10752.93 0.0796015571 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 AT&T Inc AT&T Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -103569.55 USD 10726.8 N N N MAGMS:TRS_GS_TVTYUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -679.78 -0.0050322606 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Tivity Health Inc Tivity Health Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -1270.03 USD -679.87 N N N MAGMS:TRS_GS_TWLOUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -305.96 -0.0022649541 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Twilio Inc Twilio Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -2109.93 USD -306.3 N N N MAGMS:TRS_GS_TWNKUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 386.17 0.0028587309 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Hostess Brands Inc Hostess Brands Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 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0.000000000000 USD 0.000000000000 USD 7888.03 USD 2054.41 N N N MAGMS:TRS_GS_VMWUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 1450.63 0.0107386923 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 VMware Inc VMware Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -48437.83 USD 1451.03 N N N MAGMS:TRS_GS_VNDAUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -4602.02 -0.0340677339 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Vanda Pharmaceuticals Inc Vanda Pharmaceuticals Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -12605.94 USD -4602.02 N N N MAGMS:TRS_GS_VNOUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 8897.82 0.0658685890 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Vornado Realty Trust Vornado Realty Trust Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 72822.49 USD 8903.48 N N N MAGMS:TRS_GS_VOYAUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 1240.07 0.0091799633 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Voya Financial Inc Voya Financial Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 6261.35 USD 1240.4 N N N MAGMS:TRS_JP_MLNXUS_2019-12-02:Total Return Swap:12/02/2019 N/A N/A 1 NC USD 32257.5 0.2387951218 N/A DE US N 2 JP Morgan ZBUT11V806EZRVTWT807 Mellanox Technologies Ltd Mellanox Technologies Ltd Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2020-06-10 0.000000000000 USD 0.000000000000 USD 375899.56 USD 32342.24 N N N MAGMS:TRS_GS_XELUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 254.74 0.0018857838 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Xcel Energy Inc Xcel Energy Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -5259.64 USD 254.74 N N N MAGMS:TRS_GS_XLNXUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -4956.99 -0.0366954981 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Xilinx Inc Xilinx Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -78360.99 USD -4956.87 N N N MAGMS:TRS_JP_MSUS_2020-12-02:Total Return Swap:12/02/2020 N/A N/A 1 NC USD 153932.59 1.1395288406 N/A DE US N 2 JP Morgan ZBUT11V806EZRVTWT807 Morgan Stanley Morgan Stanley Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2020-12-02 0.000000000000 USD 0.000000000000 USD -563214.17 USD 153684.17 N N N MAGMS:TRS_JP_OSRDGR_2020-12-02:Total Return Swap:12/02/2020 N/A N/A 1 NC 3336.2 0.0246971490 N/A DE US N 2 JP Morgan ZBUT11V806EZRVTWT807 OSRAM Licht AG OSRAM Licht AG Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2020-12-02 0.000000000000 EUR 0.000000000000 EUR 200271.88 EUR 3327.06 N N N MAGMS:TRS_GS_XLRNUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 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FROM UNDERLYING 2020-12-02 0.000000000000 USD 0.000000000000 USD 45771.12 USD 7247.62 N N N MAGMS:TRS_JP_TGIUS_2020-12-02:Total Return Swap:12/02/2020 N/A N/A 1 NC USD 3873.96 0.0286780671 N/A DE US N 2 JP Morgan ZBUT11V806EZRVTWT807 Triumph Group Inc Triumph Group Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2020-12-02 0.000000000000 USD 0.000000000000 USD -5629.46 USD 3871.86 N N N MAGMS:TRS_JP_TSGUS_2020-12-02:Total Return Swap:12/02/2020 N/A N/A 1 NC USD -1815.73 -0.0134414467 N/A DE US N 2 JP Morgan ZBUT11V806EZRVTWT807 Stars Group Inc/The Stars Group Inc/The Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2020-12-02 0.000000000000 USD 0.000000000000 USD 119272.05 USD -1795.79 N N N MAGMS:TRS_JP_WLNFP_2020-12-02:Total Return Swap:12/02/2020 N/A N/A 1 NC 112563.48 0.8332824898 N/A DE US N 2 JP Morgan ZBUT11V806EZRVTWT807 Worldline SA Worldline SA Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2020-12-02 0.000000000000 EUR 0.000000000000 EUR -500658.66 EUR 112828.01 N N N MAGMS:TRS_JP_WLTWUS_2020-12-02:Total Return Swap:12/02/2020 N/A N/A 1 NC USD -6652.03 -0.0492435035 N/A DE US N 2 JP Morgan ZBUT11V806EZRVTWT807 Willis Towers Watson PLC Willis Towers Watson PLC Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2020-12-02 0.000000000000 USD 0.000000000000 USD 526164.66 USD -6423.66 N N N MAGMS:TRS_JP_XRXUS_2020-12-02:Total Return Swap:12/02/2020 N/A N/A 1 NC USD 18152.69 0.1343803401 N/A DE US N 2 JP Morgan ZBUT11V806EZRVTWT807 Xerox Holdings Corp Xerox Holdings Corp Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2020-12-02 0.000000000000 USD 0.000000000000 USD -70601.15 USD 18137.35 N N N N/A N/A N/A 44 NC USD 197120 1.4592356632 N/A DE US N 2 Cboe Options Exchange N/A Put Purchased S&P 500 Index US78378X1072 100 1700.000000000000 USD 2020-09-18 XXXX -3680 N N N N/A N/A N/A -20 NC USD -264100 -1.9550737554 N/A DE US N 2 Cboe Options Exchange N/A Put Written S&P 500 Index US78378X1072 100 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MAGMS:TRS_GS_RRRUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 15434.62 0.1142590704 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Red Rock Resorts Inc Red Rock Resorts Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -23518.84 USD 15421.99 N N N MAGMS:TRS_GS_RTIXUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 1021.03 0.0075584588 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 RTI Surgical Holdings Inc RTI Surgical Holdings Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -1733.17 USD 1020.1 N N N MAGMS:TRS_GS_RUBIUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 1203.18 0.0089068748 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Rubicon Project Inc/The Rubicon Project Inc/The Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -3165.76 USD 1201.06 N N N MAGMS:TRS_GS_RUBYUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 1943.52 0.0143874477 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Rubius Therapeutics Inc Rubius Therapeutics Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -4286.17 USD 1941.02 N N N MAGMS:TRS_GS_RUNUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 1775.85 0.0131462239 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Sunrun Inc Sunrun Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -5740.33 USD 1771.03 N N N MAGMS:TRS_GS_RXNUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -263.55 -0.0019510022 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Rexnord Corp Rexnord Corp Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 8809.99 USD -263.4 N N N MAGMS:TRS_GS_SAGEUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -68.4 -0.0005063500 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Sage Therapeutics Inc Sage Therapeutics Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -793.08 USD -68.52 N N N MAGMS:TRS_GS_SAHUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -1663.07 -0.0123113385 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Sonic Automotive Inc Sonic Automotive Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 3001 USD -1659.72 N N N MAGMS:TRS_GS_SAIAUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 78.69 0.0005825246 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Saia Inc Saia Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -2579.1 USD 78.74 N N N MAGMS:TRS_GS_SAICUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 15594.43 0.1154421084 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Science Applications Internati Science Applications International Corp Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 34330.7 USD 15596.77 N N N MAGMS:TRS_GS_SAMUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -425.86 -0.0031525472 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Boston Beer Co Inc/The Boston Beer Co Inc/The Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -2882.24 USD -425.8 N N N MAGMS:TRS_GS_SBGIUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 9937.65 0.0735662200 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Sinclair Broadcast Group Inc Sinclair Broadcast Group Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -21694.43 USD 9923.87 N N N MAGMS:TRS_GS_SBHUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 1768.26 0.0130900368 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Sally Beauty Holdings Inc Sally Beauty Holdings Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -4899.26 USD 1764.22 N N N MAGMS:TRS_GS_SBNYUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -1306.9 -0.0096746910 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Signature Bank/New York NY Signature Bank/New York NY Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 15696.45 USD -1306.64 N N N MAGMS:TRS_GS_SCHLUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 1019.6 0.0075478728 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Scholastic Corp Scholastic Corp Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -3310.98 USD 1016.88 N N N MAGMS:TRS_GS_SCHWUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 201353.66 1.4905765097 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Charles Schwab Corp/The Charles Schwab Corp/The Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -707875.06 USD 200784.6 N N N MAGMS:TRS_GS_SCIUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 382.94 0.0028348199 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Service Corp International/US Service Corp International/US Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -4644.59 USD 381.6 N N N MAGMS:TRS_GS_SCSUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -2201.22 -0.0162951437 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Steelcase Inc Steelcase Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 5050.29 USD -2197.86 N N N MAGMS:TRS_GS_SCVLUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 2151.28 0.0159254490 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Shoe Carnival Inc Shoe Carnival Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -5469.97 USD 2146.77 N N N MAGMS:TRS_GS_SEICUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 18764.51 0.1389095079 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 SEI Investments Co SEI Investments Co Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 103241.09 USD 18772.13 N N N MAGMS:TRS_GS_SEMUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -2079.39 -0.0153932632 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Select Medical Holdings Corp Select Medical Holdings Corp Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 5674.71 USD -2074.71 N N N MAGMS:TRS_GS_SFIXUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 2394.77 0.0177279514 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Stitch Fix Inc Stitch 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INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 41098.56 USD 1707.42 N N N MAGMS:TRS_GS_SGH/1US_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 981.29 0.0072642723 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 SMART Global Holdings Inc SMART Global Holdings Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 19041.59 USD 981.61 N N N MAGMS:TRS_GS_SGMSUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 11666.53 0.0863647354 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Scientific Games Corp Scientific Games Corp Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -20607.71 USD 11654.61 N N N MAGMS:TRS_GS_SGRYUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 949.08 0.0070258289 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Surgery Partners Inc Surgery Partners Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -1653.43 USD 948.19 N N N MAGMS:TRS_GS_SHAKUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 1903.33 0.0140899301 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Shake Shack Inc Shake Shack Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -3901.46 USD 1901.24 N N N MAGMS:TRS_GS_SHOOUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -1252.06 -0.0092687226 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Steven Madden Ltd Steven Madden Ltd Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 3223.96 USD -1249.41 N N N MAGMS:TRS_GS_SHOUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -219.37 -0.0016239475 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Sunstone Hotel Investors Inc Sunstone Hotel Investors Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 636.62 USD -218.54 N N N MAGMS:TRS_GS_SHWUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 1135.88 0.0084086678 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Sherwin-Williams Co/The Sherwin-Williams Co/The Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 14946.16 USD 1137.04 N N N MAGMS:TRS_GS_SIBNUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -6096.71 -0.0451325926 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 SI-BONE Inc SI-BONE Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 15990.08 USD -6083.53 N N N MAGMS:TRS_GS_SIGAUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -29.34 -0.0002171975 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 SIGA Technologies Inc SIGA Technologies Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -1675.75 USD -30.71 N N N MAGMS:TRS_GS_SIGUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 4572.6 0.0338499442 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Signet Jewelers Ltd Signet Jewelers Ltd Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -7050.38 USD 4567.13 N N N MAGMS:TRS_GS_SILKUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 1135.11 0.0084029677 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Silk Road Medical Inc Silk Road Medical Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -3399.85 USD 1133.29 N N N MAGMS:TRS_GS_SINAUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -266.65 -0.0019739508 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 SINA Corp/China SINA Corp/China Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -1611.91 USD -266.65 N N N MAGMS:TRS_GS_SITEUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 2210.33 0.0163625830 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 SiteOne Landscape Supply Inc SiteOne Landscape Supply Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 30624.45 USD 2210.07 N N N MAGMS:TRS_GS_SIXUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 10154.86 0.0751741775 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Six Flags Entertainment Corp Six Flags Entertainment Corp Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -17631.78 USD 10145.4 N N N MAGMS:TRS_GS_SJIUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -103.43 -0.0007656694 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 South Jersey Industries Inc South Jersey Industries Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -2971.63 USD -103.37 N N N MAGMS:TRS_GS_SJMUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -3502.54 -0.0259285272 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 JM Smucker Co/The JM Smucker Co/The Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -121897.09 USD -3532.91 N N N MAGMS:TRS_GS_SKYUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 1775.5 0.0131436329 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Skyline Champion Corp Skyline Champion Corp Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -3623.43 USD 1773.19 N N N MAGMS:TRS_GS_SLBUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 108.96 0.0008066067 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Schlumberger Ltd Schlumberger Ltd Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -216.7 USD 108.78 N N N MAGMS:TRS_GS_SLCAUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 4112.16 0.0304414089 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 US Silica Holdings Inc US Silica Holdings Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -6712.14 USD 4107.54 N N N MAGMS:TRS_GS_SMGUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 320.81 0.0023748853 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Scotts Miracle-Gro Co/The Scotts Miracle-Gro Co/The Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 2029.47 USD 325.73 N N N MAGMS:TRS_GS_SNAUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -915.85 -0.0067798345 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Snap-on Inc Snap-on Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 4068.47 USD -912.69 N N N MAGMS:TRS_GS_SNBRUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 2605.82 0.0192903078 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Sleep Number Corp Sleep Number Corp Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -4576.04 USD 2602.56 N N N MAGMS:TRS_GS_SNDRUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -311.45 -0.0023055953 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Schneider National Inc Schneider National Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 3248.15 USD -308.47 N N N MAGMS:TRS_GS_SNVUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 647.79 0.0047954458 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Synovus Financial Corp Synovus Financial Corp Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 5972.08 USD 648.04 N N N MAGMS:TRS_GS_SNXUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -3653.24 -0.0270441259 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 SYNNEX Corp SYNNEX Corp Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 74265.68 USD -3651.08 N N N MAGMS:TRS_GS_SOIUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -1479.86 -0.0109550755 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Solaris Oilfield Infrastructur Solaris Oilfield Infrastructure Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 2831.41 USD -1476.91 N N N MAGMS:TRS_GS_SPGIUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 2253.05 0.0166788297 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 S&P Global Inc S&P Global Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 31562.53 USD 2254.37 N N N MAGMS:TRS_GS_SPGUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -7474.08 -0.0553289574 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Simon Property Group Inc Simon Property Group Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -96211.32 USD -7474.08 N N N MAGMS:TRS_GS_SPPIUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 563.07 0.0041682824 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Spectrum Pharmaceuticals Inc Spectrum Pharmaceuticals Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -1850.37 USD 561.88 N N N MAGMS:TRS_GS_SPRUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 1188.71 0.0087997566 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Spirit AeroSystems Holdings In Spirit AeroSystems Holdings Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -13823.4 USD 1188.36 N N N MAGMS:TRS_GS_SPWRUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -17690.93 -0.1309620331 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 SunPower Corp SunPower Corp Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 46846.07 USD -17668.22 N N N MAGMS:TRS_GS_SPYUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -50866.72 -0.3765550522 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 SPDR S&P 500 ETF Trust SPDR S&P 500 ETF Trust Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -1315232.66 USD -50842.34 N N N MAGMS:TRS_GS_SQUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 51.6 0.0003819834 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Square Inc Square Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -102584.76 USD 24.72 N N N MAGMS:TRS_GS_SRCUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -70.1 -0.0005189348 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Spirit Realty Capital Inc Spirit Realty Capital Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 9902.71 USD -70.31 N N N MAGMS:TRS_GS_SRDXUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -587.43 -0.0043486141 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Surmodics Inc Surmodics Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 3183.76 USD -584.8 N N N MAGMS:TRS_GS_SRNEUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 1167.99 0.0086463711 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Sorrento Therapeutics Inc Sorrento Therapeutics Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -4707.47 USD 1165.47 N N N MAGMS:TRS_GS_SRRKUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 253.19 0.0018743094 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Scholar Rock Holding Corp Scholar Rock Holding Corp Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -1572.34 USD 252.35 N N N MAGMS:TRS_GS_SSNCUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -4216.22 -0.0312117420 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 SS&C Technologies Holdings Inc SS&C Technologies Holdings Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 122680.2 USD -4147.1 N N N MAGMS:TRS_GS_SSPUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 9882.43 0.0731574386 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 EW Scripps Co/The EW Scripps Co/The Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -21132.5 USD 9867.74 N N N MAGMS:TRS_GS_SSTIUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 1157.97 0.0085721952 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 ShotSpotter Inc ShotSpotter Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -4837.69 USD 1155.37 N N N MAGMS:TRS_GS_STAGUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -9464.54 -0.0700638916 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 STAG Industrial Inc STAG Industrial Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 51513.7 USD -9423.82 N N N MAGMS:TRS_GS_TENUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 624.61 0.0046238494 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Tenneco Inc Tenneco Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -1127.96 USD 623.96 N N N MAGMS:TRS_GS_TERPUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -888.98 -0.0065809219 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 TerraForm Power Inc TerraForm Power Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -41221.68 USD -915.76 N N N MAGMS:TRS_GS_TGHUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -17.9 -0.0001325097 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Textainer Group Holdings Ltd Textainer Group Holdings Ltd Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -631.14 USD -18.24 N N N MAGMS:TRS_GS_TGIUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 8460.45 0.0626308359 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Triumph Group Inc Triumph Group Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -12445.23 USD 8450.07 N N N MAGMS:TRS_GS_TGTXUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -5471.42 -0.0405037094 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 TG Therapeutics Inc TG Therapeutics Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 14305.79 USD -5469.47 N N N MAGMS:TRS_GS_THBRUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 373.76 0.0027668624 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Thunder Bridge Acquisition II Thunder Bridge Acquisition II Ltd Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 83559.06 USD 422.04 N N N MAGMS:TRS_GS_THCUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 27321.97 0.2022584873 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Tenet Healthcare Corp Tenet Healthcare Corp Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -46372.79 USD 27292.79 N N N MAGMS:TRS_GS_THGUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -15692.43 -0.1161675807 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Hanover Insurance Group Inc/Th Hanover Insurance Group Inc/The Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 136012.7 USD -15631.88 N N N MAGMS:TRS_GS_THOUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 10947.38 0.0810410274 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Thor Industries Inc Thor Industries Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 80451.27 USD 10952.79 N N N MAGMS:TRS_GS_CNCUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -844.55 -0.0062520164 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Centene Corp Centene Corp Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -36030.32 USD -863.29 N N N MAGMS:TRS_GS_CNDTUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 1018.85 0.0075423207 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Conduent Inc Conduent Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -2555.91 USD 1017.31 N N N MAGMS:TRS_GS_TIFUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -11395.34 -0.0843571759 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Tiffany & Co Tiffany & Co Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 362138.79 USD -10934.79 N N N MAGMS:TRS_GS_TISIUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 3160.58 0.0233970731 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Team Inc Team Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -5685.11 USD 3156.61 N N N MAGMS:TRS_GS_CNPUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -808.79 -0.0059872931 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 CenterPoint Energy Inc CenterPoint Energy Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -5695.35 USD -809.1 N N N MAGMS:TRS_GS_CNQUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -8228.84 -0.0609162784 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Canadian Natural Resources Ltd Canadian Natural Resources Ltd Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -13099.11 USD -8228.59 N N N MAGMS:TRS_GS_CNRUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -1012.25 -0.0074934624 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Cornerstone Building Brands In Cornerstone Building Brands Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 2701.11 USD -1009.35 N N N MAGMS:TRS_GS_CNSLUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -12.05 -0.0000892035 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Consolidated Communications Ho Consolidated Communications Holdings Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -1411.18 USD -12.97 N N N MAGMS:TRS_GS_CNXUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -174.9 -0.0012947459 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 CNX Resources Corp CNX Resources Corp Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -4752.82 USD -178.82 N N N MAGMS:TRS_GS_CUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -40.94 -0.0003030697 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Citigroup Inc Citigroup Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 52225.44 USD -38.76 N N N MAGMS:TRS_GS_CUZUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 9944.65 0.0736180395 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Cousins Properties Inc Cousins Properties Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 86796.49 USD 9970.13 N N N MAGMS:TRS_GS_CVCOUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 807.53 0.0059779656 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Cavco Industries Inc Cavco Industries Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -2979.75 USD 805.65 N N N MAGMS:TRS_GS_CVETUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 1987.88 0.0147158350 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Covetrus Inc Covetrus Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -5444.35 USD 1984.85 N N N MAGMS:TRS_GS_CVIUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 50.19 0.0003715454 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 CVR Energy Inc CVR Energy Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -496.23 USD 49.92 N N N MAGMS:TRS_GS_CVNAUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -273.06 -0.0020214026 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Carvana Co Carvana Co Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -4963.45 USD -270.1 N N N MAGMS:TRS_GS_CVSUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 1461.38 0.0108182722 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 CVS Health Corp CVS Health Corp Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 28381.96 USD 1461.03 N N N MAGMS:TRS_GS_CVXUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 849.65 0.0062897706 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Chevron Corp Chevron Corp Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -30268.66 USD 849.9 N N N MAGMS:TRS_GS_CWENUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 66.49 0.0004922107 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Clearway Energy Inc Clearway Energy Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -1907.41 USD 65.01 N N N MAGMS:TRS_GS_CWHUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 23707.95 0.1755046984 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Camping World Holdings Inc Camping World Holdings Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -44753.93 USD 23672.48 N N N MAGMS:TRS_GS_CWSTUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 311.12 0.0023031524 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Casella Waste Systems Inc Casella Waste Systems Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -2691.66 USD 309 N N N MAGMS:TRS_GS_CWUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 10460.41 0.0774360964 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Curtiss-Wright 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Health Systems Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -12683.32 USD 1915.16 N N N MAGMS:TRS_GS_CYRXUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -363.77 -0.0026929087 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 CryoPort Inc CryoPort Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -5081.26 USD -364.07 N N N MAGMS:TRS_GS_CYTKUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 343.8 0.0025450752 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Cytokinetics Inc Cytokinetics Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -1686.95 USD 342.89 N N N MAGMS:TRS_GS_CYUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 18305.15 0.1355089676 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Cypress Semiconductor Corp Cypress Semiconductor Corp Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 456964.96 USD 19042.88 N N N MAGMS:TRS_GS_CZRUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -81295.03 -0.6018090859 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Caesars Entertainment Corp Caesars Entertainment Corp Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 187475.27 USD -81032.31 N N N MAGMS:TRS_GS_DALUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -61.35 -0.0004541605 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Delta Air Lines Inc Delta Air Lines Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -1393.71 USD -61.32 N N N MAGMS:TRS_GS_DANUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -16802.83 -0.1243876257 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Dana Inc Dana Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 31512.48 USD -16775.01 N N N MAGMS:TRS_GS_DARUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -240.39 -0.0017795539 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Darling Ingredients Inc Darling Ingredients Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 738.2 USD -239.78 N N N MAGMS:TRS_GS_DBDUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 156.23 0.0011565361 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Diebold Nixdorf Inc Diebold Nixdorf Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -1078.28 USD 156.04 N N N MAGMS:TRS_GS_DBIUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -3666.48 -0.0271421387 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Designer Brands Inc Designer Brands Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 5423.95 USD -3661.03 N N N MAGMS:TRS_GS_DBXUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -1923.72 -0.0142408727 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Dropbox Inc Dropbox Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -110294.68 USD -1925.32 N N N MAGMS:TRS_GS_DCIUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -5011.19 -0.0370967287 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Donaldson Co Inc Donaldson Co Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 22329 USD -4984.13 N N N MAGMS:TRS_GS_DCPHUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 1860.35 0.0137717587 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Deciphera Pharmaceuticals Inc Deciphera Pharmaceuticals Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 42724.55 USD 1862.56 N N N MAGMS:TRS_GS_DDDUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 757.26 0.0056058279 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 3D Systems Corp 3D Systems Corp Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -5487.18 USD 753.24 N N N MAGMS:TRS_GS_DDSUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 2317.68 0.0171572713 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Dillard's Inc Dillard's Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -5380.92 USD 2314.07 N N N MAGMS:TRS_GS_DDUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 9261.63 0.0685617938 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 DuPont de Nemours Inc DuPont de Nemours Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -55751.54 USD 9239.14 N N N MAGMS:TRS_GS_DECKUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -1744.81 -0.0129164416 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Deckers Outdoor Corp Deckers Outdoor Corp Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -34301.93 USD -1744.07 N N N MAGMS:TRS_GS_DEIUS_2020-01-01:Total Return Swap:01/01/2020 N/A N/A 1 NC USD 16946.72 0.1254528115 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Douglas Emmett Inc Douglas Emmett Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 103135.18 USD 16952.18 N N N MAGMS:TRS_GS_DELLUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -244.74 -0.0018117560 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Dell Technologies Inc Dell Technologies Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 2852.47 USD -242.17 N N N MAGMS:TRS_GS_DENNUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -13424.11 -0.0993757105 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Denny's Corp Denny's Corp Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 22153.37 USD -13405.85 N N N MAGMS:TRS_GS_DEUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -3.96 -0.0000293150 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Deere & Co Deere & Co Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -548.68 USD -3.96 N N N MAGMS:TRS_GS_DFSUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 4536.53 0.0335829260 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Discover Financial Services Discover Financial Services Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -31788.67 USD 4536.79 N N N MAGMS:TRS_GS_DGXUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -1915.92 -0.0141831310 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Quest Diagnostics Inc Quest Diagnostics Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 57001.72 USD -1915.92 N N N MAGMS:TRS_GS_DHIUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -64.35 -0.0004763688 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 DR Horton Inc DR Horton Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -547.65 USD -64.35 N N N MAGMS:TRS_GS_DHRUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 40.51 0.0002998865 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Danaher Corp Danaher Corp Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -43778.38 USD 40.82 N N N MAGMS:TRS_GS_DHTUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -327.1 -0.0024214488 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 DHT Holdings Inc DHT Holdings Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -2485.8 USD -329.09 N N N MAGMS:TRS_GS_ENBUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 8591.86 0.0636036350 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Enbridge Inc Enbridge Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 34141.35 USD 8591.86 N N N MAGMS:TRS_GS_FHBUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 293.5 0.0021727154 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 First Hawaiian Inc First Hawaiian Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 25344.32 USD 293.71 N N N MAGMS:TRS_GS_ENDPUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 4652.46 0.0344411300 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Endo International PLC Endo International PLC Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -21041.57 USD 4639.47 N N N MAGMS:TRS_GS_ENPHUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 279.48 0.0020689285 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Enphase Energy Inc Enphase Energy Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -3312.94 USD 277.68 N N N MAGMS:TRS_GS_FICOUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 459.01 0.0033979493 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Fair Isaac Corp Fair Isaac Corp Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -68458.5 USD 459.01 N N N MAGMS:TRS_GS_FISUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 362.67 0.0026847656 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Fidelity National Information Fidelity National Information Services Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -2064.52 USD 361.56 N N N MAGMS:TRS_GS_FISVUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 9322.69 0.0690138075 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Fiserv Inc Fiserv Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 52795.92 USD 9327.54 N N N MAGMS:TRS_GS_FITBUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 7136.12 0.0528271145 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Fifth Third Bancorp Fifth Third Bancorp Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -51790.29 USD 7136.34 N N N MAGMS:TRS_GS_ENSUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -620.31 -0.0045920174 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 EnerSys EnerSys Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 2796.88 USD -618 N N N MAGMS:TRS_GS_ENVUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 350.52 0.0025948219 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Envestnet Inc Envestnet Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 6963.33 USD 350.75 N N N MAGMS:TRS_GS_FITUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -18301.36 -0.1354809111 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Fitbit Inc Fitbit Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 270527.65 USD -17960.47 N N N MAGMS:TRS_GS_FIUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 875.72 0.0064827610 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Frank's International NV Frank's International NV Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -2922.84 USD 874.15 N N N MAGMS:TRS_GS_EOGUS_2025-12-25:Total Return Swa12/10/2025 N/A N/A 1 NC USD -274.62 -0.0020329510 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 EOG Resources Inc EOG Resources Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -12225.81 USD -274.35 N N N MAGMS:TRS_GS_EPAMUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 982.34 0.0072720453 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 EPAM Systems Inc EPAM Systems Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 26309.46 USD 982.56 N N N MAGMS:TRS_GS_FIVEUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -82.85 -0.0006133202 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Five Below Inc Five Below Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -3435.97 USD -83.03 N N N MAGMS:TRS_GS_FIVNUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -760.3 -0.0056283324 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Five9 Inc Five9 Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -9638.41 USD -760.15 N N N MAGMS:TRS_GS_EPZMUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 213.35 0.0015793828 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Epizyme Inc Epizyme Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -1298.3 USD 212.6 N N N MAGMS:TRS_GS_EQHUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 9921.4 0.0734459249 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Equitable Holdings Inc Equitable Holdings Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 35333.25 USD 9924.15 N N N MAGMS:TRS_GS_FIXXUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 227.46 0.0016838360 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Homology Medicines Inc Homology Medicines Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -1702.69 USD 226.39 N N N MAGMS:TRS_GS_FIZZUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 92.13 0.0006820180 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 National Beverage Corp National Beverage Corp Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -2862.41 USD 90.16 N N N MAGMS:TRS_GS_EQTUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 11736.46 0.0868824117 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 EQT Corp EQT Corp Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -37443.23 USD 11701.36 N N N MAGMS:TRS_GS_ERIUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -299.88 -0.0022199452 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Eldorado Resorts Inc Eldorado Resorts Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -7876.96 USD -302.24 N N N MAGMS:TRS_GS_FLIRUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -844.36 -0.0062506099 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 FLIR Systems Inc FLIR Systems Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 18224.53 USD -844.48 N N N MAGMS:TRS_GS_FLOUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 6293.47 0.0465891633 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Flowers Foods Inc Flowers Foods Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -126598.02 USD 6248.22 N N N MAGMS:TRS_GS_PETSUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -1285.1 -0.0095133104 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 PetMed Express Inc PetMed Express Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -3949.67 USD -1288.29 N N N MAGMS:TRS_GS_PEUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 25979.54 0.1923207756 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Parsley Energy Inc Parsley Energy Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -41051.78 USD 25941.77 N N N MAGMS:TRS_GS_ESTCUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -333.14 -0.0024661616 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Elastic NV Elastic NV Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -1954.65 USD -333.56 N N N MAGMS:TRS_GS_ESUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -1324.38 -0.0098040916 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Eversource Energy Eversource Energy Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -6887.82 USD -1324.23 N N N MAGMS:TRS_GS_ETFCUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 5115.72 0.0378705411 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 E*TRADE Financial Corp E*TRADE Financial Corp Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 47455.4 USD 5122.84 N N N MAGMS:TRS_GS_ETHUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -7863.55 -0.0582121175 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Ethan Allen Interiors Inc Ethan Allen Interiors Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 23296.99 USD -7844.35 N N N MAGMS:TRS_GS_FLOWUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 10715.87 0.0793272102 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 SPX FLOW Inc SPX FLOW Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -29250.13 USD 10691.87 N N N MAGMS:TRS_GS_FLRUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 30755.98 0.2276797021 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Fluor Corp Fluor Corp Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -65427.4 USD 30711.56 N N N MAGMS:TRS_GS_PFGCUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -633.14 -0.0046869951 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Performance Food Group Co Performance Food Group Co Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 2213.63 USD -631.55 N N N MAGMS:TRS_GS_PFGUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 10455.67 0.0774010072 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Principal Financial Group Inc Principal Financial Group Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 51123.65 USD 10459.45 N N N MAGMS:TRS_GS_FLSUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 11528.38 0.0853420416 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Flowserve Corp Flowserve Corp Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 111178.31 USD 11544.62 N N N MAGMS:TRS_GS_FLTUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -429.3 -0.0031780127 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 FleetCor Technologies Inc FleetCor Technologies Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 9942.8 USD -429.26 N N N MAGMS:TRS_GS_PFNXUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 299.09 0.0022140970 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Pfenex Inc Pfenex Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -1532.96 USD 298.16 N N N MAGMS:TRS_GS_PGNYUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 402.6 0.0029803586 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Progyny Inc Progyny Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -1651.92 USD 401.71 N N N MAGMS:TRS_GS_FLXNUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 1478.07 0.0109418246 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Flexion Therapeutics Inc Flexion Therapeutics Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -2719.91 USD 1476.45 N N N MAGMS:TRS_GS_FNDUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 1143.99 0.0084687044 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Floor & Decor Holdings Inc Floor & Decor Holdings Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -2971.53 USD 1142.4 N N N MAGMS:TRS_GS_ETMUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 37635.72 0.2786088922 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Entercom Communications Corp Entercom Communications Corp Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -66305.52 USD 37592.91 N N N MAGMS:TRS_GS_ETRUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 929.88 0.0068836955 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Entergy Corp Entergy Corp Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 22749.92 USD 930.52 N N N MAGMS:TRS_GS_FNFUS_2025-12-25:Total Return Swa12/10/2025 N/A N/A 1 NC USD 4880.68 0.0361305921 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Fidelity National Financial In Fidelity National Financial Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 62539.26 USD 4885.54 N N N MAGMS:TRS_GS_FNUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 2553.66 0.0189041789 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Fabrinet Fabrinet Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -18911.51 USD 2543.51 N N N MAGMS:TRS_GS_PGREUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -12472.77 -0.0923331514 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Paramount Group Inc Paramount Group Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 73096.38 USD -12420.38 N N N MAGMS:TRS_GS_PHMUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -11704.42 -0.0866452267 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 PulteGroup Inc PulteGroup Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -67442.3 USD -11704.42 N N N MAGMS:TRS_GS_FOEUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 8769.73 0.0649203672 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Ferro Corp Ferro Corp Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -27809.25 USD 8752.29 N N N MAGMS:TRS_GS_FOXAUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 251.92 0.0018649079 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Fox Corp Fox Corp Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -1574.07 USD 250.79 N N N MAGMS:TRS_GS_EVBGUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 2988.11 0.0221203159 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Everbridge Inc Everbridge Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -104775.58 USD 2989.06 N N N MAGMS:TRS_GS_EVHUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 817.24 0.0060498466 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Evolent Health Inc Evolent Health Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -1782.82 USD 816.28 N N N MAGMS:TRS_GS_FRPTUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -628.24 -0.0046507215 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Freshpet Inc Freshpet Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -2116.41 USD -630 N N N MAGMS:TRS_GS_FRTAUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 1108.63 0.0082069421 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Forterra Inc Forterra Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -1956.74 USD 1107.58 N N N MAGMS:TRS_GS_PHUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -294.37 -0.0021791559 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Parker-Hannifin Corp Parker-Hannifin Corp Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -30062.45 USD -294.37 N N N MAGMS:TRS_GS_PIC/UUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 187.23 0.0013860222 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Pivotal Investment Corp II Pivotal Investment Corp II Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 8775.45 USD 188.55 N N N MAGMS:TRS_GS_PICUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 25.78 0.0001908436 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Pivotal Investment Corp II Pivotal Investment Corp II Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 965.05 USD 25.95 N N N MAGMS:TRS_GS_PIHLISFH_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC -1120.85 -0.0082974041 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Pihlajalinna Oyj Pihlajalinna Oyj Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 EUR 0.000000000000 EUR 16704.04 EUR -1122.19 N N N MAGMS:TRS_GS_EVRIUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -2777.46 -0.0205609207 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Everi Holdings Inc Everi Holdings Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 3714.48 USD -2773.98 N N N MAGMS:TRS_GS_EXASUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -374.57 -0.0027728587 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Exact Sciences Corp Exact Sciences Corp Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -25368.92 USD -383.08 N N N MAGMS:TRS_GS_EXPDUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -10461.27 -0.0774424628 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Expeditors International of Wa Expeditors International of Washington Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -101430.23 USD -10459.21 N N N MAGMS:TRS_GS_EXPEUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 6054.64 0.0448211578 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Expedia Group Inc Expedia Group Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -41843.23 USD 6055.51 N N N MAGMS:TRS_GS_PIIUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 5040.95 0.0373170354 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Polaris Inc Polaris Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 121641.37 USD 5041.28 N N N MAGMS:TRS_GS_PIUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 2771.3 0.0205153196 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Impinj Inc Impinj Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -6209.6 USD 2767.34 N N N MAGMS:TRS_GS_EXPUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 24364.76 0.1803669172 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Eagle Materials Inc Eagle Materials Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 101171.92 USD 24372.66 N N N MAGMS:TRS_GS_EYEUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 1220.11 0.0090322039 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 National Vision Holdings Inc National Vision Holdings Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -2830.45 USD 1218.59 N N N MAGMS:TRS_GS_PKEUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 1635.01 0.0121036166 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Park Aerospace Corp Park Aerospace Corp Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -7349.41 USD 1629.01 N N N MAGMS:TRS_GS_PKGUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -3033 -0.0224526267 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Packaging Corp of America Packaging Corp of America Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -96450.67 USD -3056.51 N N N MAGMS:TRS_GS_FRTUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -2189.1 -0.0162054220 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Federal Realty Investment Trus Federal Realty Investment Trust Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 63294.16 USD -2188.57 N N N MAGMS:TRS_GS_FRUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 6648.31 0.0492159652 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 First Industrial Realty Trust First Industrial Realty Trust Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 84631.1 USD 6718.17 N N N MAGMS:TRS_GS_PKIUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 49.13 0.0003636985 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 PerkinElmer Inc PerkinElmer Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -1554.88 USD 49.28 N N N MAGMS:TRS_GS_PLABUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -4163.62 -0.0308223559 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Photronics Inc Photronics Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 19854.2 USD -4146.14 N N N MAGMS:TRS_GS_PLANUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 498.35 0.0036891746 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Anaplan Inc Anaplan Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -3191.35 USD 498.21 N N N MAGMS:TRS_GS_PLAYUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -16947.94 -0.1254618429 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Dave & Buster's Entertainment Dave & Buster's Entertainment Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 26390.81 USD -16920.89 N N N MAGMS:TRS_GS_PLCEUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 4891.6 0.0362114304 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Children's Place Inc/The Children's Place Inc/The Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -6626.2 USD 4885.36 N N N MAGMS:TRS_GS_PLDUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 134.44 0.0009952295 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Prologis Inc Prologis Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 588.84 USD 134.49 N N N MAGMS:TRS_GS_FSBUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -5908.38 -0.0437384274 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Franklin Financial Network Inc Franklin Financial Network Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 12809.29 USD -5897.08 N N N MAGMS:TRS_GS_FSLRUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 52.19 0.0003863510 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 First Solar Inc First Solar Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -1747.45 USD 52.63 N N N MAGMS:TRS_GS_FAFUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -19695.38 -0.1458005321 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 First American Financial Corp First American Financial Corp Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -67923.7 USD -19695.36 N N N MAGMS:TRS_GS_FANGUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -14426.38 -0.1067952932 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Diamondback Energy Inc Diamondback Energy Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -85073.17 USD -14434.43 N N N MAGMS:TRS_GS_PLNTUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -48990.17 -0.3626633686 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Planet Fitness Inc Planet Fitness Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -64334.88 USD -48990.02 N N N MAGMS:TRS_GS_PLTUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 4664.54 0.0345305556 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Plantronics Inc Plantronics Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -14083.2 USD 4656.98 N N N MAGMS:TRS_GS_PLUGUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -851 -0.0062997644 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Plug Power Inc Plug Power Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -7078.4 USD -829.96 N N N MAGMS:TRS_GS_PNFPUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 2493.71 0.0184603823 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Pinnacle Financial Partners In Pinnacle Financial Partners Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 38425.42 USD 2493.18 N N N MAGMS:TRS_GS_PNMUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 227.99 0.0016877594 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 PNM Resources Inc PNM Resources Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 1405.87 USD 228.13 N N N MAGMS:TRS_GS_PNTGUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 711.85 0.0052696677 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Pennant Group Inc/The Pennant Group Inc/The Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -1560.54 USD 710.94 N N N MAGMS:TRS_GS_FTCHUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -3595.55 -0.0266170596 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Farfetch Ltd Farfetch Ltd Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 6315.84 USD -3590.34 N N N MAGMS:TRS_GS_FTNTUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -923.49 -0.0068363918 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Fortinet Inc Fortinet Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -38533.64 USD -922.66 N N N MAGMS:TRS_GS_FAROUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 639.57 0.0047345949 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 FARO Technologies Inc FARO Technologies Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -2951.99 USD 637.99 N N N MAGMS:TRS_GS_FASTUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 2867.61 0.0212282811 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Fastenal Co Fastenal Co Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -36742.61 USD 2867.61 N N N MAGMS:TRS_GS_PORUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -297.92 -0.0022054357 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Portland General Electric Co Portland General Electric Co Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -40355.54 USD -297.58 N N N MAGMS:TRS_GS_POSTUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -500.82 -0.0037074594 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Post Holdings Inc Post Holdings Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 2738.75 USD -498.56 N N N MAGMS:TRS_GS_PTENUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 18119.88 0.1341374549 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Patterson-UTI Energy Inc Patterson-UTI Energy Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -25167.08 USD 18102.98 N N N MAGMS:TRS_GS_PTLAUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 1457.42 0.0107889572 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Portola Pharmaceuticals Inc Portola Pharmaceuticals Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -3266.69 USD 1455.67 N N N MAGMS:TRS_GS_FATEUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 98.24 0.0007272489 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Fate Therapeutics Inc Fate Therapeutics Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -1252.44 USD 97.52 N N N MAGMS:TRS_GS_FBHSUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 14860.7 0.1100104678 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Fortune Brands Home & Security Fortune Brands Home & Security Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 86547.62 USD 14873.63 N N N MAGMS:TRS_GS_PUMPUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -903.96 -0.0066918155 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 ProPetro Holding Corp ProPetro Holding Corp Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -7113.24 USD -904.26 N N N MAGMS:TRS_GS_PVHUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 1560.66 0.0115532200 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 PVH Corp PVH Corp Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -22262.37 USD 1560.37 N N N MAGMS:TRS_GS_FBKUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 5811.41 0.0430205800 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 FB Financial Corp FB Financial Corp Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -12252.81 USD 5804.37 N N N MAGMS:TRS_GS_FBUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 6200.86 0.0459035920 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Facebook Inc Facebook Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 115223.4 USD 6207 N N N MAGMS:TRS_GS_FTSVUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 1719.33 0.0127278189 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Forty Seven Inc Forty Seven Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 36443.2 USD 1724.8 N N N MAGMS:TRS_GS_FTVUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 22483.79 0.1664425133 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Fortive Corp Fortive Corp Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 108143.57 USD 22491.16 N N N MAGMS:TRS_GS_PXDUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -4314.19 -0.0319369922 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Pioneer Natural Resources Co Pioneer Natural Resources Co Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -40159.44 USD -4315.66 N N N MAGMS:TRS_GS_PZZAUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -1232.64 -0.0091249607 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Papa John's International Inc Papa John's International Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -16746.72 USD -1238.97 N N N MAGMS:TRS_GS_FUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 2174.96 0.0161007467 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Ford Motor Co Ford Motor Co Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -4885.5 USD 2171.04 N N N MAGMS:TRS_GS_FWONKUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -1645.54 -0.0121815678 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Liberty Media Corp-Liberty For Liberty Media Corp-Liberty Formula One Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -29097.64 USD -1645.03 N N N MAGMS:TRS_GS_FCAUUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 8526.33 0.0631185309 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Fiat Chrysler Automobiles NV Fiat Chrysler Automobiles NV Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -26698 USD 8514.49 N N N MAGMS:TRS_GS_FCFSUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 208.33 0.0015422208 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 FirstCash Inc FirstCash Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -9104.29 USD 208.53 N N N MAGMS:TRS_GS_GATXUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 881.75 0.0065273998 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 GATX Corp GATX Corp Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -3818.85 USD 878.53 N N N MAGMS:TRS_GS_GBTUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 2172.51 0.0160826099 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Global Blood Therapeutics Inc Global Blood Therapeutics Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 43346.5 USD 2174.69 N N N MAGMS:TRS_GS_QDELUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -1947.96 -0.0144203161 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Quidel Corp Quidel Corp Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -19961.65 USD -1947.79 N N N MAGMS:TRS_GS_QRTEAUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 501.15 0.0037099024 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Qurate Retail Inc Qurate Retail Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 2104.71 USD 502.13 N N N MAGMS:TRS_GS_FCNCAUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 182.22 0.0013489343 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 First Citizens BancShares Inc/ First Citizens BancShares Inc/NC Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 1149.15 USD 182.33 N N N MAGMS:TRS_GS_FCNUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -3340.88 -0.0247317940 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 FTI Consulting Inc FTI Consulting Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -57366.71 USD -3356.68 N N N MAGMS:TRS_GS_FCUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 1772.51 0.0131214986 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Franklin Covey Co Franklin Covey Co Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -3261.99 USD 1770.15 N N N MAGMS:TRS_GS_FCXUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -6735.51 -0.0498614874 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Freeport-McMoRan Inc Freeport-McMoRan Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 24084.64 USD -6723.64 N N N MAGMS:TRS_GS_GCIUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 2666.79 0.0197416552 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Gannett Co Inc Gannett Co Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -3742.23 USD 2664.79 N N N MAGMS:TRS_GS_GCOUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -4134.97 -0.0306102663 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Genesco Inc Genesco Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 10134.14 USD -4131.14 N N N MAGMS:TRS_GS_QRVOUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -15.82 -0.0001171120 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Qorvo Inc Qorvo Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 22188.7 USD -15.45 N N N MAGMS:TRS_GS_QTWOUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -3.31 -0.0000245032 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Q2 Holdings Inc Q2 Holdings Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 534.84 USD -3.3 N N N MAGMS:TRS_GS_GDENUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -4953.13 -0.0366669234 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Golden Entertainment Inc Golden Entertainment Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 9239.3 USD -4942.8 N N N MAGMS:TRS_GS_GDOTUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 592.94 0.0043894034 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Green Dot Corp Green Dot Corp Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -12754.86 USD 593.05 N N N MAGMS:TRS_GS_GDUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 1631.13 0.0120748938 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 General Dynamics Corp General Dynamics Corp Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 79191.69 USD 1649.72 N N N MAGMS:TRS_GS_GEFUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 2285.3 0.0169175693 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Greif Inc Greif Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -20741.63 USD 2274.17 N N N MAGMS:TRS_GS_FDPUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 248.09 0.0018365553 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Fresh Del Monte Produce Inc Fresh Del Monte Produce Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -2261.87 USD 246.34 N N N MAGMS:TRS_GS_GTHXUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 813.37 0.0060211978 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 G1 Therapeutics Inc G1 Therapeutics Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -1826.15 USD 812.31 N N N MAGMS:TRS_GS_GTNUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 794.7 0.0058829879 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Gray Television Inc Gray Television Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -2049.76 USD 793.18 N N N MAGMS:TRS_GS_QUREUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 5008.66 0.0370779997 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 uniQure NV uniQure NV Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 57051.64 USD 5012.96 N N N MAGMS:TRS_GS_RACEUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -10471.8 -0.0775204141 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Ferrari NV Ferrari NV Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -95869.67 USD -10471.62 N N N MAGMS:TRS_GS_RADUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -3905.49 -0.0289114767 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Rite Aid Corp Rite Aid Corp Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -17515.08 USD -3919.92 N N N MAGMS:TRS_GS_RAMPUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -761.78 -0.0056392885 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 LiveRamp Holdings Inc LiveRamp Holdings Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -12833.22 USD -762.74 N N N MAGMS:TRS_GS_GESUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 2629.8 0.0194678264 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Guess? Inc Guess? Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -4631.23 USD 2627.31 N N N MAGMS:TRS_GS_GEUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 6694.07 0.0495547163 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 General Electric Co General Electric Co Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -23314.79 USD 6680.49 N N N MAGMS:TRS_GS_RAREUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 6986.82 0.0517218796 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Ultragenyx Pharmaceutical Inc Ultragenyx Pharmaceutical Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 78537.27 USD 6990.48 N N N MAGMS:TRS_GS_RARXUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 1831.91 0.0135612236 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Ra Pharmaceuticals Inc Ra Pharmaceuticals Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 19817.63 USD 1834.88 N N N MAGMS:TRS_GS_RCIIUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -12625.65 -0.0934648881 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Rent-A-Center Inc/TX Rent-A-Center Inc/TX Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 30070.99 USD -12593.95 N N N MAGMS:TRS_GS_RCIUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -8.21 -0.0000607768 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Rogers Communications Inc Rogers Communications Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -157.91 USD -8.21 N N N MAGMS:TRS_GS_IUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 3110.37 0.0230253796 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Intelsat SA Intelsat SA Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -5134.3 USD 3107.05 N N N MAGMS:TRS_GS_JACKUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -13029.05 -0.0964511689 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Jack in the Box Inc Jack in the Box Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 22856.14 USD -13007.09 N N N MAGMS:TRS_GS_JBGSUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 5704.07 0.0422259658 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 JBG SMITH Properties JBG SMITH Properties Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 59458.08 USD 5729.76 N N N ADT SEC CORP 5493009JEEDYLVRA0J13 00101JAK2 -100000 PA USD -98296 -0.7276634981 Short DBT CORP US N 2 2021-10-15 Fixed 6.25 N N N N N N Apollo Commercial Real Estate 549300E0AN7M2AQHSY29 03762U105 -7308 NS USD -54225.36 -0.4014183196 Short EC CORP US N 1 N N N MAGMS:TRS_GS_GFFUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 5055.64 0.0374257822 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Griffon Corp Griffon Corp Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -17855.38 USD 5040.93 N N N MAGMS:TRS_GS_GGGUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -78.77 -0.0005831168 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Graco Inc Graco Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -993.31 USD -78.75 N N N MAGMS:TRS_GS_RCKTUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 637.92 0.0047223803 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Rocket Pharmaceuticals Inc Rocket Pharmaceuticals Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -2422.12 USD 636.52 N N N MAGMS:TRS_GS_RCUSUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -362.01 -0.0026798798 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Arcus Biosciences Inc Arcus Biosciences Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -914.46 USD -362.5 N N N MAGMS:TRS_GS_JBLUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 1112.24 0.0082336662 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Jabil Inc Jabil Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 18427.49 USD 1113.61 N N N MAGMS:TRS_GS_JBLUUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 1865.18 0.0138075141 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 JetBlue Airways Corp JetBlue Airways Corp Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 10074.12 USD 1865.18 N N N MAGMS:TRS_GS_REALUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 4617.48 0.0341821809 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 RealReal Inc/The RealReal Inc/The Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -8902.82 USD 4612.7 N N N MAGMS:TRS_GS_RECNUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 5915.51 0.0437912092 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Resources Connection Inc Resources Connection Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -19933.2 USD 5902.57 N N N MAGMS:TRS_GS_JCIUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -2478.81 -0.0183500809 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Johnson Controls International Johnson Controls International plc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 82458.22 USD -2467.9 N N N MAGMS:TRS_GS_JCOMUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 4668.9 0.0345628317 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 J2 Global Inc J2 Global Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 33727.35 USD 4670.7 N N N MAGMS:TRS_GS_REGIUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -324.46 -0.0024019055 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Renewable Energy Group Inc Renewable Energy Group Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -3552.8 USD -327.37 N N N MAGMS:TRS_GS_REGNUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -2391.04 -0.0177003391 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Regeneron Pharmaceuticals Inc Regeneron Pharmaceuticals Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -38625.87 USD -2390.49 N N N APOLLO CMMRL REAL EST FI 549300E0AN7M2AQHSY29 03762UAC9 375000 PA USD 252300.6 1.8677254128 Long DBT CORP US N 2 2023-10-15 Fixed 5.375 N N N N N Apollo Commercial Real Estate USD XXXX N N N Apex Technology Acquisition Co N/A 03768F201 8790 NS USD 88559.25 0.6555844963 Long EC CORP US N 2 N N N MAGMS:TRS_GS_REGUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -525.1 -0.0038871989 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Regency Centers Corp Regency Centers Corp Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 9978.8 USD -525.02 N N N MAGMS:TRS_GS_REPHUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 854.68 0.0063270066 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Recro Pharma Inc Recro Pharma Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -1744.16 USD 853.63 N N N MAGMS:TRS_GS_GHUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 1254.61 0.0092875997 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Guardant Health Inc Guardant Health Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -6260.72 USD 1249.52 N N N MAGMS:TRS_GS_GILDUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 210.22 0.0015562121 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Gilead Sciences Inc Gilead Sciences Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -16134 USD 210.12 N N N MAGMS:TRS_GS_RETAUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 95.78 0.0007090381 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Reata Pharmaceuticals Inc Reata Pharmaceuticals Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -1250.33 USD 95.61 N N N MAGMS:TRS_GS_REUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 3160.95 0.0233998121 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Everest Re Group Ltd Everest Re Group Ltd Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 44361.93 USD 3165.81 N N N MAGMS:TRS_GS_JLLUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 118.81 0.0008795241 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Jones Lang LaSalle Inc Jones Lang LaSalle Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -33846.23 USD 118.91 N N N MAGMS:TRS_GS_JNPRUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -6242.43 -0.0462113255 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Juniper Networks Inc Juniper Networks Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -74700.63 USD -6242.43 N N N Avantor Inc 5493003VM0XB4U8YD238 05352A100 -21656 NS USD -270483.44 -2.0023289466 Short EC CORP US N 1 N N N AVANTOR INC 5493003VM0XB4U8YD238 05352A209 7500 NS USD 325200 2.4073835110 Long EP CORP US N 1 N N N MAGMS:TRS_GS_GILUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -825.61 -0.0061118078 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Gildan Activewear Inc Gildan Activewear Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -43860.52 USD -825 N N N MAGMS:TRS_GS_GKOSUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 19588.66 0.1450105076 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Glaukos Corp Glaukos Corp Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -43543.51 USD 19565.29 N N N MAGMS:TRS_GS_REXUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 2949.81 0.0218367895 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 REX American Resources Corp REX American Resources Corp Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -7549.05 USD 2944.56 N N N MAGMS:TRS_GS_REZIUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 274.7 0.0020335432 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Resideo Technologies Inc Resideo Technologies Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -521.26 USD 274.42 N N N MAGMS:TRS_GS_RGLDUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 252.65 0.0018703119 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Royal Gold Inc Royal Gold Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -5953.82 USD 252.67 N N N MAGMS:TRS_GS_RGNXUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 219.03 0.0016214305 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 REGENXBIO Inc REGENXBIO Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -1383.65 USD 217.97 N N N MAGMS:TRS_GS_JWNUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -3279.84 -0.0242799285 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Nordstrom Inc Nordstrom Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 73184.64 USD -3280.26 N N N MAGMS:TRS_GS_KAMNUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -11143.04 -0.0824894550 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Kaman Corp Kaman Corp Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 30040.49 USD -11113.25 N N N MAGMS:TRS_GS_RGSUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 2262.37 0.0167478236 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Regis Corp Regis Corp Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -3683.92 USD 2259.61 N N N MAGMS:TRS_GS_RHKGR_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC -3.64 -0.0000269461 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 RHOEN-KLINIKUM AG RHOEN-KLINIKUM AG Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 EUR 0.000000000000 EUR 456.11 EUR -3.7 N N N MERITOR INC 5LTG829X630QFHTFBO82 59001KAF7 347000 PA USD 295383.75 2.1866604218 Long DBT CORP US N 2 2037-10-15 Fixed 3.25 N N N N Y Meritor Inc USD XXXX N N N Microchip Technology Inc 5493007PTFULNYZJ1R12 595017104 -4829 NS USD -327406.2 -2.4237155205 Short EC CORP US N 1 N N N MAGMS:TRS_GS_RHUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 1359.16 0.0100615602 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 RH RH Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -3868.12 USD 1356.37 N N N MAGMS:TRS_GS_RIGUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 1799.15 0.0133187086 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Transocean Ltd Transocean Ltd Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -2486.3 USD 1797.26 N N N MAGMS:TRS_GS_KBHUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 1134.26 0.0083966753 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 KB Home KB Home Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -2309.52 USD 1133.02 N N N MAGMS:TRS_GS_KBRUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 919.21 0.0068047079 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 KBR Inc KBR Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -14979.99 USD 917.59 N N N MICROCHIP TECHNOLOGY INC 5493007PTFULNYZJ1R12 595017AH7 375000 PA USD 351091.9 2.5990555071 Long DBT CORP US N 2 2037-02-15 Fixed 2.25 N N N N Y Microchip Technology Inc USD XXXX N N N NRG Energy Inc 5E2UPK5SW04M13XY7I38 629377508 -3378 NS USD -92084.28 -0.6816795120 Short EC CORP US N 1 N N N MAGMS:TRS_GS_KDMNUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -1199.39 -0.0088788183 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Kadmon Holdings Inc Kadmon Holdings Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -4311.68 USD -1202.36 N N N MAGMS:TRS_GS_KEMUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -21116.59 -0.1563214347 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 KEMET Corp KEMET Corp Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 269935.76 USD -20773.68 N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 629377CG5 375000 PA USD 358125 2.6511199873 Long DBT CORP US N 2 2048-06-01 Fixed 2.75 N N N N Y NRG Energy Inc USD XXXX N N N NATIONAL FUEL GAS CO 8JB38FFW1Y3C1HM8E841 636180BP5 100000 PA USD 92825.75 0.6871684500 Long DBT CORP US N 2 2028-09-01 Fixed 4.75 N N N N N N MAGMS:TRS_GS_RLUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -3950.34 -0.0292434913 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Ralph Lauren Corp Ralph Lauren Corp Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 96769.78 USD -3942.91 N N N MAGMS:TRS_GS_RMBSUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 9822.59 0.0727144563 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Rambus Inc Rambus Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -50417.16 USD 9791.16 N N N NATIONAL RETAIL PROP INC 5493008JKH5SOTI0JS97 637417AL0 200000 PA USD 204172.79 1.5114459042 Long DBT CORP US N 2 2028-10-15 Fixed 4.3 N N N N N N New Providence Acquisition Cor N/A 64822P106 5889 NS USD 57712.2 0.4272306232 Long EC CORP US N 1 N N N MAGMS:TRS_GS_RNRUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 5751.36 0.0425760431 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 RenaissanceRe Holdings Ltd RenaissanceRe Holdings Ltd Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 68159.99 USD 5753.41 N N N MAGMS:TRS_GS_ROKUUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 35.95 0.0002661299 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Roku Inc Roku Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -1526.21 USD 39.05 N N N MAGMS:TRS_GS_GLIBAUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 14875.07 0.1101168458 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 GCI Liberty Inc GCI Liberty Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 67215.29 USD 14878.48 N N N MAGMS:TRS_GS_GLNGUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 763.89 0.0056549083 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Golar LNG Ltd Golar LNG Ltd Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -2038.72 USD 762.16 N N N MAGMS:TRS_GS_STLDUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -7178.22 -0.0531387714 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Steel Dynamics Inc Steel Dynamics Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -119383.9 USD -7178.2 N N N MAGMS:TRS_GS_STMLUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 470.89 0.0034858943 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Stemline Therapeutics Inc Stemline Therapeutics Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -1738.04 USD 469.96 N N N MAGMS:TRS_GS_KEUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 700.96 0.0051890515 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Kimball Electronics Inc Kimball Electronics Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -2370.44 USD 699.68 N N N MAGMS:TRS_GS_KEYSUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 5906.36 0.0437234738 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Keysight Technologies Inc Keysight Technologies Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -126277.65 USD 5862.13 N N N MAGMS:TRS_GS_STMPUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -3695.81 -0.0273592622 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Stamps.com Inc Stamps.com Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -3976 USD -3698.72 N N N MAGMS:TRS_GS_STNEUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -3777.82 -0.0279663640 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 StoneCo Ltd StoneCo Ltd Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -53246.42 USD -3790.98 N N N MAGMS:TRS_GS_KEYUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 457.71 0.0033883257 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 KeyCorp KeyCorp Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 18518.62 USD 458.48 N N N MAGMS:TRS_GS_KFRCUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -6806.52 -0.0503871587 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Kforce Inc Kforce Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 24140.28 USD -6778.25 N N N MAGMS:TRS_GS_STNGUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 979.86 0.0072536864 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Scorpio Tankers Inc Scorpio Tankers Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -3081.11 USD 977.91 N N N MAGMS:TRS_GS_STOKUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 271.83 0.0020122972 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Stoke Therapeutics Inc Stoke Therapeutics Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -1644.91 USD 270.91 N N N MAGMS:TRS_GS_KHCUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -8128.85 -0.0601760746 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Kraft Heinz Co/The Kraft Heinz Co/The Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -99014.55 USD -8134.39 N N N MAGMS:TRS_GS_KINUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 2428.01 0.0179740198 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Kindred Biosciences Inc Kindred Biosciences Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -4153.39 USD 2425.39 N N N MAGMS:TRS_GS_STORUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -8.76 -0.0000648483 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 STORE Capital Corp STORE Capital Corp Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -408.01 USD -8.75 N N N MAGMS:TRS_GS_STRLUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -1085.63 -0.0080366782 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Sterling Construction Co Inc Sterling Construction Co Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 3021.14 USD -1083.14 N N N MAGMS:TRS_GS_GLPIUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -41226.33 -0.3051893821 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Gaming and Leisure Properties Gaming and Leisure Properties Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -73687.94 USD -41225.43 N N N MAGMS:TRS_GS_GLTUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 644.57 0.0047716088 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 PH Glatfelter Co PH Glatfelter Co Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -2427.19 USD 643.07 N N N MAGMS:TRS_GS_KMBUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -954.22 -0.0070638791 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Kimberly-Clark Corp Kimberly-Clark Corp Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -13623.08 USD -954.1 N N N MAGMS:TRS_GS_KMIUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -14384.11 -0.1064823777 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Kinder Morgan Inc/DE Kinder Morgan Inc/DE Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 45397.2 USD -14341.68 N N N MAGMS:TRS_GS_KMPRUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -381.17 -0.0028217170 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Kemper Corp Kemper Corp Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -11592.64 USD -380.93 N N N MAGMS:TRS_GS_KMTUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -1649.39 -0.0122100685 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Kennametal Inc Kennametal Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 3452.32 USD -1646.18 N N N MAGMS:TRS_GS_GLUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 143.38 0.0010614104 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Globe Life Inc Globe Life Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 27133.25 USD 143.38 N N N MAGMS:TRS_GS_GLUUUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -46.12 -0.0003414161 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Glu Mobile Inc Glu Mobile Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -1732.86 USD -47.21 N N N MAGMS:TRS_GS_GLWUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 1663.16 0.0123120048 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Corning Inc Corning Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -32979.7 USD 1656.2 N N N MAGMS:TRS_GS_GMEUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -2625.54 -0.0194362906 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 GameStop Corp GameStop Corp Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 14827.45 USD -2622.95 N N N MAGMS:TRS_GS_GMUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 1240.76 0.0091850712 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 General Motors Co General Motors Co Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -3919.28 USD 1238.66 N N N MAGMS:TRS_GS_GOOGLUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 4547.94 0.0336673917 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Alphabet Inc Alphabet Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 118616.04 USD 4550.66 N N N MAGMS:TRS_GS_KMXUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -1132.22 -0.0083815737 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 CarMax Inc CarMax Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -34826.22 USD -1132.22 N N N MAGMS:TRS_GS_KNSLUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -558.64 -0.0041354881 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Kinsale Capital Group Inc Kinsale Capital Group Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -13030.37 USD -558.53 N N N NISOURCE INC 549300D8GOWWH0SJB189 65473PAH8 -200000 PA USD -191136.69 -1.4149425457 Short DBT CORP US N 2 2029-09-01 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Koppers Holdings Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 3889.14 USD -2169.71 N N N MAGMS:TRS_GS_KOSUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 20753.13 0.1536308209 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Kosmos Energy Ltd Kosmos Energy Ltd Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -26043.01 USD 20736.59 N N N MAGMS:TRS_GS_KOUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -4668.11 -0.0345569835 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Coca-Cola Co/The Coca-Cola Co/The Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 124123.33 USD -4648.33 N N N MAGMS:TRS_GS_KPTIUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 79.15 0.0005859299 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Karyopharm Therapeutics Inc Karyopharm Therapeutics Inc Y 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-3875.72 USD -894.68 N N N MAGMS:TRS_GS_GRCUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 90.43 0.0006694332 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Gorman-Rupp Co/The Gorman-Rupp Co/The Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -2928.97 USD 88.86 N N N Switchback Energy Acquisition N/A 87105M201 8351 NS USD 81422.25 0.6027508674 Long EC CORP US N 1 N N N TARGET CORP 8WDDFXB5T1Z6J0XC1L66 87612EBH8 -50000 PA USD -54160.56 -0.4009386196 Short DBT CORP US N 2 2029-04-15 Fixed 3.375 N N N N N N MAGMS:TRS_GS_GRPNUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 246.42 0.0018241926 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Groupon Inc Groupon Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -19259.44 USD 244.54 N N N MAGMS:TRS_GS_GRUBUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 9126.44 0.0675610122 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Grubhub Inc Grubhub Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 52660.97 USD 9126.44 N N N MAGMS:TRS_GS_LFUSUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 9768.74 0.0723158167 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Littelfuse Inc Littelfuse Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 46377.62 USD 9792.2 N N N MAGMS:TRS_GS_LHXUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 62.2 0.0004604528 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 L3Harris Technologies Inc L3Harris Technologies Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -4024.77 USD 62.13 N N N MAGMS:TRS_GS_GTESUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 6761.43 0.0500533674 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Gates Industrial Corp PLC Gates Industrial Corp PLC Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -18153.79 USD 6751.69 N N N MAGMS:TRS_GS_LILAKUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -1406.71 -0.0104135623 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Liberty Latin America Ltd Liberty Latin America Ltd Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 3249.84 USD -1403.04 N N N MAGMS:TRS_GS_LINDUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 28.18 0.0002086103 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Lindblad Expeditions Holdings Lindblad Expeditions Holdings Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -1014.7 USD 34.75 N N N Tesla Inc 54930043XZGB27CTOV49 88160R101 -871 NS USD -456404 -3.3786576382 Short EC CORP US N 1 N N N TESLA INC 54930043XZGB27CTOV49 88160RAG6 300000 PA USD 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MAGMS:TRS_GS_LNNUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -83.45 -0.0006177619 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Lindsay Corp Lindsay Corp Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -2661.76 USD -85.64 N N N MAGMS:TRS_GS_LOPEUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -846.62 -0.0062673402 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Grand Canyon Education Inc Grand Canyon Education Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -27226.26 USD -846.62 N N N MAGMS:TRS_GS_LOWUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 462.46 0.0034234889 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Lowe's Cos Inc Lowe's Cos Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -24986.81 USD 462.56 N N N MAGMS:TRS_GS_LPSNUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 2089.4 0.0154673650 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 LivePerson Inc LivePerson Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -18141.05 USD 2079.55 N N N Alussa Energy Acquisition Corp N/A G0232J101 4452 NS USD 42739.2 0.3163888233 Long EC CORP KY N 1 N N N Bunge Ltd 5493007M0RIN8HY3MM77 G16962105 -3229 NS USD -132485.87 -0.9807635267 Short EC CORP US N 1 N N N MAGMS:TRS_GS_LPXUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 2635.74 0.0195117989 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Louisiana-Pacific Corp Louisiana-Pacific Corp Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -25451.31 USD 2636.27 N N N MAGMS:TRS_GS_LRCXUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -105.8 -0.0007832139 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Lam Research Corp Lam Research Corp Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 2025.82 USD -105.82 N N N MAGMS:TRS_GS_LSTRUS_2020-01-01:Total Return Swap:01/01/2020 N/A N/A 1 NC USD 191.68 0.0014189645 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Landstar System Inc Landstar System Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -51660.62 USD 183.8 N N N MAGMS:TRS_GS_LSXMKUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -88.98 -0.0006586992 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Liberty Media Corp-Liberty Sir Liberty Media Corp-Liberty SiriusXM Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -1397.15 USD -88.99 N N N MAGMS:TRS_GS_NOGUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -648.96 -0.0048041070 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Northern Oil and Gas Inc Northern Oil and Gas Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 2869.93 USD -647.88 N N N MAGMS:TRS_GS_NOVUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 47767.46 0.3536119175 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 National Oilwell Varco Inc National Oilwell Varco Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -85211.89 USD 47710.44 N N N MAGMS:TRS_GS_NPTNUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 23.29 0.0001724107 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 NeoPhotonics Corp NeoPhotonics Corp Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -2015.84 USD 22.09 N N N MAGMS:TRS_GS_NRGUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -13307.41 -0.0985118063 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 NRG Energy Inc NRG Energy Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM 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Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 8343.02 USD -18.65 N N N MAGMS:TRS_GS_NSCUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 701.2 0.0051908282 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Norfolk Southern Corp Norfolk Southern Corp Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 48031.76 USD 732.24 N N N MAGMS:TRS_GS_NSITUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 11951.69 0.0884757117 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Insight Enterprises Inc Insight Enterprises Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -37580.1 USD 11922.93 N N N MAGMS:TRS_GS_LUVUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -1987.39 -0.0147122076 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Southwest Airlines Co Southwest Airlines Co Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 19008.71 USD -1987.13 N N N MAGMS:TRS_GS_LVGOUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -228.67 -0.0016927933 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Livongo Health Inc Livongo Health Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -1510.85 USD -229.48 N N N MAGMS:TRS_GS_NTAPUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -611.8 -0.0045290198 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 NetApp Inc NetApp Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -19274.33 USD -611.8 N N N MAGMS:TRS_GS_NTGRUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -965.02 -0.0071438291 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 NETGEAR Inc NETGEAR Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 27385.7 USD -936.98 N N N MAGMS:TRS_GS_LVSUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 727.78 0.0053875940 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Las Vegas Sands Corp Las Vegas Sands Corp Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -35977.88 USD 727.78 N N N MAGMS:TRS_GS_LXPUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -1851.24 -0.0137043193 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Lexington Realty Trust Lexington Realty Trust Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -41911.15 USD -1850.36 N N N MAGMS:TRS_GS_NTLAUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 201.85 0.0014942508 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Intellia Therapeutics Inc Intellia Therapeutics Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -2475.03 USD 200.25 N N N MAGMS:TRS_GS_NTNXUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 3516.11 0.0260289829 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Nutanix Inc Nutanix Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -6783.07 USD 3512.47 N N N Replay Acquisition Corp N/A G75130107 7208 NS USD 72872.88 0.5394617765 Long EC CORP US N 2 N N N SFL Corp Ltd 549300RLYYPSB0C7RH77 G7738W106 -6549 NS USD -62019.03 -0.4591131310 Short EC CORP NO N 1 N N N SCVX Corp N/A G79448109 6031 NS USD 60129.07 0.4451221760 Long EC CORP US N 1 N N N SFL CORP LTD 549300RLYYPSB0C7RH77 QZ7451235 375000 PA USD 332983.85 2.4650056270 Long DBT CORP BM N 2 2021-10-15 Fixed 5.75 N N N N N SFL Corp Ltd USD XXXX N N N MAGMS:TRS_GS_NTRUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -9461.02 -0.0700378338 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Nutrien Ltd Nutrien Ltd Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -119239.52 USD -9460.96 N N N MAGMS:TRS_GS_NTUSUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -748.48 -0.0055408315 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Natus Medical Inc Natus Medical Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 3058.12 USD -745.12 N N N MAGMS:TRS_GS_NUANUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -4500.29 -0.0333146493 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Nuance Communications Inc Nuance Communications Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 28398.54 USD -4487.04 N N N MAGMS:TRS_GS_NUEUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -2998.54 -0.0221975269 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Nucor Corp Nucor Corp Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -33165.8 USD -2998.28 N N N MAGMS:TRS_GS_LYBUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 290.75 0.0021523578 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 LyondellBasell Industries NV LyondellBasell Industries NV Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -29027.06 USD 291.29 N N N MAGMS:TRS_GS_LYFTUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -11326.82 -0.0838499376 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Lyft Inc Lyft Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -81575.73 USD -11325.27 N N N MAGMS:TRS_GS_MAAUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 354.71 0.0026258395 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Mid-America Apartment Communit Mid-America Apartment Communities Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 17366.16 USD 355 N N N MAGMS:TRS_GS_MANHUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 36.34 0.0002690170 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Manhattan Associates Inc Manhattan Associates Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 6390.17 USD 36.61 N N N MAGMS:TRS_GS_NUVAUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -9035.41 -0.0668871373 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 NuVasive Inc NuVasive Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -33620.96 USD -9034.76 N N N MAGMS:TRS_GS_NVCRUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -443.76 -0.0032850569 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Novocure Ltd Novocure Ltd Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -3394.69 USD -443.69 N N N N/A N/A N/A 34 NC USD 21900.64 0.1621255831 N/A DE US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Long S&P 500 Index HWA_Index 2020-06-19 414948.36116 USD 21900.64 N N N MAGMS:TRS_GS_AALUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -1731.19 -0.0128156158 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 American Airlines Group Inc American Airlines Group Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 3519.39 USD -1727.46 N N N MAGMS:TRS_GS_AAONUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -104.63 -0.0007745527 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 AAON Inc AAON Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -2406.07 USD -106.57 N N N MAGMS:TRS_GS_AAPLUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 4053.66 0.0300083464 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Apple Inc Apple Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 26713.61 USD 4055.48 N N N MAGMS:TRS_GS_AAPUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -796.16 -0.0058937960 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Advance Auto Parts Inc Advance Auto Parts Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 24219.26 USD -795.94 N N N MAGMS:TRS_GS_AAUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 14203.36 0.1051443255 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Alcoa Corp Alcoa Corp Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -24601.77 USD 14185.21 N N N MAGMS:TRS_GS_AAXNUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -611.53 -0.0045270210 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Axon Enterprise Inc Axon Enterprise Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -16515.17 USD -611.17 N N N MAGMS:TRS_GS_ADPTUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -351.32 -0.0026007441 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Adaptive Biotechnologies Corp Adaptive Biotechnologies Corp Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -5232.02 USD -351.76 N N N MAGMS:TRS_GS_NVDAUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -3442.2 -0.0254818435 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 NVIDIA Corp NVIDIA Corp Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -20809.46 USD -3441.74 N N N MAGMS:TRS_GS_NVEEUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -265.75 -0.0019672883 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 NV5 Global Inc NV5 Global Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -2135.83 USD -258.99 N N N MAGMS:TRS_GS_ADPUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 8696.61 0.0643790760 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Automatic Data Processing Inc Automatic Data Processing Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 62086.55 USD 8713.69 N N N MAGMS:TRS_GS_ADSUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 618.8 0.0045808392 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Alliance Data Systems Corp Alliance Data Systems Corp Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 1904.95 USD 618.8 N N N MAGMS:TRS_GS_NVRUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 2821.88 0.0208897521 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 NVR Inc NVR Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -25944.41 USD 2822.42 N N N MAGMS:TRS_GS_NVTAUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 689.76 0.0051061404 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Invitae Corp Invitae Corp Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -2383.56 USD 688.48 N N N MAGMS:TRS_GS_ADSWUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 6428.79 0.0475909073 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Advanced Disposal Services Inc Advanced Disposal Services Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 388745.91 USD 7051.69 N N N MAGMS:TRS_GS_ADTNUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -115.01 -0.0008513935 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 ADTRAN Inc ADTRAN Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 2731.64 USD -112.76 N N N MAGMS:TRS_GS_NWBIUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 2497.35 0.0184873284 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Northwest Bancshares Inc Northwest Bancshares Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -8056.03 USD 2490.86 N N N MAGMS:TRS_GS_NWSAUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -614.34 -0.0045478228 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 News Corp News Corp Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 1698.72 USD -612.75 N N N MAGMS:TRS_GS_NXPIUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 1728.19 0.0127934075 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 NXP Semiconductors NV NXP Semiconductors NV Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 20410.77 USD 1731.54 N N N MAGMS:TRS_GS_NXSTUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 108.04 0.0007997962 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Nexstar Media Group Inc Nexstar Media Group Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -5476.89 USD 108 N N N MAGMS:TRS_GS_ADTUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 21068.68 0.1559667676 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 ADT Inc ADT Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -61160.12 USD 21018.68 N N N MAGMS:TRS_GS_ADVMUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 89.47 0.0006623266 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Adverum Biotechnologies Inc Adverum Biotechnologies Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -1290.48 USD 88.77 N N N MAGMS:TRS_GS_AEEUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -2582 -0.0191139736 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Ameren Corp Ameren Corp Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -48909.9 USD -2580.91 N N N MAGMS:TRS_GS_AEGNUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -398.44 -0.0029495630 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Aegion Corp Aegion Corp Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 3084.47 USD -394.97 N N N MAGMS:TRS_GS_AEMUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 1247.96 0.0092383712 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Agnico Eagle Mines Ltd Agnico Eagle Mines Ltd Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 50674.4 USD 1251.55 N N N MAGMS:TRS_GS_AEOUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -4145.67 -0.0306894760 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 American Eagle Outfitters Inc American Eagle Outfitters Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 16396.92 USD -4138.02 N N N MAGMS:TRS_GS_AERIUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 11098.62 0.0821606236 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Aerie Pharmaceuticals Inc Aerie Pharmaceuticals Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -27982.45 USD 11080.45 N N N MAGMS:TRS_GS_AERUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -19021.83 -0.1408143908 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 AerCap Holdings NV AerCap Holdings NV Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -21612.74 USD -19021.83 N N N MAGMS:TRS_GS_VRAYUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 3296.34 0.0244020743 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 ViewRay Inc ViewRay Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -10674.72 USD 3289.72 N N N MAGMS:TRS_GS_NYTUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 2485.41 0.0183989393 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 New York Times Co/The New York Times Co/The Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -45847.96 USD 2485.44 N N N MAGMS:TRS_GS_OASUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 2876.84 0.0212966088 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Oasis Petroleum Inc Oasis Petroleum Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -3527.35 USD 2874.95 N N N MAGMS:TRS_GS_OCUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -433.94 -0.0032123616 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Owens Corning Owens Corning Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 18897.94 USD -424.38 N N N MAGMS:TRS_GS_ODFLUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 971.08 0.0071886900 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Old Dominion Freight Line Inc Old Dominion Freight Line Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -59636.39 USD 963.17 N N N MAGMS:TRS_GS_ODTUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 245.37 0.0018164197 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Odonate Therapeutics Inc Odonate Therapeutics Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -1680.04 USD 244.32 N N N MAGMS:TRS_GS_OECUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -1988.47 -0.0147202026 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Orion Engineered Carbons SA Orion Engineered Carbons SA Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 3426.43 USD -1986.65 N N N MAGMS:TRS_GS_VREXUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -595.48 -0.0044082064 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Varex Imaging Corp Varex Imaging Corp Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 3180.82 USD -591.88 N N N MAGMS:TRS_GS_VRNSUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 4067.38 0.0301099125 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Varonis Systems Inc Varonis Systems Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 17451.33 USD 4069.13 N N N B&G FOODS INC 549300TRW1LZMDJZAQ78 05508WAB1 -100000 PA USD -97875 -0.7245469285 Short DBT CORP US N 2 2027-09-15 Fixed 5.25 N N N N N N BAT CAPITAL CORP 2138005GYEXN7XRHFA84 05526DBB0 200000 PA USD 188787.56 1.3975524570 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N/A 1 NC USD -617.29 -0.0045696610 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Okta Inc Okta Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -31293.25 USD -616.61 N N N MAGMS:TRS_GS_OLEDUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -923.56 -0.0068369099 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Universal Display Corp Universal Display Corp Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 25961.78 USD -923.58 N N N MAGMS:TRS_GS_VSECUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 230.78 0.0017084132 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 VSE Corp VSE Corp Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -607.42 USD 230.45 N N N MAGMS:TRS_GS_VSLRUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 4194.48 0.0310508056 N/A DE US N 2 Goldman Sachs 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Technologies Corp Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 28108.64 USD -482.02 N N N MAGMS:TRS_GS_WATUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -1037.14 -0.0076777175 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Waters Corp Waters Corp Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 40353.38 USD -1030.58 N N N MAGMS:TRS_GS_OLLIUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -1604.61 -0.0118785721 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Ollie's Bargain Outlet Holding Ollie's Bargain Outlet Holdings Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -73605.21 USD -1604.61 N N N MAGMS:TRS_GS_OLNUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 613.04 0.0045381992 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Olin Corp Olin Corp Y UNREALIZED GAIN/LOSS 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0.000000000000 USD 47421.13 USD 760.71 N N N MAGMS:TRS_GS_OMERUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 41.19 0.0003049204 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Omeros Corp Omeros Corp Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -2687.01 USD 39.75 N N N MAGMS:TRS_GS_OMIUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -918.54 -0.0067997480 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Owens & Minor Inc Owens & Minor Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -1139.48 USD -919.27 N N N MAGMS:TRS_GS_AGNUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 3126.44 0.0231443423 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Allergan PLC Allergan PLC Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 85410.75 USD 3139.25 N N N MAGMS:TRS_GS_AGOUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -32330.37 -0.2393345622 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Assured Guaranty Ltd Assured Guaranty Ltd Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -56026.19 USD -32330.35 N N N MAGMS:TRS_GS_WBAUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -123.73 -0.0009159458 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Walgreens Boots Alliance Inc Walgreens Boots Alliance Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -77239.68 USD -123.57 N N N MAGMS:TRS_GS_WBCUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 11264.76 0.0833905212 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 WABCO Holdings Inc WABCO Holdings Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 489883.46 USD 12097.39 N N N BROWN-FORMAN CORP 549300873K3LXF7ARU34 115637AS9 200000 PA USD 213599.81 1.5812320435 Long DBT CORP US N 2 2025-04-15 Fixed 3.5 N N N N N N BUNGE LTD FINANCE CORP 549300QHC068L40NNM71 120568AX8 -100000 PA USD -100153.84 -0.7414166758 Short DBT CORP US N 2 2026-08-15 Fixed 3.25 N N N N N N MAGMS:TRS_GS_WBSUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 1914.96 0.0141760244 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Webster Financial Corp Webster Financial Corp Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 18876.65 USD 1916.55 N N N MAGMS:TRS_GS_WDAYUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -2039.47 -0.0150977443 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Workday Inc Workday Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 50609.21 USD -2037.15 N N N MAGMS:TRS_GS_AGSUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -13484.22 -0.0998206915 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 PlayAGS Inc PlayAGS Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 18084.78 USD -13465.83 N N N MAGMS:TRS_GS_AGXUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 663.68 0.0049130759 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Argan Inc Argan Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -5913.37 USD 658.73 N N N MAGMS:TRS_GS_AIGUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 1341.13 0.0099280881 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 American International Group I American International Group Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -14872.94 USD 1341.44 N N N MAGMS:TRS_GS_AIMTUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 1196.92 0.0088605334 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Aimmune Therapeutics Inc Aimmune Therapeutics Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -2709.31 USD 1195.21 N N N CHP Merger Corp N/A 12558Y106 7735 NS USD 75029.5 0.5554267563 Long EC CORP US N 1 N N N CIIG Merger Corp N/A 12559C202 6768 NS USD 66258.72 0.4904986162 Long EC CORP US N 1 N N N MAGMS:TRS_GS_OMNUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 743.58 0.0055045579 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 OMNOVA Solutions Inc OMNOVA Solutions Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 46263.75 USD 806.13 N N N MAGMS:TRS_GS_ONTOUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -4239.74 -0.0313858554 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Onto Innovation Inc Onto Innovation Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 24869.56 USD -4219.24 N N N MAGMS:TRS_GS_AIVUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -895.68 -0.0066305205 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Apartment Investment & Managem Apartment Investment & Management Co Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -63815.74 USD -895.41 N N N MAGMS:TRS_GS_AIZUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 6879.45 0.0509270433 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Assurant Inc Assurant Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 40061.97 USD 6882.62 N N N MAGMS:TRS_GS_WDCUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 926.87 0.0068614131 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Western Digital Corp Western Digital Corp Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -17205.65 USD 932.23 N N N MAGMS:TRS_GS_WECUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -991.11 -0.0073369676 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 WEC Energy Group Inc WEC Energy Group Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -9672.83 USD -990.9 N N N MAGMS:TRS_GS_OPBUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -1172.95 -0.0086830888 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Opus Bank Opus Bank Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 3509.39 USD -1169.84 N N N MAGMS:TRS_GS_OPCHUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 872.47 0.0064587020 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Option Care Health Inc Option Care Health Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -2405.32 USD 871.18 N N N CANADIAN NATL RESOURCES 549300T15RIMIKZC5Q38 136385AX9 200000 PA USD 158693.47 1.1747725799 Long DBT CORP CA N 2 2027-06-01 Fixed 3.85 N N N N N N CenterPoint Energy Inc 21TPXMRRHFKOBHDC8J74 15189T107 -13533 NS USD -209084.85 -1.5478087955 Short EC CORP US N 1 N N N MAGMS:TRS_GS_AJGUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 565.84 0.0041887881 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Arthur J Gallagher & Co Arthur J Gallagher & Co Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 19810.83 USD 566.67 N N N MAGMS:TRS_GS_AKAMUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -37.69 -0.0002790107 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Akamai Technologies Inc Akamai Technologies Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -9202.8 USD -37.69 N N N MAGMS:TRS_GS_WELLUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -1209.62 -0.0089545487 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Welltower Inc Welltower Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -27907.07 USD -1209.01 N N N MAGMS:TRS_GS_WERNUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -555.62 -0.0041131317 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Werner Enterprises Inc Werner Enterprises Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 60503.45 USD -493.15 N N N CENTERPOINT ENERGY INC 21TPXMRRHFKOBHDC8J74 15189T503 7500 NS USD 216000 1.5990001180 Long EP CORP US N 1 N N N Churchill Capital Corp III N/A 17144C203 19312 NS USD 193120 1.4296245499 Long EC CORP US N 1 N N N MAGMS:TRS_GS_OPKUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 298.26 0.0022079527 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 OPKO Health Inc OPKO Health Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -2450.32 USD 296.94 N N N MAGMS:TRS_GS_ORAUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 222.18 0.0016447493 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Ormat Technologies Inc Ormat Technologies Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -2182.75 USD 220.61 N N N MAGMS:TRS_GS_AKBAUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 125.53 0.0009292708 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Akebia Therapeutics Inc Akebia Therapeutics Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 836.58 USD 126.08 N N N MAGMS:TRS_GS_ORCLUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -229.96 -0.0017023429 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Oracle Corp Oracle Corp Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 4724.58 USD -229.89 N N N MAGMS:TRS_GS_OTEXUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 655.84 0.0048550381 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Open Text Corp Open Text Corp Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 22321.3 USD 656.06 N N N MAGMS:TRS_GS_WEXUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 4497.65 0.0332951059 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 WEX Inc WEX Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -55623.76 USD 4498.81 N N N MAGMS:TRS_GS_WHRUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -31.76 -0.0002351122 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Whirlpool Corp Whirlpool Corp Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -483.05 USD -31.75 N N N MAGMS:TRS_GS_OZKUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 39341.77 0.2912384022 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Bank OZK Bank OZK Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -141484.98 USD 39314.38 N N N MAGMS:TRS_GS_PACBUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -41403.84 -0.3065034493 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Pacific Biosciences of Califor Pacific Biosciences of California Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 84518.16 USD -41286.48 N N N MAGMS:TRS_GS_WHUS_2020-01-01:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -4133.13 -0.0305966452 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Wyndham Hotels & Resorts Inc Wyndham Hotels & Resorts Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -52239.37 USD -4132.02 N N N MAGMS:TRS_GS_WINGUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 105.8 0.0007832139 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Wingstop Inc Wingstop Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -2892.88 USD 103.38 N N N MAGMS:TRS_GS_WLKUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 135.84 0.0010055934 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Westlake Chemical Corp Westlake Chemical Corp Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -1547.63 USD 135.34 N N N MAGMS:TRS_GS_WLLUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -29451.7 -0.2180244064 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Whiting Petroleum Corp Whiting Petroleum Corp Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 32425.03 USD -29415.6 N N N MAGMS:TRS_GS_PACWUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 528.12 0.0039095553 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 PacWest Bancorp PacWest Bancorp Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -7284.02 USD 528.18 N N N MAGMS:TRS_GS_PAGSUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 62.04 0.0004592684 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Pagseguro Digital Ltd Pagseguro Digital Ltd Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -680.61 USD 62.05 N N N Colfax Corp 635400OP2DYYYMOIYL17 194014106 -6869 NS USD -136006.2 -1.0068237493 Short EC CORP US N 1 N N N COLFAX CORP 635400OP2DYYYMOIYL17 194014205 1887 NS USD 173302.08 1.2829168813 Long EP CORP US N 1 N N N MAGMS:TRS_GS_PANWUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 457.04 0.0033833658 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Palo Alto Networks Inc Palo Alto Networks Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 41188.22 USD 457.62 N N N MAGMS:TRS_GS_PARRUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 1715.61 0.0127002805 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Par Pacific Holdings Inc Par Pacific Holdings Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -2594.17 USD 1713.77 N N N COMMERCIAL METALS CO 549300OQS2LO07ZJ7N73 201723AN3 200000 PA USD 188102.5 1.3924811097 Long DBT CORP US N 2 2026-04-15 Fixed 5.75 N N N N N N DCP MIDSTREAM OPERATING 549300Y6CTBSE0QIPL28 23311VAG2 -100000 PA USD -68497 -0.5070681069 Short DBT CORP US N 2 2025-07-15 Fixed 5.375 N N N N N N MAGMS:TRS_GS_WLNFP_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC 178.04 0.0013179907 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Worldline SA Worldline SA Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 EUR 0.000000000000 EUR -1125.97 EUR 178.68 N N N MAGMS:TRS_GS_WMGIUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -12513.89 -0.0926375536 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Wright Medical Group NV Wright Medical Group NV Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 505065.43 USD -11884.33 N N N MAGMS:TRS_GS_PARUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 2108.61 0.0156095724 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 PAR Technology Corp PAR Technology Corp Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -4436.2 USD 2108.54 N N N MAGMS:TRS_GS_PATKUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -1762 -0.0130436954 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Patrick Industries Inc Patrick Industries Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 3224.59 USD -1760.27 N N N dMY Technology Group Inc N/A 233253202 6499 NS USD 63885.17 0.4729277517 Long EC CORP US N 1 N N N DFP Healthcare Acquisitions Co N/A 23343Q209 6092 NS USD 60432.64 0.4473694375 Long EC CORP US N 1 N N N DELTA AIR LINES INC Q2CCMS6R0AS67HJMBN42 247361ZT8 200000 PA USD 162106.81 1.2000407792 Long DBT CORP US N 2 2029-10-28 Fixed 3.75 N N N N N N DISH Network Corp 529900U350CWHH15G169 25470M109 -733 NS USD -14652.67 -0.1084704679 Short EC CORP US N 1 N N N MAGMS:TRS_GS_WMSUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 19521.03 0.1445098577 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Advanced Drainage Systems Inc Advanced Drainage Systems Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -60045.21 USD 19476.89 N N N MAGMS:TRS_GS_WMTUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -1937.89 -0.0143457701 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Walmart Inc Walmart Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -66461.57 USD -1937.67 N N N MAGMS:TRS_GS_PAYCUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -5450.71 -0.0403503978 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Paycom Software Inc Paycom Software Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 103021.54 USD -5450.71 N N N MAGMS:TRS_GS_PAYXUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 1466.41 0.0108555082 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Paychex Inc Paychex Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 94831.59 USD 1498.93 N N N MAGMS:TRS_GS_PBAUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -218.62 -0.0016183954 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Pembina Pipeline Corp Pembina Pipeline Corp Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -13456.54 USD -218.33 N N N MAGMS:TRS_GS_PBFUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 29530.21 0.2186055985 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 PBF Energy Inc PBF Energy Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -45465.21 USD 29492.73 N N N MAGMS:TRS_GS_CDMOUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 802.59 0.0059413959 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Avid Bioservices Inc Avid Bioservices Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -3421.26 USD 799.83 N N N MAGMS:TRS_GS_PBIUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 753.92 0.0055811026 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Pitney Bowes Inc Pitney Bowes Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -1578.82 USD 752.62 N N N MAGMS:TRS_GS_PBYIUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 254.92 0.0018871163 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Puma Biotechnology Inc Puma Biotechnology Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -1308.84 USD 253.84 N N N Dominion Energy Inc ILUL7B6Z54MRYCF6H308 25746U109 -3848 NS USD -277787.12 -2.0563964706 Short EC CORP US N 1 N N N DOMINION ENERGY INC ILUL7B6Z54MRYCF6H308 25746U133 3750 NS USD 345037.5 2.5542361260 Long EP CORP US N 1 N N N MAGMS:TRS_GS_CDNAUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 59.35 0.0004393549 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 CareDx Inc CareDx Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -1673.72 USD 58.3 N N N MAGMS:TRS_GS_CDNSUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 89.08 0.0006594395 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Cadence Design Systems Inc Cadence Design Systems Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -20099.37 USD 89.25 N N N MAGMS:TRS_GS_PCARUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 3687.04 0.0272943398 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 PACCAR Inc PACCAR Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 44850.51 USD 3686.71 N N N MAGMS:TRS_GS_PCTYUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 8292.41 0.0613868730 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Paylocity Holding Corp Paylocity Holding Corp Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 108098.24 USD 8307.52 N N N MAGMS:TRS_GS_WNCUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -1364.58 -0.0101016832 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Wabash National Corp Wabash National Corp Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 3189.53 USD -1362.87 N N N MAGMS:TRS_GS_WORKUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 3993.62 0.0295638836 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Slack Technologies Inc Slack Technologies Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -59015.87 USD 3993.87 N N N MAGMS:TRS_GS_PCYOUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 173.91 0.0012874172 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Pure Cycle Corp Pure Cycle Corp Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -2067.82 USD 172.32 N N N MAGMS:TRS_GS_PDCEUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 16044.08 0.1187707677 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 PDC Energy Inc PDC Energy Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -27675.36 USD 16025.4 N N N MAGMS:TRS_GS_CDWUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -2437.48 -0.0180441241 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 CDW Corp/DE CDW Corp/DE Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 120236.85 USD -2436.84 N N N MAGMS:TRS_GS_CENTAUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -2465.4 -0.0182508097 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Central Garden & Pet Co Central Garden & Pet Co Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 24128.87 USD -2445.51 N N N MAGMS:TRS_GS_PDCOUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -296.03 -0.0021914445 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Patterson Cos Inc Patterson Cos Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 1990.99 USD -293.8 N N N MAGMS:TRS_GS_PDFSUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -1984.17 -0.0146883707 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 PDF Solutions Inc PDF Solutions Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -15660.6 USD -1989.72 N N N MAGMS:TRS_GS_CENXUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 3616.43 0.0267716296 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Century Aluminum Co Century Aluminum Co Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -6826.59 USD 3612.03 N N N MAGMS:TRS_GS_CERNUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -1509.34 -0.0111733094 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Cerner Corp Cerner Corp Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -18899.31 USD -1509.45 N N N MAGMS:TRS_GS_PDLIUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 1952.99 0.0144575520 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 PDL BioPharma Inc PDL BioPharma Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -16879.7 USD 1942.16 N N N MAGMS:TRS_GS_PEAKUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 2988.07 0.0221200198 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Healthpeak Properties Inc Healthpeak Properties Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 43017 USD 2989.65 N N N MAGMS:TRS_GS_WORUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -6858.28 -0.0507703265 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Worthington Industries Inc Worthington Industries Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 24546.06 USD -6827.31 N N N MAGMS:TRS_GS_WPMUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -6075.23 -0.0449735810 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Wheaton Precious Metals Corp Wheaton Precious Metals Corp Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -88086.46 USD -6093.67 N N N Energizer Holdings Inc 5493000D6NN0V57UME20 29272W109 -6575 NS USD -198893.75 -1.4723663413 Short EC CORP US N 1 N N N ENERGIZER HOLDINGS INC 5493000D6NN0V57UME20 29272W208 3750 NS USD 254625 1.8849324307 Long EP CORP US N 1 N N N MAGMS:TRS_GS_CERSUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -251.28 -0.0018601701 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Cerus Corp Cerus Corp Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -2485.44 USD -253.41 N N N MAGMS:TRS_GS_COHRUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -46.42 -0.0003436370 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Coherent Inc Coherent Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 2706.64 USD -46.39 N N N Experience Investment Corp N/A 30217C109 7208 NS USD 69701.36 0.5159837170 Long EC CORP US N 1 N N N First American Treasury Obliga N/A 31846V328 1548579.74 NS USD 1548579.74 11.4637925323 Long STIV RF US N 1 N N N MAGMS:TRS_GS_WPXUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -17051.23 -0.1262264758 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 WPX Energy Inc WPX Energy Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 24445.85 USD -17025.2 N N N MAGMS:TRS_GS_WRBUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 5096.89 0.0377311468 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 WR Berkley Corp WR Berkley Corp Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 116131.01 USD 5112.07 N N N MAGMS:TRS_GS_COLLUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 177.72 0.0013156218 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Collegium Pharmaceutical Inc Collegium Pharmaceutical Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -1303.7 USD 176.93 N N N MAGMS:TRS_GS_COMMUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -4672.05 -0.0345861505 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 CommScope Holding Co Inc CommScope Holding Co Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 28416.93 USD -4648.94 N N N MAGMS:TRS_GS_WRIUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -433.81 -0.0032113993 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Weingarten Realty Investors Weingarten Realty Investors Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 15412.02 USD -433.68 N N N MAGMS:TRS_GS_WRKUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -1668.12 -0.0123487226 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Westrock Co Westrock Co Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -14919.49 USD -1669.13 N N N First American Government Obli 549300R5MYM6VZF1RM44 31846V336 1548579.75 NS USD 1548579.75 11.4637926063 Long STIV RF US N 1 N N N FISERV INC GI7UBEJLXYLGR2C7GV83 337738AU2 -100000 PA USD -106432.56 -0.7878966481 Short DBT CORP US N 2 2029-07-01 Fixed 3.5 N N N N N N MAGMS:TRS_GS_CONEUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 631.15 0.0046722635 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 CyrusOne Inc CyrusOne Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -52670.5 USD 615.25 N N N MAGMS:TRS_GS_COPUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -31944.33 -0.2364767937 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 ConocoPhillips ConocoPhillips Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 75270.92 USD -31873.72 N N N Flying Eagle Acquisition Corp N/A 34407Y202 17528 NS USD 174754.16 1.2936663077 Long EC CORP US N 1 N N N Fortive Corp 549300MU9YQJYHDQEF63 34959J108 -2735 NS USD -150944.65 -1.1174097831 Short EC CORP US N 1 N N N MAGMS:TRS_GS_CORTUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 254.74 0.0018857838 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Corcept Therapeutics Inc Corcept Therapeutics Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -2500.37 USD 253.16 N N N MAGMS:TRS_GS_COSTUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 1293.05 0.0095721625 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Costco Wholesale Corp Costco Wholesale Corp Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -79704.4 USD 1293.65 N N N FORTIVE CORPORATION 549300MU9YQJYHDQEF63 34959J207 228 NS USD 164098.44 1.2147843746 Long EP CORP US N 1 N N N GX Acquisition Corp N/A 36251A107 7568 NS USD 74166.4 0.5490374183 Long EC CORP US N 1 N N N MAGMS:TRS_GS_PEGAUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 35.22 0.0002607259 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Pegasystems Inc Pegasystems Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 392.13 USD 35.25 N N N MAGMS:TRS_GS_PENNUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -2158.56 -0.0159793412 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Penn National Gaming Inc Penn National Gaming Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -5330.24 USD -2158.56 N N N MAGMS:TRS_GS_WSMUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 4785.29 0.0354244411 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Williams-Sonoma Inc Williams-Sonoma Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 19022.82 USD 4788.38 N N N MAGMS:TRS_GS_WSOUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -1185.79 -0.0087781405 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Watsco Inc Watsco Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -12878.99 USD -1185.68 N N N MAGMS:TRS_GS_WSTUS_2020-01-01:Total Return Swap:01/01/2020 N/A N/A 1 NC USD -3878.98 -0.0287152291 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 West Pharmaceutical Services I West Pharmaceutical Services Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -80467.61 USD -3878.89 N N N MAGMS:TRS_GS_WTTRUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 1271.65 0.0094137431 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Select Energy Services Inc Select Energy Services Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -2326.02 USD 1269.81 N N N MAGMS:TRS_GS_PENUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 958.28 0.0070939344 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Penumbra Inc Penumbra Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 33243.4 USD 958.56 N N N MAGMS:TRS_GS_PETQUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 11562.82 0.0855969933 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 PetIQ Inc PetIQ Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -51119.03 USD 11535.11 N N N MAGMS:TRS_GS_COUPUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 306.44 0.0022685074 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Coupa Software Inc Coupa Software Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -26715.66 USD 306.69 N N N MAGMS:TRS_GS_CPAUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 2058.45 0.0152382490 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Copa Holdings SA Copa Holdings SA Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -3641.65 USD 2056.5 N N N MAGMS:TRS_GS_POWIUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 2461.54 0.0182222350 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Power Integrations Inc Power Integrations Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -93177.26 USD 2462.35 N N N MAGMS:TRS_GS_PPBIUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 700.14 0.0051829812 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Pacific Premier Bancorp Inc Pacific Premier Bancorp Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -1980.12 USD 699 N N N MAGMS:TRS_GS_WUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 5039.33 0.0373050429 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Wayfair Inc Wayfair Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -11817.44 USD 5030.56 N N N MAGMS:TRS_GS_WWDUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 496.2 0.0036732586 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Woodward Inc Woodward Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 31061.47 USD 501.17 N N N Gores Holdings IV Inc N/A 382865202 11963 NS USD 120467.41 0.8917935315 Long EC CORP US N 1 N N N Gores Metropoulos Inc N/A 382872208 8904 NS USD 92601.6 0.6855091172 Long EC CORP US N 2 N N N MAGMS:TRS_GS_CPBUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -676.91 -0.0050110147 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Campbell Soup Co Campbell Soup Co Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 28696.39 USD -677.27 N N N MAGMS:TRS_GS_CPEUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 55318.92 0.4095137019 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Callon Petroleum Co Callon Petroleum Co Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -65135.16 USD 55278.44 N N N MAGMS:TRS_GS_PPGUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 8107.72 0.0600196539 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 PPG Industries Inc PPG Industries Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 64786.44 USD 8112.76 N N N MAGMS:TRS_GS_PQGUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 583.06 0.0043162639 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 PQ Group Holdings Inc PQ Group Holdings Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -2357.97 USD 581.27 N N N MAGMS:TRS_GS_PRGSUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -9.41 -0.0000696601 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Progress Software Corp Progress Software Corp Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 4009.43 USD -9.43 N N N MAGMS:TRS_GS_PRLBUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 135.93 0.0010062597 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Proto Labs Inc Proto Labs Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 6182.81 USD 135.98 N N N MAGMS:TRS_GS_GUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -3175.37 -0.0235065602 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Genpact Ltd Genpact Ltd Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 50807.64 USD -3153.24 N N N MAGMS:TRS_GS_CPRTUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -3185.66 -0.0235827348 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Copart Inc Copart Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 90136.46 USD -3184.58 N N N MAGMS:TRS_GS_CPRXUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 183.24 0.0013564851 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Catalyst Pharmaceuticals Inc Catalyst Pharmaceuticals Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -1599.05 USD 182.25 N N N MAGMS:TRS_GS_XPOUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 8501.41 0.0629340537 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 XPO Logistics Inc XPO Logistics Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -23065.28 USD 8489.03 N N N MAGMS:TRS_GS_XRAYUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 3997.55 0.0295929765 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 DENTSPLY SIRONA Inc DENTSPLY SIRONA Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 39177.22 USD 4001.74 N N N MAGMS:TRS_GS_PRNBUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 94.89 0.0007024496 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Principia Biopharma Inc Principia Biopharma Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -1578.54 USD 94.04 N N N MAGMS:TRS_GS_PRSCUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -4478.64 -0.0331543791 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Providence Service Corp/The Providence Service Corp/The Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 24105.81 USD -4458.77 N N N MAGMS:TRS_GS_GVAUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -4695.87 -0.0347624846 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Granite Construction Inc Granite Construction Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 22324.25 USD -4685.09 N N N MAGMS:TRS_GS_GWREUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -1820.86 -0.0134794229 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Guidewire Software Inc Guidewire Software Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 63840.75 USD -1820.33 N N N MAGMS:TRS_GS_CPSIUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 72.81 0.0005389963 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Computer 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UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -11638.57 USD -825.71 N N N MAGMS:TRS_GS_CRBPUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 251.27 0.0018600961 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Corbus Pharmaceuticals Holding Corbus Pharmaceuticals Holdings Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -2927.15 USD 249.51 N N N MAGMS:TRS_GS_CRCUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 1878.95 0.0139094503 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 California Resources Corp California Resources Corp Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -2203.13 USD 1877.13 N N N MAGMS:TRS_GS_HAEUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -2371.71 -0.0175572434 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Haemonetics Corp Haemonetics Corp Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 22591.11 USD -2360.13 N N N MAGMS:TRS_GS_HALOUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 1995.67 0.0147735026 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Halozyme Therapeutics Inc Halozyme Therapeutics Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -19885.05 USD 1985 N N N MAGMS:TRS_GS_MRNAUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -548.37 -0.0040594615 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Moderna Inc Moderna Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -1068.32 USD -548.98 N N N MAGMS:TRS_GS_MROUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -47601.2 -0.3523811316 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Marathon Oil Corp Marathon Oil Corp Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 67730.94 USD -47530.34 N N N MAGMS:TRS_GS_CREEUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 1169.86 0.0086602143 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Cree Inc Cree Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -5032.3 USD 1167.16 N N N MAGMS:TRS_GS_CRIUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -5003.91 -0.0370428365 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Carter's Inc Carter's Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 67774.15 USD -5002 N N N MAGMS:TRS_GS_HALUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -13033.33 -0.0964828528 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Halliburton Co Halliburton Co Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 23761.69 USD -13020.89 N N N MAGMS:TRS_GS_HASUS_2020-01-01:Total Return Swap:01/01/2020 N/A N/A 1 NC USD -11061.07 -0.0818826492 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Hasbro Inc Hasbro Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -22066.98 USD -11060.67 N N N MAGMS:TRS_GS_CRNCUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 551.35 0.0040815218 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Cerence Inc Cerence Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -1874.69 USD 550.29 N N N MAGMS:TRS_GS_CRUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 2859.41 0.0211675784 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Crane Co Crane Co Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 22907.98 USD 2862.34 N N N MAGMS:TRS_GS_CRUSUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -290.81 -0.0021528020 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Cirrus Logic Inc Cirrus Logic Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 2848.38 USD -288.81 N N N MAGMS:TRS_GS_CRWDUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -2633.31 -0.0194938102 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Crowdstrike Holdings Inc Crowdstrike Holdings Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -5940.52 USD -2634.2 N N N MAGMS:TRS_GS_PSUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 6973.33 0.0516220162 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Pluralsight Inc Pluralsight Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -19840.4 USD 6960.86 N N N MAGMS:TRS_GS_PTACUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -148.59 -0.0010999788 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 PropTech Acquisition Corp PropTech Acquisition Corp Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 21783.28 USD -132.98 N N N MAGMS:TRS_GS_HAYNUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 1001.5 0.0074138825 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Haynes International Inc Haynes International Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -2710.16 USD 999.53 N N N MAGMS:TRS_GS_HBANUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 743.49 0.0055038917 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Huntington Bancshares Inc/OH Huntington Bancshares Inc/OH Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 12236.77 USD 743.24 N N N MAGMS:TRS_GS_MRSNUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 437.56 0.0032391597 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Mersana Therapeutics Inc Mersana Therapeutics Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -1480.34 USD 436.77 N N N MAGMS:TRS_GS_MRTNUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -1796.81 -0.0133013861 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Marten Transport Ltd Marten Transport Ltd Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 58338.34 USD -1744.18 N N N Haymaker Acquisition Corp II N/A 42087L101 9933 NS USD 97244.07 0.7198762935 Long EC CORP US N 1 N N N ILLINOIS TOOL WORKS INC 76NA4I14SZCFAYMNSV04 452308AX7 -200000 PA USD -202709.86 -1.5006161577 Short DBT CORP US N 2 2026-11-15 Fixed 2.65 N N N N N N MAGMS:TRS_GS_CSGPUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -1696.98 -0.0125623668 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 CoStar Group Inc CoStar Group Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -19442.99 USD -1696.57 N N N MAGMS:TRS_GS_CSGSUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -615.43 -0.0045558919 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 CSG Systems International Inc CSG Systems International Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 3165.34 USD -612.49 N N N MAGMS:TRS_GS_XRXUS_2020-01-01:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 56.7 0.0004197375 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Xerox Holdings Corp Xerox Holdings Corp Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 47918.49 USD 56.53 N N N MAGMS:TRS_GS_XUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 11133.95 0.0824221637 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 United States Steel Corp United States Steel Corp Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -47471.67 USD 11107.14 N N N MAGMS:TRS_GS_MRTXUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -59.67 -0.0004417238 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Mirati Therapeutics Inc Mirati Therapeutics Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -1246.93 USD -59.86 N N N MAGMS:TRS_GS_MSGNUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -9654.28 -0.0714684947 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 MSG Networks Inc MSG Networks Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 27375.35 USD -9627.35 N N N MAGMS:TRS_GS_HBIUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -8633.76 -0.0639138114 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Hanesbrands Inc Hanesbrands Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 23024.75 USD -8614.78 N N N MAGMS:TRS_GS_HCATUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 391.13 0.0028954487 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Health Catalyst Inc Health Catalyst Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -1802.26 USD 390.16 N N N KIMBERLY-CLARK CORP MP3J6QPYPGN75NVW2S34 494368BZ5 -200000 PA USD -215410.15 -1.5946335892 Short DBT CORP US N 2 2029-04-25 Fixed 3.2 N N N N N N LGL Systems Acquisition Corp N/A 50201G205 4808 NS USD 48416.56 0.3584170609 Long EC CORP US N 1 N N N MAGMS:TRS_GS_HCCUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -1396.3 -0.0103364994 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Warrior Met Coal Inc Warrior Met Coal Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 2986 USD -1393 N N N MAGMS:TRS_GS_HCSGUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 404.32 0.0029930913 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Healthcare Services Group Inc Healthcare Services Group Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -6641 USD 400.49 N N N MAGMS:TRS_GS_YELPUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -2980.75 -0.0220658315 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Yelp Inc Yelp Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 7538.41 USD -2976.82 N N N MAGMS:TRS_GS_YETIUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 2258.77 0.0167211736 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 YETI Holdings Inc YETI Holdings Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -5417.15 USD 2254.91 N N N MAGMS:TRS_GS_CSTLUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 39.97 0.0002958890 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Castle Biosciences Inc Castle Biosciences Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -1619.03 USD 39.1 N N N MAGMS:TRS_GS_CSVUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 1725.75 0.0127753447 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Carriage Services Inc Carriage Services Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -4935.53 USD 1721.68 N N N MAGMS:TRS_GS_CTASUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -14949.04 -0.1106644293 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Cintas Corp Cintas Corp Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 97905.51 USD -14933.13 N N N MAGMS:TRS_GS_CTLTUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -306.11 -0.0022660645 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Catalent Inc Catalent Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -8941.06 USD -306.04 N N N MAGMS:TRS_GS_YEXTUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 1012.6 0.0074960533 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Yext Inc Yext Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -3048.35 USD 1010.35 N N N MAGMS:TRS_GS_YNDXUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 13284.77 0.0983442074 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Yandex NV Yandex NV Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 108027.69 USD 13292.46 N N N MAGMS:TRS_GS_HDSUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -6168.46 -0.0456637420 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 HD Supply Holdings Inc HD Supply Holdings Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 59756.03 USD -6137.05 N N N MAGMS:TRS_GS_HEIUS_2025-12-25:Total Return Swa12/10/2025 N/A N/A 1 NC USD -741.7 -0.0054906407 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 HEICO Corp HEICO Corp Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -56933.08 USD -740.45 N N N MAGMS:TRS_GS_MSGUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -72.16 -0.0005341845 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Madison Square Garden Co/The Madison Square Garden Co/The Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -2253.12 USD -72.39 N N N MAGMS:TRS_GS_MSMUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -22916.32 -0.1696444370 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 MSC Industrial Direct Co Inc MSC Industrial Direct Co Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 109196.43 USD -22838.56 N N N MAGMS:TRS_GS_ALECUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -96.47 -0.0007141460 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Alector Inc Alector Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -1278.09 USD -97.32 N N N MAGMS:TRS_GS_CTLUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -671.9 -0.0049739268 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 CenturyLink Inc CenturyLink Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 2761.07 USD -670.41 N N N MAGMS:TRS_GS_CVTAUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 758.09 0.0056119722 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Corteva Inc Corteva Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -36784.26 USD 758.76 N N N MAGMS:TRS_GS_MSUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -2484.25 -0.0183903521 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Morgan Stanley Morgan Stanley Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -48515.75 USD -2484.25 N N N MAGMS:TRS_GS_MTEMUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 119.95 0.0008879633 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Molecular Templates Inc Molecular Templates Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -1394.93 USD 119.09 N N N MAGMS:TRS_GS_ALKSUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -703.33 -0.0052065961 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Alkermes PLC Alkermes PLC Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 1825.2 USD -700.44 N N N MAGMS:TRS_GS_ALKUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 57.38 0.0004247714 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Alaska Air Group Inc Alaska Air Group Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -484.43 USD 57.38 N N N MAGMS:TRS_GS_CTXSUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -7048.74 -0.0521802597 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Citrix Systems Inc Citrix Systems Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -90905.37 USD -7047.23 N N N MAGMS:TRS_GS_CUEUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 111 0.0008217084 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Cue Biopharma Inc Cue Biopharma Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -1373.13 USD 110.22 N N N MAGMS:TRS_GS_ALLEUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 4756.91 0.0352143502 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Allegion plc Allegion plc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 87165.29 USD 4762.69 N N N MAGMS:TRS_GS_ALLKUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 1080.52 0.0079988500 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Allakos Inc Allakos Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -3347.84 USD 1078.85 N N N MAGMS:TRS_GS_BBYUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -4572.55 -0.0338495740 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Best Buy Co Inc Best Buy Co Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 113119.66 USD -4534.66 N N N MAGMS:TRS_GS_BCCUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 5990.69 0.0443477501 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Boise Cascade Co Boise Cascade Co Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -18774.69 USD 5981.05 N N N MAGMS:TRS_GS_HELEUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 12135.78 0.0898384891 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Helen of Troy Ltd Helen of Troy Ltd Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 38846.96 USD 12139.66 N N N MAGMS:TRS_GS_HEUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 45.07 0.0003336432 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Hawaiian Electric Industries I Hawaiian Electric Industries Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -2066.82 USD 43.47 N N N MAGMS:TRS_GS_MTGUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -16446.36 -0.1217487573 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 MGIC Investment Corp MGIC Investment Corp Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -78454.73 USD -16446.02 N N N MAGMS:TRS_GS_MTHUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 1962.43 0.0145274343 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Meritage Homes Corp Meritage Homes Corp Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 13262.24 USD 1962.43 N N N MAGMS:TRS_GS_BCEUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -28.71 -0.0002125338 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 BCE Inc BCE Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -502.47 USD -28.71 N N N MAGMS:TRS_GS_BCORUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -1648.71 -0.0122050347 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Blucora Inc Blucora Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -18836.29 USD -1648.71 N N N MAGMS:TRS_GS_HFCUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -440.26 -0.0032591472 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 HollyFrontier Corp HollyFrontier Corp Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -4166.89 USD -440.99 N N N MAGMS:TRS_GS_HFFGUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 4098.69 0.0303416935 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 HF Foods Group Inc HF Foods Group Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -7142.96 USD 4114.17 N N N MAGMS:TRS_GS_ALLOUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 390.77 0.0028927837 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Allogene Therapeutics Inc Allogene Therapeutics Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -2138.99 USD 389.39 N N N MAGMS:TRS_GS_ALLUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 2052.45 0.0151938324 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Allstate Corp/The Allstate Corp/The Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -104331.41 USD 2052.46 N N N LEAR CORP 549300UPNBTXA1SYTQ33 521865BA2 200000 PA USD 178327.28 1.3201173230 Long DBT CORP US N 2 2029-05-15 Fixed 4.25 N N N N N N Lumentum Holdings Inc 549300JLWRRC38DWEF52 55024U109 -4847 NS USD -357223.9 -2.6444493437 Short EC CORP US N 1 N N N MAGMS:TRS_GS_YORWUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -664.94 -0.0049224034 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 York Water Co/The York Water Co/The Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 28323.97 USD -639.95 N N N MAGMS:TRS_GS_YUMCUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -2111.5 -0.0156309664 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Yum China Holdings Inc Yum China Holdings Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -65583.33 USD -2113.11 N N N MAGMS:TRS_GS_HHCUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 6.55 0.0000484882 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Howard Hughes Corp/The Howard Hughes Corp/The Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -3188.83 USD 6.07 N N N MAGMS:TRS_GS_HIBBUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 3340.61 0.0247297953 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Hibbett Sports Inc Hibbett Sports Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -5994.57 USD 3337.35 N N N MAGMS:TRS_GS_MTNUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -8594.74 -0.0636249550 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Vail Resorts Inc Vail Resorts Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 124223.38 USD -8566.45 N N N MAGMS:TRS_GS_MTORUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -1045.38 -0.0077387164 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Meritor Inc Meritor Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 2672.93 USD -1043.18 N N N LUMENTUM HOLDINGS INC 549300JLWRRC38DWEF52 55024UAB5 354000 PA USD 478976.52 3.5457570000 Long DBT CORP US N 2 2024-03-15 Fixed 0.25 N N N N N Lumentum Holdings Inc USD XXXX N N N Meritor Inc 5LTG829X630QFHTFBO82 59001K100 -3564 NS USD -47223 -0.3495814008 Short EC CORP US N 1 N N N MAGMS:TRS_GS_ALNYUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -28.33 -0.0002097207 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Alnylam Pharmaceuticals Inc Alnylam Pharmaceuticals Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -1604.44 USD -28.31 N N N MAGMS:TRS_GS_ALSNUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -184.86 -0.0013684776 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Allison Transmission Holdings Allison Transmission Holdings Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 2367.95 USD -183.08 N N N MAGMS:TRS_GS_BCPCUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -26.24 -0.0001942489 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Balchem Corp Balchem Corp Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -3031.58 USD -28.74 N N N MAGMS:TRS_GS_CAHUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -1562.97 -0.0115703204 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Cardinal Health Inc Cardinal Health Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -34823.49 USD -1562.97 N N N MAGMS:TRS_GS_MTWUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 8659.27 0.0641026563 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Manitowoc Co Inc/The Manitowoc Co Inc/The Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -19069.19 USD 8648.19 N N N MAGMS:TRS_GS_MTZUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 1128.18 0.0083516664 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 MasTec Inc MasTec Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 19131.8 USD 1128.07 N N N MAGMS:TRS_GS_YUMUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -3376.34 -0.0249942966 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Yum! Brands Inc Yum! Brands Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -30888.66 USD -3376.34 N N N MAGMS:TRS_GS_YUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 4943.03 0.0365921553 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Alleghany Corp Alleghany Corp Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 26539.32 USD 4944.63 N N N MAGMS:TRS_GS_HIIUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 8190.95 0.0606357871 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Huntington Ingalls Industries Huntington Ingalls Industries Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 45011.29 USD 8194.03 N N N MAGMS:TRS_GS_HIWUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 456.91 0.0033824034 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Highwoods Properties Inc Highwoods Properties Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 14277.57 USD 457.15 N N N MAGMS:TRS_GS_CAIUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 2011.76 0.0148926133 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 CAI International Inc CAI International Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -3946.38 USD 2009.2 N N N MAGMS:TRS_GS_CAKEUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -1680.35 -0.0124392586 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Cheesecake Factory Inc/The Cheesecake Factory Inc/The Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 2993.04 USD -1677.88 N N N MAGMS:TRS_GS_HUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -215.34 -0.0015941143 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Hyatt Hotels Corp Hyatt Hotels Corp Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 10224.65 USD -213.55 N N N MAGMS:TRS_GS_IACUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -244.15 -0.0018073883 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 IAC/InterActiveCorp IAC/InterActiveCorp Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -37035.84 USD -244 N N N MAGMS:TRS_GS_IARTUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 3248.26 0.0240461487 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Integra LifeSciences Holdings Integra LifeSciences Holdings Corp Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 24669.57 USD 3249.18 N N N MAGMS:TRS_GS_IBKRUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 4.26 0.0000315358 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Interactive Brokers Group Inc Interactive Brokers Group Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -565.48 USD 4.27 N N N MAGMS:TRS_GS_IBMUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 174.97 0.0012952641 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 IBM International Business Machines Corp Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 43527.5 USD 178.92 N N N MAGMS:TRS_GS_ICLRUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 286.95 0.0021242272 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 ICON PLC ICON PLC Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 5016.86 USD 287.14 N N N MAGMS:TRS_GS_ICUIUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -5321.77 -0.0393958836 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 ICU Medical Inc ICU Medical Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -66307.52 USD -5320.83 N N N MAGMS:TRS_GS_IDXXUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -43.05 -0.0003186896 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 IDEXX Laboratories Inc IDEXX Laboratories Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -3348.31 USD -43.05 N N N MAGMS:TRS_GS_CALAUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 330.92 0.0024497274 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Calithera Biosciences Inc Calithera Biosciences Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -1377.97 USD 330.13 N N N MAGMS:TRS_GS_CALMUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -648.56 -0.0048011459 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Cal-Maine Foods Inc Cal-Maine Foods Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -5548.57 USD -652.61 N N N MAGMS:TRS_GS_IEXUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -73.73 -0.0005458068 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 IDEX Corp IDEX Corp Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -2688.14 USD -74.06 N N N MAGMS:TRS_GS_IFFUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 11.52 0.0000852800 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 IFF International Flavors & Fragrances Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -521.89 USD 11.49 N N N MAGMS:TRS_GS_IGMSUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -434.24 -0.0032145825 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 IGM Biosciences Inc IGM Biosciences Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -1025.11 USD -434.79 N N N MAGMS:TRS_GS_IGTUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -1008.96 -0.0074691072 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 International Game Technology International Game Technology PLC Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 2661.63 USD -1007.53 N N N MAGMS:TRS_GS_MURUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -26351 -0.1950706116 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Murphy Oil Corp Murphy Oil Corp Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 35677.84 USD -26317.33 N N N MAGMS:TRS_GS_MUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -5723.68 -0.0423711342 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Macy's Inc Macy's Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 15991.27 USD -5719.55 N N N MAGMS:TRS_GS_CARAUS_2025-12-25:Total 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Swap:12/10/2025 N/A N/A 1 NC USD 4862.06 0.0359927524 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 II-VI Inc II-VI Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -37080.34 USD 4846.84 N N N MAGMS:TRS_GS_CARSUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 790.16 0.0058493793 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Cars.com Inc Cars.com Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -1859.86 USD 789.16 N N N MAGMS:TRS_GS_CASSUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 787.05 0.0058263567 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Cass Information Systems Inc Cass Information Systems Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -2332.28 USD 785.24 N N N MAGMS:TRS_GS_ILMNUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -555.41 -0.0041115771 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Illumina Inc Illumina Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -31945.34 USD -555.94 N N N MAGMS:TRS_GS_IMGNUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 409.48 0.0030312897 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 ImmunoGen Inc ImmunoGen Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -1656.6 USD 408.54 N N N MAGMS:TRS_GS_CASYUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 20114.4 0.1489024443 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Casey's General Stores Inc Casey's General Stores Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -141078.16 USD 20114.79 N N N MAGMS:TRS_GS_CBOEUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 8287.28 0.0613488967 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Cboe Global Markets Inc Cboe Global Markets Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 64447.4 USD 8291.35 N N N MAGMS:TRS_GS_ZBHUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 501.33 0.0037112349 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Zimmer Biomet Holdings Inc Zimmer Biomet Holdings Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 26183.35 USD 501.77 N N N MAGMS:TRS_GS_ZENUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -720.41 -0.0053330355 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Zendesk Inc Zendesk Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 63897.75 USD -719.88 N N N MAGMS:TRS_GS_CBREUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 309.85 0.0022937509 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 CBRE Group Inc CBRE Group Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 2895.38 USD 309.97 N N N MAGMS:TRS_GS_CBRLUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -29419.69 -0.2177874434 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Cracker Barrel Old Country Sto Cracker Barrel Old Country Store Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 59852.9 USD -29394.38 N N N MAGMS:TRS_GS_ARWUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 25.84 0.0001912878 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Arrow Electronics Inc Arrow Electronics Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -2101.1 USD 26.3 N N N MAGMS:TRS_GS_ASHUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 16430.66 0.1216325337 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Ashland Global Holdings Inc Ashland Global Holdings Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 88152.86 USD 16443.37 N N N MAGMS:TRS_GS_CBTUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -1502.16 -0.0111201575 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Cabot Corp Cabot Corp Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 3379.03 USD -1498.39 N N N MAGMS:TRS_GS_CBUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 3161.26 0.0234021070 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Chubb Ltd Chubb Ltd Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 39279.62 USD 3162.58 N N N MAGMS:TRS_GS_MUSAUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 8401.14 0.0621917771 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Murphy USA Inc Murphy USA Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -85085.29 USD 8402.05 N N N MAGMS:TRS_GS_MUUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 1.35 0.0000099938 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Micron Technology Inc Micron Technology Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 2143.6 USD 1.46 N N N MAGMS:TRS_GS_IMKTAUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -6458.9 -0.0478138049 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Ingles Markets Inc Ingles Markets Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 34343.8 USD -6428.28 N N N MAGMS:TRS_GS_IMMUUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 3492.98 0.0258577566 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Immunomedics Inc Immunomedics Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 16511.66 USD 3492.66 N N N MAGMS:TRS_GS_ASMBUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 265.4 0.0019646974 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Assembly Biosciences Inc Assembly Biosciences Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -1525.06 USD 264.51 N N N MAGMS:TRS_GS_ASTEUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 210.85 0.0015608758 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Astec Industries Inc Astec Industries Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -2866.17 USD 208.45 N N N MAGMS:TRS_GS_CBZUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 690.4 0.0051108782 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 CBIZ Inc CBIZ Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -3344.42 USD 687.58 N N N MAGMS:TRS_GS_CCCUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 104.18 0.0007712214 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Clarivate Analytics PLC Clarivate Analytics PLC Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -1701.02 USD 103.27 N N N MAGMS:TRS_GS_MYGNUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 112 0.0008291112 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Myriad Genetics Inc Myriad Genetics Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -1398.85 USD 110.95 N N N MAGMS:TRS_GS_MYOKUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -119.32 -0.0008832995 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 MyoKardia Inc MyoKardia Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 7338.45 USD -118.93 N N N MAGMS:TRS_GS_NATIUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 24.24 0.0001794433 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 National Instruments Corp National Instruments Corp Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -7673.05 USD 31.57 N N N MAGMS:TRS_GS_NATUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -1512.27 -0.0111949996 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Nordic American Tankers Ltd Nordic American Tankers Ltd Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -4296.36 USD -1515.63 N N N MAGMS:TRS_GS_CCEPUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -1928.75 -0.0142781087 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Coca-Cola European Partners PL Coca-Cola European Partners PLC Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -51139.24 USD -1928.18 N N N MAGMS:TRS_GS_CCIUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -154.92 -0.0011468384 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Crown Castle International Cor Crown Castle International Corp Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -81409.51 USD -176.49 N N N MAGMS:TRS_GS_NAVUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 269.6 0.0019957890 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Navistar International Corp Navistar International Corp Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -500.19 USD 269.33 N N N MAGMS:TRS_GS_NBRUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 18367.06 0.1359672736 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Nabors Industries Ltd Nabors Industries Ltd Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -22565.69 USD 18354.95 N N N MAGMS:TRS_GS_ZGNXUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 27.24 0.0002016517 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Zogenix Inc Zogenix Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -1609.1 USD 26.38 N N N MAGMS:TRS_GS_ZIOPUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -2370.5 -0.0175482860 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 ZIOPHARM Oncology Inc ZIOPHARM Oncology Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 11102.16 USD -2436.51 N N N MAGMS:TRS_GS_CCLUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -1123.71 -0.0083185760 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Carnival Corp Carnival Corp Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -10150.01 USD -1123.51 N N N MAGMS:TRS_GS_CCMPUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 3121.03 0.0231042932 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Cabot Microelectronics Corp Cabot Microelectronics Corp Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 13199.67 USD 3122.35 N N N MAGMS:TRS_GS_CCOUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 3333.03 0.0246736822 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Clear Channel Outdoor Holdings Clear Channel Outdoor Holdings Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -8901.35 USD 3328.23 N N N MAGMS:TRS_GS_CCRNUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 1361.04 0.0100754774 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Cross Country Healthcare Inc Cross Country Healthcare Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -3488.61 USD 1358.77 N N N MAGMS:TRS_GS_NCLHUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -128.74 -0.0009530337 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Norwegian Cruise Line Holdings Norwegian Cruise Line Holdings Ltd Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -56021.42 USD -148.58 N N N MAGMS:TRS_GS_NDLSUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 1823.72 0.0135005949 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Noodles & Co Noodles & Co Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -4684.89 USD 1821.21 N N N MAGMS:TRS_GS_CCSUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 7786.08 0.0576386243 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Century Communities Inc Century Communities Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -14670.28 USD 7778.03 N N N MAGMS:TRS_GS_CCUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -1067.68 -0.0079037984 N/A DE US N 2 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Inc Zoom Video Communications Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -21501.23 USD -1293.49 N N N MAGMS:TRS_GS_ZNGAUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -627.4 -0.0046445031 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Zynga Inc Zynga Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -19128.16 USD -627.24 N N N MAGMS:TRS_GS_ATIUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 1179.11 0.0087286899 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Allegheny Technologies Inc Allegheny Technologies Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -2231.92 USD 1177.92 N N N MAGMS:TRS_GS_ATNXUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 994.41 0.0073613968 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Athenex Inc Athenex Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -3019.9 USD 992.02 N N N MAGMS:TRS_GS_INFNUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 151.5 0.0011215209 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Infinera Corp Infinera Corp Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -2391.47 USD 149.57 N N N MAGMS:TRS_GS_INFOUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 12685.72 0.0939095730 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 IHS Markit Ltd IHS Markit Ltd Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 74668.46 USD 12691.54 N N N MAGMS:TRS_GS_ZUMZUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -11256.05 -0.0833260430 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Zumiez Inc Zumiez Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 24797.17 USD -11235.61 N N N MAGMS:TRS_GS_ZUOUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 2130.23 0.0157696205 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Zuora Inc Zuora Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -5201.87 USD 2126.77 N N N MAGMS:TRS_GS_NDSNUS_2020-01-01:Total Return Swap:01/01/2020 N/A N/A 1 NC USD 361.26 0.0026743277 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Nordson Corp Nordson Corp Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -28996.1 USD 361.26 N N N MAGMS:TRS_GS_NEMUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -36.37 -0.0002692390 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Newmont Corp Newmont Corp Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 2028.93 USD -36.61 N N N MAGMS:TRS_GS_CDAYUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 316.9 0.0023459405 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Ceridian HCM Holding Inc Ceridian HCM Holding Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 82599.2 USD 316.72 N N N MAGMS:TRS_GS_CDEUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 848.93 0.0062844406 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Coeur Mining Inc Coeur Mining Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -2291.74 USD 847.24 N N N MAGMS:TRS_GS_INGNUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -202.69 -0.0015004691 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Inogen Inc Inogen Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -1552.92 USD -203.52 N N N MAGMS:TRS_GS_INGRUS_2020-01-01:Total Return Swap:01/01/2020 N/A N/A 1 NC USD 332.5 0.0024614238 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Ingredion Inc Ingredion Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -46991.45 USD 332.45 N N N MAGMS:TRS_GS_ATOUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -352.43 -0.0026089612 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Atmos Energy Corp Atmos Energy Corp Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -5700.62 USD -352.41 N N N MAGMS:TRS_GS_ATRUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -318.36 -0.0023567485 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 AptarGroup Inc AptarGroup Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -2568.35 USD -318.31 N N N MAGMS:TRS_GS_CDEVUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 21524.45 0.1593407319 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Centennial 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Inseego Corp Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -4440.11 USD 266.01 N N N MAGMS:TRS_GS_NEUUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -1334.19 -0.0098767128 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 NewMarket Corp NewMarket Corp Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -48056.26 USD -1333.97 N N N MAGMS:TRS_GS_NEWRUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 3532.35 0.0261492040 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 New Relic Inc New Relic Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -48755.34 USD 3532.62 N N N MAGMS:TRS_GS_NFLXUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -13754.34 -0.1018203300 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Netflix Inc Netflix Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -86128.74 USD -13754.26 N N N MAGMS:TRS_GS_NGMUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 428.91 0.0031751257 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 NGM Biopharmaceuticals Inc NGM Biopharmaceuticals Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -1549.94 USD 427.91 N N N MAGMS:TRS_GS_NGVTUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 5867.22 0.0434337290 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Ingevity Corp Ingevity Corp Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -16383.22 USD 5858.42 N N N MAGMS:TRS_GS_NIUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -1634.59 -0.0121005074 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 NiSource Inc NiSource Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -25108.84 USD -1634.03 N N N MAGMS:TRS_GS_NJRUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -53.07 -0.0003928654 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 New Jersey Resources Corp New Jersey Resources Corp Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -1000.01 USD -53.06 N N N MAGMS:TRS_GS_OGEUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 9807.54 0.0726030445 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 OGE Energy Corp OGE Energy Corp Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 49805.98 USD 9810.22 N N N MAGMS:TRS_GS_ZUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -24610.09 -0.1821830408 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Zillow Group Inc Zillow Group Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -80172.34 USD -24609.84 N N N MAGMS:TRS_JP_ABBVUS_2020-12-02:Total Return Swap:12/02/2020 N/A N/A 1 NC USD -2067.77 -0.0153072429 N/A DE US N 2 JP Morgan ZBUT11V806EZRVTWT807 AbbVie Inc AbbVie Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2020-12-02 0.000000000000 USD 0.000000000000 USD -174066.1 USD -2085.18 N N N MAGMS:TRS_JP_ACIAUS_2020-12-02:Total Return Swap:12/02/2020 N/A N/A 1 NC USD 10262.15 0.0759684216 N/A DE US N 2 JP Morgan ZBUT11V806EZRVTWT807 Acacia Communications Inc Acacia Communications Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2020-12-02 0.000000000000 USD 0.000000000000 USD 369713.54 USD 10323.72 N N N MAGMS:TRS_JP_AGNUS_2020-12-02:Total Return Swap:12/02/2020 N/A N/A 1 NC USD 21513.14 0.1592570065 N/A DE US N 2 JP Morgan ZBUT11V806EZRVTWT807 Allergan PLC Allergan PLC Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2020-12-02 0.000000000000 USD 0.000000000000 USD 513611.18 USD 21585.02 N N N MAGMS:TRS_JP_AONUS_2020-12-02:Total Return Swap:12/02/2020 N/A N/A 1 NC USD 11438.25 0.0846748292 N/A DE US N 2 JP Morgan ZBUT11V806EZRVTWT807 Aon PLC/UK Aon PLC/UK Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2020-12-02 0.000000000000 USD 0.000000000000 USD -485035.97 USD 11371.17 N N N MAGMS:TRS_JP_ATUSUS_2020-12-02:Total Return Swap:12/02/2020 N/A N/A 1 NC USD -6426.18 -0.0475715860 N/A DE US N 2 JP Morgan ZBUT11V806EZRVTWT807 Altice USA Inc Altice USA Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2020-12-02 0.000000000000 USD 0.000000000000 USD 31163.48 USD -6399.29 N N N MAGMS:TRS_JP_BEPUS_2020-12-02:Total Return Swap:12/02/2020 N/A N/A 1 NC USD -7581.86 -0.0561268289 N/A DE US N 2 JP Morgan ZBUT11V806EZRVTWT807 Brookfield Renewable Partners Brookfield Renewable Partners LP Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2020-12-02 0.000000000000 USD 0.000000000000 USD -44889.01 USD -7586.14 N N N MAGMS:TRS_JP_CZRUS_2020-12-02:Total Return Swap:12/02/2020 N/A N/A 1 NC USD -104524.54 -0.7737719990 N/A DE US N 2 JP Morgan ZBUT11V806EZRVTWT807 Caesars Entertainment Corp Caesars Entertainment Corp Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2020-12-02 0.000000000000 USD 0.000000000000 USD 233041.01 USD -104445.53 N N N MAGMS:TRS_GS_INSPUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -76.93 -0.0005694957 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Inspire Medical Systems Inc Inspire Medical Systems Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -1910.78 USD -78.46 N N N MAGMS:TRS_GS_INSWUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 30.65 0.0002268952 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 International Seaways Inc International Seaways Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -2441.61 USD 28.72 N N N MAGMS:TRS_GS_ATSGUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 2405.97 0.0178108626 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Air Transport Services Group I Air Transport Services Group Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -21734.54 USD 2394.3 N N N MAGMS:TRS_GS_ATVIUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -1418 -0.0104971397 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Activision Blizzard Inc Activision Blizzard Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -19537.63 USD -1458.81 N N N MAGMS:TRS_GS_AVGOUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 530.26 0.0039253972 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Broadcom Inc Broadcom Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -43919.48 USD 530.18 N N N MAGMS:TRS_GS_AVIDUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 358.82 0.0026562649 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Avid Technology Inc Avid Technology Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -2214.69 USD 357.21 N N N MAGMS:TRS_JP_EDVCN_2020-12-02:Total Return Swap:12/02/2020 N/A N/A 1 NC 5152.89 0.0381457024 N/A DE US N 2 JP Morgan ZBUT11V806EZRVTWT807 Endeavour Mining Corp Endeavour Mining Corp Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2020-12-02 0.000000000000 CAD 0.000000000000 CAD -40874.52 CAD 5152.03 N N N MAGMS:TRS_JP_EIGIUS_2020-12-02:Total Return Swap:12/02/2020 N/A N/A 1 NC USD -410.31 -0.0030374340 N/A DE US N 2 JP Morgan ZBUT11V806EZRVTWT807 Endurance International Group Endurance International Group Holdings Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2020-12-02 0.000000000000 USD 0.000000000000 USD 832.33 USD -409.66 N N N MAGMS:TRS_GS_AVROUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 354.32 0.0026229524 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Avrobio Inc Avrobio Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -1551.53 USD 353.41 N N N MAGMS:TRS_GS_AVTUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -7404.44 -0.0548134279 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Avnet Inc Avnet Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 24978.95 USD -7383.85 N N N MAGMS:TRS_GS_AVYAUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 758.02 0.0056114540 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Avaya Holdings Corp Avaya Holdings Corp Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -1986.06 USD 756.38 N N N MAGMS:TRS_GS_AVYUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -2626.99 -0.0194470246 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Avery Dennison Corp Avery Dennison Corp Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -26814.02 USD -2626.41 N N N MAGMS:TRS_JP_ERIUS_2020-12-02:Total Return Swap:12/02/2020 N/A N/A 1 NC USD 41830.63 0.3096628810 N/A DE US N 2 JP Morgan ZBUT11V806EZRVTWT807 Eldorado Resorts Inc Eldorado Resorts Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2020-12-02 0.000000000000 USD 0.000000000000 USD -58844.23 USD 41809.03 N N N MAGMS:TRS_JP_ETFCUS_2020-12-02:Total Return Swap:12/02/2020 N/A N/A 1 NC USD -153766.88 -1.1383021262 N/A DE US N 2 JP Morgan ZBUT11V806EZRVTWT807 E*TRADE Financial Corp E*TRADE Financial Corp Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2020-12-02 0.000000000000 USD 0.000000000000 USD 556935.22 USD -153229.06 N N N MAGMS:TRS_GS_AXDXUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 4482.42 0.0331823616 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Accelerate Diagnostics Inc Accelerate Diagnostics Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -9100.25 USD 4493.76 N N N MAGMS:TRS_GS_AXGNUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 342.48 0.0025353035 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Axogen Inc Axogen Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -1766.23 USD 341.43 N N N MAGMS:TRS_JP_FITUS_2019-12-02:Total Return Swap:12/02/2019 N/A N/A 1 NC USD -1170.94 -0.0086682093 N/A DE US N 2 JP Morgan ZBUT11V806EZRVTWT807 Fitbit Inc Fitbit Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-02 0.000000000000 USD 0.000000000000 USD 34398.83 USD -1145.45 N N N MAGMS:TRS_JP_FLTRUK_2020-12-02:Total Return Swap:12/02/2020 N/A N/A 1 NC 11494.66 0.0850924199 N/A DE US N 2 JP Morgan ZBUT11V806EZRVTWT807 Flutter Entertainment plc Flutter Entertainment plc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2020-12-02 0.000000000000 GBP 0.000000000000 GBP -122325.39 GBP 11489.89 N N N MAGMS:TRS_GS_AXLUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 508.59 0.0037649790 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 American Axle & Manufacturing American Axle & Manufacturing Holdings Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -1222.36 USD 507.58 N N N MAGMS:TRS_GS_AXNXUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -519.44 -0.0038452992 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Axonics Modulation Technologie Axonics Modulation Technologies Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -5548.8 USD -524.19 N N N MAGMS:TRS_JP_FTSVUS_2020-12-02:Total Return Swap:12/02/2020 N/A N/A 1 NC USD 3408.81 0.0252346648 N/A DE US N 2 JP Morgan ZBUT11V806EZRVTWT807 Forty Seven Inc Forty Seven Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2020-12-02 0.000000000000 USD 0.000000000000 USD 257247.54 USD 3630.74 N N N MAGMS:TRS_JP_GDENUS_2020-12-02:Total Return Swap:12/02/2020 N/A N/A 1 NC USD 24655.66 0.1825203854 N/A DE US N 2 JP Morgan ZBUT11V806EZRVTWT807 Golden Entertainment Inc Golden Entertainment Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2020-12-02 0.000000000000 USD 0.000000000000 USD -37246.04 USD 24640.77 N N N MAGMS:TRS_GS_AXSMUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -5211.4 -0.0385788390 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Axsome Therapeutics Inc Axsome Therapeutics Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 18205.22 USD -5203.79 N N N MAGMS:TRS_GS_AXSUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 1787.38 0.0132315779 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Axis Capital Holdings Ltd Axis Capital Holdings Ltd Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 120345.18 USD 1788.82 N N N MAGMS:TRS_JP_HPQUS_2020-12-02:Total Return Swap:12/02/2020 N/A N/A 1 NC USD -574.09 -0.0042498610 N/A DE US N 2 JP Morgan ZBUT11V806EZRVTWT807 HP Inc HP Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2020-12-02 0.000000000000 USD 0.000000000000 USD 447821.5 USD -350.14 N N N MAGMS:TRS_JP_INGFP_2020-12-02:Total Return Swap:12/02/2020 N/A N/A 1 NC -167487.46 -1.2398725384 N/A DE US N 2 JP Morgan ZBUT11V806EZRVTWT807 ING Groep NV ING Groep NV Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2020-12-02 0.000000000000 EUR 0.000000000000 EUR 628311.61 EUR -167560.17 N N N MAGMS:TRS_GS_INTUUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 4998.14 0.0370001225 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Intuit Inc Intuit Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 57097.25 USD 5002.75 N N N MAGMS:TRS_GS_IOTSUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -8611.09 -0.0637459904 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Adesto Technologies Corp Adesto Technologies Corp Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 91221.56 USD -8527.46 N N N MAGMS:TRS_GS_AYXUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 786.84 0.0058248021 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Alteryx Inc Alteryx Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 70685.83 USD 786.84 N N N MAGMS:TRS_GS_BAHUS_2020-01-01:Total Return Swap:01/01/2020 N/A N/A 1 NC USD -61.78 -0.0004573436 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Booz Allen Hamilton Holding Co Booz Allen Hamilton Holding Corp Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 2258.49 USD -62.01 N N N MAGMS:TRS_JP_KBHUS_2020-12-02:Total Return Swap:12/02/2020 N/A N/A 1 NC USD -8738.16 -0.0646866614 N/A DE US N 2 JP Morgan ZBUT11V806EZRVTWT807 KB Home KB Home Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2020-12-02 0.000000000000 USD 0.000000000000 USD 17068.7 USD -8724.6 N N N MAGMS:TRS_JP_LGNDUS_2020-12-02:Total Return Swap:12/02/2020 N/A N/A 1 NC USD -4260.56 -0.0315399812 N/A DE US N 2 JP Morgan ZBUT11V806EZRVTWT807 Ligand Pharmaceuticals Inc Ligand Pharmaceuticals Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2020-12-02 0.000000000000 USD 0.000000000000 USD 17117.11 USD -4245.67 N N N MAGMS:TRS_GS_IOVAUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -290.44 -0.0021500629 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Iovance Biotherapeutics Inc Iovance Biotherapeutics Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -1056.07 USD -291.01 N N N MAGMS:TRS_GS_IPGPUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 3362.52 0.0248919902 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 IPG Photonics Corp IPG Photonics Corp Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -46813.82 USD 3363.5 N N N MAGMS:TRS_GS_IPGUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 665.54 0.0049268451 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Interpublic Group of Cos Inc/T Interpublic Group of Cos Inc/The Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -2234.77 USD 664.34 N N N MAGMS:TRS_GS_IPHIUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 402.57 0.0029801365 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Inphi Corp Inphi Corp Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 9414.11 USD 402.97 N N N MAGMS:TRS_GS_BANDUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -1576.71 -0.0116720346 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Bandwidth Inc Bandwidth Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -16515.44 USD -1585.57 N N N MAGMS:TRS_GS_BAUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -7131.31 -0.0527915071 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Boeing Co/The Boeing Co/The Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -49692.1 USD -7130.24 N N N MAGMS:TRS_GS_BAXUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -3838.58 -0.0284161568 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Baxter International Inc Baxter International Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -93996.19 USD -3837.76 N N N MAGMS:TRS_GS_BBBYUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 9165.05 0.0678468335 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Bed Bath & Beyond Inc Bed Bath & Beyond Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -13925.73 USD 9155.8 N N N MAGMS:TRS_GS_BBIOUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 243.85 0.0018051675 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Bridgebio Pharma Inc Bridgebio Pharma Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -1692.91 USD 242.91 N N N MAGMS:TRS_GS_BBSIUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 5024.28 0.0371936311 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Barrett Business Services Inc Barrett Business Services Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -17977.33 USD 5015.05 N N N MAGMS:TRS_GS_OGSUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 5.4 0.0000399750 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 ONE Gas Inc ONE Gas Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -2681.24 USD 5.4 N N N MAGMS:TRS_GS_OHIUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 15739.58 0.1165166217 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Omega Healthcare Investors Inc Omega Healthcare Investors Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -110073.05 USD 15696.81 N N N MAGMS:TRS_GS_OIIUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 4820.72 0.0356867215 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Oceaneering International Inc Oceaneering International Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -6215.08 USD 4815.64 N N N MAGMS:TRS_GS_OISUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 2569.69 0.0190228454 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Oil States International Inc Oil States International Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -3111.38 USD 2567.34 N N N MAGMS:TRS_GS_OIUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 694.77 0.0051432283 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 O-I Glass Inc O-I Glass Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -2093.71 USD 693.04 N N N MAGMS:TRS_GS_OKEUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -8653.19 -0.0640576474 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 ONEOK Inc ONEOK Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -32611.74 USD -8652.78 N N N MAGMS:TRS_GS_IRBTUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 1206.31 0.0089300455 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 iRobot Corp iRobot Corp Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -5332.79 USD 1201.89 N N N MAGMS:TRS_GS_IRDMUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 145.8 0.0010793251 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Iridium Communications Inc Iridium Communications Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -1841.43 USD 144.35 N N N MAGMS:TRS_GS_IRTCUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 154.21 0.0011415824 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 iRhythm Technologies Inc iRhythm Technologies Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -5200.76 USD 157.06 N N N MAGMS:TRS_GS_IRUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 713.93 0.0052850655 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Ingersoll Rand Inc Ingersoll Rand Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 15405.81 USD 714.19 N N N MAGMS:TRS_GS_ISBCUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 933.81 0.0069127884 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Investors Bancorp Inc Investors Bancorp Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -3033.55 USD 932.18 N N N MAGMS:TRS_GS_ITRIUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -725.26 -0.0053689390 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Itron Inc Itron Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 2677.1 USD -723.05 N N N MAGMS:TRS_GS_ITTUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -558.22 -0.0041323789 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 ITT Inc ITT Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 25278.81 USD -557.61 N N N MAGMS:TRS_GS_ITUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 6833.04 0.0505834804 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Gartner Inc Gartner Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 58078.89 USD 6840.75 N N N MAGMS:TRS_GS_KRCUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 11438.23 0.0846746811 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Kilroy Realty Corp Kilroy Realty Corp Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 52503.34 USD 11451.46 N N N MAGMS:TRS_GS_KRUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 7608.22 0.0563219661 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Kroger Co/The Kroger Co/The Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -54023.27 USD 7608.35 N N N MAGMS:TRS_GS_KRYSUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 298.34 0.0022085449 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Krystal Biotech Inc Krystal Biotech Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -1508.18 USD 297.46 N N N MAGMS:TRS_GS_KSSUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -1123.65 -0.0083181319 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Kohl's Corp Kohl's Corp Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 6054.82 USD -1123.4 N N N MAGMS:TRS_GS_KSUUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -690.69 -0.0051130250 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Kansas City Southern Kansas City Southern Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 17732.96 USD -690.84 N N N MAGMS:TRS_GS_KTBUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 2103.1 0.0155687831 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Kontoor Brands Inc Kontoor Brands Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -4784.33 USD 2100.53 N N N MAGMS:TRS_GS_BURLUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 652.39 0.0048294986 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Burlington Stores Inc Burlington Stores Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -2077.18 USD 651.04 N N N MAGMS:TRS_GS_BWAUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 20640.52 0.1527971941 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 BorgWarner Inc BorgWarner Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -91403.32 USD 20584.1 N N N MAGMS:TRS_GS_BXMTUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -24434.63 -0.1808841493 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Blackstone Mortgage Trust Inc Blackstone Mortgage Trust Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -77796.86 USD -24445.56 N N N MAGMS:TRS_GS_BXPUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 1351.04 0.0100014496 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Boston Properties Inc Boston Properties Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 120016.93 USD 1357.75 N N N MAGMS:TRS_GS_BYNDUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 294.08 0.0021770090 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Beyond Meat Inc Beyond Meat Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -2291.98 USD 293.98 N N N MAGMS:TRS_GS_BYSIUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 228.3 0.0016900543 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Beyondspring Inc Beyondspring Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -1572.4 USD 227.35 N N N MAGMS:TRS_GS_BZHUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 9611.01 0.0711481765 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Beazer Homes USA Inc Beazer Homes USA Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -19183.43 USD 9600.71 N N N MAGMS:TRS_GS_CABOUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 7850.17 0.0581130683 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Cable One Inc Cable One Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 21739.19 USD 7852.99 N N N MAGMS:TRS_GS_CACCUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -5363.66 -0.0397059860 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Credit Acceptance Corp Credit Acceptance Corp Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 77723.93 USD -5363.66 N N N MAGMS:TRS_GS_ARDXUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 1248.53 0.0092425908 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Ardelyx Inc Ardelyx Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -5007.87 USD 1244.4 N N N MAGMS:TRS_GS_ARMKUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 204.24 0.0015119434 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Aramark Aramark Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -54802.89 USD 204.91 N N N MAGMS:TRS_GS_ARNAUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -311.73 -0.0023076681 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Arena Pharmaceuticals Inc Arena Pharmaceuticals Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 29121.97 USD -309.97 N N N MAGMS:TRS_GS_ARNCUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 3646.6 0.0269949714 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Howmet Aerospace Inc Howmet Aerospace Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 32196.82 USD 3649.1 N N N MAGMS:TRS_GS_AROCUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -1247.71 -0.0092365205 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Archrock Inc Archrock Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 2711.87 USD -1245.47 N N N MAGMS:TRS_GS_ARUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -726.59 -0.0053787847 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Antero Resources Corp Antero Resources Corp Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 1115.98 USD -725.31 N N N MAGMS:TRS_GS_ARVNUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -45.12 -0.0003340134 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Arvinas Inc Arvinas Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -1284.03 USD -45.87 N N N MAGMS:TRS_GS_ARWRUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 2325.09 0.0172121259 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Arrowhead Pharmaceuticals Inc Arrowhead Pharmaceuticals Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 17726.39 USD 2326.3 N N N MAGMS:TRS_GS_BCRXUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 835.67 0.0061862798 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 BioCryst Pharmaceuticals Inc BioCryst Pharmaceuticals Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -2903.23 USD 833.23 N N N MAGMS:TRS_GS_BCUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 317.11 0.0023474950 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Brunswick Corp/DE Brunswick Corp/DE Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -8063.14 USD 317.11 N N N MAGMS:TRS_GS_BDCUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -931.91 -0.0068987231 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Belden Inc Belden Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 3345.65 USD -928.29 N N N MAGMS:TRS_GS_BDXUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 944.68 0.0069932566 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Becton Dickinson and Co Becton Dickinson and Co Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 26627.5 USD 944.9 N N N MAGMS:TRS_GS_CACIUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 868.36 0.0064282766 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 CACI International Inc CACI International Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -26206.47 USD 868.47 N N N MAGMS:TRS_GS_CAGUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -612.98 -0.0045377551 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Conagra Brands Inc Conagra Brands Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -6839.44 USD -612.92 N N N MAGMS:TRS_GS_BEUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 4716.22 0.0349131312 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Bloom Energy Corp Bloom Energy Corp Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -11142.93 USD 4710.03 N N N MAGMS:TRS_GS_BFAMUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 1801.83 0.0133385481 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Bright Horizons Family Solutio Bright Horizons Family Solutions Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 32062.44 USD 1801.56 N N N MAGMS:TRS_GS_BGSUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -236.41 -0.0017500908 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 B&G Foods Inc B&G Foods Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -2203.92 USD -238.23 N N N MAGMS:TRS_GS_BGUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 12222.61 0.0904812724 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Bunge Ltd Bunge Ltd Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 58138.09 USD 12228.36 N N N MAGMS:TRS_GS_BHCUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 3098.17 0.0229350657 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Bausch Health Cos Inc Bausch Health Cos Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -11299.6 USD 3084.6 N N N MAGMS:TRS_GS_BHEUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -5314 -0.0393383640 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Benchmark Electronics Inc Benchmark Electronics Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 19796.12 USD -5303.37 N N N MAGMS:TRS_GS_BHFUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -237.96 -0.0017615651 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Brighthouse Financial Inc Brighthouse Financial Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -1043.05 USD -237.96 N N N MAGMS:TRS_GS_BHVNUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 633.62 0.0046905484 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Biohaven Pharmaceutical Holdin Biohaven Pharmaceutical Holding Co Ltd Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -1823.51 USD 632.46 N N N MAGMS:TRS_GS_BIIBUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -6170.81 -0.0456811385 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Biogen Inc Biogen Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -86814.85 USD -6200.87 N N N MAGMS:TRS_GS_BILLUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -3680.18 -0.0272435567 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Bill.Com Holdings Inc Bill.Com Holdings Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 22011.27 USD -3680.07 N N N MAGMS:TRS_GS_CEUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -785.02 -0.0058113290 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Celanese Corp Celanese Corp Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 99509.63 USD -726.69 N N N MAGMS:TRS_GS_CFGUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 2378.58 0.0176081005 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Citizens Financial Group Inc Citizens Financial Group Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 52412.62 USD 2380.91 N N N MAGMS:TRS_GS_CFUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -1822.41 -0.0134908972 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 CF Industries Holdings Inc CF Industries Holdings Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 21042.79 USD -1812.39 N N N MAGMS:TRS_GS_CFXUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 664.32 0.0049178137 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Colfax Corp Colfax Corp Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -12722.63 USD 664.43 N N N MAGMS:TRS_GS_BIOUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -459.03 -0.0033980973 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Bio-Rad Laboratories Inc Bio-Rad Laboratories Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -64394.57 USD -459.03 N N N MAGMS:TRS_GS_BJUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -1583.5 -0.0117222995 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 BJ's Wholesale Club Holdings I BJ's Wholesale Club Holdings Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 93846.06 USD -1568.25 N N N MAGMS:TRS_GS_CGCUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -1993.68 -0.0147587711 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Canopy Growth Corp Canopy Growth Corp Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 3447.26 USD -1990.84 N N N MAGMS:TRS_GS_CGNXUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 4007.23 0.0296646354 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Cognex Corp Cognex Corp Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -57711.61 USD 4007.77 N N N MAGMS:TRS_GS_BKDUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 18078.21 0.1338289811 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Brookdale Senior Living Inc Brookdale Senior Living Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -32545.22 USD 18049.7 N N N MAGMS:TRS_GS_BKEUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 1549.3 0.0114691245 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Buckle Inc/The Buckle Inc/The Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -4385.6 USD 1547.63 N N N MAGMS:TRS_GS_CGXCN_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC -92550.9 -0.6851337964 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Cineplex Inc Cineplex Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 CAD 0.000000000000 CAD 150904.86 CAD -92392.76 N N N MAGMS:TRS_GS_CHDNUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -10978.85 -0.0812739928 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Churchill Downs Inc Churchill Downs Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -29069.27 USD -10978.28 N N N MAGMS:TRS_GS_BKNGUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 12035.83 0.0890985814 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Booking Holdings Inc Booking Holdings Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 114410.79 USD 12049.29 N N N MAGMS:TRS_GS_BKRUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 745.89 0.0055216583 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Baker Hughes Co Baker Hughes Co Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -2035.93 USD 744.43 N N N MAGMS:TRS_GS_CHEUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -754.51 -0.0055854703 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Chemed Corp Chemed Corp Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -11808.34 USD -754.46 N N N MAGMS:TRS_GS_CHKUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 29141.47 0.2157278424 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Chesapeake Energy Corp Chesapeake Energy Corp Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -46756.76 USD 29113.2 N N N MAGMS:TRS_GS_CHNGUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -83.48 -0.0006179839 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Change Healthcare Inc Change Healthcare Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 283.13 USD -83.33 N N N MAGMS:TRS_GS_CHRSUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -505.74 -0.0037438811 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Coherus Biosciences Inc Coherus Biosciences Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 2677.78 USD -504.3 N N N MAGMS:TRS_GS_CHRWUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 197.13 0.0014593097 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 CH Robinson Worldwide Inc CH Robinson Worldwide Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -14827.87 USD 197.67 N N N MAGMS:TRS_GS_CHSUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 4416.75 0.0326962212 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Chico's FAS Inc Chico's FAS Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -6764.79 USD 4413.12 N N N MAGMS:TRS_GS_CHTRUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 1076.77 0.0079710896 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Charter Communications Inc Charter Communications Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 116724.65 USD 1079.05 N N N MAGMS:TRS_GS_CIENUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -7912.64 -0.0585755199 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Ciena Corp Ciena Corp Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -96443.56 USD -7938.26 N N N MAGMS:TRS_GS_CINFUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -980.96 -0.0072618294 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Cincinnati Financial Corp Cincinnati Financial Corp Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 38856.21 USD -980.31 N N N MAGMS:TRS_GS_CIUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 1420.17 0.0105132037 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Cigna Corp Cigna Corp Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -16472.78 USD 1412.48 N N N MAGMS:TRS_GS_BKUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -4847.71 -0.0358865225 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Bank of New York Mellon Corp/T Bank of New York Mellon Corp/The Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -75311.68 USD -4846.72 N N N MAGMS:TRS_GS_BLKBUS_2025-12-25:Total Return Swa12/10/2025 N/A N/A 1 NC USD -66.84 -0.0004948017 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Blackbaud Inc Blackbaud Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -22153.34 USD -66.66 N N N MAGMS:TRS_GS_CLARUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 467.23 0.0034588001 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Clarus Corp Clarus Corp Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -2934.48 USD 464.88 N N N MAGMS:TRS_GS_CLDRUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -368.95 -0.0027312551 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Cloudera Inc Cloudera Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -1338.71 USD -369.08 N N N MAGMS:TRS_GS_BLKUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 2661.56 0.0197029387 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 BlackRock Inc BlackRock Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -121013.49 USD 2661.56 N N N MAGMS:TRS_GS_BLLUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 226.74 0.0016785060 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Ball Corp Ball Corp Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -2811.89 USD 225.49 N N N MAGMS:TRS_GS_BLUEUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 1055.7 0.0078151131 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Bluebird Bio Inc Bluebird Bio Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 113795.39 USD 1058.65 N N N MAGMS:TRS_GS_BLUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -4.06 -0.0000300553 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Blackline Inc Blackline Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -574.33 USD -4.38 N N N MAGMS:TRS_GS_CLFUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 1376.07 0.0101867412 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Cleveland-Cliffs Inc Cleveland-Cliffs Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -3278.21 USD 1374.31 N N N MAGMS:TRS_GS_CLGXUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -6005.16 -0.0444548683 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 CoreLogic Inc/United States CoreLogic Inc/United States Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -41546.55 USD -6004.23 N N N MAGMS:TRS_GS_BMIUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 468.23 0.0034662029 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Badger Meter Inc Badger Meter Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -2985.49 USD 466.29 N N N MAGMS:TRS_GS_BMRNUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 10.63 0.0000786915 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 BioMarin Pharmaceutical Inc BioMarin Pharmaceutical Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -432.94 USD 10.44 N N N MAGMS:TRS_GS_BOOMUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 1364.97 0.0101045703 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 DMC Global Inc DMC Global Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -3135 USD 1363.23 N N N MAGMS:TRS_GS_BPOPUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -1853.07 -0.0137178664 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Popular Inc Popular Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -27197.35 USD -1852.65 N N N MAGMS:TRS_GS_CLHUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 1090.94 0.0080759870 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Clean Harbors Inc Clean Harbors Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 16104.87 USD 1094.03 N N N MAGMS:TRS_GS_CLNCUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 3451.14 0.0255480244 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Colony Credit Real Estate Inc Colony Credit Real Estate Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -9471.95 USD 3447.69 N N N MAGMS:TRS_GS_CLNEUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 595.26 0.0044065778 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Clean Energy Fuels Corp Clean Energy Fuels Corp Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -4444.05 USD 592.13 N N N MAGMS:TRS_GS_CLRUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -16865.22 -0.1248494850 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Continental Resources Inc/OK Continental Resources Inc/OK Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 22774.94 USD -16846.3 N N N MAGMS:TRS_GS_CLVSUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 2660 0.0196913903 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Clovis Oncology Inc Clovis Oncology Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -19660.01 USD 2653.37 N N N MAGMS:TRS_GS_CLWUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -28.45 -0.0002106090 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Clearwater Paper Corp Clearwater Paper Corp Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -1540.78 USD -29.54 N N N MAGMS:TRS_GS_CMAUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -94.07 -0.0006963794 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Comerica Inc Comerica Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 856.87 USD -94.03 N N N MAGMS:TRS_GS_CMGUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -6976.76 -0.0516474077 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Chipotle Mexican Grill Inc Chipotle Mexican Grill Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -50611.56 USD -6975.64 N N N MAGMS:TRS_GS_CMREUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 1845.97 0.0136653067 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Costamare Inc Costamare Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -4274.15 USD 1842.39 N N N MAGMS:TRS_GS_CMSUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 8499.28 0.0629182858 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 CMS Energy Corp CMS Energy Corp Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -81466.78 USD 8499.28 N N N MAGMS:TRS_GS_BRKRUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 152.81 0.0011312186 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Bruker Corp Bruker Corp Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 10424.8 USD 153.9 N N N MAGMS:TRS_GS_BRUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -123.46 -0.0009139470 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Broadridge Financial Solutions Broadridge Financial Solutions Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -42835.01 USD -122.98 N N N MAGMS:TRS_GS_BRXUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -24279.86 -0.1797384213 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Brixmor Property Group Inc Brixmor Property Group Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 75070.76 USD -24245.76 N N N MAGMS:TRS_GS_BSXUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 7169.2 0.0530719984 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Boston Scientific Corp Boston Scientific Corp Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 108327.99 USD 7214.84 N N N MAGMS:TRS_GS_BTUUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -12409.97 -0.0918682569 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Peabody Energy Corp Peabody Energy Corp Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 28851.99 USD -12394.49 N N N MAGMS:TRS_GS_FDSUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 1321.51 0.0097828456 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 FactSet Research Systems Inc FactSet Research Systems Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -79525.51 USD 1321.51 N N N MAGMS:TRS_GS_FDXUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 618.23 0.0045766196 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 FedEx Corp FedEx Corp Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -33722.21 USD 618.23 N N N MAGMS:TRS_GS_FEUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -1526.21 -0.0112981943 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 FirstEnergy Corp FirstEnergy Corp Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -31651.22 USD -1526.74 N N N MAGMS:TRS_GS_FFIVUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 4226.83 0.0312902855 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 F5 Networks Inc F5 Networks Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -89851.21 USD 4227.32 N N N MAGMS:TRS_GS_FFUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -161.01 -0.0011919213 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 FutureFuel Corp FutureFuel Corp Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -5356.99 USD -165.31 N N N MAGMS:TRS_GS_FGENUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -129.75 -0.0009605105 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 FibroGen Inc FibroGen Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -2824.01 USD -129.74 N N N MAGMS:TRS_GS_HLITUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -760.76 -0.0056317376 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Harmonic Inc Harmonic Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 3401.46 USD -757.62 N N N MAGMS:TRS_GS_HLUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 7110.37 0.0526364929 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Hecla Mining Co Hecla Mining Co Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -21475.78 USD 7097.78 N N N MAGMS:TRS_GS_HLXUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 1851.97 0.0137097234 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Helix Energy Solutions Group I Helix Energy Solutions Group Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -2355.31 USD 1850.19 N N N MAGMS:TRS_GS_HMHCUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 16718.77 0.1237653482 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Houghton Mifflin Harcourt Co Houghton Mifflin Harcourt Co Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -24285.96 USD 16702.04 N N N MAGMS:TRS_GS_HOLXUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -1076.85 -0.0079716818 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Hologic Inc Hologic Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 121540.44 USD -1042.14 N N N MAGMS:TRS_GS_HOMEUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 3342.2 0.0247415657 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 At Home Group Inc At Home Group Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -5074.66 USD 3339.48 N N N MAGMS:TRS_GS_HONUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 12944.46 0.0958249679 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Honeywell International Inc Honeywell International Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 75618.15 USD 12950.83 N N N MAGMS:TRS_GS_HPPUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 7726.49 0.0571974927 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Hudson Pacific Properties Inc Hudson Pacific Properties Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 24934.41 USD 7729.27 N N N MAGMS:TRS_GS_HPQUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 1686.79 0.0124869324 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 HP Inc HP Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 41067.84 USD 1707.2 N N N MAGMS:TRS_GS_HRCUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -12209.39 -0.0903834076 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Hill-Rom Holdings Inc Hill-Rom Holdings Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -101662.57 USD -12216.63 N N N MAGMS:TRS_GS_HRLUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -3250.86 -0.0240653959 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Hormel Foods Corp Hormel Foods Corp Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -57521.13 USD -3250.79 N N N MAGMS:TRS_GS_HRTXUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 481.99 0.0035680651 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Heron Therapeutics Inc Heron Therapeutics Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -2088.8 USD 480.42 N N N MAGMS:TRS_GS_HRUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 322.3 0.0023859155 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Healthcare Realty Trust Inc Healthcare Realty Trust Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -2333.26 USD 322.3 N N N MAGMS:TRS_GS_ABBVUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -535.29 -0.0039626332 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 AbbVie Inc AbbVie Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -6473.22 USD -536.26 N N N MAGMS:TRS_GS_KTOSUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 1156.8 0.0085635340 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Kratos Defense & Security Solu Kratos Defense & Security Solutions Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -3728.62 USD 1154.38 N N N MAGMS:TRS_GS_ABCUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -9085.31 -0.0672565359 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 AmerisourceBergen Corp AmerisourceBergen Corp Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -115038.95 USD -9126.55 N N N MAGMS:TRS_GS_ACADUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -3.62 -0.0000267981 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 ACADIA Pharmaceuticals Inc ACADIA Pharmaceuticals Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -1558.68 USD -4.57 N N N MAGMS:TRS_GS_KUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 1244.33 0.0092114992 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Kellogg Co Kellogg Co Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 18672.75 USD 1243.93 N N N MAGMS:TRS_GS_KWRUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 451.95 0.0033456857 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Quaker Chemical Corp Quaker Chemical Corp Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -3230.18 USD 452.02 N N N MAGMS:TRS_GS_ACAMUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -20.55 -0.0001521271 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Acamar Partners Acquisition Co Acamar Partners Acquisition Corp Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 19187.94 USD -19.84 N N N MAGMS:TRS_GS_ACCOUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -1431.43 -0.0105965590 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 ACCO Brands Corp ACCO Brands Corp Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 3124.71 USD -1427.91 N N N MAGMS:TRS_GS_ACGLUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 8241.79 0.0610121444 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Arch Capital Group Ltd Arch Capital Group Ltd Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 51464.32 USD 8244.76 N N N MAGMS:TRS_GS_ACIAUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 3135.51 0.0232114855 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Acacia Communications Inc Acacia Communications Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 50600.9 USD 3143.1 N N N MAGMS:TRS_GS_ACIWUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 4264.4 0.0315684079 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 ACI Worldwide Inc ACI Worldwide Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 48037.29 USD 4271.61 N N N MAGMS:TRS_GS_ACMUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -2652.86 -0.0196385345 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 AECOM AECOM Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 126343.82 USD -2615.57 N N N MAGMS:TRS_GS_LAMRUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 264.01 0.0019544075 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Lamar Advertising Co Lamar Advertising Co Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -622.57 USD 263.61 N N N MAGMS:TRS_GS_LAURUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 574.77 0.0042548949 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Laureate Education Inc Laureate Education Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -1257.25 USD 574.1 N N N MAGMS:TRS_GS_ADBEUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 1973.24 0.0146074583 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Adobe Inc Adobe Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 63265.43 USD 1973.77 N N N MAGMS:TRS_GS_ADMUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -2464.85 -0.0182467382 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Archer-Daniels-Midland Co Archer-Daniels-Midland Co Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -36546.12 USD -2468.5 N N N MAGMS:TRS_GS_HSIIUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 102.03 0.0007553055 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Heidrick & Struggles Internati Heidrick & Struggles International Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 2573.35 USD 104.15 N N N MAGMS:TRS_GS_HSYUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 85.77 0.0006349363 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Hershey Co/The Hershey Co/The Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -4855.77 USD 85.77 N N N MAGMS:TRS_GS_HUDUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -2714.56 -0.0200952859 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Hudson Ltd Hudson Ltd Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 5756.07 USD -2708.93 N N N MAGMS:TRS_GS_HUMUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -143.08 -0.0010591895 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Humana Inc Humana Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -31572.94 USD -143.08 N N N MAGMS:TRS_GS_ADNTUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 14073.88 0.1041858138 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Adient PLC Adient PLC Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -24514.14 USD 14056.43 N N N MAGMS:TRS_GS_ALTRUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -947.23 -0.0070121337 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Altair Engineering Inc Altair Engineering Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 3024.7 USD -931.2 N N N MAGMS:TRS_GS_MANUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 6462.41 0.0478397887 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 ManpowerGroup Inc ManpowerGroup Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -110580.93 USD 6455.58 N N N MAGMS:TRS_GS_MASUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -3996.96 -0.0295886088 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Masco Corp Masco Corp Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 20536.87 USD -3977.84 N N N MAGMS:TRS_GS_MAUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 4983.92 0.0368948549 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Mastercard Inc Mastercard Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 61198.83 USD 4988.61 N N N MAGMS:TRS_GS_MAXRUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 35645.56 0.2638761789 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Maxar Technologies Inc Maxar Technologies Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -96704.32 USD 35572 N N N MAGMS:TRS_GS_ALVUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -1757.18 -0.0130080140 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Autoliv Inc Autoliv Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 63640.1 USD -1756.65 N N N MAGMS:TRS_GS_AMCXUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -5271.08 -0.0390206368 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 AMC Networks Inc AMC Networks Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 28026.45 USD -5247.98 N N N MAGMS:TRS_GS_AMDUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -5445.38 -0.0403109410 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Advanced Micro Devices Inc Advanced Micro Devices Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -56799.07 USD -5463.05 N N N MAGMS:TRS_GS_AMEUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 8644.5 0.0639933172 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 AMETEK Inc AMETEK Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 44499.79 USD 8650.97 N N N MAGMS:TRS_GS_AMGNUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -1575.68 -0.0116644097 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Amgen Inc Amgen Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -119048.96 USD -1575.39 N N N MAGMS:TRS_GS_AMKRUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 5739.39 0.0424874319 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Amkor Technology Inc Amkor Technology Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -16425.08 USD 5729.41 N N N MAGMS:TRS_GS_MCFTUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -1361.48 -0.0100787346 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 MasterCraft Boat Holdings Inc MasterCraft Boat Holdings Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 2628.87 USD -1358.67 N N N MAGMS:TRS_GS_MCHPUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 574.77 0.0042548949 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Microchip Technology Inc Microchip Technology Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 13662.34 USD 575.66 N N N MAGMS:TRS_GS_AMNUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -1096.57 -0.0081176646 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 AMN Healthcare Services Inc AMN Healthcare Services Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -51800.19 USD -1095.96 N N N MAGMS:TRS_GS_AMRXUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -1163.46 -0.0086128365 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Amneal Pharmaceuticals Inc Amneal Pharmaceuticals Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -9642.27 USD -1163.13 N N N MAGMS:TRS_GS_AMTBUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -2856.39 -0.0211452220 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Amerant Bancorp Inc Amerant Bancorp Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -17504.69 USD -2856.28 N N N MAGMS:TRS_GS_AMTDUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -229399.44 -1.6981932020 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 TD Ameritrade Holding Corp TD Ameritrade Holding Corp Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 690628.66 USD -228576.2 N N N MAGMS:TRS_GS_MCSUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -1825.05 -0.0135104406 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Marcus Corp/The Marcus Corp/The Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 3140.7 USD -1822.46 N N N MAGMS:TRS_GS_MDBUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -2846.74 -0.0210737852 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 MongoDB Inc MongoDB Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -21730.46 USD -2846.74 N N N MAGMS:TRS_GS_AMTUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 1774.66 0.0131374146 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 American Tower Corp American Tower Corp Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -92140.91 USD 1774.66 N N N MAGMS:TRS_GS_ANABUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 512.28 0.0037922953 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 AnaptysBio Inc AnaptysBio Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -3887.17 USD 510.1 N N N MAGMS:TRS_GS_ANETUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -1784.41 -0.0132095917 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Arista Networks Inc Arista Networks Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -32649.63 USD -1783.87 N N N MAGMS:TRS_GS_ANFUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -8096.46 -0.0599362986 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Abercrombie & Fitch Co Abercrombie & Fitch Co Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 18892.39 USD -8075.29 N N N MAGMS:TRS_GS_ANGOUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -1323.41 -0.0097969109 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 AngioDynamics Inc AngioDynamics Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 5512.67 USD -1319.81 N N N MAGMS:TRS_GS_ANIKUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -8873.91 -0.0656915886 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Anika Therapeutics Inc Anika Therapeutics Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 22404.61 USD -8845.82 N N N MAGMS:TRS_GS_MDGLUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 743.69 0.0055053722 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Madrigal Pharmaceuticals Inc Madrigal Pharmaceuticals Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -2611.08 USD 741.8 N N N MAGMS:TRS_GS_MDLAUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 1401.32 0.0103736613 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Medallia Inc Medallia Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -22435.64 USD 1393.64 N N N MAGMS:TRS_GS_ANSSUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -91.42 -0.0006767620 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 ANSYS Inc ANSYS Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -1303.43 USD -91.39 N N N MAGMS:TRS_GS_ANUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 6179.97 0.0457489480 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 AutoNation Inc AutoNation Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -55131.23 USD 6166.53 N N N MAGMS:TRS_GS_AOBCUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -5397.08 -0.0399533868 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 American Outdoor Brands Corp American Outdoor Brands Corp Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 51066.09 USD -5349.69 N N N MAGMS:TRS_GS_AONUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 380.8 0.0028189780 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Aon PLC/UK Aon PLC/UK Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 86264.39 USD 381.61 N N N MAGMS:TRS_GS_AOSUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 4486.97 0.0332160443 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 AO Smith Corp AO Smith Corp Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -110511.07 USD 4454.02 N N N MAGMS:TRS_GS_APHUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 4477.29 0.0331443854 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Amphenol Corp Amphenol Corp Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 36985.88 USD 4482.84 N N N MAGMS:TRS_GS_APLSUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -409.74 -0.0030332144 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Apellis Pharmaceuticals Inc Apellis Pharmaceuticals Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -768.9 USD -409.86 N N N MAGMS:TRS_GS_APLTUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 723.47 0.0053556880 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Applied Therapeutics Inc Applied Therapeutics Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -1997.3 USD 722.39 N N N MAGMS:TRS_GS_APPNUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 721.6 0.0053418448 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Appian Corp Appian Corp Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -3214.13 USD 719.87 N N N MAGMS:TRS_GS_APPSUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 709.61 0.0052530855 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Digital Turbine Inc Digital Turbine Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -2065.99 USD 708.34 N N N MAGMS:TRS_GS_ARAYUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -1546.64 -0.0114494331 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Accuray Inc Accuray Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 3320.4 USD -1543.9 N N N MAGMS:TRS_GS_ARCBUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -1248.56 -0.0092428129 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 ArcBest Corp ArcBest Corp Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 3680.43 USD -1245.15 N N N MAGMS:TRS_GS_ARCCUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 586.48 0.0043415814 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Ares Capital Corp Ares Capital Corp Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -1383.46 USD 585.74 N N N MAGMS:TRS_GS_ARDUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -734.41 -0.0054366744 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Ardagh Group SA Ardagh Group SA Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 2546.12 USD -731.54 N N N MAGMS:TRS_GS_MDPUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 9348.58 0.0692054654 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Meredith Corp Meredith Corp Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -21008.26 USD 9338.16 N N N MAGMS:TRS_GS_MDRXUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 692.26 0.0051246473 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Allscripts Healthcare Solution Allscripts Healthcare Solutions Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -17939.55 USD 677.47 N N N MAGMS:TRS_GS_MDTUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 3112.99 0.0230447749 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Medtronic PLC Medtronic PLC Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 22767.46 USD 3114.2 N N N MAGMS:TRS_GS_MDUUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 34904.99 0.2583939034 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 MDU Resources Group Inc MDU Resources Group Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -109143.46 USD 34817.96 N N N MAGMS:TRS_GS_MEDUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 1036.6 0.0076737200 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Medifast Inc Medifast Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -3222.18 USD 1034.68 N N N MAGMS:TRS_GS_MEETUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -5565.01 -0.0411965354 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Meet Group Inc/The Meet Group Inc/The Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 136992.84 USD -5452.01 N N N MAGMS:TRS_GS_MELIUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -308.52 -0.0022839052 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 MercadoLibre Inc MercadoLibre Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 124402.55 USD -303.23 N N N MAGMS:TRS_GS_METUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 6337.4 0.0469143674 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 MetLife Inc MetLife Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -16233.37 USD 6328.69 N N N MAGMS:TRS_GS_MFSFUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -2283.6 -0.0169049846 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 MutualFirst Financial Inc MutualFirst Financial Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 7999.95 USD -2275.35 N N N MAGMS:TRS_GS_MGLNUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 539.23 0.0039918002 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Magellan Health Inc Magellan Health Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -1981.02 USD 537.72 N N N MAGMS:TRS_GS_MGPIUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 524.54 0.0038830533 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 MGP Ingredients Inc MGP Ingredients Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -3077.67 USD 523.12 N N N MAGMS:TRS_GS_MGPUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -469.17 -0.0034731615 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 MGM Growth Properties LLC MGM Growth Properties LLC Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 2028.18 USD -465.96 N N N MAGMS:TRS_GS_MHOUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 11359.61 0.0840926747 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 M/I Homes Inc M/I Homes Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -18403.67 USD 11345.36 N N N MAGMS:TRS_GS_MIDDUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 338.62 0.0025067288 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Middleby Corp/The Middleby Corp/The Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -11544.03 USD 338.67 N N N MAGMS:TRS_GS_MIKUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -5915.88 -0.0437939482 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Michaels Cos Inc/The Michaels Cos Inc/The Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 11418.29 USD -5910.29 N N N MAGMS:TRS_GS_MIMEUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 2435.46 0.0180291705 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Mimecast Ltd Mimecast Ltd Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 49877.06 USD 2437.54 N N N MAGMS:TRS_GS_MKSIUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -86.51 -0.0006404144 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 MKS Instruments Inc MKS Instruments Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 12955.5 USD -86.4 N N N MAGMS:TRS_GS_MKTXUS_2020-01-01:Total Return Swap:01/01/2020 N/A N/A 1 NC USD -3157.64 -0.0233753089 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 MarketAxess Holdings Inc MarketAxess Holdings Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -74000.2 USD -3156.04 N N N MAGMS:TRS_GS_DISCAUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -896.45 -0.0066362206 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Discovery Inc Discovery Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 2934.37 USD -893.17 N N N MAGMS:TRS_GS_MLMUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 18581.88 0.1375575385 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Martin Marietta Materials Inc Martin Marietta Materials Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 94185.07 USD 18596.01 N N N MAGMS:TRS_GS_MLNXUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 17668.63 0.1307969512 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Mellanox Technologies Ltd Mellanox Technologies Ltd Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 201377.88 USD 18090 N N N MAGMS:TRS_GS_MMCUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -93.37 -0.0006911974 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Marsh & McLennan Cos Inc Marsh & McLennan Cos Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 47904.95 USD -92.57 N N N MAGMS:TRS_GS_MMMUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -2470.62 -0.0182894522 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 3M Co 3M Co Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -88035.93 USD -2470.2 N N N MAGMS:TRS_GS_MNKDUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 664.09 0.0049161111 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 MannKind Corp MannKind Corp Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -2657.78 USD 662.67 N N N MAGMS:TRS_GS_MNKUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -93.38 -0.0006912714 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Mallinckrodt PLC Mallinckrodt PLC Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 223.85 USD -93.17 N N N MAGMS:TRS_GS_MODUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 1051.99 0.0077876488 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Modine Manufacturing Co Modine Manufacturing Co Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -2808.13 USD 1049.88 N N N MAGMS:TRS_GS_MOSUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -157.06 -0.0011626804 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Mosaic Co/The Mosaic Co/The Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -1130.44 USD -157.14 N N N MAGMS:TRS_GS_MOUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -254.83 -0.0018864500 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Altria Group Inc Altria Group Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -4076.21 USD -254.83 N N N MAGMS:TRS_GS_MPAAUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 1241.96 0.0091939546 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Motorcar Parts of America Inc Motorcar Parts of America Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -4711.51 USD 1239.43 N N N MAGMS:TRS_GS_MPCUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD -670.55 -0.0049639330 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Marathon Petroleum Corp Marathon Petroleum Corp Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -30767.4 USD -670.82 N N N MAGMS:TRS_GS_MPWRUS_2025-12-25:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 384.94 0.0028496255 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 Monolithic Power Systems Inc Monolithic Power Systems Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD -22823.71 USD 384.07 N N N MAGMS:TRS_GS_NKEUS_2025-12-10:Total Return Swap:12/10/2025 N/A N/A 1 NC USD 7009.68 0.0518911072 N/A DE US N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 NIKE Inc NIKE Inc Y UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING 2025-12-10 0.000000000000 USD 0.000000000000 USD 22113.3 USD 7011.18 N N N 2020-06-01 Series Portfolios Trust /s/ Ryan Roell Series Portfolios Trust President XXXX