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Y equity-performance leg 2026-02-25 0.00000000 AUD 0.00000000 AUD 11957.00000000 AUD -7521.41000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 16520.00000000 OU Notional Amount 294290.59000000 0.338363481669 N/A DE AU N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Orica Ltd. Orica Ltd. Y equity-performance leg 2026-02-25 0.00000000 AUD 0.00000000 AUD 16520.00000000 AUD 676.31000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 4234.00000000 OU Notional Amount 22068.68000000 0.025373680485 N/A DE AU N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Regis Resources Ltd. Regis Resources Ltd. Y equity-performance leg 2026-02-25 0.00000000 AUD 0.00000000 AUD 4234.00000000 AUD -127.49000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 17436.00000000 OU Notional Amount 162181.24000000 0.186469465530 N/A DE AU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Worley Ltd. Worley Ltd. Y equity-performance leg 2026-12-11 0.00000000 AUD 0.00000000 AUD 17436.00000000 AUD 9082.11000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 851.00000000 OU Notional Amount -25563.53000000 -0.02939191842 N/A DE AU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 National Australia Bank Ltd. National Australia Bank Ltd. Y equity-performance leg 2026-12-11 0.00000000 AUD 0.00000000 AUD 851.00000000 AUD -871.12000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 3784.00000000 OU Notional Amount 213192.59000000 0.245120263677 N/A DE AU N 2 Citibank NA E57ODZWZ7FF32TWEFA76 JB Hi-Fi Ltd. JB Hi-Fi Ltd. Y equity-performance leg 2026-02-25 0.00000000 AUD 0.00000000 AUD 3784.00000000 AUD -10771.84000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 9533.00000000 OU Notional Amount 66651.21000000 0.076632880015 N/A DE AU N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Qantas Airways Ltd. Qantas Airways Ltd. Y equity-performance leg 2027-12-09 0.00000000 AUD 0.00000000 AUD 9533.00000000 AUD -1799.78000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 5886.00000000 OU Notional Amount 80672.18000000 0.092753627286 N/A DE AU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 QBE Insurance Group Ltd. QBE Insurance Group Ltd. Y equity-performance leg 2026-12-11 0.00000000 AUD 0.00000000 AUD 5886.00000000 AUD 290.11000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 6650.00000000 OU Notional Amount -122248.94000000 -0.14055691338 N/A DE AU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Northern Star Resources Ltd. Northern Star Resources Ltd. Y equity-performance leg 2026-12-11 0.00000000 AUD 0.00000000 AUD 6650.00000000 AUD -3192.71000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 4686.00000000 OU Notional Amount 63584.49000000 0.073106888727 N/A DE AU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Sandfire Resources Ltd. Sandfire Resources Ltd. Y equity-performance leg 2026-12-11 0.00000000 AUD 0.00000000 AUD 4686.00000000 AUD 2331.20000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 53080.00000000 OU Notional Amount 258857.79000000 0.297624273619 N/A DE AU N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Santos Ltd. Santos Ltd. Y equity-performance leg 2026-02-25 0.00000000 AUD 0.00000000 AUD 53080.00000000 AUD 27070.39000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1407.00000000 OU Notional Amount -37670.48000000 -0.04331200249 N/A DE AU N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Washington H Soul Pattinson & Co. Ltd. Washington H Soul Pattinson & Co. Ltd. Y equity-performance leg 2026-08-19 0.00000000 AUD 0.00000000 AUD 1407.00000000 AUD -1280.03000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 885.00000000 OU Notional Amount 3311.32000000 0.003807222528 N/A DE AU N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Stockland Stockland Y equity-performance leg 2026-08-19 0.00000000 AUD 0.00000000 AUD 885.00000000 AUD 9.43000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1207.00000000 OU Notional Amount 69627.70000000 0.080055128479 N/A DE AU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Wesfarmers Ltd. Wesfarmers Ltd. Y equity-performance leg 2026-12-11 0.00000000 AUD 0.00000000 AUD 1207.00000000 AUD 1019.87000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 9472.00000000 OU Notional Amount -203272.73000000 -0.23371480770 N/A DE AU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Woolworths Group Ltd. Woolworths Group Ltd. Y equity-performance leg 2026-12-11 0.00000000 AUD 0.00000000 AUD 9472.00000000 AUD -3609.08000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 439.00000000 OU Notional Amount -9325.97000000 -0.01072262514 N/A DE AU N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Goodman Group Goodman Group Y equity-performance leg 2026-08-19 0.00000000 AUD 0.00000000 AUD 439.00000000 AUD -143.71000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 11706.00000000 OU Notional Amount -248678.50000000 -0.28592053546 N/A DE AU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Goodman Group Goodman Group Y equity-performance leg 2026-12-11 0.00000000 AUD 0.00000000 AUD 11706.00000000 AUD -2785.77000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 10937.00000000 OU Notional Amount 158854.15000000 0.182644111290 N/A DE AU N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 SEEK Ltd. SEEK Ltd. Y equity-performance leg 2027-12-09 0.00000000 AUD 0.00000000 AUD 10937.00000000 AUD -10027.71000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 109.00000000 OU Notional Amount 4287.56000000 0.004929664008 N/A DE AU N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Mineral Resources Ltd. Mineral Resources Ltd. Y equity-performance leg 2026-08-19 0.00000000 AUD 0.00000000 AUD 109.00000000 AUD -250.27000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 2940.00000000 OU Notional Amount -45636.74000000 -0.05247128777 N/A DE AU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Brambles Ltd. Brambles Ltd. Y equity-performance leg 2026-12-11 0.00000000 AUD 0.00000000 AUD 2940.00000000 AUD 585.09000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 7239.00000000 OU Notional Amount -21240.53000000 -0.02442150693 N/A DE AU N 2 Citibank NA E57ODZWZ7FF32TWEFA76 PLS Group Ltd. PLS Group Ltd. Y equity-performance leg 2026-02-25 0.00000000 AUD 0.00000000 AUD 7239.00000000 AUD 3709.43000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 27796.00000000 OU Notional Amount -137256.37000000 -0.15781185268 N/A DE AU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Genesis Minerals Ltd. Genesis Minerals Ltd. Y equity-performance leg 2026-12-11 0.00000000 AUD 0.00000000 AUD 27796.00000000 AUD 4545.51000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 2949.00000000 OU Notional Amount 432794.45000000 0.497609648169 N/A DE AU N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Macquarie Group Ltd. Macquarie Group Ltd. Y equity-performance leg 2027-12-09 0.00000000 AUD 0.00000000 AUD 2949.00000000 AUD 6981.81000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 3823.00000000 OU Notional Amount -65187.75000000 -0.07495025257 N/A DE AU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 ALS Ltd. ALS Ltd. Y equity-performance leg 2026-12-11 0.00000000 AUD 0.00000000 AUD 3823.00000000 AUD -2205.55000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 139013.00000000 OU Notional Amount -297882.84000000 -0.34249370621 N/A DE AU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Sigma Healthcare Ltd. Sigma Healthcare Ltd. Y equity-performance leg 2026-12-11 0.00000000 AUD 0.00000000 AUD 139013.00000000 AUD -10789.44000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 11513.00000000 OU Notional Amount 231304.14000000 0.265944195276 N/A DE AU N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Ampol Ltd. Ampol Ltd. Y equity-performance leg 2026-02-25 0.00000000 AUD 0.00000000 AUD 11513.00000000 AUD -9351.86000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 806.00000000 OU Notional Amount -25830.75000000 -0.02969915723 N/A DE AU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 SGH Ltd. SGH Ltd. Y equity-performance leg 2026-12-11 0.00000000 AUD 0.00000000 AUD 806.00000000 AUD 146.51000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 164.00000000 OU Notional Amount -3138.13000000 -0.00360809563 N/A DE AU N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 CAR Group Ltd. CAR Group Ltd. Y equity-performance leg 2026-08-19 0.00000000 AUD 0.00000000 AUD 164.00000000 AUD 161.43000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 12242.00000000 OU Notional Amount -234249.60000000 -0.26933076669 N/A DE AU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 CAR Group Ltd. CAR Group Ltd. Y equity-performance leg 2026-12-11 0.00000000 AUD 0.00000000 AUD 12242.00000000 AUD 13745.62000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 17316.00000000 OU Notional Amount -29541.92000000 -0.03396611120 N/A DE AU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Vicinity Ltd. Vicinity Ltd. Y equity-performance leg 2026-12-11 0.00000000 AUD 0.00000000 AUD 17316.00000000 AUD 298.78000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 3579.00000000 OU Notional Amount 52879.15000000 0.060798319449 N/A DE AU N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Coles Group Ltd. Coles Group Ltd. Y equity-performance leg 2026-02-25 0.00000000 AUD 0.00000000 AUD 3579.00000000 AUD 1247.29000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 92.00000000 OU Notional Amount -3686.13000000 -0.00423816398 N/A DE AU N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 WiseTech Global Ltd. WiseTech Global Ltd. Y equity-performance leg 2026-08-19 0.00000000 AUD 0.00000000 AUD 92.00000000 AUD 425.57000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 6405.00000000 OU Notional Amount -256626.70000000 -0.29505905608 N/A DE AU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 WiseTech Global Ltd. WiseTech Global Ltd. Y equity-performance leg 2026-12-11 0.00000000 AUD 0.00000000 AUD 6405.00000000 AUD 13710.55000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 146000.00000000 OU Notional Amount USD 192.51000000 0.000221340253 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2028-03-18 92.63000000 USD 0.00000000 USD 146000.00000000 USD 99.88000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 191000.00000000 OU Notional Amount USD 588.08000000 0.000676150726 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2031-03-18 276.80000000 USD 0.00000000 USD 191000.00000000 USD 311.28000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 168.00000000 OU Notional Amount 31935.61000000 0.036718279673 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Agnico Eagle Mines Ltd. Agnico Eagle Mines Ltd. Y equity-performance leg 2027-12-09 0.00000000 CAD 0.00000000 CAD 168.00000000 CAD -3928.27000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 3822.00000000 OU Notional Amount 108233.63000000 0.124442673755 N/A DE CA N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Canadian Apartment Properties REIT Canadian Apartment Properties REIT Y equity-performance leg 2027-01-11 0.00000000 CAD 0.00000000 CAD 3822.00000000 CAD 542.38000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1423.00000000 OU Notional Amount -12404.81000000 -0.01426255151 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Novagold Resources, Inc. Novagold Resources, Inc. Y equity-performance leg 2027-12-09 0.00000000 CAD 0.00000000 CAD 1423.00000000 CAD 2518.73000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 724.00000000 OU Notional Amount -54069.37000000 -0.06216678652 N/A DE CA N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Descartes Systems Group, Inc. Descartes Systems Group, Inc. Y equity-performance leg 2026-08-18 0.00000000 CAD 0.00000000 CAD 724.00000000 CAD 6756.71000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1142.00000000 OU Notional Amount 68822.77000000 0.079129652345 N/A DE CA N 2 Citibank NA E57ODZWZ7FF32TWEFA76 CCL Industries, Inc. CCL Industries, Inc. Y equity-performance leg 2028-02-22 0.00000000 CAD 0.00000000 CAD 1142.00000000 CAD -4258.81000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 3015.00000000 OU Notional Amount -96628.80000000 -0.11109990705 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 CAE, Inc. CAE, Inc. Y equity-performance leg 2027-12-09 0.00000000 CAD 0.00000000 CAD 3015.00000000 CAD 3718.61000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 376.00000000 OU Notional Amount 46503.99000000 0.053468416941 N/A DE CA N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Cameco Corp. Cameco Corp. Y equity-performance leg 2028-02-22 0.00000000 CAD 0.00000000 CAD 376.00000000 CAD 725.69000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 2262.00000000 OU Notional Amount -85386.70000000 -0.09817419272 N/A DE CA N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Rogers Communications, Inc. Rogers Communications, Inc. Y equity-performance leg 2026-08-18 0.00000000 CAD 0.00000000 CAD 2262.00000000 CAD -1847.13000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 262.00000000 OU Notional Amount 24213.33000000 0.027839512780 N/A DE CA N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce Y equity-performance leg 2026-08-18 0.00000000 CAD 0.00000000 CAD 262.00000000 CAD 522.82000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 973.00000000 OU Notional Amount -36178.89000000 -0.04159703231 N/A DE CA N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Canadian Natural Resources Ltd. Canadian Natural Resources Ltd. Y equity-performance leg 2026-08-18 0.00000000 CAD 0.00000000 CAD 973.00000000 CAD -1518.73000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 6016.00000000 OU Notional Amount -194708.71000000 -0.22386824202 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Canadian Utilities Ltd. Canadian Utilities Ltd. Y equity-performance leg 2027-12-09 0.00000000 CAD 0.00000000 CAD 6016.00000000 CAD -4298.03000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 37.00000000 OU Notional Amount 3559.38000000 0.004092431937 N/A DE CA N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Canadian National Railway Co. Canadian National Railway Co. Y equity-performance leg 2026-08-18 0.00000000 CAD 0.00000000 CAD 37.00000000 CAD -141.29000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 13461.00000000 OU Notional Amount 192871.96000000 0.221756420761 N/A DE CA N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 RioCan Real Estate Investment Trust RioCan Real Estate Investment Trust Y equity-performance leg 2027-01-11 0.00000000 CAD 0.00000000 CAD 13461.00000000 CAD 1325.09000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 795.00000000 OU Notional Amount -51653.25000000 -0.05938882894 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Gildan Activewear, Inc. Gildan Activewear, Inc. Y equity-performance leg 2027-12-09 0.00000000 CAD 0.00000000 CAD 795.00000000 CAD 1669.64000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 5888.00000000 OU Notional Amount -150394.48000000 -0.17291752303 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Open Text Corp. Open Text Corp. Y equity-performance leg 2027-12-09 0.00000000 CAD 0.00000000 CAD 5888.00000000 CAD 19117.31000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 585.00000000 OU Notional Amount 19109.76000000 0.021971633301 N/A DE CA N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Empire Co. Ltd. Empire Co. Ltd. Y equity-performance leg 2027-01-11 0.00000000 CAD 0.00000000 CAD 585.00000000 CAD -212.05000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 6064.00000000 OU Notional Amount 171412.15000000 0.197082794507 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 First Quantum Minerals Ltd. First Quantum Minerals Ltd. Y equity-performance leg 2027-12-09 0.00000000 CAD 0.00000000 CAD 6064.00000000 CAD 988.59000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 11039.00000000 OU Notional Amount 154034.44000000 0.177102602619 N/A DE CA N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 TELUS Corp. TELUS Corp. Y equity-performance leg 2027-01-11 0.00000000 CAD 0.00000000 CAD 11039.00000000 CAD 3437.12000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 4913.00000000 OU Notional Amount -89156.71000000 -0.10250879856 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 IAMGOLD Corp. IAMGOLD Corp. Y equity-performance leg 2027-12-09 0.00000000 CAD 0.00000000 CAD 4913.00000000 CAD 9153.18000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 422.00000000 OU Notional Amount 42635.43000000 0.049020502277 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Imperial Oil Ltd. Imperial Oil Ltd. Y equity-performance leg 2027-12-09 0.00000000 CAD 0.00000000 CAD 422.00000000 CAD 744.56000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 2335.00000000 OU Notional Amount 88948.30000000 0.102269177130 N/A DE CA N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Manulife Financial Corp. Manulife Financial Corp. Y equity-performance leg 2027-01-11 0.00000000 CAD 0.00000000 CAD 2335.00000000 CAD 3223.25000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 548.00000000 OU Notional Amount 28014.75000000 0.032210232573 N/A DE CA N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Magna International, Inc. Magna International, Inc. Y equity-performance leg 2026-08-18 0.00000000 CAD 0.00000000 CAD 548.00000000 CAD -1275.27000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1988.00000000 OU Notional Amount 125267.43000000 0.144027451759 N/A DE CA N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Sun Life Financial, Inc. Sun Life Financial, Inc. Y equity-performance leg 2027-01-11 0.00000000 CAD 0.00000000 CAD 1988.00000000 CAD 808.36000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 82.00000000 OU Notional Amount 5443.38000000 0.006258579347 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Metro, Inc. Metro, Inc. Y equity-performance leg 2027-12-09 0.00000000 CAD 0.00000000 CAD 82.00000000 CAD -475.28000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 90.00000000 OU Notional Amount -4460.84000000 -0.00512889438 N/A DE CA N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Emera, Inc. Emera, Inc. Y equity-performance leg 2026-08-18 0.00000000 CAD 0.00000000 CAD 90.00000000 CAD 6.85000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 2569.00000000 OU Notional Amount -122577.70000000 -0.14093490840 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Methanex Corp. Methanex Corp. Y equity-performance leg 2027-12-09 0.00000000 CAD 0.00000000 CAD 2569.00000000 CAD 655.30000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1642.00000000 OU Notional Amount -82808.46000000 -0.09520983609 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Power Corp. of Canada Power Corp. of Canada Y equity-performance leg 2027-12-09 0.00000000 CAD 0.00000000 CAD 1642.00000000 CAD 1447.05000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 4038.00000000 OU Notional Amount 147297.37000000 0.169356590552 N/A DE CA N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Quebecor, Inc. Quebecor, Inc. Y equity-performance leg 2026-08-18 0.00000000 CAD 0.00000000 CAD 4038.00000000 CAD 5581.23000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 2111.00000000 OU Notional Amount -351489.68000000 -0.40412869434 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Royal Bank of Canada Royal Bank of Canada Y equity-performance leg 2027-12-09 0.00000000 CAD 0.00000000 CAD 2111.00000000 CAD 4936.78000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 195.00000000 OU Notional Amount 4059.96000000 0.004667978684 N/A DE CA N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 First Majestic Silver Corp. First Majestic Silver Corp. Y equity-performance leg 2026-08-18 0.00000000 CAD 0.00000000 CAD 195.00000000 CAD -0.72000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 3017.00000000 OU Notional Amount 298985.77000000 0.343761810756 N/A DE CA N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Stantec, Inc. Stantec, Inc. Y equity-performance leg 2027-01-11 0.00000000 CAD 0.00000000 CAD 3017.00000000 CAD -7681.30000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 2329.00000000 OU Notional Amount 58753.09000000 0.067551939364 N/A DE CA N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Lundin Mining Corp. Lundin Mining Corp. Y equity-performance leg 2028-02-22 0.00000000 CAD 0.00000000 CAD 2329.00000000 CAD 3568.56000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 510.00000000 OU Notional Amount -5565.75000000 -0.00639927545 N/A DE CA N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Endeavour Silver Corp. Endeavour Silver Corp. Y equity-performance leg 2026-08-18 0.00000000 CAD 0.00000000 CAD 510.00000000 CAD 1367.78000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 9067.00000000 OU Notional Amount 285530.76000000 0.328291781526 N/A DE CA N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Kinross Gold Corp. Kinross Gold Corp. Y equity-performance leg 2027-01-11 0.00000000 CAD 0.00000000 CAD 9067.00000000 CAD -46360.37000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 870.00000000 OU Notional Amount 158397.31000000 0.182118855036 N/A DE CA N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Intact Financial Corp. Intact Financial Corp. Y equity-performance leg 2027-01-11 0.00000000 CAD 0.00000000 CAD 870.00000000 CAD -7097.03000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 4.00000000 OU Notional Amount -7382.10000000 -0.00848764161 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Constellation Software, Inc. Constellation Software, Inc. Y equity-performance leg 2027-12-09 0.00000000 CAD 0.00000000 CAD 4.00000000 CAD 488.57000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 530.00000000 OU Notional Amount -13701.02000000 -0.01575288163 N/A DE CA N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 BCE, Inc. BCE, Inc. Y equity-performance leg 2026-08-18 0.00000000 CAD 0.00000000 CAD 530.00000000 CAD -610.54000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 2312.00000000 OU Notional Amount 122200.74000000 0.140501494964 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Suncor Energy, Inc. Suncor Energy, Inc. Y equity-performance leg 2027-12-09 0.00000000 CAD 0.00000000 CAD 2312.00000000 CAD 6969.64000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1105.00000000 OU Notional Amount -52294.06000000 -0.06012560650 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Tourmaline Oil Corp. Tourmaline Oil Corp. Y equity-performance leg 2027-12-09 0.00000000 CAD 0.00000000 CAD 1105.00000000 CAD -2923.16000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 226.00000000 OU Notional Amount -7653.11000000 -0.00879923800 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Keyera Corp. Keyera Corp. Y equity-performance leg 2027-12-09 0.00000000 CAD 0.00000000 CAD 226.00000000 CAD -325.76000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 108.00000000 OU Notional Amount 3257.49000000 0.003745330959 N/A DE CA N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 AltaGas Ltd. AltaGas Ltd. Y equity-performance leg 2026-08-18 0.00000000 CAD 0.00000000 CAD 108.00000000 CAD 65.19000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 110.00000000 OU Notional Amount -4570.78000000 -0.00525529897 N/A DE CA N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Pembina Pipeline Corp. Pembina Pipeline Corp. Y equity-performance leg 2026-08-18 0.00000000 CAD 0.00000000 CAD 110.00000000 CAD 51.89000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 227.00000000 OU Notional Amount 30591.19000000 0.035172519640 N/A DE CA N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Dollarama, Inc. Dollarama, Inc. Y equity-performance leg 2027-01-11 0.00000000 CAD 0.00000000 CAD 227.00000000 CAD -657.05000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 4522.00000000 OU Notional Amount -89234.49000000 -0.10259822687 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Cenovus Energy, Inc. Cenovus Energy, Inc. Y equity-performance leg 2027-12-09 0.00000000 CAD 0.00000000 CAD 4522.00000000 CAD -5898.24000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 5600.00000000 OU Notional Amount -103926.85000000 -0.11949091136 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 ARC Resources Ltd. ARC Resources Ltd. Y equity-performance leg 2027-12-09 0.00000000 CAD 0.00000000 CAD 5600.00000000 CAD -2064.36000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 9503.00000000 OU Notional Amount -171265.46000000 -0.19691413624 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Peyto Exploration & Development Corp. Peyto Exploration & Development Corp. Y equity-performance leg 2027-12-09 0.00000000 CAD 0.00000000 CAD 9503.00000000 CAD -7253.50000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 19763.00000000 OU Notional Amount 272427.94000000 0.313226686189 N/A DE CA N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Northland Power, Inc. Northland Power, Inc. Y equity-performance leg 2028-02-22 0.00000000 CAD 0.00000000 CAD 19763.00000000 CAD -1054.83000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1403.00000000 OU Notional Amount 35547.68000000 0.040871292453 N/A DE CA N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Element Fleet Management Corp. Element Fleet Management Corp. Y equity-performance leg 2026-08-18 0.00000000 CAD 0.00000000 CAD 1403.00000000 CAD 188.27000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 972.00000000 OU Notional Amount 35884.73000000 0.041258818984 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 TMX Group Ltd. TMX Group Ltd. Y equity-performance leg 2027-12-09 0.00000000 CAD 0.00000000 CAD 972.00000000 CAD -364.36000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 426.00000000 OU Notional Amount -5349.83000000 -0.00615101932 N/A DE CA N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 NexGen Energy Ltd. NexGen Energy Ltd. Y equity-performance leg 2026-08-18 0.00000000 CAD 0.00000000 CAD 426.00000000 CAD -356.82000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1817.00000000 OU Notional Amount -87457.26000000 -0.10055483932 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Torex Gold Resources, Inc. Torex Gold Resources, Inc. Y equity-performance leg 2027-12-09 0.00000000 CAD 0.00000000 CAD 1817.00000000 CAD 16821.25000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 12613.00000000 OU Notional Amount -159509.32000000 -0.18339739940 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Ivanhoe Mines Ltd. Ivanhoe Mines Ltd. Y equity-performance leg 2027-12-09 0.00000000 CAD 0.00000000 CAD 12613.00000000 CAD -11406.28000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1832.00000000 OU Notional Amount -126133.73000000 -0.14502348865 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Nutrien Ltd. Nutrien Ltd. Y equity-performance leg 2027-12-09 0.00000000 CAD 0.00000000 CAD 1832.00000000 CAD -1343.01000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 20.00000000 OU Notional Amount 2149.30000000 0.002471178678 N/A DE CA N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 TFI International, Inc. TFI International, Inc. Y equity-performance leg 2026-08-18 0.00000000 CAD 0.00000000 CAD 20.00000000 CAD -15.60000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 672.00000000 OU Notional Amount 88532.35000000 0.101790934553 N/A DE CA N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Wheaton Precious Metals Corp. Wheaton Precious Metals Corp. Y equity-performance leg 2028-02-22 0.00000000 CAD 0.00000000 CAD 672.00000000 CAD -8090.80000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1163.00000000 OU Notional Amount 26511.60000000 0.030481971172 N/A DE CA N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 SSR Mining, Inc. SSR Mining, Inc. Y equity-performance leg 2026-08-18 0.00000000 CAD 0.00000000 CAD 1163.00000000 CAD -1567.94000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 236.00000000 OU Notional Amount 45622.80000000 0.052455260127 N/A DE CA N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 WSP Global, Inc. WSP Global, Inc. Y equity-performance leg 2027-01-11 0.00000000 CAD 0.00000000 CAD 236.00000000 CAD -625.53000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1252.00000000 OU Notional Amount -53715.60000000 -0.06176003601 N/A DE CA N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Eldorado Gold Corp. Eldorado Gold Corp. Y equity-performance leg 2026-08-18 0.00000000 CAD 0.00000000 CAD 1252.00000000 CAD -2414.26000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1801.00000000 OU Notional Amount 154354.42000000 0.177470502751 N/A DE CA N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 CGI, Inc. CGI, Inc. Y equity-performance leg 2027-01-11 0.00000000 CAD 0.00000000 CAD 1801.00000000 CAD -4794.00000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 628.00000000 OU Notional Amount -77164.23000000 -0.08872032749 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 iA Financial Corp., Inc. iA Financial Corp., Inc. Y equity-performance leg 2027-12-09 0.00000000 CAD 0.00000000 CAD 628.00000000 CAD 402.06000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 3252.00000000 OU Notional Amount -190680.19000000 -0.21923641178 N/A DE CA N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 TC Energy Corp. TC Energy Corp. Y equity-performance leg 2026-08-18 0.00000000 CAD 0.00000000 CAD 3252.00000000 CAD -12025.43000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1168.00000000 OU Notional Amount -50171.72000000 -0.05768542534 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 GFL Environmental, Inc. GFL Environmental, Inc. Y equity-performance leg 2027-12-09 0.00000000 CAD 0.00000000 CAD 1168.00000000 CAD 1993.53000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 70.00000000 OU Notional Amount -2029.60000000 -0.00233355243 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Artemis Gold, Inc. Artemis Gold, Inc. Y equity-performance leg 2027-12-09 0.00000000 CAD 0.00000000 CAD 70.00000000 CAD -2.01000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1828.00000000 OU Notional Amount -95101.91000000 -0.10934435036 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Alimentation Couche-Tard, Inc. Alimentation Couche-Tard, Inc. Y equity-performance leg 2027-12-09 0.00000000 CAD 0.00000000 CAD 1828.00000000 CAD 7666.54000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1683.00000000 OU Notional Amount 125107.96000000 0.143844099569 N/A DE CA N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Canadian Pacific Kansas City Ltd. Canadian Pacific Kansas City Ltd. Y equity-performance leg 2026-08-18 0.00000000 CAD 0.00000000 CAD 1683.00000000 CAD 3046.97000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 108.00000000 OU Notional Amount -3081.41000000 -0.00354288125 N/A DE CA N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Skeena Resources Ltd. Skeena Resources Ltd. Y equity-performance leg 2026-08-18 0.00000000 CAD 0.00000000 CAD 108.00000000 CAD 315.04000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 4629.00000000 OU Notional Amount -525434.76000000 -0.60412374987 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 RB Global, Inc. RB Global, Inc. Y equity-performance leg 2027-12-09 0.00000000 CAD 0.00000000 CAD 4629.00000000 CAD 13876.64000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 4411.00000000 OU Notional Amount 48883.33000000 0.056204086357 N/A DE CA N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Capstone Copper Corp. Capstone Copper Corp. Y equity-performance leg 2026-08-18 0.00000000 CAD 0.00000000 CAD 4411.00000000 CAD 4016.06000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 696.00000000 OU Notional Amount -19643.29000000 -0.02258506463 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 MDA Space Ltd. MDA Space Ltd. Y equity-performance leg 2027-12-09 0.00000000 CAD 0.00000000 CAD 696.00000000 CAD -188.98000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 927.00000000 OU Notional Amount -158358.95000000 -0.18207475025 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Bombardier, Inc. Bombardier, Inc. Y equity-performance leg 2027-12-09 0.00000000 CAD 0.00000000 CAD 927.00000000 CAD 18320.10000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 3471.00000000 OU Notional Amount 189501.08000000 0.217880718540 N/A DE CA N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Endeavour Mining PLC Endeavour Mining PLC Y equity-performance leg 2028-02-22 0.00000000 CAD 0.00000000 CAD 3471.00000000 CAD -14878.40000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 9181.00000000 OU Notional Amount -64593.68000000 -0.07426721479 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Discovery Silver Corp. Discovery Silver Corp. Y equity-performance leg 2027-12-09 0.00000000 CAD 0.00000000 CAD 9181.00000000 CAD 8252.37000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 4985.00000000 OU Notional Amount 227860.61000000 0.261984963008 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Barrick Mining Corp. Barrick Mining Corp. Y equity-performance leg 2027-12-09 0.00000000 CAD 0.00000000 CAD 4985.00000000 CAD -17557.00000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 949.00000000 OU Notional Amount -47148.57000000 -0.05420952909 N/A DE CA N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Brookfield Asset Management Ltd. Brookfield Asset Management Ltd. Y equity-performance leg 2026-08-18 0.00000000 CAD 0.00000000 CAD 949.00000000 CAD 2240.62000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 2282.00000000 OU Notional Amount -104023.60000000 -0.11960215062 N/A DE CA N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Brookfield Corp. Brookfield Corp. Y equity-performance leg 2028-02-22 0.00000000 CAD 0.00000000 CAD 2282.00000000 CAD 2330.71000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1077.00000000 OU Notional Amount 42466.22000000 0.048825951426 N/A DE CA N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 OR Royalties, Inc. OR Royalties, Inc. Y equity-performance leg 2026-08-18 0.00000000 CAD 0.00000000 CAD 1077.00000000 CAD -2075.71000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 2581.00000000 OU Notional Amount 285177.14000000 0.327885203475 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Thomson Reuters Corp. Thomson Reuters Corp. Y equity-performance leg 2027-12-09 0.00000000 CAD 0.00000000 CAD 2581.00000000 CAD -29362.65000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1543.00000000 OU Notional Amount 15094.01000000 0.017354485496 N/A DE CA N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Fortuna Mining Corp. Fortuna Mining Corp. Y equity-performance leg 2026-08-18 0.00000000 CAD 0.00000000 CAD 1543.00000000 CAD -2906.69000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 131.00000000 OU Notional Amount -2266.63000000 -0.00260607999 N/A DE CA N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Aris Mining Corp. Aris Mining Corp. Y equity-performance leg 2026-08-18 0.00000000 CAD 0.00000000 CAD 131.00000000 CAD -0.48000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 8975.00000000 OU Notional Amount 124245.40000000 0.142852362780 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Air Canada Air Canada Y equity-performance leg 2027-12-09 0.00000000 CAD 0.00000000 CAD 8975.00000000 CAD -2490.35000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 8852.00000000 OU Notional Amount 423340.98000000 0.486740428657 N/A DE CA N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Brookfield Infrastructure Corp. Brookfield Infrastructure Corp. Y equity-performance leg 2027-01-11 0.00000000 CAD 0.00000000 CAD 8852.00000000 CAD 23370.28000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 2980.00000000 OU Notional Amount -94478.46000000 -0.10862753263 N/A DE CA N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 G Mining Ventures Corp. G Mining Ventures Corp. Y equity-performance leg 2026-08-18 0.00000000 CAD 0.00000000 CAD 2980.00000000 CAD -6312.40000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 5239.00000000 OU Notional Amount -166098.21000000 -0.19097304006 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 G Mining Ventures Corp. G Mining Ventures Corp. Y equity-performance leg 2027-12-09 0.00000000 CAD 0.00000000 CAD 5239.00000000 CAD 20314.13000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1926.00000000 OU Notional Amount 144388.12000000 0.166011651935 N/A DE CA N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Lundin Gold, Inc. Lundin Gold, Inc. Y equity-performance leg 2027-01-11 0.00000000 CAD 0.00000000 CAD 1926.00000000 CAD -22076.50000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 310.00000000 OU Notional Amount -40676.90000000 -0.04676866327 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Shopify, Inc. Shopify, Inc. Y equity-performance leg 2027-12-09 0.00000000 CAD 0.00000000 CAD 310.00000000 CAD 1971.71000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1365.00000000 OU Notional Amount -20590.53000000 -0.02367416307 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Orla Mining Ltd. Orla Mining Ltd. Y equity-performance leg 2027-12-09 0.00000000 CAD 0.00000000 CAD 1365.00000000 CAD 3189.06000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 658.00000000 OU Notional Amount -540271.23000000 -0.62118212624 N/A DE CH N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Swisscom AG Swisscom AG Y equity-performance leg 2026-11-11 0.00000000 CHF 0.00000000 CHF 658.00000000 CHF -38171.36000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 6.00000000 OU Notional Amount 86228.86000000 0.099142474416 N/A DE CH N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Chocoladefabriken Lindt & Spruengli AG Chocoladefabriken Lindt & Spruengli AG Y equity-performance leg 2027-01-11 0.00000000 CHF 0.00000000 CHF 6.00000000 CHF 2267.61000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 41.00000000 OU Notional Amount -158484.99000000 -0.18221966597 N/A DE CH N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Givaudan SA Givaudan SA Y equity-performance leg 2026-11-11 0.00000000 CHF 0.00000000 CHF 41.00000000 CHF 5847.31000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 344.00000000 OU Notional Amount -51039.20000000 -0.05868281895 N/A DE CH N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Novartis AG Novartis AG Y equity-performance leg 2026-08-19 0.00000000 CHF 0.00000000 CHF 344.00000000 CHF -355.33000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 5709.00000000 OU Notional Amount 491533.61000000 0.565145571380 N/A DE CH N 2 Citibank NA E57ODZWZ7FF32TWEFA76 ABB Ltd. 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Y equity-performance leg 2026-12-11 0.00000000 HKD 0.00000000 HKD 500.00000000 HKD -84.93000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 22000.00000000 OU Notional Amount -71079.48000000 -0.08172432672 N/A DE HK N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Wharf Holdings Ltd. Wharf Holdings Ltd. Y equity-performance leg 2026-12-11 0.00000000 HKD 0.00000000 HKD 22000.00000000 HKD -646.52000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 37000.00000000 OU Notional Amount -34848.41000000 -0.04006729993 N/A DE HK N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Hong Kong & China Gas Co. Ltd. Hong Kong & China Gas Co. Ltd. Y equity-performance leg 2027-12-09 0.00000000 HKD 0.00000000 HKD 37000.00000000 HKD -203.99000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 8000.00000000 OU Notional Amount 40646.10000000 0.046733250670 N/A DE HK N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Galaxy Entertainment Group Ltd. Galaxy Entertainment Group Ltd. Y equity-performance leg 2026-08-19 0.00000000 HKD 0.00000000 HKD 8000.00000000 HKD -1623.36000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 2000.00000000 OU Notional Amount -19299.78000000 -0.02219011065 N/A DE HK N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Swire Pacific Ltd. Swire Pacific Ltd. Y equity-performance leg 2026-08-19 0.00000000 HKD 0.00000000 HKD 2000.00000000 HKD -613.90000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 2000.00000000 OU Notional Amount -19299.78000000 -0.02219011065 N/A DE HK N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Swire Pacific Ltd. Swire Pacific Ltd. Y equity-performance leg 2026-02-25 0.00000000 HKD 0.00000000 HKD 2000.00000000 HKD -329.36000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 2000.00000000 OU Notional Amount 9195.52000000 0.010572638978 N/A DE HK N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Link REIT Link REIT Y equity-performance leg 2026-08-19 0.00000000 HKD 0.00000000 HKD 2000.00000000 HKD 92.38000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 45000.00000000 OU Notional Amount 15390.35000000 0.017695205307 N/A DE HK N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Guotai Junan International Holdings Ltd. Guotai Junan International Holdings Ltd. Y equity-performance leg 2026-02-25 0.00000000 HKD 0.00000000 HKD 45000.00000000 HKD -251.59000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 20000.00000000 OU Notional Amount 230749.47000000 0.265306458023 N/A DE HK N 2 Citibank NA E57ODZWZ7FF32TWEFA76 AIA Group Ltd. AIA Group Ltd. Y equity-performance leg 2026-02-25 0.00000000 HKD 0.00000000 HKD 20000.00000000 HKD 19111.97000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 25600.00000000 OU Notional Amount 55559.14000000 0.063879664140 N/A DE HK N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Sands China Ltd. Sands China Ltd. Y equity-performance leg 2026-08-19 0.00000000 HKD 0.00000000 HKD 25600.00000000 HKD -4710.08000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 4000.00000000 OU Notional Amount 14936.69000000 0.017173605289 N/A DE HK N 2 Citibank NA E57ODZWZ7FF32TWEFA76 SITC International Holdings Co. Ltd. SITC International Holdings Co. Ltd. Y equity-performance leg 2026-02-25 0.00000000 HKD 0.00000000 HKD 4000.00000000 HKD 981.44000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 7000.00000000 OU Notional Amount 13351.20000000 0.015350672668 N/A DE HK N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Mobvista, Inc. Mobvista, Inc. Y equity-performance leg 2026-02-25 0.00000000 HKD 0.00000000 HKD 7000.00000000 HKD -1364.66000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 9000.00000000 OU Notional Amount -34995.63000000 -0.04023656757 N/A DE HK N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Cowell e Holdings, Inc. Cowell e Holdings, Inc. Y equity-performance leg 2026-12-11 0.00000000 HKD 0.00000000 HKD 9000.00000000 HKD 1690.77000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 5500.00000000 OU Notional Amount -45172.89000000 -0.05193797170 N/A DE HK N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 CK Infrastructure Holdings Ltd. CK Infrastructure Holdings Ltd. Y equity-performance leg 2026-12-11 0.00000000 HKD 0.00000000 HKD 5500.00000000 HKD -552.65000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1500.00000000 OU Notional Amount -12319.88000000 -0.01416490242 N/A DE HK N 2 Citibank NA E57ODZWZ7FF32TWEFA76 CK Infrastructure Holdings Ltd. CK Infrastructure Holdings Ltd. Y equity-performance leg 2026-02-25 0.00000000 HKD 0.00000000 HKD 1500.00000000 HKD -150.72000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 2978.00000000 OU Notional Amount 73620.42000000 0.084645797316 N/A DE IL N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Bank Hapoalim BM Bank Hapoalim BM Y equity-performance leg 2026-11-11 0.00000000 ILS 0.00000000 ILS 2978.00000000 ILS 245.90000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 51.00000000 OU Notional Amount 36072.22000000 0.041474387443 N/A DE IL N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Elbit Systems Ltd. Elbit Systems Ltd. Y equity-performance leg 2026-11-11 0.00000000 ILS 0.00000000 ILS 51.00000000 ILS 137.39000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 5906.00000000 OU Notional Amount 69580.72000000 0.080001112765 N/A DE IL N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Israel Discount Bank Ltd. Israel Discount Bank Ltd. Y equity-performance leg 2026-11-11 0.00000000 ILS 0.00000000 ILS 5906.00000000 ILS 387.20000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 95.00000000 OU Notional Amount -4611.08000000 -0.00530163428 N/A DE IL N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Phoenix Financial Ltd. Phoenix Financial Ltd. Y equity-performance leg 2026-08-19 0.00000000 ILS 0.00000000 ILS 95.00000000 ILS -124.54000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 404.00000000 OU Notional Amount 42732.67000000 0.049132304917 N/A DE IL N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Nice Ltd. Nice Ltd. Y equity-performance leg 2027-01-11 0.00000000 ILS 0.00000000 ILS 404.00000000 ILS -3724.08000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 26.00000000 OU Notional Amount -2339.43000000 -0.00268978250 N/A DE IL N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Next Vision Stabilized Systems Ltd. Next Vision Stabilized Systems Ltd. Y equity-performance leg 2027-01-11 0.00000000 ILS 0.00000000 ILS 26.00000000 ILS -119.86000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1200.00000000 OU Notional Amount 23297.89000000 0.026786976695 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 ANA Holdings, Inc. ANA Holdings, Inc. Y equity-performance leg 2026-12-11 0.00000000 JPY 0.00000000 JPY 1200.00000000 JPY 54.20000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 4400.00000000 OU Notional Amount 56366.86000000 0.064808348103 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Amada Co. Ltd. Amada Co. Ltd. Y equity-performance leg 2026-12-11 0.00000000 JPY 0.00000000 JPY 4400.00000000 JPY 297.69000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 100.00000000 OU Notional Amount -5419.69000000 -0.00623134153 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Zensho Holdings Co. Ltd. Zensho Holdings Co. Ltd. Y equity-performance leg 2026-12-11 0.00000000 JPY 0.00000000 JPY 100.00000000 JPY 1.29000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 4800.00000000 OU Notional Amount -260145.15000000 -0.29910442835 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Zensho Holdings Co. Ltd. Zensho Holdings Co. Ltd. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 4800.00000000 JPY 61.87000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 18000.00000000 OU Notional Amount 188439.32000000 0.216659949605 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Asahi Group Holdings Ltd. Asahi Group Holdings Ltd. Y equity-performance leg 2026-12-11 0.00000000 JPY 0.00000000 JPY 18000.00000000 JPY 827.76000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 3200.00000000 OU Notional Amount 31043.22000000 0.035692245550 N/A DE JP N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Asahi Kasei Corp. Asahi Kasei Corp. Y equity-performance leg 2026-08-19 0.00000000 JPY 0.00000000 JPY 3200.00000000 JPY 968.52000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 800.00000000 OU Notional Amount 29519.58000000 0.033940425571 N/A DE JP N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 AGC, Inc. AGC, Inc. Y equity-performance leg 2026-08-19 0.00000000 JPY 0.00000000 JPY 800.00000000 JPY 1905.73000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 5300.00000000 OU Notional Amount -127585.19000000 -0.14669231896 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Asics Corp. Asics Corp. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 5300.00000000 JPY 7958.86000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 37600.00000000 OU Notional Amount 96271.79000000 0.110689431323 N/A DE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 LY Corp. LY Corp. Y equity-performance leg 2027-12-09 0.00000000 JPY 0.00000000 JPY 37600.00000000 JPY 1275.07000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 100.00000000 OU Notional Amount -2118.41000000 -0.00243566259 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Rorze Corp. Rorze Corp. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 100.00000000 JPY 167.60000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 900.00000000 OU Notional Amount 35305.14000000 0.040592429717 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Trend Micro, Inc. Trend Micro, Inc. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 900.00000000 JPY -401.75000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 2000.00000000 OU Notional Amount 45028.51000000 0.051771969392 N/A DE JP N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Bridgestone Corp. Bridgestone Corp. Y equity-performance leg 2026-08-19 0.00000000 JPY 0.00000000 JPY 2000.00000000 JPY 906.41000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 800.00000000 OU Notional Amount -22235.16000000 -0.02556509249 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Obic Co. Ltd. Obic Co. Ltd. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 800.00000000 JPY 1624.13000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1000.00000000 OU Notional Amount 30438.88000000 0.034997399729 N/A DE JP N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Canon, Inc. Canon, Inc. Y equity-performance leg 2026-08-19 0.00000000 JPY 0.00000000 JPY 1000.00000000 JPY 1133.62000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 9000.00000000 OU Notional Amount -229400.16000000 -0.26375507566 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Capcom Co. Ltd. Capcom Co. Ltd. Y equity-performance leg 2026-12-11 0.00000000 JPY 0.00000000 JPY 9000.00000000 JPY -32017.90000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 300.00000000 OU Notional Amount -8369.42000000 -0.00962282243 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Central Japan Railway Co. Central Japan Railway Co. Y equity-performance leg 2026-12-11 0.00000000 JPY 0.00000000 JPY 300.00000000 JPY -367.65000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 6100.00000000 OU Notional Amount -170178.21000000 -0.19566405993 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Central Japan Railway Co. Central Japan Railway Co. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 6100.00000000 JPY -6327.55000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 4000.00000000 OU Notional Amount -58114.42000000 -0.06681762229 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Chubu Electric Power Co., Inc. Chubu Electric Power Co., Inc. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 4000.00000000 JPY -288.11000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 2900.00000000 OU Notional Amount -165649.99000000 -0.19045769473 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Chugai Pharmaceutical Co. Ltd. Chugai Pharmaceutical Co. Ltd. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 2900.00000000 JPY -11217.83000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 50400.00000000 OU Notional Amount 457233.01000000 0.525708121343 N/A DE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 CyberAgent, Inc. CyberAgent, Inc. Y equity-performance leg 2027-12-09 0.00000000 JPY 0.00000000 JPY 50400.00000000 JPY -2741.74000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 12000.00000000 OU Notional Amount 71948.53000000 0.082723525450 N/A DE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Rakuten Group, Inc. Rakuten Group, Inc. Y equity-performance leg 2027-12-09 0.00000000 JPY 0.00000000 JPY 12000.00000000 JPY 625.63000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 4900.00000000 OU Notional Amount -82731.48000000 -0.09512132758 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 KDDI Corp. KDDI Corp. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 4900.00000000 JPY -776.17000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 600.00000000 OU Notional Amount 21523.91000000 0.024747325854 N/A DE JP N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Daifuku Co. Ltd. Daifuku Co. Ltd. Y equity-performance leg 2026-08-19 0.00000000 JPY 0.00000000 JPY 600.00000000 JPY 649.22000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 4300.00000000 OU Notional Amount 77151.47000000 0.088705656559 N/A DE JP N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Dai Nippon Printing Co. Ltd. Dai Nippon Printing Co. Ltd. Y equity-performance leg 2026-08-19 0.00000000 JPY 0.00000000 JPY 4300.00000000 JPY -40.20000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1000.00000000 OU Notional Amount -127353.00000000 -0.14642535624 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 SCREEN Holdings Co. Ltd. SCREEN Holdings Co. Ltd. Y equity-performance leg 2026-12-11 0.00000000 JPY 0.00000000 JPY 1000.00000000 JPY -2984.15000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 12200.00000000 OU Notional Amount 415703.61000000 0.477959287866 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Daiwa House Industry Co. Ltd. Daiwa House Industry Co. Ltd. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 12200.00000000 JPY -378.72000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 11100.00000000 OU Notional Amount 108162.64000000 0.124361052308 N/A DE JP N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Daiwa Securities Group, Inc. Daiwa Securities Group, Inc. Y equity-performance leg 2026-08-19 0.00000000 JPY 0.00000000 JPY 11100.00000000 JPY 507.08000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 2600.00000000 OU Notional Amount 51548.87000000 0.059268817019 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Otsuka Corp. Otsuka Corp. Y equity-performance leg 2026-12-11 0.00000000 JPY 0.00000000 JPY 2600.00000000 JPY -1586.70000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 35100.00000000 OU Notional Amount 207810.94000000 0.238932659000 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Pan Pacific International Holdings Corp. Pan Pacific International Holdings Corp. Y equity-performance leg 2026-12-11 0.00000000 JPY 0.00000000 JPY 35100.00000000 JPY 2850.94000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 200.00000000 OU Notional Amount -85250.12000000 -0.09801715853 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Disco Corp. Disco Corp. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 200.00000000 JPY 1306.31000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 8200.00000000 OU Notional Amount -248253.61000000 -0.28543201404 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Ebara Corp. Ebara Corp. Y equity-performance leg 2026-12-11 0.00000000 JPY 0.00000000 JPY 8200.00000000 JPY 8035.21000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 2100.00000000 OU Notional Amount 58546.81000000 0.067314766918 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Eisai Co. Ltd. Eisai Co. Ltd. Y equity-performance leg 2026-12-11 0.00000000 JPY 0.00000000 JPY 2100.00000000 JPY -1250.03000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 2300.00000000 OU Notional Amount -52012.22000000 -0.05980155821 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 SBI Holdings, Inc. SBI Holdings, Inc. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 2300.00000000 JPY -594.65000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 900.00000000 OU Notional Amount -343379.54000000 -0.39480398163 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Fast Retailing Co. Ltd. Fast Retailing Co. Ltd. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 900.00000000 JPY 2271.81000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1800.00000000 OU Notional Amount 32598.64000000 0.037480604894 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Mitsubishi UFJ Financial Group, Inc. Mitsubishi UFJ Financial Group, Inc. Y equity-performance leg 2026-12-11 0.00000000 JPY 0.00000000 JPY 1800.00000000 JPY 589.68000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1000.00000000 OU Notional Amount -21468.16000000 -0.02468322674 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Subaru Corp. Subaru Corp. Y equity-performance leg 2026-12-11 0.00000000 JPY 0.00000000 JPY 1000.00000000 JPY 479.00000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 12300.00000000 OU Notional Amount -264058.34000000 -0.30360365680 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Subaru Corp. Subaru Corp. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 12300.00000000 JPY 6686.27000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 3200.00000000 OU Notional Amount -63920.83000000 -0.07349359892 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 FUJIFILM Holdings Corp. FUJIFILM Holdings Corp. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 3200.00000000 JPY 1093.06000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 500.00000000 OU Notional Amount -62843.46000000 -0.07225488224 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Fujikura Ltd. Fujikura Ltd. Y equity-performance leg 2026-12-11 0.00000000 JPY 0.00000000 JPY 500.00000000 JPY -5518.92000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 600.00000000 OU Notional Amount -24092.74000000 -0.02770086325 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 FANUC Corp. FANUC Corp. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 600.00000000 JPY 825.21000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 9000.00000000 OU Notional Amount 250072.04000000 0.287522771702 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Fujitsu Ltd. Fujitsu Ltd. Y equity-performance leg 2026-12-11 0.00000000 JPY 0.00000000 JPY 9000.00000000 JPY 3827.41000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 300.00000000 OU Notional Amount 26132.68000000 0.030046304199 N/A DE JP N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Furukawa Electric Co. Ltd. Furukawa Electric Co. Ltd. Y equity-performance leg 2026-08-19 0.00000000 JPY 0.00000000 JPY 300.00000000 JPY 7553.46000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 3700.00000000 OU Notional Amount 112555.42000000 0.129411694040 N/A DE JP N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Nomura Research Institute Ltd. Nomura Research Institute Ltd. Y equity-performance leg 2026-08-19 0.00000000 JPY 0.00000000 JPY 3700.00000000 JPY -26486.16000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 50.00000000 OU Notional Amount -46379.26000000 -0.05332500740 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Nippon Building Fund, Inc. Nippon Building Fund, Inc. Y equity-performance leg 2026-12-11 0.00000000 JPY 0.00000000 JPY 50.00000000 JPY -1022.12000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 8000.00000000 OU Notional Amount 89394.10000000 0.102781740037 N/A DE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Hamamatsu Photonics KK Hamamatsu Photonics KK Y equity-performance leg 2027-12-09 0.00000000 JPY 0.00000000 JPY 8000.00000000 JPY 426.67000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 3600.00000000 OU Notional Amount -100522.93000000 -0.11557722108 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Hankyu Hanshin Holdings, Inc. Hankyu Hanshin Holdings, Inc. Y equity-performance leg 2026-12-11 0.00000000 JPY 0.00000000 JPY 3600.00000000 JPY -5160.65000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 8400.00000000 OU Notional Amount 163056.88000000 0.187476241177 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Dentsu Group, Inc. Dentsu Group, Inc. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 8400.00000000 JPY 507.02000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 600.00000000 OU Notional Amount -165708.74000000 -0.19052524312 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Hikari Tsushin, Inc. Hikari Tsushin, Inc. Y equity-performance leg 2026-12-11 0.00000000 JPY 0.00000000 JPY 600.00000000 JPY 499.29000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 500.00000000 OU Notional Amount -5830.06000000 -0.00670316845 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Resona Holdings, Inc. Resona Holdings, Inc. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 500.00000000 JPY -9.61000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 10900.00000000 OU Notional Amount 378231.18000000 0.434874995292 N/A DE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Hitachi Ltd. Hitachi Ltd. Y equity-performance leg 2027-12-09 0.00000000 JPY 0.00000000 JPY 10900.00000000 JPY 15932.73000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 2900.00000000 OU Notional Amount 94827.07000000 0.109028350385 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Hitachi Construction Machinery Co. Ltd. Hitachi Construction Machinery Co. Ltd. Y equity-performance leg 2026-12-11 0.00000000 JPY 0.00000000 JPY 2900.00000000 JPY -350.92000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 8900.00000000 OU Notional Amount 297249.20000000 0.341765172429 N/A DE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Sumitomo Mitsui Trust Group, Inc. Sumitomo Mitsui Trust Group, Inc. Y equity-performance leg 2027-12-09 0.00000000 JPY 0.00000000 JPY 8900.00000000 JPY 17451.04000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 100.00000000 OU Notional Amount 11860.56000000 0.013636794761 N/A DE JP N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Horiba Ltd. Horiba Ltd. Y equity-performance leg 2026-08-19 0.00000000 JPY 0.00000000 JPY 100.00000000 JPY 488.98000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 900.00000000 OU Notional Amount -150980.24000000 -0.17359100632 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Hoya Corp. Hoya Corp. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 900.00000000 JPY -8402.61000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 400.00000000 OU Notional Amount -9254.47000000 -0.01064041731 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 IHI Corp. IHI Corp. Y equity-performance leg 2026-12-11 0.00000000 JPY 0.00000000 JPY 400.00000000 JPY -298.59000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 700.00000000 OU Notional Amount -8961.80000000 -0.01030391712 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 ITOCHU Corp. ITOCHU Corp. Y equity-performance leg 2026-12-11 0.00000000 JPY 0.00000000 JPY 700.00000000 JPY 200.20000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 37000.00000000 OU Notional Amount -473695.17000000 -0.54463565067 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 ITOCHU Corp. ITOCHU Corp. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 37000.00000000 JPY 7136.69000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1100.00000000 OU Notional Amount -116150.52000000 -0.13354519539 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Organo Corp. Organo Corp. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 1100.00000000 JPY -2984.65000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1500.00000000 OU Notional Amount -83028.96000000 -0.09546335812 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Japan Steel Works Ltd. Japan Steel Works Ltd. Y equity-performance leg 2026-12-11 0.00000000 JPY 0.00000000 JPY 1500.00000000 JPY 5111.66000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 15300.00000000 OU Notional Amount 552967.45000000 0.635779729253 N/A DE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Japan Tobacco, Inc. Japan Tobacco, Inc. Y equity-performance leg 2027-12-09 0.00000000 JPY 0.00000000 JPY 15300.00000000 JPY 4373.03000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 4500.00000000 OU Notional Amount -61549.19000000 -0.07076678266 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Aeon Co. Ltd. Aeon Co. Ltd. Y equity-performance leg 2026-12-11 0.00000000 JPY 0.00000000 JPY 4500.00000000 JPY 1412.30000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 800.00000000 OU Notional Amount 32636.61000000 0.037524261273 N/A DE JP N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Kajima Corp. Kajima Corp. Y equity-performance leg 2026-08-19 0.00000000 JPY 0.00000000 JPY 800.00000000 JPY -671.18000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 700.00000000 OU Notional Amount 25201.67000000 0.028975866354 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Kandenko Co. Ltd. Kandenko Co. Ltd. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 700.00000000 JPY -171.34000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 6300.00000000 OU Notional Amount 252015.54000000 0.289757329819 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Kao Corp. Kao Corp. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 6300.00000000 JPY 7726.13000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 3100.00000000 OU Notional Amount -258776.19000000 -0.29753045322 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Kawasaki Heavy Industries Ltd. Kawasaki Heavy Industries Ltd. Y equity-performance leg 2026-12-11 0.00000000 JPY 0.00000000 JPY 3100.00000000 JPY 7807.37000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 15600.00000000 OU Notional Amount 225420.91000000 0.259179894093 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Kawasaki Kisen Kaisha Ltd. Kawasaki Kisen Kaisha Ltd. Y equity-performance leg 2026-12-11 0.00000000 JPY 0.00000000 JPY 15600.00000000 JPY 5362.84000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 31600.00000000 OU Notional Amount -285839.81000000 -0.32864711478 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Kikkoman Corp. Kikkoman Corp. Y equity-performance leg 2026-12-11 0.00000000 JPY 0.00000000 JPY 31600.00000000 JPY -1531.55000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 500.00000000 OU Notional Amount -183430.18000000 -0.21090064194 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Keyence Corp. Keyence Corp. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 500.00000000 JPY 4473.33000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 4300.00000000 OU Notional Amount 66853.14000000 0.076865051006 N/A DE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Kirin Holdings Co. Ltd. Kirin Holdings Co. Ltd. Y equity-performance leg 2027-12-09 0.00000000 JPY 0.00000000 JPY 4300.00000000 JPY -439.53000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 5400.00000000 OU Notional Amount 77731.95000000 0.089373069111 N/A DE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Kobe Steel Ltd. Kobe Steel Ltd. Y equity-performance leg 2027-12-09 0.00000000 JPY 0.00000000 JPY 5400.00000000 JPY -2354.26000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 4100.00000000 OU Notional Amount -156928.27000000 -0.18042981194 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Komatsu Ltd. Komatsu Ltd. Y equity-performance leg 2026-12-11 0.00000000 JPY 0.00000000 JPY 4100.00000000 JPY -7635.64000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 2400.00000000 OU Notional Amount -91860.45000000 -0.10561745005 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Komatsu Ltd. Komatsu Ltd. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 2400.00000000 JPY -6260.85000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 100.00000000 OU Notional Amount -14602.32000000 -0.01678916011 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Konami Group Corp. Konami Group Corp. Y equity-performance leg 2026-12-11 0.00000000 JPY 0.00000000 JPY 100.00000000 JPY -96.81000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 900.00000000 OU Notional Amount -131420.88000000 -0.15110244102 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Konami Group Corp. Konami Group Corp. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 900.00000000 JPY -15313.84000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 8700.00000000 OU Notional Amount 133298.43000000 0.153261172489 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Kubota Corp. Kubota Corp. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 8700.00000000 JPY 2172.45000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 800.00000000 OU Notional Amount -40015.82000000 -0.04600858008 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Kurita Water Industries Ltd. Kurita Water Industries Ltd. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 800.00000000 JPY -3075.65000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 3600.00000000 OU Notional Amount 54010.10000000 0.062098640263 N/A DE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Kyocera Corp. Kyocera Corp. Y equity-performance leg 2027-12-09 0.00000000 JPY 0.00000000 JPY 3600.00000000 JPY 932.59000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 300.00000000 OU Notional Amount -4870.23000000 -0.00559959453 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Kyowa Kirin Co. Ltd. Kyowa Kirin Co. Ltd. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 300.00000000 JPY 226.62000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 3400.00000000 OU Notional Amount -37848.48000000 -0.04351665973 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Kyushu Electric Power Co., Inc. Kyushu Electric Power Co., Inc. Y equity-performance leg 2026-12-11 0.00000000 JPY 0.00000000 JPY 3400.00000000 JPY 445.51000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 400.00000000 OU Notional Amount -91894.96000000 -0.10565712826 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Lasertec Corp. Lasertec Corp. Y equity-performance leg 2026-12-11 0.00000000 JPY 0.00000000 JPY 400.00000000 JPY 5883.38000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 3700.00000000 OU Notional Amount 137908.38000000 0.158561507550 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Tokio Marine Holdings, Inc. Tokio Marine Holdings, Inc. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 3700.00000000 JPY 2205.91000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 4800.00000000 OU Notional Amount -77670.55000000 -0.08930247386 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 JX Advanced Metals Corp. JX Advanced Metals Corp. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 4800.00000000 JPY 2136.07000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 100.00000000 OU Notional Amount 3474.55000000 0.003994897815 N/A DE JP N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Makita Corp. Makita Corp. Y equity-performance leg 2026-08-19 0.00000000 JPY 0.00000000 JPY 100.00000000 JPY 345.00000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 3500.00000000 OU Notional Amount 123166.57000000 0.141611967445 N/A DE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Sumitomo Mitsui Financial Group, Inc. Sumitomo Mitsui Financial Group, Inc. Y equity-performance leg 2027-12-09 0.00000000 JPY 0.00000000 JPY 3500.00000000 JPY 3701.79000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 900.00000000 OU Notional Amount -29833.33000000 -0.03430116269 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Marubeni Corp. Marubeni Corp. Y equity-performance leg 2026-12-11 0.00000000 JPY 0.00000000 JPY 900.00000000 JPY -428.09000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 13600.00000000 OU Notional Amount -450814.82000000 -0.51832874467 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Marubeni Corp. Marubeni Corp. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 13600.00000000 JPY -10557.31000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 300.00000000 OU Notional Amount -92237.15000000 -0.10605056455 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Maruwa Co. Ltd. Maruwa Co. Ltd. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 300.00000000 JPY 3874.94000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 2200.00000000 OU Notional Amount -30163.53000000 -0.03468081337 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Panasonic Holdings Corp. Panasonic Holdings Corp. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 2200.00000000 JPY 1186.98000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 2800.00000000 OU Notional Amount -121570.14000000 -0.13977645645 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Mizuho Financial Group, Inc. Mizuho Financial Group, Inc. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 2800.00000000 JPY -1940.60000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 700.00000000 OU Notional Amount 18898.65000000 0.021728907515 N/A DE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Credit Saison Co. Ltd. Credit Saison Co. Ltd. Y equity-performance leg 2027-12-09 0.00000000 JPY 0.00000000 JPY 700.00000000 JPY 192.52000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 11700.00000000 OU Notional Amount -426644.03000000 -0.49053814267 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Sojitz Corp. Sojitz Corp. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 11700.00000000 JPY 2083.14000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 5200.00000000 OU Notional Amount -85957.48000000 -0.09883045260 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 MISUMI Group, Inc. MISUMI Group, Inc. Y equity-performance leg 2026-12-11 0.00000000 JPY 0.00000000 JPY 5200.00000000 JPY -586.27000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 200.00000000 OU Notional Amount -3306.06000000 -0.00380117479 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 MISUMI Group, Inc. MISUMI Group, Inc. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 200.00000000 JPY -133.41000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 5900.00000000 OU Notional Amount -150366.89000000 -0.17288580116 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Mitsubishi Estate Co. Ltd. Mitsubishi Estate Co. Ltd. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 5900.00000000 JPY -4021.27000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 4600.00000000 OU Notional Amount 122205.11000000 0.140506519414 N/A DE JP N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Mitsubishi Corp. Mitsubishi Corp. Y equity-performance leg 2026-08-19 0.00000000 JPY 0.00000000 JPY 4600.00000000 JPY 1742.02000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 300.00000000 OU Notional Amount 9378.57000000 0.010783102505 N/A DE JP N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Mitsubishi Electric Corp. Mitsubishi Electric Corp. Y equity-performance leg 2026-08-19 0.00000000 JPY 0.00000000 JPY 300.00000000 JPY -183.75000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 8000.00000000 OU Notional Amount 235551.44000000 0.270827569956 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Mitsubishi Heavy Industries Ltd. Mitsubishi Heavy Industries Ltd. Y equity-performance leg 2026-12-11 0.00000000 JPY 0.00000000 JPY 8000.00000000 JPY -1610.89000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 2200.00000000 OU Notional Amount 71863.08000000 0.082625278478 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Mitsui & Co. Ltd. Mitsui & Co. Ltd. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 2200.00000000 JPY 589.41000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 100.00000000 OU Notional Amount -13050.88000000 -0.01500537681 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Mitsui Kinzoku Co. Ltd. Mitsui Kinzoku Co. Ltd. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 100.00000000 JPY 635.69000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1200.00000000 OU Notional Amount 17533.28000000 0.020159060015 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Mitsui Chemicals, Inc. Mitsui Chemicals, Inc. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 1200.00000000 JPY 654.97000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1100.00000000 OU Notional Amount -48882.94000000 -0.05620363795 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Mitsui E&S Co. Ltd. Mitsui E&S Co. Ltd. Y equity-performance leg 2026-12-11 0.00000000 JPY 0.00000000 JPY 1100.00000000 JPY -4595.51000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 600.00000000 OU Notional Amount 18806.96000000 0.021623486042 N/A DE JP N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Mitsui OSK Lines Ltd. Mitsui OSK Lines Ltd. Y equity-performance leg 2026-08-19 0.00000000 JPY 0.00000000 JPY 600.00000000 JPY 863.80000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 27700.00000000 OU Notional Amount 317633.18000000 0.365201852626 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Mitsui Fudosan Co. Ltd. Mitsui Fudosan Co. Ltd. Y equity-performance leg 2026-12-11 0.00000000 JPY 0.00000000 JPY 27700.00000000 JPY -2234.50000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1000.00000000 OU Notional Amount -2458.32000000 -0.00282647744 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Mitsubishi Motors Corp. Mitsubishi Motors Corp. Y equity-performance leg 2026-12-11 0.00000000 JPY 0.00000000 JPY 1000.00000000 JPY -28.10000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 3500.00000000 OU Notional Amount -8604.14000000 -0.00989269404 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Mitsubishi Motors Corp. Mitsubishi Motors Corp. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 3500.00000000 JPY 167.23000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 3600.00000000 OU Notional Amount 63533.67000000 0.073048457935 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 DMG Mori Co. Ltd. DMG Mori Co. Ltd. Y equity-performance leg 2026-12-11 0.00000000 JPY 0.00000000 JPY 3600.00000000 JPY -631.94000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 11500.00000000 OU Notional Amount 233628.82000000 0.268617018823 N/A DE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Murata Manufacturing Co. Ltd. Murata Manufacturing Co. Ltd. Y equity-performance leg 2027-12-09 0.00000000 JPY 0.00000000 JPY 11500.00000000 JPY -8370.08000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 4300.00000000 OU Notional Amount 103019.30000000 0.118447446883 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 NGK Insulators Ltd. NGK Insulators Ltd. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 4300.00000000 JPY 1869.97000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 6300.00000000 OU Notional Amount -275447.61000000 -0.31669858128 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Niterra Co. Ltd. Niterra Co. Ltd. Y equity-performance leg 2026-12-11 0.00000000 JPY 0.00000000 JPY 6300.00000000 JPY 7702.48000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 200.00000000 OU Notional Amount -3325.09000000 -0.00382305472 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Renesas Electronics Corp. Renesas Electronics Corp. Y equity-performance leg 2026-12-11 0.00000000 JPY 0.00000000 JPY 200.00000000 JPY -147.23000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 13600.00000000 OU Notional Amount -226106.17000000 -0.25996777847 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Renesas Electronics Corp. Renesas Electronics Corp. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 13600.00000000 JPY -10053.42000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 2400.00000000 OU Notional Amount 33299.43000000 0.038286345045 N/A DE JP N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Denso Corp. Denso Corp. Y equity-performance leg 2026-08-19 0.00000000 JPY 0.00000000 JPY 2400.00000000 JPY -435.89000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 4800.00000000 OU Notional Amount 162718.28000000 0.187086932518 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 NEC Corp. NEC Corp. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 4800.00000000 JPY -10924.95000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 39100.00000000 OU Notional Amount -259624.75000000 -0.29850609337 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Nippon Paint Holdings Co. Ltd. Nippon Paint Holdings Co. Ltd. Y equity-performance leg 2026-12-11 0.00000000 JPY 0.00000000 JPY 39100.00000000 JPY -4395.46000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 11700.00000000 OU Notional Amount -77688.22000000 -0.08932279011 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Nippon Paint Holdings Co. Ltd. Nippon Paint Holdings Co. Ltd. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 11700.00000000 JPY -1332.50000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 2000.00000000 OU Notional Amount -60686.28000000 -0.06977464345 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Nippon Sanso Holdings Corp. Nippon Sanso Holdings Corp. Y equity-performance leg 2026-12-11 0.00000000 JPY 0.00000000 JPY 2000.00000000 JPY -2026.85000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 12000.00000000 OU Notional Amount 171657.13000000 0.197364462656 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 NIDEC Corp. NIDEC Corp. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 12000.00000000 JPY -5798.05000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 5600.00000000 OU Notional Amount 254248.65000000 0.292324869863 N/A DE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 NH Foods Ltd. NH Foods Ltd. Y equity-performance leg 2027-12-09 0.00000000 JPY 0.00000000 JPY 5600.00000000 JPY 5210.53000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 400.00000000 OU Notional Amount -38173.55000000 -0.04389041214 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Nitto Boseki Co. Ltd. Nitto Boseki Co. Ltd. Y equity-performance leg 2026-12-11 0.00000000 JPY 0.00000000 JPY 400.00000000 JPY 6209.18000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1300.00000000 OU Notional Amount 44810.33000000 0.051521114805 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Nissan Chemical Corp. Nissan Chemical Corp. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 1300.00000000 JPY 216.16000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 3400.00000000 OU Notional Amount 75559.32000000 0.086875066538 N/A DE JP N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Nitto Denko Corp. Nitto Denko Corp. Y equity-performance leg 2026-08-19 0.00000000 JPY 0.00000000 JPY 3400.00000000 JPY -1904.32000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 12400.00000000 OU Notional Amount -156074.68000000 -0.17944838849 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Nikon Corp. Nikon Corp. Y equity-performance leg 2026-12-11 0.00000000 JPY 0.00000000 JPY 12400.00000000 JPY -3461.70000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 17900.00000000 OU Notional Amount -365821.13000000 -0.42060641903 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Minebea Mitsumi, Inc. Minebea Mitsumi, Inc. Y equity-performance leg 2026-12-11 0.00000000 JPY 0.00000000 JPY 17900.00000000 JPY 15248.68000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1600.00000000 OU Notional Amount 6667.28000000 0.007665770332 N/A DE JP N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Nippon Steel Corp. Nippon Steel Corp. Y equity-performance leg 2026-08-19 0.00000000 JPY 0.00000000 JPY 1600.00000000 JPY -101.22000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 2100.00000000 OU Notional Amount 91328.95000000 0.105006352732 N/A DE JP N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Nippon Electric Glass Co. Ltd. Nippon Electric Glass Co. Ltd. Y equity-performance leg 2026-08-19 0.00000000 JPY 0.00000000 JPY 2100.00000000 JPY 4612.70000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 8000.00000000 OU Notional Amount -19498.91000000 -0.02241906231 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Nissan Motor Co. Ltd. Nissan Motor Co. Ltd. Y equity-performance leg 2026-12-11 0.00000000 JPY 0.00000000 JPY 8000.00000000 JPY 1136.71000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 14100.00000000 OU Notional Amount 127778.95000000 0.146915096422 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Nomura Holdings, Inc. Nomura Holdings, Inc. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 14100.00000000 JPY 1987.80000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 2500.00000000 OU Notional Amount 82162.16000000 0.094466746351 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Nippon Yusen KK Nippon Yusen KK Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 2500.00000000 JPY 1863.62000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 9100.00000000 OU Notional Amount -155555.15000000 -0.17885105380 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Nitori Holdings Co. Ltd. Nitori Holdings Co. Ltd. Y equity-performance leg 2026-12-11 0.00000000 JPY 0.00000000 JPY 9100.00000000 JPY -2864.23000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 9300.00000000 OU Notional Amount -162809.57000000 -0.18719189408 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Oriental Land Co. Ltd. Oriental Land Co. Ltd. Y equity-performance leg 2026-12-11 0.00000000 JPY 0.00000000 JPY 9300.00000000 JPY 574.36000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 5800.00000000 OU Notional Amount 130925.27000000 0.150532608588 N/A DE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Obayashi Corp. Obayashi Corp. Y equity-performance leg 2027-12-09 0.00000000 JPY 0.00000000 JPY 5800.00000000 JPY -1598.68000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 12600.00000000 OU Notional Amount -150500.76000000 -0.17303971950 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Olympus Corp. Olympus Corp. Y equity-performance leg 2026-12-11 0.00000000 JPY 0.00000000 JPY 12600.00000000 JPY -635.20000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1900.00000000 OU Notional Amount 48478.01000000 0.055738065726 N/A DE JP N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Omron Corp. Omron Corp. Y equity-performance leg 2026-08-19 0.00000000 JPY 0.00000000 JPY 1900.00000000 JPY 40.20000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 24700.00000000 OU Notional Amount 367989.18000000 0.423099155707 N/A DE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Ono Pharmaceutical Co. Ltd. Ono Pharmaceutical Co. Ltd. Y equity-performance leg 2027-12-09 0.00000000 JPY 0.00000000 JPY 24700.00000000 JPY 14424.05000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 5000.00000000 OU Notional Amount -187713.28000000 -0.21582517802 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Osaka Gas Co. Ltd. Osaka Gas Co. Ltd. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 5000.00000000 JPY -7392.65000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 11600.00000000 OU Notional Amount -126581.72000000 -0.14553856953 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Japan Exchange Group, Inc. Japan Exchange Group, Inc. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 11600.00000000 JPY 2567.49000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1400.00000000 OU Notional Amount 34578.57000000 0.039757048760 N/A DE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 T&D Holdings, Inc. T&D Holdings, Inc. Y equity-performance leg 2027-12-09 0.00000000 JPY 0.00000000 JPY 1400.00000000 JPY 1549.03000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 3400.00000000 OU Notional Amount 59539.94000000 0.068456627841 N/A DE JP N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Rohm Co. Ltd. Rohm Co. Ltd. Y equity-performance leg 2026-08-19 0.00000000 JPY 0.00000000 JPY 3400.00000000 JPY 5597.11000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 700.00000000 OU Notional Amount -13961.36000000 -0.01605221009 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Ryohin Keikaku Co. Ltd. Ryohin Keikaku Co. Ltd. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 700.00000000 JPY -481.81000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 200.00000000 OU Notional Amount -77754.25000000 -0.08939870875 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 SMC Corp. SMC Corp. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 200.00000000 JPY 382.58000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 2000.00000000 OU Notional Amount -54614.77000000 -0.06279386550 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 SoftBank Group Corp. SoftBank Group Corp. Y equity-performance leg 2026-12-11 0.00000000 JPY 0.00000000 JPY 2000.00000000 JPY 4.92000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 500.00000000 OU Notional Amount 18316.79000000 0.021059908294 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Secom Co. Ltd. Secom Co. Ltd. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 500.00000000 JPY -71.19000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 2400.00000000 OU Notional Amount -65045.06000000 -0.07478619335 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Shimadzu Corp. Shimadzu Corp. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 2400.00000000 JPY 347.52000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 11100.00000000 OU Notional Amount 197123.95000000 0.226645187814 N/A DE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Shimizu Corp. Shimizu Corp. Y equity-performance leg 2027-12-09 0.00000000 JPY 0.00000000 JPY 11100.00000000 JPY 2028.79000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 4100.00000000 OU Notional Amount -134826.69000000 -0.15501830435 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Shin-Etsu Chemical Co. Ltd. Shin-Etsu Chemical Co. Ltd. Y equity-performance leg 2026-12-11 0.00000000 JPY 0.00000000 JPY 4100.00000000 JPY 11405.95000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 5600.00000000 OU Notional Amount -184153.53000000 -0.21173232067 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Shin-Etsu Chemical Co. Ltd. Shin-Etsu Chemical Co. Ltd. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 5600.00000000 JPY 14915.53000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1000.00000000 OU Notional Amount -113987.47000000 -0.13105820752 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Shimano, Inc. Shimano, Inc. Y equity-performance leg 2026-12-11 0.00000000 JPY 0.00000000 JPY 1000.00000000 JPY -4138.98000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 400.00000000 OU Notional Amount 6831.89000000 0.007855032288 N/A DE JP N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Shiseido Co. Ltd. Shiseido Co. Ltd. Y equity-performance leg 2026-08-19 0.00000000 JPY 0.00000000 JPY 400.00000000 JPY -73.93000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1200.00000000 OU Notional Amount 14300.30000000 0.016441909668 N/A DE JP N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Hulic Co. Ltd. Hulic Co. Ltd. Y equity-performance leg 2026-08-19 0.00000000 JPY 0.00000000 JPY 1200.00000000 JPY 874.20000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 100.00000000 OU Notional Amount 5807.50000000 0.006677229876 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Resonac Holdings Corp. Resonac Holdings Corp. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 100.00000000 JPY 567.66000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 11200.00000000 OU Notional Amount 246936.56000000 0.283917722932 N/A DE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Sony Group Corp. Sony Group Corp. Y equity-performance leg 2027-12-09 0.00000000 JPY 0.00000000 JPY 11200.00000000 JPY -8954.36000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 123000.00000000 OU Notional Amount 374181.16000000 0.430218445220 N/A DE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Sumitomo Chemical Co. Ltd. Sumitomo Chemical Co. Ltd. Y equity-performance leg 2027-12-09 0.00000000 JPY 0.00000000 JPY 123000.00000000 JPY 2221.23000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 2900.00000000 OU Notional Amount 126960.59000000 0.145974179015 N/A DE JP N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Sumitomo Electric Industries Ltd. Sumitomo Electric Industries Ltd. Y equity-performance leg 2026-08-19 0.00000000 JPY 0.00000000 JPY 2900.00000000 JPY 4193.41000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 100.00000000 OU Notional Amount 5650.84000000 0.006497108510 N/A DE JP N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Sumitomo Metal Mining Co. Ltd. Sumitomo Metal Mining Co. Ltd. Y equity-performance leg 2026-08-19 0.00000000 JPY 0.00000000 JPY 100.00000000 JPY 202.79000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 2500.00000000 OU Notional Amount 69617.45000000 0.080043343441 N/A DE JP N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Sumitomo Realty & Development Co. Ltd. Sumitomo Realty & Development Co. Ltd. Y equity-performance leg 2026-08-19 0.00000000 JPY 0.00000000 JPY 2500.00000000 JPY 2882.91000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 3600.00000000 OU Notional Amount -146192.73000000 -0.16808651991 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Sumitomo Corp. Sumitomo Corp. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 3600.00000000 JPY -3092.50000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 100.00000000 OU Notional Amount 1611.62000000 0.001852975843 N/A DE JP N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Sumitomo Rubber Industries Ltd. Sumitomo Rubber Industries Ltd. Y equity-performance leg 2026-08-19 0.00000000 JPY 0.00000000 JPY 100.00000000 JPY 14.68000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1900.00000000 OU Notional Amount 25906.63000000 0.029786401002 N/A DE JP N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Suzuki Motor Corp. Suzuki Motor Corp. Y equity-performance leg 2026-08-19 0.00000000 JPY 0.00000000 JPY 1900.00000000 JPY -1510.42000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1500.00000000 OU Notional Amount 44815.94000000 0.051527564957 N/A DE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 THK Co. Ltd. THK Co. Ltd. Y equity-performance leg 2027-12-09 0.00000000 JPY 0.00000000 JPY 1500.00000000 JPY 3621.51000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1000.00000000 OU Notional Amount 12903.23000000 0.014835614783 N/A DE JP N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 TDK Corp. TDK Corp. Y equity-performance leg 2026-08-19 0.00000000 JPY 0.00000000 JPY 1000.00000000 JPY 76.38000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 800.00000000 OU Notional Amount 79798.48000000 0.091749082173 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Taisei Corp. Taisei Corp. Y equity-performance leg 2026-12-11 0.00000000 JPY 0.00000000 JPY 800.00000000 JPY 142.18000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1300.00000000 OU Notional Amount 44251.62000000 0.050878732523 N/A DE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Takeda Pharmaceutical Co. Ltd. Takeda Pharmaceutical Co. Ltd. Y equity-performance leg 2027-12-09 0.00000000 JPY 0.00000000 JPY 1300.00000000 JPY 3005.09000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 28700.00000000 OU Notional Amount 271566.97000000 0.312236777518 N/A DE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Sysmex Corp. Sysmex Corp. Y equity-performance leg 2027-12-09 0.00000000 JPY 0.00000000 JPY 28700.00000000 JPY -6930.47000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 8300.00000000 OU Notional Amount 108574.38000000 0.124834454397 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Terumo Corp. Terumo Corp. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 8300.00000000 JPY -5070.79000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 300.00000000 OU Notional Amount -27180.16000000 -0.03125065456 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Tokyo Seimitsu Co. Ltd. Tokyo Seimitsu Co. Ltd. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 300.00000000 JPY -1552.16000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 700.00000000 OU Notional Amount -33041.10000000 -0.03798932760 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Tokyo Ohka Kogyo Co. Ltd. Tokyo Ohka Kogyo Co. Ltd. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 700.00000000 JPY -3298.61000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 700.00000000 OU Notional Amount 35628.72000000 0.040964468985 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Toho Co. Ltd. Toho Co. Ltd. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 700.00000000 JPY 142.73000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 33100.00000000 OU Notional Amount 124333.83000000 0.142954036036 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Tokyo Electric Power Co. Holdings, Inc. Tokyo Electric Power Co. Holdings, Inc. Y equity-performance leg 2026-12-11 0.00000000 JPY 0.00000000 JPY 33100.00000000 JPY -17095.56000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 600.00000000 OU Notional Amount -26619.38000000 -0.03060589228 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Tokyo Gas Co. Ltd. Tokyo Gas Co. Ltd. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 600.00000000 JPY -1224.28000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 500.00000000 OU Notional Amount 133229.42000000 0.153181827567 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Tokyo Electron Ltd. Tokyo Electron Ltd. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 500.00000000 JPY -890.75000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 13500.00000000 OU Notional Amount -152263.18000000 -0.17506607912 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Tokyu Corp. Tokyu Corp. Y equity-performance leg 2026-12-11 0.00000000 JPY 0.00000000 JPY 13500.00000000 JPY 1662.07000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 700.00000000 OU Notional Amount -7895.13000000 -0.00907750286 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Tokyu Corp. Tokyu Corp. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 700.00000000 JPY 86.12000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1700.00000000 OU Notional Amount -52512.58000000 -0.06037685200 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 TOPPAN Holdings, Inc. TOPPAN Holdings, Inc. Y equity-performance leg 2026-12-11 0.00000000 JPY 0.00000000 JPY 1700.00000000 JPY -355.93000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 6900.00000000 OU Notional Amount -213139.28000000 -0.24505896998 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 TOPPAN Holdings, Inc. TOPPAN Holdings, Inc. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 6900.00000000 JPY -1444.63000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 800.00000000 OU Notional Amount 5900.97000000 0.006784697921 N/A DE JP N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Toray Industries, Inc. Toray Industries, Inc. Y equity-performance leg 2026-08-19 0.00000000 JPY 0.00000000 JPY 800.00000000 JPY 31.64000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 100.00000000 OU Notional Amount -3142.89000000 -0.00361356848 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 TOTO Ltd. TOTO Ltd. Y equity-performance leg 2026-12-11 0.00000000 JPY 0.00000000 JPY 100.00000000 JPY 154.92000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 2400.00000000 OU Notional Amount -171351.63000000 -0.19701321104 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Toyo Suisan Kaisha Ltd. Toyo Suisan Kaisha Ltd. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 2400.00000000 JPY -1697.50000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 3400.00000000 OU Notional Amount 91629.05000000 0.105351395639 N/A DE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Toyo Tire Corp. Toyo Tire Corp. Y equity-performance leg 2027-12-09 0.00000000 JPY 0.00000000 JPY 3400.00000000 JPY -3388.85000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 8700.00000000 OU Notional Amount 141989.29000000 0.163253573701 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Tosoh Corp. Tosoh Corp. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 8700.00000000 JPY 1354.96000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 13800.00000000 OU Notional Amount -502585.26000000 -0.57785231396 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Toyota Tsusho Corp. Toyota Tsusho Corp. Y equity-performance leg 2026-12-11 0.00000000 JPY 0.00000000 JPY 13800.00000000 JPY -6085.13000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 100.00000000 OU Notional Amount -3641.92000000 -0.00418733310 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Toyota Tsusho Corp. Toyota Tsusho Corp. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 100.00000000 JPY -46.24000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 4300.00000000 OU Notional Amount 97461.59000000 0.112057415500 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Toyota Motor Corp. Toyota Motor Corp. Y equity-performance leg 2026-12-11 0.00000000 JPY 0.00000000 JPY 4300.00000000 JPY 193.22000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 24400.00000000 OU Notional Amount 148109.07000000 0.170289850559 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Unicharm Corp. Unicharm Corp. Y equity-performance leg 2026-12-11 0.00000000 JPY 0.00000000 JPY 24400.00000000 JPY 4271.65000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 6800.00000000 OU Notional Amount 138954.19000000 0.159763937817 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 West Japan Railway Co. West Japan Railway Co. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 6800.00000000 JPY 2784.99000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 6800.00000000 OU Notional Amount 109885.80000000 0.126342272357 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Yakult Honsha Co. Ltd. Yakult Honsha Co. Ltd. Y equity-performance leg 2026-12-11 0.00000000 JPY 0.00000000 JPY 6800.00000000 JPY -1573.43000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 5000.00000000 OU Notional Amount -37758.49000000 -0.04341319285 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Yamaha Motor Co. Ltd. Yamaha Motor Co. Ltd. Y equity-performance leg 2026-12-11 0.00000000 JPY 0.00000000 JPY 5000.00000000 JPY 829.70000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 15300.00000000 OU Notional Amount -115540.99000000 -0.13284438232 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Yamaha Motor Co. Ltd. Yamaha Motor Co. Ltd. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 15300.00000000 JPY 2559.87000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 12600.00000000 OU Notional Amount 175264.56000000 0.201512140551 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Astellas Pharma, Inc. Astellas Pharma, Inc. Y equity-performance leg 2026-12-11 0.00000000 JPY 0.00000000 JPY 12600.00000000 JPY -3269.90000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1400.00000000 OU Notional Amount 44686.97000000 0.051379280440 N/A DE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Yaskawa Electric Corp. Yaskawa Electric Corp. Y equity-performance leg 2027-12-09 0.00000000 JPY 0.00000000 JPY 1400.00000000 JPY -863.40000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 4700.00000000 OU Notional Amount -156692.64000000 -0.18015889404 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Yokogawa Electric Corp. Yokogawa Electric Corp. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 4700.00000000 JPY -1044.45000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 2900.00000000 OU Notional Amount -114463.84000000 -0.13160591858 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Yokohama Rubber Co. Ltd. Yokohama Rubber Co. Ltd. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 2900.00000000 JPY 317.15000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 3700.00000000 OU Notional Amount -58034.21000000 -0.06672540005 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Sega Sammy Holdings, Inc. Sega Sammy Holdings, Inc. Y equity-performance leg 2026-12-11 0.00000000 JPY 0.00000000 JPY 3700.00000000 JPY -2127.87000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 6700.00000000 OU Notional Amount 122741.42000000 0.141123147078 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Daiichi Sankyo Co. Ltd. Daiichi Sankyo Co. Ltd. Y equity-performance leg 2026-12-11 0.00000000 JPY 0.00000000 JPY 6700.00000000 JPY -9396.41000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 5900.00000000 OU Notional Amount -153097.40000000 -0.17602523172 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Bandai Namco Holdings, Inc. Bandai Namco Holdings, Inc. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 5900.00000000 JPY -253.98000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 13900.00000000 OU Notional Amount -91770.58000000 -0.10551412114 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Mitsubishi Chemical Group Corp. Mitsubishi Chemical Group Corp. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 13900.00000000 JPY -2373.33000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 2200.00000000 OU Notional Amount 22968.03000000 0.026407716936 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 SUMCO Corp. SUMCO Corp. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 2200.00000000 JPY 263.10000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 4400.00000000 OU Notional Amount 98578.55000000 0.113341651175 N/A DE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Inpex Corp. Inpex Corp. Y equity-performance leg 2027-12-09 0.00000000 JPY 0.00000000 JPY 4400.00000000 JPY 9101.15000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 16400.00000000 OU Notional Amount 108981.93000000 0.125303038992 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Nomura Real Estate Holdings, Inc. Nomura Real Estate Holdings, Inc. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 16400.00000000 JPY 1141.50000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 33700.00000000 OU Notional Amount 285953.26000000 0.328777555029 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Idemitsu Kosan Co. Ltd. Idemitsu Kosan Co. Ltd. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 33700.00000000 JPY 11890.84000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 5700.00000000 OU Notional Amount -76886.99000000 -0.08840156809 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 MonotaRO Co. Ltd. MonotaRO Co. Ltd. Y equity-performance leg 2026-12-11 0.00000000 JPY 0.00000000 JPY 5700.00000000 JPY 2799.33000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 8000.00000000 OU Notional Amount -116792.81000000 -0.13428367460 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 J Front Retailing Co. Ltd. J Front Retailing Co. Ltd. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 8000.00000000 JPY -281.83000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 5200.00000000 OU Notional Amount -42949.16000000 -0.04938121641 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 ZOZO, Inc. ZOZO, Inc. Y equity-performance leg 2026-12-11 0.00000000 JPY 0.00000000 JPY 5200.00000000 JPY -2580.57000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 100.00000000 OU Notional Amount -1604.86000000 -0.00184520346 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Isetan Mitsukoshi Holdings Ltd. Isetan Mitsukoshi Holdings Ltd. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 100.00000000 JPY 108.11000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 3100.00000000 OU Notional Amount -90205.38000000 -0.10371451714 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 TIS, Inc. TIS, Inc. Y equity-performance leg 2026-12-11 0.00000000 JPY 0.00000000 JPY 3100.00000000 JPY 3064.63000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1600.00000000 OU Notional Amount 95789.40000000 0.110134798707 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Otsuka Holdings Co. Ltd. Otsuka Holdings Co. Ltd. Y equity-performance leg 2026-12-11 0.00000000 JPY 0.00000000 JPY 1600.00000000 JPY 3620.76000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 4900.00000000 OU Notional Amount 43091.30000000 0.049544643264 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Dai-ichi Life Holdings, Inc. Dai-ichi Life Holdings, Inc. Y equity-performance leg 2026-12-11 0.00000000 JPY 0.00000000 JPY 4900.00000000 JPY 1773.45000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 2100.00000000 OU Notional Amount 49161.93000000 0.056524409429 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 MEIJI Holdings Co. Ltd. MEIJI Holdings Co. Ltd. Y equity-performance leg 2026-12-11 0.00000000 JPY 0.00000000 JPY 2100.00000000 JPY 1115.35000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 77500.00000000 OU Notional Amount 655023.23000000 0.753119359601 N/A DE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 ENEOS Holdings, Inc. ENEOS Holdings, Inc. Y equity-performance leg 2027-12-09 0.00000000 JPY 0.00000000 JPY 77500.00000000 JPY 42480.65000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1100.00000000 OU Notional Amount 37932.96000000 0.043613791442 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Sompo Holdings, Inc. Sompo Holdings, Inc. Y equity-performance leg 2026-12-11 0.00000000 JPY 0.00000000 JPY 1100.00000000 JPY -342.10000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 800.00000000 OU Notional Amount -19139.36000000 -0.02200566619 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Nexon Co. Ltd. Nexon Co. Ltd. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 800.00000000 JPY 2441.05000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 10200.00000000 OU Notional Amount 192731.11000000 0.221594477097 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Japan Airlines Co. Ltd. Japan Airlines Co. Ltd. Y equity-performance leg 2026-12-11 0.00000000 JPY 0.00000000 JPY 10200.00000000 JPY 1883.47000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 10900.00000000 OU Notional Amount -345301.47000000 -0.39701373942 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Suntory Beverage & Food Ltd. Suntory Beverage & Food Ltd. Y equity-performance leg 2026-12-11 0.00000000 JPY 0.00000000 JPY 10900.00000000 JPY -151.32000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 2100.00000000 OU Notional Amount -19444.97000000 -0.02235704427 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Tokyu Fudosan Holdings Corp. Tokyu Fudosan Holdings Corp. Y equity-performance leg 2026-12-11 0.00000000 JPY 0.00000000 JPY 2100.00000000 JPY 18.86000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1100.00000000 OU Notional Amount -60092.95000000 -0.06909245649 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Food & Life Cos. Ltd. Food & Life Cos. Ltd. Y equity-performance leg 2026-12-11 0.00000000 JPY 0.00000000 JPY 1100.00000000 JPY 1314.30000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 139900.00000000 OU Notional Amount 190160.33000000 0.218638697670 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 SoftBank Corp. SoftBank Corp. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 139900.00000000 JPY 662.02000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 8000.00000000 OU Notional Amount -77022.49000000 -0.08855736054 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 SG Holdings Co. Ltd. SG Holdings Co. Ltd. Y equity-performance leg 2026-12-11 0.00000000 JPY 0.00000000 JPY 8000.00000000 JPY -1233.55000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 800.00000000 OU Notional Amount -17753.81000000 -0.02041261653 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Mercari, Inc. Mercari, Inc. Y equity-performance leg 2026-12-11 0.00000000 JPY 0.00000000 JPY 800.00000000 JPY -2550.58000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 4100.00000000 OU Notional Amount -90988.30000000 -0.10461468706 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Mercari, Inc. Mercari, Inc. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 4100.00000000 JPY -13071.74000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 300.00000000 OU Notional Amount -7948.85000000 -0.00913926796 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Seibu Holdings, Inc. Seibu Holdings, Inc. Y equity-performance leg 2026-12-11 0.00000000 JPY 0.00000000 JPY 300.00000000 JPY -53.12000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 5300.00000000 OU Notional Amount -140429.75000000 -0.16146047734 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Seibu Holdings, Inc. Seibu Holdings, Inc. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 5300.00000000 JPY -938.46000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1200.00000000 OU Notional Amount -164143.51000000 -0.18872560463 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Kioxia Holdings Corp. Kioxia Holdings Corp. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 1200.00000000 JPY -28677.83000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 2800.00000000 OU Notional Amount -37467.53000000 -0.04307865875 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Socionext, Inc. Socionext, Inc. Y equity-performance leg 2026-12-11 0.00000000 JPY 0.00000000 JPY 2800.00000000 JPY 4247.95000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 200.00000000 OU Notional Amount -2676.25000000 -0.00307704458 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Socionext, Inc. Socionext, Inc. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 200.00000000 JPY 303.43000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1800.00000000 OU Notional Amount -74729.34000000 -0.08592078892 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Kokusai Electric Corp. Kokusai Electric Corp. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 1800.00000000 JPY 2535.24000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 3100.00000000 OU Notional Amount 50641.56000000 0.058225628481 N/A DE JP N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Shizuoka Financial Group, Inc. Shizuoka Financial Group, Inc. Y equity-performance leg 2026-08-19 0.00000000 JPY 0.00000000 JPY 3100.00000000 JPY -48.41000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 100.00000000 OU Notional Amount -2034.76000000 -0.00233948519 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Skylark Holdings Co. Ltd. Skylark Holdings Co. Ltd. Y equity-performance leg 2026-12-11 0.00000000 JPY 0.00000000 JPY 100.00000000 JPY 87.64000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 600.00000000 OU Notional Amount -31604.26000000 -0.03633730677 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Recruit Holdings Co. Ltd. Recruit Holdings Co. Ltd. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 600.00000000 JPY 580.79000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1500.00000000 OU Notional Amount -16016.74000000 -0.01841540333 N/A DE JP N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Tokyo Metro Co. Ltd. Tokyo Metro Co. Ltd. Y equity-performance leg 2026-08-19 0.00000000 JPY 0.00000000 JPY 1500.00000000 JPY -623.88000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 12500.00000000 OU Notional Amount -133472.80000000 -0.15346165610 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Tokyo Metro Co. Ltd. Tokyo Metro Co. Ltd. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 12500.00000000 JPY -693.83000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 900.00000000 OU Notional Amount -43072.38000000 -0.04952288980 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Rakuten Bank Ltd. Rakuten Bank Ltd. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 900.00000000 JPY -3673.24000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 14100.00000000 OU Notional Amount 169662.65000000 0.195071289786 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Japan Post Holdings Co. Ltd. Japan Post Holdings Co. Ltd. Y equity-performance leg 2026-12-11 0.00000000 JPY 0.00000000 JPY 14100.00000000 JPY 8808.38000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 600.00000000 OU Notional Amount -18583.23000000 -0.02136625028 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Japan Post Insurance Co. Ltd. Japan Post Insurance Co. Ltd. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 600.00000000 JPY -98.13000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 5000.00000000 OU Notional Amount -88837.01000000 -0.10214122036 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Japan Post Bank Co. Ltd. Japan Post Bank Co. Ltd. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 5000.00000000 JPY -5823.96000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1454.00000000 OU Notional Amount 24458.54000000 0.028121445374 N/A DE NO N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Telenor ASA Telenor ASA Y equity-performance leg 2027-01-11 0.00000000 NOK 0.00000000 NOK 1454.00000000 NOK 1372.51000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 2455.00000000 OU Notional Amount -65986.74000000 -0.07586889913 N/A DE NO N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Equinor ASA Equinor ASA Y equity-performance leg 2026-08-19 0.00000000 NOK 0.00000000 NOK 2455.00000000 NOK -5948.29000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 839.00000000 OU Notional Amount 19340.70000000 0.022237158822 N/A DE NO N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Mowi ASA Mowi ASA Y equity-performance leg 2026-08-19 0.00000000 NOK 0.00000000 NOK 839.00000000 NOK 688.44000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 33308.00000000 OU Notional Amount -295704.37000000 -0.33998898904 N/A DE NO N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Norsk Hydro ASA Norsk Hydro ASA Y equity-performance leg 2027-01-11 0.00000000 NOK 0.00000000 NOK 33308.00000000 NOK -11759.24000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 19493.00000000 OU Notional Amount 573832.58000000 0.659769616365 N/A DE NO N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Aker BP ASA Aker BP ASA Y equity-performance leg 2026-11-11 0.00000000 NOK 0.00000000 NOK 19493.00000000 NOK 35860.21000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 62091.00000000 OU Notional Amount 227031.47000000 0.261031651191 N/A DE NO N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Var Energi ASA Var Energi ASA Y equity-performance leg 2027-01-11 0.00000000 NOK 0.00000000 NOK 62091.00000000 NOK 11855.44000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1049.00000000 OU Notional Amount -36034.28000000 -0.04143076555 N/A DE NO N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Kongsberg Gruppen ASA Kongsberg Gruppen ASA Y equity-performance leg 2026-08-19 0.00000000 NOK 0.00000000 NOK 1049.00000000 NOK -3484.39000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 9048.00000000 OU Notional Amount -50993.06000000 -0.05862976904 N/A DE NZ N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Contact Energy Ltd. Contact Energy Ltd. Y equity-performance leg 2026-02-25 0.00000000 NZD 0.00000000 NZD 9048.00000000 NZD -1003.64000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 11835.00000000 OU Notional Amount -78729.42000000 -0.09051991999 N/A DE NZ N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Infratil Ltd. Infratil Ltd. Y equity-performance leg 2027-12-09 0.00000000 NZD 0.00000000 NZD 11835.00000000 NZD -1103.79000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 57278.00000000 OU Notional Amount -284863.26000000 -0.32752431687 N/A DE NZ N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Auckland International Airport Ltd. Auckland International Airport Ltd. Y equity-performance leg 2026-02-25 0.00000000 NZD 0.00000000 NZD 57278.00000000 NZD -1914.34000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 3866.00000000 OU Notional Amount -230292.24000000 -0.26478075336 N/A DE SE N 2 Citibank NA E57ODZWZ7FF32TWEFA76 L E Lundbergforetagen AB L E Lundbergforetagen AB Y equity-performance leg 2026-11-11 0.00000000 SEK 0.00000000 SEK 3866.00000000 SEK -8224.24000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 13853.00000000 OU Notional Amount -297762.22000000 -0.34235502218 N/A DE SE N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB Y equity-performance leg 2027-12-09 0.00000000 SEK 0.00000000 SEK 13853.00000000 SEK 12899.60000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 5360.00000000 OU Notional Amount -208398.19000000 -0.23960785542 N/A DE SE N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Swedbank AB Swedbank AB Y equity-performance leg 2026-11-11 0.00000000 SEK 0.00000000 SEK 5360.00000000 SEK -743.31000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 579.00000000 OU Notional Amount -23429.94000000 -0.02693880247 N/A DE SE N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Trelleborg AB Trelleborg AB Y equity-performance leg 2027-12-09 0.00000000 SEK 0.00000000 SEK 579.00000000 SEK 959.63000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 3706.00000000 OU Notional Amount 61285.74000000 0.070463878451 N/A DE SE N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Securitas AB Securitas AB Y equity-performance leg 2027-12-09 0.00000000 SEK 0.00000000 SEK 3706.00000000 SEK 2.95000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 224.00000000 OU Notional Amount -4485.63000000 -0.00515739692 N/A DE SE N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 H & M Hennes & Mauritz AB H & M Hennes & Mauritz AB Y equity-performance leg 2027-01-11 0.00000000 SEK 0.00000000 SEK 224.00000000 SEK -93.50000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1832.00000000 OU Notional Amount 8369.42000000 0.009622822431 N/A DE SE N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Telia Co. AB Telia Co. AB Y equity-performance leg 2026-08-19 0.00000000 SEK 0.00000000 SEK 1832.00000000 SEK 307.49000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 11552.00000000 OU Notional Amount 350859.49000000 0.403404127238 N/A DE SE N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Skanska AB Skanska AB Y equity-performance leg 2026-11-11 0.00000000 SEK 0.00000000 SEK 11552.00000000 SEK 2473.57000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1764.00000000 OU Notional Amount 46122.77000000 0.053030105520 N/A DE SE N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 SKF AB SKF AB Y equity-performance leg 2026-08-19 0.00000000 SEK 0.00000000 SEK 1764.00000000 SEK -989.98000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 8393.00000000 OU Notional Amount -304979.76000000 -0.35065345933 N/A DE SE N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Volvo AB Volvo AB Y equity-performance leg 2027-12-09 0.00000000 SEK 0.00000000 SEK 8393.00000000 SEK -9671.67000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1708.00000000 OU Notional Amount 67442.68000000 0.077542880382 N/A DE SE N 2 Morgan Stanley & Co. 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International PLC 4PQUHN3JPFGFNF3BB653 000000000 1176.00000000 OU Notional Amount -29285.02000000 -0.03367073791 N/A DE SE N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Investment AB Latour Investment AB Latour Y equity-performance leg 2027-12-09 0.00000000 SEK 0.00000000 SEK 1176.00000000 SEK 163.28000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 21900.00000000 OU Notional Amount 168358.17000000 0.193571451159 N/A DE SG N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Singapore Technologies Engineering Ltd. Singapore Technologies Engineering Ltd. Y equity-performance leg 2027-12-09 0.00000000 SGD 0.00000000 SGD 21900.00000000 SGD 7698.72000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 33700.00000000 OU Notional Amount -63268.50000000 -0.07274357613 N/A DE SG N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 CapitaLand Integrated Commercial Trust CapitaLand Integrated Commercial Trust Y equity-performance leg 2026-08-19 0.00000000 SGD 0.00000000 SGD 33700.00000000 SGD -643.56000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1900.00000000 OU Notional Amount 4251.93000000 0.004888698067 N/A DE SG N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 CapitaLand Ascendas REIT CapitaLand Ascendas REIT Y equity-performance leg 2026-08-19 0.00000000 SGD 0.00000000 SGD 1900.00000000 SGD -51.35000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 51500.00000000 OU Notional Amount -257088.76000000 -0.29559031408 N/A DE SG N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Singapore Airlines Ltd. Singapore Airlines Ltd. Y equity-performance leg 2026-12-11 0.00000000 SGD 0.00000000 SGD 51500.00000000 SGD 642.43000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 2500.00000000 OU Notional Amount -75347.84000000 -0.08663191534 N/A DE SG N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 United Overseas Bank Ltd. United Overseas Bank Ltd. Y equity-performance leg 2027-12-09 0.00000000 SGD 0.00000000 SGD 2500.00000000 SGD -1920.04000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 15200.00000000 OU Notional Amount -72024.86000000 -0.08281128661 N/A DE SG N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Sembcorp Industries Ltd. Sembcorp Industries Ltd. Y equity-performance leg 2026-12-11 0.00000000 SGD 0.00000000 SGD 15200.00000000 SGD -1178.16000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 13800.00000000 OU Notional Amount -230315.65000000 -0.26480766923 N/A DE SG N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Oversea-Chinese Banking Corp. Ltd. Oversea-Chinese Banking Corp. Ltd. Y equity-performance leg 2026-08-19 0.00000000 SGD 0.00000000 SGD 13800.00000000 SGD -10884.84000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1300.00000000 OU Notional Amount -21696.40000000 -0.02494564791 N/A DE SG N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Oversea-Chinese Banking Corp. Ltd. Oversea-Chinese Banking Corp. Ltd. Y equity-performance leg 2026-12-11 0.00000000 SGD 0.00000000 SGD 1300.00000000 SGD -798.56000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 64200.00000000 OU Notional Amount -171416.62000000 -0.19708793393 N/A DE SG N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Wilmar International Ltd. Wilmar International Ltd. Y equity-performance leg 2026-12-11 0.00000000 SGD 0.00000000 SGD 64200.00000000 SGD -9519.44000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 28200.00000000 OU Notional Amount -74061.99000000 -0.08515349673 N/A DE SG N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Yangzijiang Shipbuilding Holdings Ltd. Yangzijiang Shipbuilding Holdings Ltd. Y equity-performance leg 2026-08-19 0.00000000 SGD 0.00000000 SGD 28200.00000000 SGD 6139.88000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 73800.00000000 OU Notional Amount 42608.20000000 0.048989194318 N/A DE SG N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Genting Singapore Ltd. Genting Singapore Ltd. Y equity-performance leg 2026-02-25 0.00000000 SGD 0.00000000 SGD 73800.00000000 SGD 547.07000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 2102.00000000 OU Notional Amount USD 503008.60000000 0.578339053266 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Amazon.com, Inc. Amazon.com, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 2102.00000000 USD 10425.92000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 148.00000000 OU Notional Amount USD 35416.40000000 0.040720351990 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Amazon.com, Inc. Amazon.com, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 148.00000000 USD 734.08000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1045.00000000 OU Notional Amount USD 114218.50000000 0.131323836521 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Abbott Laboratories Abbott Laboratories Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 1045.00000000 USD 1021.56000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 5945.00000000 OU Notional Amount USD 87094.25000000 0.100137465025 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 AES Corp. AES Corp. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 5945.00000000 USD 237.80000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 4968.00000000 OU Notional Amount USD -72781.20000000 -0.08368089592 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 AES Corp. AES Corp. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 4968.00000000 USD -198.72000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 424.00000000 OU Notional Amount USD 67276.08000000 0.077351330404 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 TD SYNNEX Corp. TD SYNNEX Corp. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 424.00000000 USD 2666.96000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 41.00000000 OU Notional Amount USD 4002.83000000 0.004602292908 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Abercrombie & Fitch Co. Abercrombie & Fitch Co. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 41.00000000 USD 6.97000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 233.00000000 OU Notional Amount USD 71461.10000000 0.082163098045 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 International Business Machines Corp. International Business Machines Corp. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 233.00000000 USD 2802.99000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 705.00000000 OU Notional Amount USD 166894.65000000 0.191888754737 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Advanced Micro Devices, Inc. Advanced Micro Devices, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 705.00000000 USD -11985.00000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 158.00000000 OU Notional Amount USD 37403.34000000 0.043004855671 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Advanced Micro Devices, Inc. Advanced Micro Devices, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 158.00000000 USD -2414.04000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 989.00000000 OU Notional Amount USD 290024.25000000 0.333458215564 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Adobe, Inc. Adobe, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 989.00000000 USD -6319.87000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 44.00000000 OU Notional Amount USD 12903.00000000 0.014835350338 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Adobe, Inc. Adobe, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 44.00000000 USD -285.12000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 4226.00000000 OU Notional Amount USD 230908.64000000 0.265489465286 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Alexandria Real Estate Equities, Inc. Alexandria Real Estate Equities, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 4226.00000000 USD -14579.70000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 701.00000000 OU Notional Amount USD -38302.64000000 -0.04403883463 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Alexandria Real Estate Equities, Inc. Alexandria Real Estate Equities, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 701.00000000 USD 2418.45000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1012.00000000 OU Notional Amount USD -114770.92000000 -0.13195898681 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 AGCO Corp. AGCO Corp. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 1012.00000000 USD 1204.28000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 185.00000000 OU Notional Amount USD -20980.85000000 -0.02412293731 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 AGCO Corp. AGCO Corp. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 185.00000000 USD 220.15000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 71.00000000 OU Notional Amount USD 19347.50000000 0.022244977189 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Air Products & Chemicals, Inc. Air Products & Chemicals, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 71.00000000 USD 462.92000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1023.00000000 OU Notional Amount USD -278767.50000000 -0.32051565725 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Air Products & Chemicals, Inc. Air Products & Chemicals, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 1023.00000000 USD -8654.58000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 2248.00000000 OU Notional Amount USD 114265.84000000 0.131378266149 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Alaska Air Group, Inc. Alaska Air Group, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 2248.00000000 USD 4428.56000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 2238.00000000 OU Notional Amount USD -113757.54000000 -0.13079384325 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Alaska Air Group, Inc. Alaska Air Group, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 2238.00000000 USD -4408.86000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 518.00000000 OU Notional Amount USD -33499.06000000 -0.03851587158 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 BXP, Inc. BXP, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 518.00000000 USD 378.14000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1359.00000000 OU Notional Amount USD -87886.53000000 -0.10104839669 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 BXP, Inc. BXP, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 1359.00000000 USD 992.07000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 264.00000000 OU Notional Amount USD 52533.36000000 0.060400744017 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Allstate Corp. Allstate Corp. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 264.00000000 USD 979.44000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 160.00000000 OU Notional Amount USD 31838.40000000 0.036606511525 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Allstate Corp. Allstate Corp. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 160.00000000 USD 593.60000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 749.00000000 OU Notional Amount USD 130430.86000000 0.149964155859 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Hanover Insurance Group, Inc. Hanover Insurance Group, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 749.00000000 USD 1835.05000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1548.00000000 OU Notional Amount USD 352200.96000000 0.404946495479 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Honeywell International, Inc. Honeywell International, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 1548.00000000 USD 7709.04000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 70.00000000 OU Notional Amount USD 15926.40000000 0.018311534033 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Honeywell International, Inc. Honeywell International, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 70.00000000 USD 348.60000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 150.00000000 OU Notional Amount USD 51282.00000000 0.058961980629 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Amgen, Inc. Amgen, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 150.00000000 USD -778.50000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 150.00000000 OU Notional Amount USD 51282.00000000 0.058961980629 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Amgen, Inc. Amgen, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 150.00000000 USD -778.50000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 18.00000000 OU Notional Amount USD -6339.06000000 -0.00728839618 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 American Express Co. American Express Co. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 18.00000000 USD 93.60000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 331.00000000 OU Notional Amount USD -39645.53000000 -0.04558283553 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 American Electric Power Co., Inc. American Electric Power Co., Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 331.00000000 USD -858.95000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 756.00000000 OU Notional Amount USD 83878.20000000 0.096439780110 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Aflac, Inc. Aflac, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 756.00000000 USD 2003.40000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 304.00000000 OU Notional Amount USD 22763.52000000 0.026172579565 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 American International Group, Inc. American International Group, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 304.00000000 USD 781.28000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 71.00000000 OU Notional Amount USD 22072.48000000 0.025378049573 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Analog Devices, Inc. Analog Devices, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 71.00000000 USD 167.56000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 294.00000000 OU Notional Amount USD 91398.72000000 0.105086571471 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Analog Devices, Inc. Analog Devices, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 294.00000000 USD 693.84000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 237.00000000 OU Notional Amount USD 270677.70000000 0.311214330646 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Comfort Systems USA, Inc. Comfort Systems USA, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 237.00000000 USD 2464.80000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 50.00000000 OU Notional Amount USD 57105.00000000 0.065657031781 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Comfort Systems USA, Inc. Comfort Systems USA, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 50.00000000 USD 478.39000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 153.00000000 OU Notional Amount USD -54760.23000000 -0.06296110956 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Jones Lang LaSalle, Inc. Jones Lang LaSalle, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 153.00000000 USD -237.15000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 184.00000000 OU Notional Amount USD -65855.44000000 -0.07571793568 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Jones Lang LaSalle, Inc. Jones Lang LaSalle, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 184.00000000 USD -285.20000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 9272.00000000 OU Notional Amount USD -162723.60000000 -0.18709304924 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 FNB Corp. FNB Corp. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 9272.00000000 USD 4172.40000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 892.00000000 OU Notional Amount USD 161835.56000000 0.186072016572 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Valero Energy Corp. Valero Energy Corp. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 892.00000000 USD -4656.71000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 396.00000000 OU Notional Amount USD 71846.28000000 0.082605962514 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Valero Energy Corp. Valero Energy Corp. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 396.00000000 USD -2162.16000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 679.00000000 OU Notional Amount USD 29794.52000000 0.034256540523 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Omega Healthcare Investors, Inc. Omega Healthcare Investors, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 679.00000000 USD 427.77000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 2444.00000000 OU Notional Amount USD -107242.72000000 -0.12330336529 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Omega Healthcare Investors, Inc. Omega Healthcare Investors, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 2444.00000000 USD -1539.72000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 7702.00000000 OU Notional Amount USD 229134.50000000 0.263449630484 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Comcast Corp. Comcast Corp. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 7702.00000000 USD 4005.04000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 575.00000000 OU Notional Amount USD 17106.25000000 0.019668078100 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Comcast Corp. Comcast Corp. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 575.00000000 USD 299.00000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1606.00000000 OU Notional Amount USD 416724.88000000 0.479133503029 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Apple, Inc. Apple, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 1606.00000000 USD 17874.78000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 210.00000000 OU Notional Amount USD 54490.80000000 0.062651329785 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Apple, Inc. Apple, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 210.00000000 USD 2337.30000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 101.00000000 OU Notional Amount USD 32554.32000000 0.037429647541 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Applied Materials, Inc. Applied Materials, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 101.00000000 USD 274.14000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 243.00000000 OU Notional Amount USD 78323.76000000 0.090053508442 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Applied Materials, Inc. Applied Materials, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 243.00000000 USD 859.00000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 26.00000000 OU Notional Amount USD 4436.38000000 0.005100771257 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Albemarle Corp. Albemarle Corp. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 26.00000000 USD 197.27000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1082.00000000 OU Notional Amount USD 184621.66000000 0.212270557713 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Albemarle Corp. Albemarle Corp. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 1082.00000000 USD -18907.67000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 307.00000000 OU Notional Amount USD 20664.17000000 0.023758831388 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Archer-Daniels-Midland Co. Archer-Daniels-Midland Co. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 307.00000000 USD 365.44000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 451.00000000 OU Notional Amount USD 10512.81000000 0.012087206029 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 American Eagle Outfitters, Inc. American Eagle Outfitters, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 451.00000000 USD -825.33000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 555.00000000 OU Notional Amount USD 51925.80000000 0.059702195970 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Pinnacle West Capital Corp. Pinnacle West Capital Corp. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 555.00000000 USD 632.70000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 449.00000000 OU Notional Amount USD -42008.44000000 -0.04829961439 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Pinnacle West Capital Corp. Pinnacle West Capital Corp. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 449.00000000 USD -511.86000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 109.00000000 OU Notional Amount USD 27834.24000000 0.032002689437 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Advanced Energy Industries, Inc. Advanced Energy Industries, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 109.00000000 USD -198.19000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 38.00000000 OU Notional Amount USD 9703.68000000 0.011156900904 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Advanced Energy Industries, Inc. Advanced Energy Industries, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 38.00000000 USD -767.98000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 681.00000000 OU Notional Amount USD -70333.68000000 -0.08086683588 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Ameren Corp. Ameren Corp. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 681.00000000 USD -258.78000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 20.00000000 OU Notional Amount USD -2649.80000000 -0.00304663344 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Arrow Electronics, Inc. Arrow Electronics, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 20.00000000 USD -280.45000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 752.00000000 OU Notional Amount USD 54316.96000000 0.062451455547 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Agree Realty Corp. Agree Realty Corp. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 752.00000000 USD 150.40000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 209.00000000 OU Notional Amount USD 25339.16000000 0.029133946825 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Autoliv, Inc. Autoliv, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 209.00000000 USD -585.09000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 81.00000000 OU Notional Amount USD 20482.47000000 0.023549920037 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Autodesk, Inc. Autodesk, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 81.00000000 USD -1368.90000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 608.00000000 OU Notional Amount USD 150066.56000000 0.172540493815 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Automatic Data Processing, Inc. Automatic Data Processing, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 608.00000000 USD -3474.96000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1110.00000000 OU Notional Amount USD -273970.20000000 -0.31499991469 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Automatic Data Processing, Inc. Automatic Data Processing, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 1110.00000000 USD 14171.96000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 OU Notional Amount USD 3704.29000000 0.004259043625 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 AutoZone, Inc. AutoZone, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 1.00000000 USD 5.66000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 OU Notional Amount USD -3704.29000000 -0.00425904362 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 AutoZone, Inc. AutoZone, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 1.00000000 USD -238.84000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 112.00000000 OU Notional Amount USD 20777.12000000 0.023888696754 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Avery Dennison Corp. Avery Dennison Corp. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 112.00000000 USD -48.16000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 835.00000000 OU Notional Amount USD -154900.85000000 -0.17809876598 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Avery Dennison Corp. Avery Dennison Corp. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 835.00000000 USD 359.05000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 35.00000000 OU Notional Amount USD -5130.30000000 -0.00589861255 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Badger Meter, Inc. Badger Meter, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 35.00000000 USD 839.30000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 197.00000000 OU Notional Amount USD -11203.39000000 -0.01288120713 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Ball Corp. Ball Corp. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 197.00000000 USD -114.26000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 122.00000000 OU Notional Amount USD -58624.66000000 -0.06740427571 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Berkshire Hathaway, Inc. Berkshire Hathaway, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 122.00000000 USD 1388.19000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 109.00000000 OU Notional Amount USD -52377.77000000 -0.06022185289 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Berkshire Hathaway, Inc. Berkshire Hathaway, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 109.00000000 USD 431.64000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1474.00000000 OU Notional Amount USD -29583.18000000 -0.03401355029 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Baxter International, Inc. Baxter International, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 1474.00000000 USD 0.00000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1605.00000000 OU Notional Amount USD -32212.35000000 -0.03703646419 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Baxter International, Inc. Baxter International, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 1605.00000000 USD 0.00000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 472.00000000 OU Notional Amount USD 122913.52000000 0.141321020734 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Applied Industrial Technologies, Inc. Applied Industrial Technologies, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 472.00000000 USD -10346.24000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 176.00000000 OU Notional Amount USD 45832.16000000 0.052695973833 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Applied Industrial Technologies, Inc. Applied Industrial Technologies, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 176.00000000 USD -3857.92000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 198.00000000 OU Notional Amount USD 40289.04000000 0.046322717445 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Becton Dickinson & Co. Becton Dickinson & Co. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 198.00000000 USD -506.88000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 1918.00000000 OU Notional Amount USD -390274.64000000 -0.44872208111 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Becton Dickinson & Co. Becton Dickinson & Co. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 1918.00000000 USD 4097.89000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1073.00000000 OU Notional Amount USD 240330.54000000 0.276322386883 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 AMETEK, Inc. AMETEK, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 1073.00000000 USD 2210.38000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 209.00000000 OU Notional Amount USD 46811.82000000 0.053822347491 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 AMETEK, Inc. AMETEK, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 209.00000000 USD 430.54000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 345.00000000 OU Notional Amount USD 15359.40000000 0.017659620242 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Verizon Communications, Inc. Verizon Communications, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 345.00000000 USD 1738.80000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 282.00000000 OU Notional Amount USD -12554.64000000 -0.01443482002 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Verizon Communications, Inc. Verizon Communications, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 282.00000000 USD -1129.67000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 339.00000000 OU Notional Amount USD 23248.62000000 0.026730328031 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 W.R. Berkley Corp. W.R. Berkley Corp. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 339.00000000 USD -44.07000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 42.00000000 OU Notional Amount USD -2880.36000000 -0.00331172205 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 W.R. Berkley Corp. W.R. Berkley Corp. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 42.00000000 USD -44.63000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 2504.00000000 OU Notional Amount USD 163010.40000000 0.187422800343 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Best Buy Co., Inc. Best Buy Co., Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 2504.00000000 USD -2747.71000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 829.00000000 OU Notional Amount USD 53967.90000000 0.062050120401 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Best Buy Co., Inc. Best Buy Co., Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 829.00000000 USD -1624.84000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 53.00000000 OU Notional Amount USD 15566.10000000 0.017897275587 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Bio-Rad Laboratories, Inc. Bio-Rad Laboratories, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 53.00000000 USD -1121.88000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 128.00000000 OU Notional Amount USD 19904.00000000 0.022884818502 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Yum! Brands, Inc. Yum! Brands, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 128.00000000 USD 252.16000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 1688.00000000 OU Notional Amount USD -262484.00000000 -0.30179354400 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Yum! Brands, Inc. Yum! Brands, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 1688.00000000 USD -3266.62000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 656.00000000 OU Notional Amount USD -31055.04000000 -0.03570583571 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 FirstEnergy Corp. FirstEnergy Corp. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 656.00000000 USD -190.24000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 7248.00000000 OU Notional Amount USD -196783.20000000 -0.22625340717 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 SLM Corp. SLM Corp. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 7248.00000000 USD -2533.07000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 2852.00000000 OU Notional Amount USD -77431.80000000 -0.08902796871 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 SLM Corp. SLM Corp. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 2852.00000000 USD -1283.40000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 2290.00000000 OU Notional Amount USD 90340.50000000 0.103869872685 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 H&R Block, Inc. H&R Block, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 2290.00000000 USD -2679.30000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 800.00000000 OU Notional Amount USD 31560.00000000 0.036286418405 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 H&R Block, Inc. H&R Block, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 800.00000000 USD -936.00000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 158.00000000 OU Notional Amount USD -36927.76000000 -0.04245805291 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Boeing Co. Boeing Co. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 158.00000000 USD 2795.02000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 16571.00000000 OU Notional Amount USD 785631.11000000 0.903287045935 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 BorgWarner, Inc. BorgWarner, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 16571.00000000 USD -7954.08000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 2506.00000000 OU Notional Amount USD 234386.18000000 0.269487800884 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Boston Scientific Corp. Boston Scientific Corp. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 2506.00000000 USD 5613.44000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 342.00000000 OU Notional Amount USD 31987.26000000 0.036777664765 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Boston Scientific Corp. Boston Scientific Corp. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 342.00000000 USD 766.08000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 483.00000000 OU Notional Amount USD 94160.85000000 0.108262357430 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 CH Robinson Worldwide, Inc. CH Robinson Worldwide, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 483.00000000 USD 8230.05000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 485.00000000 OU Notional Amount USD -94550.75000000 -0.10871064876 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 CH Robinson Worldwide, Inc. CH Robinson Worldwide, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 485.00000000 USD -8269.25000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 4531.00000000 OU Notional Amount USD -457087.28000000 -0.52554056685 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Casella Waste Systems, Inc. Casella Waste Systems, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 4531.00000000 USD 25736.08000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 51.00000000 OU Notional Amount USD 18067.26000000 0.020773008738 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Group 1 Automotive, Inc. Group 1 Automotive, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 51.00000000 USD -2466.36000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 153.00000000 OU Notional Amount USD -54201.78000000 -0.06231902621 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Group 1 Automotive, Inc. Group 1 Automotive, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 153.00000000 USD 6214.37000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 185.00000000 OU Notional Amount USD 40755.50000000 0.046859034389 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Take-Two Interactive Software, Inc. Take-Two Interactive Software, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 185.00000000 USD -3848.00000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 94.00000000 OU Notional Amount USD 20708.20000000 0.023809455311 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Take-Two Interactive Software, Inc. Take-Two Interactive Software, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 94.00000000 USD -1955.20000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 18.00000000 OU Notional Amount USD 24718.32000000 0.028420129968 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Mettler-Toledo International, Inc. Mettler-Toledo International, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 18.00000000 USD -1521.53000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 34.00000000 OU Notional Amount USD 46690.16000000 0.053682467717 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Mettler-Toledo International, Inc. Mettler-Toledo International, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 34.00000000 USD -2205.58000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 6217.00000000 OU Notional Amount USD 342245.85000000 0.393500510475 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Bristol-Myers Squibb Co. Bristol-Myers Squibb Co. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 6217.00000000 USD 683.87000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 653.00000000 OU Notional Amount USD 35947.65000000 0.041331161869 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Bristol-Myers Squibb Co. Bristol-Myers Squibb Co. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 653.00000000 USD 71.83000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1053.00000000 OU Notional Amount USD 83387.07000000 0.095875098593 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 ONEOK, Inc. ONEOK, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 1053.00000000 USD 663.39000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 3205.00000000 OU Notional Amount USD -253803.95000000 -0.29181357169 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 ONEOK, Inc. ONEOK, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 3205.00000000 USD -1889.22000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1343.00000000 OU Notional Amount USD -238610.81000000 -0.27434511051 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 AvalonBay Communities, Inc. AvalonBay Communities, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 1343.00000000 USD -2565.13000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 48.00000000 OU Notional Amount USD -8528.16000000 -0.00980533529 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 AvalonBay Communities, Inc. AvalonBay Communities, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 48.00000000 USD -91.68000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 53.00000000 OU Notional Amount USD -41449.18000000 -0.04765659974 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 United Rentals, Inc. United Rentals, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 53.00000000 USD 5702.64000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 40.00000000 OU Notional Amount USD -31282.40000000 -0.03596724509 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 United Rentals, Inc. United Rentals, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 40.00000000 USD 5218.47000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 427.00000000 OU Notional Amount USD -37153.27000000 -0.04271733524 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Sempra Sempra Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 427.00000000 USD -538.02000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 34.00000000 OU Notional Amount USD 10956.50000000 0.012597342942 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 FedEx Corp. FedEx Corp. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 34.00000000 USD 422.96000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 808.00000000 OU Notional Amount USD -260378.00000000 -0.29937214992 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 FedEx Corp. FedEx Corp. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 808.00000000 USD -10051.52000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 860.00000000 OU Notional Amount USD 210037.80000000 0.241493013046 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 VeriSign, Inc. VeriSign, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 860.00000000 USD -6252.20000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 357.00000000 OU Notional Amount USD 87190.11000000 0.100247680997 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 VeriSign, Inc. VeriSign, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 357.00000000 USD -2595.39000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1393.00000000 OU Notional Amount USD 200703.44000000 0.230760741420 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Amphenol Corp. Amphenol Corp. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 1393.00000000 USD -11729.06000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 216.00000000 OU Notional Amount USD 31121.28000000 0.035781995798 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Amphenol Corp. Amphenol Corp. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 216.00000000 USD -1818.72000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 271.00000000 OU Notional Amount USD 7417.27000000 0.008528078664 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Brown-Forman Corp. Brown-Forman Corp. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 271.00000000 USD -151.76000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 9450.00000000 OU Notional Amount USD -258646.50000000 -0.29738134087 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Brown-Forman Corp. Brown-Forman Corp. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 9450.00000000 USD 5292.00000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 40.00000000 OU Notional Amount USD -18985.20000000 -0.02182841922 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Quanta Services, Inc. Quanta Services, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 40.00000000 USD -234.00000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 38.00000000 OU Notional Amount USD -18035.94000000 -0.02073699826 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Quanta Services, Inc. Quanta Services, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 38.00000000 USD -222.30000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1189.00000000 OU Notional Amount USD 285930.72000000 0.328751639444 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 MasTec, Inc. MasTec, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 1189.00000000 USD -4863.01000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 66.00000000 OU Notional Amount USD -15871.68000000 -0.01824861917 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 MasTec, Inc. MasTec, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 66.00000000 USD 269.94000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1537.00000000 OU Notional Amount USD 128385.61000000 0.147612609685 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Cal-Maine Foods, Inc. Cal-Maine Foods, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 1537.00000000 USD 3012.52000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 93.00000000 OU Notional Amount USD -57713.94000000 -0.06635716649 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 CACI International, Inc. CACI International, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 93.00000000 USD 3243.84000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 32.00000000 OU Notional Amount USD -19858.56000000 -0.02283257341 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 CACI International, Inc. CACI International, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 32.00000000 USD 1116.16000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 122.00000000 OU Notional Amount USD 4606.72000000 0.005296621337 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 CSX Corp. CSX Corp. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 122.00000000 USD 178.12000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 2952.00000000 OU Notional Amount USD 85165.20000000 0.097919520937 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Coterra Energy, Inc. Coterra Energy, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 2952.00000000 USD 4634.64000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1398.00000000 OU Notional Amount USD -40332.30000000 -0.04637245605 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Coterra Energy, Inc. Coterra Energy, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 1398.00000000 USD -2194.86000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 184.00000000 OU Notional Amount USD -20065.20000000 -0.02307015977 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Camden Property Trust Camden Property Trust Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 184.00000000 USD -268.40000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 70.00000000 OU Notional Amount USD -7633.50000000 -0.00877669121 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Camden Property Trust Camden Property Trust Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 70.00000000 USD -180.60000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 87.00000000 OU Notional Amount USD 13632.90000000 0.015674559996 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Constellation Brands, Inc. Constellation Brands, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 87.00000000 USD -192.36000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 34.00000000 OU Notional Amount USD -5327.80000000 -0.00612569011 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Constellation Brands, Inc. Constellation Brands, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 34.00000000 USD 70.63000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 798.00000000 OU Notional Amount USD 171474.24000000 0.197154183091 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Cardinal Health, Inc. Cardinal Health, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 798.00000000 USD 6376.02000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 202.00000000 OU Notional Amount USD 43405.76000000 0.049906196722 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Cardinal Health, Inc. Cardinal Health, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 202.00000000 USD 1516.96000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1744.00000000 OU Notional Amount USD 51343.36000000 0.059032529889 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Columbia Banking System, Inc. Columbia Banking System, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 1744.00000000 USD -401.12000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 3681.00000000 OU Notional Amount USD -108368.64000000 -0.12459790282 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Columbia Banking System, Inc. Columbia Banking System, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 3681.00000000 USD 846.63000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 6.00000000 OU Notional Amount USD 1906.98000000 0.002192568890 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Carpenter Technology Corp. Carpenter Technology Corp. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 6.00000000 USD -101.60000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 183.00000000 OU Notional Amount USD 110989.50000000 0.127611262218 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Casey's General Stores, Inc. Casey's General Stores, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 183.00000000 USD -2252.73000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 36.00000000 OU Notional Amount USD -23664.96000000 -0.02720901901 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Caterpillar, Inc. Caterpillar, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 36.00000000 USD -322.20000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1036.00000000 OU Notional Amount USD 185972.36000000 0.213823538238 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Check Point Software Technologies Ltd. Check Point Software Technologies Ltd. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 1036.00000000 USD 1398.60000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 504.00000000 OU Notional Amount USD 215278.56000000 0.247518628069 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Chemed Corp. Chemed Corp. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 504.00000000 USD -8549.53000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 178.00000000 OU Notional Amount USD 76030.92000000 0.087417293246 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Chemed Corp. Chemed Corp. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 178.00000000 USD -3132.80000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 575.00000000 OU Notional Amount USD 175886.75000000 0.202227509583 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 JPMorgan Chase & Co. JPMorgan Chase & Co. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 575.00000000 USD 1518.98000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 434.00000000 OU Notional Amount USD -132756.26000000 -0.15263780723 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 JPMorgan Chase & Co. JPMorgan Chase & Co. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 434.00000000 USD -1019.73000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 91.00000000 OU Notional Amount USD 18546.71000000 0.021324261061 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Eagle Materials, Inc. Eagle Materials, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 91.00000000 USD -2043.86000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 63.00000000 OU Notional Amount USD 3651.48000000 0.004198324812 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Cheesecake Factory, Inc. Cheesecake Factory, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 63.00000000 USD -85.21000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 331.00000000 OU Notional Amount USD -32557.16000000 -0.03743291285 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Churchill Downs, Inc. Churchill Downs, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 331.00000000 USD 1496.12000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 50.00000000 OU Notional Amount USD -4812.50000000 -0.00553321890 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Church & Dwight Co., Inc. Church & Dwight Co., Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 50.00000000 USD -0.13000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 92.00000000 OU Notional Amount USD -8855.00000000 -0.01018112278 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Church & Dwight Co., Inc. Church & Dwight Co., Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 92.00000000 USD -303.60000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 63.00000000 OU Notional Amount USD 10136.07000000 0.011654045532 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Cincinnati Financial Corp. Cincinnati Financial Corp. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 63.00000000 USD 172.62000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 210.00000000 OU Notional Amount USD -33786.90000000 -0.03884681844 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Cincinnati Financial Corp. Cincinnati Financial Corp. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 210.00000000 USD -575.40000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 230.00000000 OU Notional Amount USD 44019.70000000 0.050612080236 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Cintas Corp. Cintas Corp. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 230.00000000 USD -386.40000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1832.00000000 OU Notional Amount USD 143482.24000000 0.164970107553 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Cisco Systems, Inc. Cisco Systems, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 1832.00000000 USD 7309.68000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 3801.00000000 OU Notional Amount USD -297694.32000000 -0.34227695349 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Cisco Systems, Inc. Cisco Systems, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 3801.00000000 USD -11961.89000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 88.00000000 OU Notional Amount USD -22872.08000000 -0.02629739748 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Clean Harbors, Inc. Clean Harbors, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 88.00000000 USD 136.40000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 180.00000000 OU Notional Amount USD -46783.80000000 -0.05379013122 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Clean Harbors, Inc. Clean Harbors, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 180.00000000 USD 279.00000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 396.00000000 OU Notional Amount USD 44664.84000000 0.051353836256 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Clorox Co. Clorox Co. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 396.00000000 USD 464.67000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 3325.00000000 OU Notional Amount USD -375026.75000000 -0.43119067058 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Clorox Co. Clorox Co. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 3325.00000000 USD -1961.75000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1346.00000000 OU Notional Amount USD -100694.26000000 -0.11577420942 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Coca-Cola Co. Coca-Cola Co. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 1346.00000000 USD -2562.48000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 506.00000000 OU Notional Amount USD -37853.86000000 -0.04352284544 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Coca-Cola Co. Coca-Cola Co. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 506.00000000 USD -1487.64000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1709.00000000 OU Notional Amount USD -259870.54000000 -0.29878869282 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Coca-Cola Consolidated, Inc. Coca-Cola Consolidated, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 1709.00000000 USD -3674.35000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 44.00000000 OU Notional Amount USD -6690.64000000 -0.00769262872 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Coca-Cola Consolidated, Inc. Coca-Cola Consolidated, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 44.00000000 USD -53.24000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 975.00000000 OU Notional Amount USD 39565.50000000 0.045490820260 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Copart, Inc. Copart, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 975.00000000 USD -672.75000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 690.00000000 OU Notional Amount USD -28000.20000000 -0.03219350356 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Copart, Inc. Copart, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 690.00000000 USD 476.10000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 803.00000000 OU Notional Amount USD 16413.32000000 0.018871375061 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Coeur Mining, Inc. Coeur Mining, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 803.00000000 USD -4279.99000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 4588.00000000 OU Notional Amount USD -93778.72000000 -0.10782299972 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Coeur Mining, Inc. Coeur Mining, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 4588.00000000 USD 24454.04000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 5029.00000000 OU Notional Amount USD 194823.46000000 0.224000176956 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Cognex Corp. Cognex Corp. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 5029.00000000 USD -14936.13000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 657.00000000 OU Notional Amount USD 25452.18000000 0.029263892674 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Cognex Corp. Cognex Corp. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 657.00000000 USD -1951.29000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 286.00000000 OU Notional Amount USD 25822.94000000 0.029690177607 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Colgate-Palmolive Co. Colgate-Palmolive Co. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 286.00000000 USD 1334.56000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 348.00000000 OU Notional Amount USD -31420.92000000 -0.03612650981 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Colgate-Palmolive Co. Colgate-Palmolive Co. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 348.00000000 USD -1566.71000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1206.00000000 OU Notional Amount USD -380251.80000000 -0.43719822288 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Marriott International, Inc. Marriott International, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 1206.00000000 USD 7682.22000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 3612.00000000 OU Notional Amount USD 150512.04000000 0.173052688798 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 NNN REIT, Inc. NNN REIT, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 3612.00000000 USD -1589.28000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 177.00000000 OU Notional Amount USD -31787.43000000 -0.03654790827 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Molina Healthcare, Inc. Molina Healthcare, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 177.00000000 USD 1594.28000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 230.00000000 OU Notional Amount USD -41305.70000000 -0.04749163221 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Molina Healthcare, Inc. Molina Healthcare, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 230.00000000 USD 4406.80000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 512.00000000 OU Notional Amount USD 78146.56000000 0.089849771010 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 NRG Energy, Inc. NRG Energy, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 512.00000000 USD 788.48000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 324.00000000 OU Notional Amount USD -49452.12000000 -0.05685805821 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 NRG Energy, Inc. NRG Energy, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 324.00000000 USD -498.96000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1811.00000000 OU Notional Amount USD 95331.04000000 0.109607794818 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Commerce Bancshares, Inc. Commerce Bancshares, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 1811.00000000 USD -3241.69000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1069.00000000 OU Notional Amount USD 82174.03000000 0.094480393999 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Commercial Metals Co. Commercial Metals Co. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 1069.00000000 USD -534.50000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 15537.00000000 OU Notional Amount USD 287589.87000000 0.330659263370 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Conagra Brands, Inc. Conagra Brands, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 15537.00000000 USD 15433.37000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 2021.00000000 OU Notional Amount USD 37408.71000000 0.043011029881 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Conagra Brands, Inc. Conagra Brands, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 2021.00000000 USD 2101.84000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 204.00000000 OU Notional Amount USD -21752.52000000 -0.02501017243 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Consolidated Edison, Inc. Consolidated Edison, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 204.00000000 USD -504.11000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 529.00000000 OU Notional Amount USD -56407.27000000 -0.06485480989 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Consolidated Edison, Inc. Consolidated Edison, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 529.00000000 USD -1825.05000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 1648.00000000 OU Notional Amount USD -144776.80000000 -0.16645854056 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Somnigroup International, Inc. Somnigroup International, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 1648.00000000 USD 10343.86000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1266.00000000 OU Notional Amount USD -90506.34000000 -0.10406054884 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 CMS Energy Corp. CMS Energy Corp. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 1266.00000000 USD -658.32000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 439.00000000 OU Notional Amount USD 45326.75000000 0.052114873747 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Corning, Inc. Corning, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 439.00000000 USD 3937.83000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 2897.00000000 OU Notional Amount USD -299115.25000000 -0.34391068165 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Corning, Inc. Corning, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 2897.00000000 USD -25986.09000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 284.00000000 OU Notional Amount USD -15744.96000000 -0.01810292162 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Innodata, Inc. Innodata, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 284.00000000 USD 1496.68000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 642.00000000 OU Notional Amount USD 163446.78000000 0.187924532512 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 HEICO Corp. HEICO Corp. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 642.00000000 USD -4414.16000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 672.00000000 OU Notional Amount USD 101478.72000000 0.116676149973 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Manhattan Associates, Inc. Manhattan Associates, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 672.00000000 USD -12895.68000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1100.00000000 OU Notional Amount USD 151602.00000000 0.174305880959 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Cullen/Frost Bankers, Inc. Cullen/Frost Bankers, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 1100.00000000 USD -4697.00000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 61.00000000 OU Notional Amount USD 35308.02000000 0.040595741026 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Cummins, Inc. Cummins, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 61.00000000 USD -146.38000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 420.00000000 OU Notional Amount USD -243104.40000000 -0.27951165952 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Cummins, Inc. Cummins, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 420.00000000 USD 1785.00000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 661.00000000 OU Notional Amount USD 434072.09000000 0.499078627244 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Curtiss-Wright Corp. Curtiss-Wright Corp. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 661.00000000 USD -482.53000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 175.00000000 OU Notional Amount USD -8457.75000000 -0.00972438071 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Amkor Technology, Inc. Amkor Technology, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 175.00000000 USD 152.25000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 400.00000000 OU Notional Amount USD -19332.00000000 -0.02222715591 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Amkor Technology, Inc. Amkor Technology, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 400.00000000 USD 1648.00000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1130.00000000 OU Notional Amount USD -51595.80000000 -0.05932277524 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Darling Ingredients, Inc. Darling Ingredients, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 1130.00000000 USD -3774.20000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1957.00000000 OU Notional Amount USD 291279.88000000 0.334901888426 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 DR Horton, Inc. DR Horton, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 1957.00000000 USD -13503.30000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 164.00000000 OU Notional Amount USD 24409.76000000 0.028065360092 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 DR Horton, Inc. DR Horton, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 164.00000000 USD -1131.60000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 226.00000000 OU Notional Amount USD 49469.14000000 0.056877627129 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Danaher Corp. Danaher Corp. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 226.00000000 USD -4788.94000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 39.00000000 OU Notional Amount USD 20106.84000000 0.023118035774 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Moody's Corp. Moody's Corp. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 39.00000000 USD -572.52000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 111.00000000 OU Notional Amount USD -57227.16000000 -0.06579748643 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Moody's Corp. Moody's Corp. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 111.00000000 USD 334.05000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1984.00000000 OU Notional Amount USD 162568.96000000 0.186915250389 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Amdocs Ltd. Amdocs Ltd. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 1984.00000000 USD -2413.92000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 53.00000000 OU Notional Amount USD 4349.18000000 0.005000512205 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Cognizant Technology Solutions Corp. Cognizant Technology Solutions Corp. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 53.00000000 USD -8.08000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1814.00000000 OU Notional Amount USD 148856.84000000 0.171149606423 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Cognizant Technology Solutions Corp. Cognizant Technology Solutions Corp. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 1814.00000000 USD -4625.70000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 382.00000000 OU Notional Amount USD -201696.00000000 -0.23190194697 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Deere & Co. Deere & Co. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 382.00000000 USD -4180.60000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 107.00000000 OU Notional Amount USD -56496.00000000 -0.06495682808 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Deere & Co. Deere & Co. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 107.00000000 USD -601.34000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 390.00000000 OU Notional Amount USD 71292.00000000 0.081968673667 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Morgan Stanley Morgan Stanley Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 390.00000000 USD -1102.72000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 483.00000000 OU Notional Amount USD -88292.40000000 -0.10151504969 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Morgan Stanley Morgan Stanley Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 483.00000000 USD 120.75000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 114.00000000 OU Notional Amount USD 24520.26000000 0.028192408547 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Republic Services, Inc. Republic Services, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 114.00000000 USD -58.52000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 134.00000000 OU Notional Amount USD -28822.06000000 -0.03313844513 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Republic Services, Inc. Republic Services, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 134.00000000 USD 88.44000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 91.00000000 OU Notional Amount USD -5596.50000000 -0.00643463056 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 CoStar Group, Inc. CoStar Group, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 91.00000000 USD 432.93000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 87.00000000 OU Notional Amount USD 10382.58000000 0.011937472813 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Deckers Outdoor Corp. Deckers Outdoor Corp. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 87.00000000 USD 1541.64000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1493.00000000 OU Notional Amount USD -135952.58000000 -0.15631280738 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 AAON, Inc. AAON, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 1493.00000000 USD 8241.36000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 64.00000000 OU Notional Amount USD 38883.84000000 0.044707075014 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Dillard's, Inc. Dillard's, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 64.00000000 USD -2325.12000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 225.00000000 OU Notional Amount USD -25380.00000000 -0.02918090301 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Walt Disney Co. Walt Disney Co. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 225.00000000 USD 42.62000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 45.00000000 OU Notional Amount USD 5291.55000000 0.006084011321 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Dollar Tree, Inc. Dollar Tree, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 45.00000000 USD -0.11000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 122.00000000 OU Notional Amount USD -14345.98000000 -0.01649443069 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Dollar Tree, Inc. Dollar Tree, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 122.00000000 USD 1122.40000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1150.00000000 OU Notional Amount USD 117231.00000000 0.134787487835 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Donaldson Co., Inc. Donaldson Co., Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 1150.00000000 USD -494.50000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1512.00000000 OU Notional Amount USD 173607.84000000 0.199607310541 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Universal Display Corp. Universal Display Corp. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 1512.00000000 USD -5851.44000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 395.00000000 OU Notional Amount USD 45353.90000000 0.052146089724 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Universal Display Corp. Universal Display Corp. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 395.00000000 USD -1528.65000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 548.00000000 OU Notional Amount USD 42217.92000000 0.048540466074 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Omnicom Group, Inc. Omnicom Group, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 548.00000000 USD -1205.60000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 595.00000000 OU Notional Amount USD -45838.80000000 -0.05270360823 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Omnicom Group, Inc. Omnicom Group, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 595.00000000 USD 1309.00000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 376.00000000 OU Notional Amount USD -50526.88000000 -0.05809377403 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 DTE Energy Co. DTE Energy Co. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 376.00000000 USD 304.56000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 174.00000000 OU Notional Amount USD 13598.10000000 0.015634548356 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Flowserve Corp. Flowserve Corp. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 174.00000000 USD 116.91000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 366.00000000 OU Notional Amount USD -28602.90000000 -0.03288646378 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Flowserve Corp. Flowserve Corp. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 366.00000000 USD -255.56000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 383.00000000 OU Notional Amount USD 76351.05000000 0.087785365842 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Darden Restaurants, Inc. Darden Restaurants, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 383.00000000 USD -2225.23000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 245.00000000 OU Notional Amount USD -48840.75000000 -0.05615512958 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Darden Restaurants, Inc. Darden Restaurants, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 245.00000000 USD 2087.80000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 414.00000000 OU Notional Amount USD 37765.08000000 0.043420769771 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 eBay, Inc. eBay, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 414.00000000 USD -1933.53000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 126.00000000 OU Notional Amount USD 11493.72000000 0.013215016887 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 eBay, Inc. eBay, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 126.00000000 USD -335.16000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 8857.00000000 OU Notional Amount USD 471192.40000000 0.541758066407 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Bank of America Corp. Bank of America Corp. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 8857.00000000 USD 6451.13000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 2460.00000000 OU Notional Amount USD -130872.00000000 -0.15047136088 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Bank of America Corp. Bank of America Corp. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 2460.00000000 USD -1845.00000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 147.00000000 OU Notional Amount USD -19520.13000000 -0.02244346021 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 IDACORP, Inc. IDACORP, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 147.00000000 USD 141.80000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 2530.00000000 OU Notional Amount USD 292746.30000000 0.336587919151 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Citigroup, Inc. Citigroup, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 2530.00000000 USD 140.32000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 706.00000000 OU Notional Amount USD -81691.26000000 -0.09392532447 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Citigroup, Inc. Citigroup, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 706.00000000 USD -35.30000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 489.00000000 OU Notional Amount USD 33897.48000000 0.038973958877 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Eastman Chemical Co. Eastman Chemical Co. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 489.00000000 USD 180.93000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 77.00000000 OU Notional Amount USD 22819.72000000 0.026237196065 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Cadence Design Systems, Inc. Cadence Design Systems, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 77.00000000 USD -1596.21000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 174.00000000 OU Notional Amount USD -51566.64000000 -0.05928924825 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Cadence Design Systems, Inc. Cadence Design Systems, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 174.00000000 USD 3607.02000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 172.00000000 OU Notional Amount USD 48502.28000000 0.055765970395 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Ecolab, Inc. Ecolab, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 172.00000000 USD 87.72000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 63.00000000 OU Notional Amount USD 17765.37000000 0.020425907761 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Ecolab, Inc. Ecolab, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 63.00000000 USD 32.13000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 621.00000000 OU Notional Amount USD 67564.80000000 0.077683289045 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Revvity, Inc. Revvity, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 621.00000000 USD -5557.95000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 107.00000000 OU Notional Amount USD -11641.60000000 -0.01338504336 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Revvity, Inc. Revvity, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 107.00000000 USD 957.65000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1043.00000000 OU Notional Amount USD -71977.43000000 -0.08275675350 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Prosperity Bancshares, Inc. Prosperity Bancshares, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 1043.00000000 USD 5673.92000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 182.00000000 OU Notional Amount USD 38636.78000000 0.044423015364 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Salesforce, Inc. Salesforce, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 182.00000000 USD -2876.06000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 181.00000000 OU Notional Amount USD 38424.49000000 0.044178932862 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Salesforce, Inc. Salesforce, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 181.00000000 USD -2859.80000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 811.00000000 OU Notional Amount USD 119184.56000000 0.137033612535 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Emerson Electric Co. Emerson Electric Co. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 811.00000000 USD -2676.30000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 55.00000000 OU Notional Amount USD -9148.70000000 -0.01051880722 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Atmos Energy Corp. Atmos Energy Corp. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 55.00000000 USD -51.70000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 87.00000000 OU Notional Amount USD -21912.69000000 -0.02519432945 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Essex Property Trust, Inc. Essex Property Trust, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 87.00000000 USD 93.96000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 162.00000000 OU Notional Amount USD -15534.18000000 -0.01786057525 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Entergy Corp. Entergy Corp. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 162.00000000 USD -289.13000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 858.00000000 OU Notional Amount USD -82273.62000000 -0.09459489857 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Entergy Corp. Entergy Corp. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 858.00000000 USD -2036.04000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 2688.00000000 OU Notional Amount USD 301405.44000000 0.346543849983 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 EOG Resources, Inc. EOG Resources, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 2688.00000000 USD 15617.28000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 1301.00000000 OU Notional Amount USD 145881.13000000 0.167728254772 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 EOG Resources, Inc. EOG Resources, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 1301.00000000 USD 7558.81000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 331.00000000 OU Notional Amount USD 66663.40000000 0.076646895586 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Equifax, Inc. Equifax, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 331.00000000 USD -4197.08000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 246.00000000 OU Notional Amount USD -15330.72000000 -0.01762664513 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Equity Residential Equity Residential Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 246.00000000 USD -270.02000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 467.00000000 OU Notional Amount USD -29103.44000000 -0.03346196453 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Equity Residential Equity Residential Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 467.00000000 USD -635.12000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 390.00000000 OU Notional Amount USD 22514.70000000 0.025886496339 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 EQT Corp. EQT Corp. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 390.00000000 USD 1170.00000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1507.00000000 OU Notional Amount USD -86999.11000000 -0.10002807688 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 EQT Corp. EQT Corp. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 1507.00000000 USD -4521.00000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 40.00000000 OU Notional Amount USD -4611.20000000 -0.00530177226 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Estee Lauder Cos., Inc. Estee Lauder Cos., Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 40.00000000 USD 14.80000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1402.00000000 OU Notional Amount USD -161622.56000000 -0.18582711774 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Estee Lauder Cos., Inc. Estee Lauder Cos., Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 1402.00000000 USD 5902.42000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 619.00000000 OU Notional Amount USD 99374.26000000 0.114256526523 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Expeditors International of Washington, Inc. Expeditors International of Washington, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 619.00000000 USD -160.94000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 541.00000000 OU Notional Amount USD 86852.14000000 0.099859096686 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Expeditors International of Washington, Inc. Expeditors International of Washington, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 541.00000000 USD -140.66000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 395.00000000 OU Notional Amount USD 55853.00000000 0.064217532547 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Exxon Mobil Corp. Exxon Mobil Corp. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 395.00000000 USD 3065.20000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1349.00000000 OU Notional Amount USD -190748.60000000 -0.21931506685 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Exxon Mobil Corp. Exxon Mobil Corp. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 1349.00000000 USD -10468.24000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 167.00000000 OU Notional Amount USD 42478.12000000 0.048839633567 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 FactSet Research Systems, Inc. FactSet Research Systems, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 167.00000000 USD -5749.81000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 19.00000000 OU Notional Amount USD -4832.84000000 -0.00555660501 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 FactSet Research Systems, Inc. FactSet Research Systems, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 19.00000000 USD 654.12000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 128.00000000 OU Notional Amount USD -187285.76000000 -0.21533363272 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Fair Isaac Corp. Fair Isaac Corp. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 128.00000000 USD 12003.84000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 114.00000000 OU Notional Amount USD 27146.82000000 0.031212321574 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Assurant, Inc. Assurant, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 114.00000000 USD 80.94000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 3203.00000000 OU Notional Amount USD 138882.08000000 0.159681028640 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Fastenal Co. Fastenal Co. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 3203.00000000 USD -4240.51000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1974.00000000 OU Notional Amount USD -85592.64000000 -0.09841097425 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Fastenal Co. Fastenal Co. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 1974.00000000 USD 1322.20000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 77.00000000 OU Notional Amount USD 8322.93000000 0.009569370099 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Federal Signal Corp. Federal Signal Corp. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 77.00000000 USD -254.51000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 2925.00000000 OU Notional Amount USD -146893.50000000 -0.16889223707 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Fifth Third Bancorp Fifth Third Bancorp Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 2925.00000000 USD 1959.75000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 697.00000000 OU Notional Amount USD -35003.34000000 -0.04024543221 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Fifth Third Bancorp Fifth Third Bancorp Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 697.00000000 USD 466.99000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 165.00000000 OU Notional Amount USD -36559.05000000 -0.04203412499 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 M&T Bank Corp. M&T Bank Corp. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 165.00000000 USD -600.07000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 118.00000000 OU Notional Amount USD -26145.26000000 -0.03006076817 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 M&T Bank Corp. M&T Bank Corp. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 118.00000000 USD -484.98000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 3320.00000000 OU Notional Amount USD -81306.80000000 -0.09348328783 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 First Horizon Corp. First Horizon Corp. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 3320.00000000 USD -166.00000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 628.00000000 OU Notional Amount USD -15379.72000000 -0.01768298336 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 First Horizon Corp. First Horizon Corp. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 628.00000000 USD 87.92000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 44.00000000 OU Notional Amount USD -2804.12000000 -0.00322406437 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Fiserv, Inc. Fiserv, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 44.00000000 USD -13.31000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 694.00000000 OU Notional Amount USD -44228.62000000 -0.05085228804 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Fiserv, Inc. Fiserv, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 694.00000000 USD 2546.98000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 484.00000000 OU Notional Amount USD -9689.68000000 -0.01114080426 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Macy's, Inc. Macy's, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 484.00000000 USD 143.99000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 9247.00000000 OU Notional Amount USD 246155.14000000 0.283019277651 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Franklin Resources, Inc. Franklin Resources, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 9247.00000000 USD 7859.95000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 686.00000000 OU Notional Amount USD 18261.32000000 0.020996131120 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Franklin Resources, Inc. Franklin Resources, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 686.00000000 USD 583.10000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 2900.00000000 OU Notional Amount USD 174667.00000000 0.200825090101 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Freeport-McMoRan, Inc. Freeport-McMoRan, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 2900.00000000 USD 4002.00000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 791.00000000 OU Notional Amount USD 47641.93000000 0.054776774576 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Freeport-McMoRan, Inc. Freeport-McMoRan, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 791.00000000 USD 1091.58000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 4476.00000000 OU Notional Amount USD 282167.04000000 0.324424311585 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Flex Ltd. Flex Ltd. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 4476.00000000 USD -7519.68000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 540.00000000 OU Notional Amount USD -34041.60000000 -0.03913966225 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Flex Ltd. Flex Ltd. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 540.00000000 USD 907.20000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 OU Notional Amount USD -2069.57000000 -0.00237950833 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 First Citizens BancShares, Inc. First Citizens BancShares, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 1.00000000 USD -36.81000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 45.00000000 OU Notional Amount USD -93130.65000000 -0.10707787491 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 First Citizens BancShares, Inc. First Citizens BancShares, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 45.00000000 USD 4517.22000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 34.00000000 OU Notional Amount USD 8478.58000000 0.009748330207 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Arthur J Gallagher & Co. Arthur J Gallagher & Co. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 34.00000000 USD -34.34000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1816.00000000 OU Notional Amount USD -452855.92000000 -0.52067551934 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Arthur J Gallagher & Co. Arthur J Gallagher & Co. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 1816.00000000 USD 1834.16000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1110.00000000 OU Notional Amount USD 31057.80000000 0.035709009047 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Gap, Inc. Gap, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 1110.00000000 USD 840.06000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 788.00000000 OU Notional Amount USD -22048.24000000 -0.02535017939 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Gap, Inc. Gap, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 788.00000000 USD -606.76000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 494.00000000 OU Notional Amount USD 173438.46000000 0.199412564231 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 General Dynamics Corp. General Dynamics Corp. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 494.00000000 USD -7281.56000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 194.00000000 OU Notional Amount USD 68111.46000000 0.078311816722 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 General Dynamics Corp. General Dynamics Corp. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 194.00000000 USD -2859.56000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 2984.00000000 OU Notional Amount USD 68661.84000000 0.078944621505 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Gentex Corp. Gentex Corp. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 2984.00000000 USD -2148.48000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 2116.00000000 OU Notional Amount USD 97886.16000000 0.112545569006 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 General Mills, Inc. General Mills, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 2116.00000000 USD 3623.32000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 406.00000000 OU Notional Amount USD -18781.56000000 -0.02159428214 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 General Mills, Inc. General Mills, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 406.00000000 USD -718.62000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 402.00000000 OU Notional Amount USD 55873.98000000 0.064241654507 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Genuine Parts Co. Genuine Parts Co. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 402.00000000 USD 864.30000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 3651.00000000 OU Notional Amount USD -507452.49000000 -0.58344845922 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Genuine Parts Co. Genuine Parts Co. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 3651.00000000 USD -7849.65000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 195.00000000 OU Notional Amount USD 27680.25000000 0.031825637929 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Gilead Sciences, Inc. Gilead Sciences, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 195.00000000 USD 2907.94000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 578.00000000 OU Notional Amount USD 82047.10000000 0.094334454991 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Gilead Sciences, Inc. Gilead Sciences, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 578.00000000 USD 6248.18000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 158.00000000 OU Notional Amount USD 33118.38000000 0.038078181038 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Gartner, Inc. Gartner, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 158.00000000 USD -4346.58000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 43.00000000 OU Notional Amount USD 35742.03000000 0.041094748264 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 McKesson Corp. McKesson Corp. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 43.00000000 USD 608.88000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 34.00000000 OU Notional Amount USD 28261.14000000 0.032493521883 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 McKesson Corp. McKesson Corp. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 34.00000000 USD 481.44000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 337.00000000 OU Notional Amount USD 64410.81000000 0.074056958222 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 NVIDIA Corp. NVIDIA Corp. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 337.00000000 USD 2119.73000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 419.00000000 OU Notional Amount USD 80083.47000000 0.092076752210 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 NVIDIA Corp. NVIDIA Corp. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 419.00000000 USD 2635.51000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 998.00000000 OU Notional Amount USD -87155.34000000 -0.10020770384 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Graco, Inc. Graco, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 998.00000000 USD 203.45000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 52.00000000 OU Notional Amount USD 56156.88000000 0.064566921546 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 WW Grainger, Inc. WW Grainger, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 52.00000000 USD 692.12000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 352.00000000 OU Notional Amount USD -380138.88000000 -0.43706839200 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 WW Grainger, Inc. WW Grainger, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 352.00000000 USD -4763.25000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 197.00000000 OU Notional Amount USD 46375.77000000 0.053320994743 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 MKS, Inc. MKS, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 197.00000000 USD 5939.55000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 100.00000000 OU Notional Amount USD 23541.00000000 0.027066494793 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 MKS, Inc. MKS, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 100.00000000 USD 1241.00000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 115.00000000 OU Notional Amount USD 3854.80000000 0.004432093969 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Halliburton Co. Halliburton Co. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 115.00000000 USD -23.29000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 812.00000000 OU Notional Amount USD 27218.24000000 0.031294437417 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Halliburton Co. Halliburton Co. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 812.00000000 USD -109.49000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 94.00000000 OU Notional Amount USD 87928.54000000 0.101096698105 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Goldman Sachs Group, Inc. Goldman Sachs Group, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 94.00000000 USD -700.68000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 84.00000000 OU Notional Amount USD -78574.44000000 -0.09034173022 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Goldman Sachs Group, Inc. Goldman Sachs Group, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 84.00000000 USD 1616.16000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 4006.00000000 OU Notional Amount USD 357775.86000000 0.411356291232 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Hasbro, Inc. Hasbro, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 4006.00000000 USD 2243.36000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 802.00000000 OU Notional Amount USD 71626.62000000 0.082353406282 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Hasbro, Inc. Hasbro, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 802.00000000 USD 449.12000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 53.00000000 OU Notional Amount USD 4388.93000000 0.005046215156 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Hexcel Corp. Hexcel Corp. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 53.00000000 USD 11.53000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 2104.00000000 OU Notional Amount USD -174232.24000000 -0.20032522054 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Hexcel Corp. Hexcel Corp. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 2104.00000000 USD 778.48000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 421.00000000 OU Notional Amount USD -31777.08000000 -0.03653600825 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Henry Schein, Inc. Henry Schein, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 421.00000000 USD 1258.79000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 91.00000000 OU Notional Amount USD -26338.13000000 -0.03028252234 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 WESCO International, Inc. WESCO International, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 91.00000000 USD 64.61000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 2238.00000000 OU Notional Amount USD 136585.14000000 0.157040099429 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Millicom International Cellular SA Millicom International Cellular SA Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 2238.00000000 USD 1051.86000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 981.00000000 OU Notional Amount USD 22092.12000000 0.025400630854 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Hecla Mining Co. Hecla Mining Co. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 981.00000000 USD -8603.37000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 8291.00000000 OU Notional Amount USD -186713.32000000 -0.21467546423 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Hecla Mining Co. Hecla Mining Co. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 8291.00000000 USD 72712.07000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 781.00000000 OU Notional Amount USD 258440.71000000 0.297144731813 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 HEICO Corp. HEICO Corp. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 781.00000000 USD -6661.93000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 41.00000000 OU Notional Amount USD 13567.31000000 0.015599147252 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 HEICO Corp. HEICO Corp. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 41.00000000 USD -349.73000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 100.00000000 OU Notional Amount USD 19475.00000000 0.022391571560 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Hershey Co. Hershey Co. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 100.00000000 USD 410.00000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 35.00000000 OU Notional Amount USD -9646.35000000 -0.01109098517 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 F5, Inc. F5, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 35.00000000 USD -296.17000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 30.00000000 OU Notional Amount USD -8268.30000000 -0.00950655872 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 F5, Inc. F5, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 30.00000000 USD -408.30000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 3480.00000000 OU Notional Amount USD 364286.40000000 0.418841848218 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Crown Holdings, Inc. Crown Holdings, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 3480.00000000 USD 7966.38000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 79.00000000 OU Notional Amount USD -8269.72000000 -0.00950819138 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Crown Holdings, Inc. Crown Holdings, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 79.00000000 USD -187.23000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 183.00000000 OU Notional Amount USD 85916.67000000 0.098783530913 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 United Therapeutics Corp. United Therapeutics Corp. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 183.00000000 USD -470.31000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 15.00000000 OU Notional Amount USD -7042.35000000 -0.00809701073 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 United Therapeutics Corp. United Therapeutics Corp. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 15.00000000 USD 38.55000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 76.00000000 OU Notional Amount USD 5773.72000000 0.006638390990 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Unum Group Unum Group Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 76.00000000 USD -107.92000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 38.00000000 OU Notional Amount USD 14234.42000000 0.016366163494 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Home Depot, Inc. Home Depot, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 38.00000000 USD -244.72000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 402.00000000 OU Notional Amount USD -150585.18000000 -0.17313678222 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Home Depot, Inc. Home Depot, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 402.00000000 USD 2588.88000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1510.00000000 OU Notional Amount USD 85375.40000000 0.098161200441 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 BioMarin Pharmaceutical, Inc. BioMarin Pharmaceutical, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 1510.00000000 USD -966.40000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 310.00000000 OU Notional Amount USD 17527.40000000 0.020152299428 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 BioMarin Pharmaceutical, Inc. BioMarin Pharmaceutical, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 310.00000000 USD -198.40000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 462.00000000 OU Notional Amount USD 11369.82000000 0.013072561651 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Hormel Foods Corp. Hormel Foods Corp. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 462.00000000 USD 115.50000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 7069.00000000 OU Notional Amount USD -173968.09000000 -0.20002151149 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Hormel Foods Corp. Hormel Foods Corp. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 7069.00000000 USD -1767.25000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1191.00000000 OU Notional Amount USD -47270.79000000 -0.05435005273 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 CenterPoint Energy, Inc. CenterPoint Energy, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 1191.00000000 USD -910.37000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 54.00000000 OU Notional Amount USD 26734.32000000 0.030738045668 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Lennox International, Inc. Lennox International, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 54.00000000 USD -815.73000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 389.00000000 OU Notional Amount USD -75932.80000000 -0.08730447881 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Humana, Inc. Humana, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 389.00000000 USD 27654.01000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 96.00000000 OU Notional Amount USD -18739.20000000 -0.02154557832 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Humana, Inc. Humana, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 96.00000000 USD 4294.75000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 94.00000000 OU Notional Amount USD 19055.68000000 0.021909454292 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 JB Hunt Transport Services, Inc. JB Hunt Transport Services, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 94.00000000 USD -752.94000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 16.00000000 OU Notional Amount USD -3243.52000000 -0.00372926881 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 JB Hunt Transport Services, Inc. JB Hunt Transport Services, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 16.00000000 USD 12.44000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 4073.00000000 OU Notional Amount USD 71196.04000000 0.081858342720 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Huntington Bancshares, Inc. Huntington Bancshares, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 4073.00000000 USD -533.66000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 810.00000000 OU Notional Amount USD 14158.80000000 0.016279218660 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Huntington Bancshares, Inc. Huntington Bancshares, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 810.00000000 USD -129.60000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1039.00000000 OU Notional Amount USD -188723.96000000 -0.21698721722 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 EastGroup Properties, Inc. EastGroup Properties, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 1039.00000000 USD -1755.91000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 282.00000000 OU Notional Amount USD 50728.98000000 0.058326140480 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Biogen, Inc. Biogen, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 282.00000000 USD 2736.66000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 41.00000000 OU Notional Amount USD -7375.49000000 -0.00848004170 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Biogen, Inc. Biogen, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 41.00000000 USD -464.12000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 164.00000000 OU Notional Amount USD 32562.20000000 0.037438707648 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 IDEX Corp. IDEX Corp. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 164.00000000 USD 116.44000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 1961.00000000 OU Notional Amount USD -389356.55000000 -0.44766649816 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 IDEX Corp. IDEX Corp. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 1961.00000000 USD -1733.20000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1625.00000000 OU Notional Amount USD 424547.50000000 0.488127636817 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Illinois Tool Works, Inc. Illinois Tool Works, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 1625.00000000 USD 2518.75000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 177.00000000 OU Notional Amount USD 46243.02000000 0.053168364133 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Illinois Tool Works, Inc. Illinois Tool Works, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 177.00000000 USD 277.89000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 4.00000000 OU Notional Amount USD 1995.68000000 0.002294552581 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Intuit, Inc. Intuit, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 4.00000000 USD -195.09000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 80.00000000 OU Notional Amount USD 39913.60000000 0.045891051637 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Intuit, Inc. Intuit, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 80.00000000 USD -3901.60000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 85.00000000 OU Notional Amount USD 56989.10000000 0.065523774624 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 IDEXX Laboratories, Inc. IDEXX Laboratories, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 85.00000000 USD -1750.15000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 141.00000000 OU Notional Amount USD 6552.27000000 0.007533536461 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Intel Corp. Intel Corp. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 141.00000000 USD -326.06000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 726.00000000 OU Notional Amount USD -33737.22000000 -0.03878969837 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Intel Corp. Intel Corp. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 726.00000000 USD 3402.36000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 222.00000000 OU Notional Amount USD 15497.82000000 0.017818769990 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 International Flavors & Fragrances, Inc. International Flavors & Fragrances, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 222.00000000 USD -521.70000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 3418.00000000 OU Notional Amount USD -238610.58000000 -0.27434484606 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 International Flavors & Fragrances, Inc. International Flavors & Fragrances, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 3418.00000000 USD 8032.30000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 6792.00000000 OU Notional Amount USD -273853.44000000 -0.31486566874 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 International Paper Co. International Paper Co. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 6792.00000000 USD 10323.84000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 22.00000000 OU Notional Amount USD 7181.68000000 0.008257206759 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 InterDigital, Inc. InterDigital, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 22.00000000 USD -80.96000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 195.00000000 OU Notional Amount USD -63655.80000000 -0.07318887809 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 InterDigital, Inc. InterDigital, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 195.00000000 USD 717.60000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 308.00000000 OU Notional Amount USD 55196.68000000 0.063462922213 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Jack Henry & Associates, Inc. Jack Henry & Associates, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 308.00000000 USD -2922.92000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 350.00000000 OU Notional Amount USD -62723.50000000 -0.07211695706 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Jack Henry & Associates, Inc. Jack Henry & Associates, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 350.00000000 USD 1901.88000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 705.00000000 OU Notional Amount USD 167218.95000000 0.192261621831 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Jabil, Inc. Jabil, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 705.00000000 USD -4785.19000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 138.00000000 OU Notional Amount USD -32732.22000000 -0.03763418980 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Jabil, Inc. Jabil, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 138.00000000 USD 1036.38000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 388.00000000 OU Notional Amount USD -38443.04000000 -0.04420026090 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Itron, Inc. Itron, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 388.00000000 USD 142.41000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 540.00000000 OU Notional Amount USD 54037.80000000 0.062130488609 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Incyte Corp. Incyte Corp. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 540.00000000 USD -2694.60000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 532.00000000 OU Notional Amount USD 53237.24000000 0.061210036926 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Incyte Corp. Incyte Corp. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 532.00000000 USD -2654.68000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 185.00000000 OU Notional Amount USD 133335.05000000 0.153303276692 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 EMCOR Group, Inc. EMCOR Group, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 185.00000000 USD 3300.40000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 93.00000000 OU Notional Amount USD 67027.89000000 0.077065971526 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 EMCOR Group, Inc. EMCOR Group, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 93.00000000 USD 1711.18000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 417.00000000 OU Notional Amount USD 94763.25000000 0.108954972717 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Johnson & Johnson Johnson & Johnson Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 417.00000000 USD 3652.92000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 194.00000000 OU Notional Amount USD -44086.50000000 -0.05068888418 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Johnson & Johnson Johnson & Johnson Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 194.00000000 USD -1489.92000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 230.00000000 OU Notional Amount USD 31063.80000000 0.035715907606 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Hartford Insurance Group, Inc. Hartford Insurance Group, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 230.00000000 USD 1175.30000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 178.00000000 OU Notional Amount USD -24040.68000000 -0.02764100675 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Hartford Insurance Group, Inc. Hartford Insurance Group, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 178.00000000 USD -909.58000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 42.00000000 OU Notional Amount USD 59973.48000000 0.068955094692 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 KLA Corp. KLA Corp. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 42.00000000 USD -3026.52000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 5359.00000000 OU Notional Amount USD 215485.39000000 0.247756432882 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Devon Energy Corp. Devon Energy Corp. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 5359.00000000 USD 11950.57000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1350.00000000 OU Notional Amount USD 54283.50000000 0.062412984585 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Devon Energy Corp. Devon Energy Corp. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 1350.00000000 USD 3010.50000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 134.00000000 OU Notional Amount USD 15334.96000000 0.017631520113 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 East West Bancorp, Inc. East West Bancorp, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 134.00000000 USD -115.24000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 2787.00000000 OU Notional Amount USD 59976.24000000 0.068958268029 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 KeyCorp KeyCorp Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 2787.00000000 USD -139.35000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1927.00000000 OU Notional Amount USD -40621.16000000 -0.04670457566 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Kimco Realty Corp. Kimco Realty Corp. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 1927.00000000 USD -616.64000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 184.00000000 OU Notional Amount USD 18398.16000000 0.021153464247 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Kimberly-Clark Corp. Kimberly-Clark Corp. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 184.00000000 USD -404.80000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 2036.00000000 OU Notional Amount USD 239555.76000000 0.275431576006 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Kirby Corp. Kirby Corp. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 2036.00000000 USD -26569.80000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 198.00000000 OU Notional Amount USD -23296.68000000 -0.02678558548 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Kirby Corp. Kirby Corp. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 198.00000000 USD 2583.90000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 835.00000000 OU Notional Amount USD -14587.45000000 -0.01677206318 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Kohl's Corp. Kohl's Corp. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 835.00000000 USD 233.80000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 826.00000000 OU Notional Amount USD 51914.10000000 0.059688743781 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Kroger Co. Kroger Co. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 826.00000000 USD -76.17000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 822.00000000 OU Notional Amount USD -51662.70000000 -0.05939969417 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Kroger Co. Kroger Co. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 822.00000000 USD -199.12000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 227.00000000 OU Notional Amount USD 140808.10000000 0.161895488956 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Teledyne Technologies, Inc. Teledyne Technologies, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 227.00000000 USD -299.64000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 16.00000000 OU Notional Amount USD -9924.80000000 -0.01141113578 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Teledyne Technologies, Inc. Teledyne Technologies, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 16.00000000 USD 21.12000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 139.00000000 OU Notional Amount USD 30934.45000000 0.035567186179 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Packaging Corp. of America Packaging Corp. of America Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 139.00000000 USD 526.81000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1721.00000000 OU Notional Amount USD -383008.55000000 -0.44036782313 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Packaging Corp. of America Packaging Corp. of America Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 1721.00000000 USD -6522.59000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 121.00000000 OU Notional Amount USD 9742.92000000 0.011202017478 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Lattice Semiconductor Corp. Lattice Semiconductor Corp. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 121.00000000 USD -578.38000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 37.00000000 OU Notional Amount USD -2979.24000000 -0.00342541030 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Lattice Semiconductor Corp. Lattice Semiconductor Corp. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 37.00000000 USD 176.77000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 93.00000000 OU Notional Amount USD 9034.95000000 0.010388022052 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Akamai Technologies, Inc. Akamai Technologies, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 93.00000000 USD 412.40000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 504.00000000 OU Notional Amount USD -48963.60000000 -0.05629637757 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Akamai Technologies, Inc. Akamai Technologies, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 504.00000000 USD -60.48000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 78.00000000 OU Notional Amount USD 8529.30000000 0.009806646023 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Lennar Corp. Lennar Corp. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 78.00000000 USD -64.99000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 600.00000000 OU Notional Amount USD 65610.00000000 0.075435738643 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Lennar Corp. Lennar Corp. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 600.00000000 USD -3216.00000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 117.00000000 OU Notional Amount USD 12052.17000000 0.013857100231 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Kratos Defense & Security Solutions, Inc. Kratos Defense & Security Solutions, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 117.00000000 USD -2326.70000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 104.00000000 OU Notional Amount USD 10713.04000000 0.012317422428 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Kratos Defense & Security Solutions, Inc. Kratos Defense & Security Solutions, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 104.00000000 USD -1127.36000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 135.00000000 OU Notional Amount USD 43664.40000000 0.050203570589 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Lithia Motors, Inc. Lithia Motors, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 135.00000000 USD -814.10000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 300.00000000 OU Notional Amount USD -97032.00000000 -0.11156349019 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Lithia Motors, Inc. Lithia Motors, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 300.00000000 USD 3301.89000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 44.00000000 OU Notional Amount USD 45634.60000000 0.052468827292 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Eli Lilly & Co. Eli Lilly & Co. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 44.00000000 USD -2210.12000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 397.00000000 OU Notional Amount USD -411748.55000000 -0.47341191898 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Eli Lilly & Co. Eli Lilly & Co. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 397.00000000 USD 19149.76000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 1310.00000000 OU Notional Amount USD -54509.10000000 -0.06267237038 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Lincoln National Corp. Lincoln National Corp. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 1310.00000000 USD -445.40000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 3368.00000000 OU Notional Amount USD -140142.48000000 -0.16113018585 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Lincoln National Corp. Lincoln National Corp. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 3368.00000000 USD -2941.56000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 177.00000000 OU Notional Amount USD 46966.95000000 0.054000709725 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Lincoln Electric Holdings, Inc. Lincoln Electric Holdings, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 177.00000000 USD 741.63000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 121.00000000 OU Notional Amount USD 32107.35000000 0.036915739416 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Lincoln Electric Holdings, Inc. Lincoln Electric Holdings, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 121.00000000 USD 506.99000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 658.00000000 OU Notional Amount USD 69892.76000000 0.080359883804 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 United Parcel Service, Inc. United Parcel Service, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 658.00000000 USD -2026.64000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1573.00000000 OU Notional Amount USD -167084.06000000 -0.19210653073 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 United Parcel Service, Inc. United Parcel Service, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 1573.00000000 USD 4844.84000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 353.00000000 OU Notional Amount USD 47249.05000000 0.054325056956 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Agilent Technologies, Inc. Agilent Technologies, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 353.00000000 USD -1687.34000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 286.00000000 OU Notional Amount USD 181386.92000000 0.208551383788 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Lockheed Martin Corp. Lockheed Martin Corp. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 286.00000000 USD 11528.66000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 92.00000000 OU Notional Amount USD 58348.24000000 0.067086459120 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Lockheed Martin Corp. Lockheed Martin Corp. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 92.00000000 USD 3708.52000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 947.00000000 OU Notional Amount USD -99974.79000000 -0.11494699175 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Loews Corp. Loews Corp. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 947.00000000 USD -2986.51000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 6381.00000000 OU Notional Amount USD 191557.62000000 0.220245245502 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Carnival Corp. Carnival Corp. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 6381.00000000 USD 9483.37000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 160.00000000 OU Notional Amount USD -4803.20000000 -0.00552252613 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Carnival Corp. Carnival Corp. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 160.00000000 USD -244.80000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 135.00000000 OU Notional Amount USD 5109.75000000 0.005874984995 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Range Resources Corp. Range Resources Corp. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 135.00000000 USD 396.56000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1109.00000000 OU Notional Amount USD 41975.65000000 0.048261913774 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Range Resources Corp. Range Resources Corp. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 1109.00000000 USD 1918.57000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 196.00000000 OU Notional Amount USD -23578.80000000 -0.02710995571 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 ATI, Inc. ATI, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 196.00000000 USD 583.59000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 824.00000000 OU Notional Amount USD 69001.76000000 0.079335447847 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Louisiana-Pacific Corp. Louisiana-Pacific Corp. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 824.00000000 USD -7308.88000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 464.00000000 OU Notional Amount USD -123915.84000000 -0.14247344794 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Lowe's Cos., Inc. Lowe's Cos., Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 464.00000000 USD 3660.96000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 33.00000000 OU Notional Amount USD -8812.98000000 -0.01013280987 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Lowe's Cos., Inc. Lowe's Cos., Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 33.00000000 USD 260.37000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 5439.00000000 OU Notional Amount USD -327264.63000000 -0.37627570638 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Dominion Energy, Inc. Dominion Energy, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 5439.00000000 USD -1305.36000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 855.00000000 OU Notional Amount USD -51445.35000000 -0.05914979388 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Dominion Energy, Inc. Dominion Energy, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 855.00000000 USD -205.20000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 569.00000000 OU Notional Amount USD 19084.26000000 0.021942314427 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 MGM Resorts International MGM Resorts International Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 569.00000000 USD -172.93000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1741.00000000 OU Notional Amount USD -58393.14000000 -0.06713808333 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 MGM Resorts International MGM Resorts International Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 1741.00000000 USD 1400.01000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 3319.00000000 OU Notional Amount USD 89347.48000000 0.102728138236 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 MGIC Investment Corp. MGIC Investment Corp. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 3319.00000000 USD 132.76000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 3580.00000000 OU Notional Amount USD -221351.40000000 -0.25450093520 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 McCormick & Co., Inc. McCormick & Co., Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 3580.00000000 USD -2255.40000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 196.00000000 OU Notional Amount USD -12118.68000000 -0.01393357075 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 McCormick & Co., Inc. McCormick & Co., Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 196.00000000 USD -152.36000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 614.00000000 OU Notional Amount USD 193410.00000000 0.222375037508 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 McDonald's Corp. McDonald's Corp. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 614.00000000 USD 4421.18000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 197.00000000 OU Notional Amount USD 62055.00000000 0.071348342653 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 McDonald's Corp. McDonald's Corp. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 197.00000000 USD 1767.09000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1000.00000000 OU Notional Amount USD -331280.00000000 -0.38089241727 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Everest Group Ltd. Everest Group Ltd. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 1000.00000000 USD -9580.00000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 2972.00000000 OU Notional Amount USD -187741.24000000 -0.21585732530 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Equity LifeStyle Properties, Inc. Equity LifeStyle Properties, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 2972.00000000 USD 656.36000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 10.00000000 OU Notional Amount USD -20406.40000000 -0.02346245781 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Markel Group, Inc. Markel Group, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 10.00000000 USD 64.40000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 489.00000000 OU Notional Amount USD 39785.04000000 0.045743238520 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Edwards Lifesciences Corp. Edwards Lifesciences Corp. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 489.00000000 USD -1506.12000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 5090.00000000 OU Notional Amount USD 94317.70000000 0.108442697250 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Host Hotels & Resorts, Inc. Host Hotels & Resorts, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 5090.00000000 USD -1408.23000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1256.00000000 OU Notional Amount USD -23273.68000000 -0.02675914101 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Host Hotels & Resorts, Inc. Host Hotels & Resorts, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 1256.00000000 USD 351.68000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 368.00000000 OU Notional Amount USD 69253.92000000 0.079625371271 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Marsh & McLennan Cos., Inc. Marsh & McLennan Cos., Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 368.00000000 USD 2774.72000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 190.00000000 OU Notional Amount USD 35756.10000000 0.041110925384 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Marsh & McLennan Cos., Inc. Marsh & McLennan Cos., Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 190.00000000 USD 1432.60000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 550.00000000 OU Notional Amount USD 36349.50000000 0.041793192833 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Masco Corp. Masco Corp. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 550.00000000 USD -2095.50000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 2961.00000000 OU Notional Amount USD -195692.49000000 -0.22499935269 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Masco Corp. Masco Corp. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 2961.00000000 USD 11281.41000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 3580.00000000 OU Notional Amount USD -74786.20000000 -0.08598616426 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Mattel, Inc. Mattel, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 3580.00000000 USD -35.80000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 975.00000000 OU Notional Amount USD -20367.75000000 -0.02341801959 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Mattel, Inc. Mattel, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 975.00000000 USD -9.75000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 2900.00000000 OU Notional Amount USD 228752.00000000 0.263009847372 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 MetLife, Inc. MetLife, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 2900.00000000 USD 5684.00000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1379.00000000 OU Notional Amount USD -108775.52000000 -0.12506571707 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 MetLife, Inc. MetLife, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 1379.00000000 USD -2702.84000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1705.00000000 OU Notional Amount USD 70518.80000000 0.081079679412 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Exelixis, Inc. Exelixis, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 1705.00000000 USD -5353.70000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 135.00000000 OU Notional Amount USD 10060.20000000 0.011566813258 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 CVS Health Corp. CVS Health Corp. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 135.00000000 USD -1101.60000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 585.00000000 OU Notional Amount USD -43594.20000000 -0.05012285745 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 CVS Health Corp. CVS Health Corp. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 585.00000000 USD 4773.60000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 81.00000000 OU Notional Amount USD 37085.04000000 0.042638887136 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Nova Ltd. Nova Ltd. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 81.00000000 USD -285.93000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 1487.00000000 OU Notional Amount USD -89056.43000000 -0.10239350065 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 ON Semiconductor Corp. ON Semiconductor Corp. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 1487.00000000 USD 4728.66000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 55.00000000 OU Notional Amount USD -3293.95000000 -0.00378725120 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 ON Semiconductor Corp. ON Semiconductor Corp. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 55.00000000 USD 21.45000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 39.00000000 OU Notional Amount USD 5714.67000000 0.006570497676 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Camtek Ltd. Camtek Ltd. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 39.00000000 USD 77.51000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 852.00000000 OU Notional Amount USD 366607.08000000 0.421510072726 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Microsoft Corp. Microsoft Corp. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 852.00000000 USD -17764.20000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 91.00000000 OU Notional Amount USD 39156.39000000 0.045020442040 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Microsoft Corp. Microsoft Corp. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 91.00000000 USD -1897.35000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 444.00000000 OU Notional Amount USD 184206.72000000 0.211793476394 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Micron Technology, Inc. Micron Technology, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 444.00000000 USD 7681.20000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 47.00000000 OU Notional Amount USD 19499.36000000 0.022419579708 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Micron Technology, Inc. Micron Technology, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 47.00000000 USD 657.38000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 130.00000000 OU Notional Amount USD -17459.00000000 -0.02007365585 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Mid-America Apartment Communities, Inc. Mid-America Apartment Communities, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 130.00000000 USD 26.08000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 487.00000000 OU Notional Amount USD -71671.79000000 -0.08240534093 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Middleby Corp. Middleby Corp. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 487.00000000 USD 818.16000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 295.00000000 OU Notional Amount USD -43415.15000000 -0.04991699296 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Middleby Corp. Middleby Corp. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 295.00000000 USD 752.25000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 337.00000000 OU Notional Amount USD 25585.04000000 0.029416649757 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Microchip Technology, Inc. Microchip Technology, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 337.00000000 USD 495.39000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 126.00000000 OU Notional Amount USD -9565.92000000 -0.01099850999 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Microchip Technology, Inc. Microchip Technology, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 126.00000000 USD -56.70000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1223.00000000 OU Notional Amount USD 187314.68000000 0.215366883775 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 3M Co. 3M Co. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 1223.00000000 USD -9135.81000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 12.00000000 OU Notional Amount USD -1837.92000000 -0.00211316648 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 3M Co. 3M Co. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 12.00000000 USD 89.64000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 821.00000000 OU Notional Amount USD -151605.86000000 -0.17431031903 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Modine Manufacturing Co. Modine Manufacturing Co. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 821.00000000 USD -30491.94000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 156.00000000 OU Notional Amount USD -28806.96000000 -0.03312108376 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Modine Manufacturing Co. Modine Manufacturing Co. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 156.00000000 USD -5793.84000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 272.00000000 OU Notional Amount USD -32199.36000000 -0.03702152881 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Mohawk Industries, Inc. Mohawk Industries, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 272.00000000 USD 1868.64000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 146.00000000 OU Notional Amount USD -17283.48000000 -0.01987185002 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Mohawk Industries, Inc. Mohawk Industries, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 146.00000000 USD 1003.02000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 908.00000000 OU Notional Amount USD -107207.56000000 -0.12326293974 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Entegris, Inc. Entegris, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 908.00000000 USD 360.19000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1151.00000000 OU Notional Amount USD 80006.01000000 0.091987691818 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Meritage Homes Corp. Meritage Homes Corp. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 1151.00000000 USD -5801.04000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 47.00000000 OU Notional Amount USD -9892.56000000 -0.01137406753 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Charles River Laboratories International, Inc. Charles River Laboratories International, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 47.00000000 USD 636.85000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 449.00000000 OU Notional Amount USD 61126.86000000 0.070281204618 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Mueller Industries, Inc. Mueller Industries, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 449.00000000 USD 1355.98000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 54.00000000 OU Notional Amount USD -7351.56000000 -0.00845252794 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Mueller Industries, Inc. Mueller Industries, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 54.00000000 USD -218.64000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 899.00000000 OU Notional Amount USD 130184.19000000 0.149680544616 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Illumina, Inc. Illumina, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 899.00000000 USD -8183.43000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 80.00000000 OU Notional Amount USD -11584.80000000 -0.01331973700 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Illumina, Inc. Illumina, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 80.00000000 USD 731.20000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 246.00000000 OU Notional Amount USD 38590.02000000 0.044369252597 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Insmed, Inc. Insmed, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 246.00000000 USD -865.92000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 410.00000000 OU Notional Amount USD -31184.60000000 -0.03585479858 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Xcel Energy, Inc. Xcel Energy, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 410.00000000 USD -82.00000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 4229.00000000 OU Notional Amount USD -58698.52000000 -0.06748919697 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Ford Motor Co. Ford Motor Co. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 4229.00000000 USD -718.93000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1586.00000000 OU Notional Amount USD -70243.94000000 -0.08076365644 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Bruker Corp. Bruker Corp. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 1586.00000000 USD 12402.52000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 871.00000000 OU Notional Amount USD -38576.59000000 -0.04435381132 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Bruker Corp. Bruker Corp. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 871.00000000 USD 6811.22000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 635.00000000 OU Notional Amount USD 86398.10000000 0.099337059760 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Neurocrine Biosciences, Inc. Neurocrine Biosciences, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 635.00000000 USD -774.99000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 810.00000000 OU Notional Amount USD 78043.50000000 0.089731276768 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 NetApp, Inc. NetApp, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 810.00000000 USD -2349.00000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 765.00000000 OU Notional Amount USD 56082.15000000 0.064480999999 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 New York Times Co. New York Times Co. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 765.00000000 USD 1568.25000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1858.00000000 OU Notional Amount USD -136209.98000000 -0.15660875555 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 New York Times Co. New York Times Co. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 1858.00000000 USD -3808.90000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 12.00000000 OU Notional Amount USD -4294.92000000 -0.00493812624 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Sterling Infrastructure, Inc. Sterling Infrastructure, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 12.00000000 USD 76.05000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 783.00000000 OU Notional Amount USD 76890.60000000 0.088405718727 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 TTM Technologies, Inc. TTM Technologies, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 783.00000000 USD 524.61000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 665.00000000 OU Notional Amount USD 74712.75000000 0.085901714407 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Newmont Corp. Newmont Corp. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 665.00000000 USD -6211.10000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 588.00000000 OU Notional Amount USD 66061.80000000 0.075955200108 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Newmont Corp. Newmont Corp. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 588.00000000 USD -5599.44000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 42.00000000 OU Notional Amount USD 320700.66000000 0.368728717732 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 NVR, Inc. NVR, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 42.00000000 USD -5316.36000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 6.00000000 OU Notional Amount USD 45814.38000000 0.052675531104 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 NVR, Inc. NVR, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 6.00000000 USD -759.48000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1053.00000000 OU Notional Amount USD 65085.93000000 0.074833184039 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 NIKE, Inc. NIKE, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 1053.00000000 USD -3666.29000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 574.00000000 OU Notional Amount USD -35478.94000000 -0.04079225796 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 NIKE, Inc. NIKE, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 574.00000000 USD 2095.10000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 200.00000000 OU Notional Amount USD 54906.00000000 0.063128710043 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Nordson Corp. Nordson Corp. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 200.00000000 USD 118.00000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 3517.00000000 OU Notional Amount USD -155767.93000000 -0.17909569968 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 NiSource, Inc. NiSource, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 3517.00000000 USD -2290.17000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1328.00000000 OU Notional Amount USD -58817.12000000 -0.06762555848 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 NiSource, Inc. NiSource, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 1328.00000000 USD -1022.56000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 896.00000000 OU Notional Amount USD -133889.28000000 -0.15394050805 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Northern Trust Corp. Northern Trust Corp. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 896.00000000 USD 3306.24000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 128.00000000 OU Notional Amount USD -19127.04000000 -0.02199150115 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Northern Trust Corp. Northern Trust Corp. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 128.00000000 USD 472.32000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 408.00000000 OU Notional Amount USD 282442.08000000 0.324740541513 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Northrop Grumman Corp. Northrop Grumman Corp. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 408.00000000 USD 8902.56000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 24.00000000 OU Notional Amount USD 16614.24000000 0.019102384794 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Northrop Grumman Corp. Northrop Grumman Corp. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 24.00000000 USD 523.68000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1088.00000000 OU Notional Amount USD -98453.12000000 -0.11319743680 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Wells Fargo & Co. Wells Fargo & Co. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 1088.00000000 USD -2665.60000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 319.00000000 OU Notional Amount USD 56692.68000000 0.065182962832 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Nucor Corp. Nucor Corp. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 319.00000000 USD -756.09000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 35.00000000 OU Notional Amount USD 7403.20000000 0.008511901544 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Cheniere Energy, Inc. Cheniere Energy, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 35.00000000 USD 165.55000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 173.00000000 OU Notional Amount USD 36592.96000000 0.042073113347 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Cheniere Energy, Inc. Cheniere Energy, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 173.00000000 USD 818.29000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 33.00000000 OU Notional Amount USD -7224.69000000 -0.00830665792 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Capital One Financial Corp. Capital One Financial Corp. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 33.00000000 USD -38.30000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 161.00000000 OU Notional Amount USD -35247.73000000 -0.04052642200 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Capital One Financial Corp. Capital One Financial Corp. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 161.00000000 USD 1443.49000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 205.00000000 OU Notional Amount USD 9304.95000000 0.010698457190 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Occidental Petroleum Corp. Occidental Petroleum Corp. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 205.00000000 USD 459.20000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 3253.00000000 OU Notional Amount USD -147653.67000000 -0.16976624995 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Occidental Petroleum Corp. Occidental Petroleum Corp. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 3253.00000000 USD -7286.72000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 638.00000000 OU Notional Amount USD 110501.60000000 0.127050294425 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Old Dominion Freight Line, Inc. Old Dominion Freight Line, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 638.00000000 USD -3221.90000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 8485.00000000 OU Notional Amount USD -207288.55000000 -0.23833203599 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Old National Bancorp Old National Bancorp Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 8485.00000000 USD -1612.15000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1594.00000000 OU Notional Amount USD -38941.42000000 -0.04477327818 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Old National Bancorp Old National Bancorp Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 1594.00000000 USD -302.86000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 458.00000000 OU Notional Amount USD -17939.86000000 -0.02062652934 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Old Republic International Corp. Old Republic International Corp. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 458.00000000 USD -27.48000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 134.00000000 OU Notional Amount USD 22053.72000000 0.025356480079 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Oracle Corp. Oracle Corp. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 134.00000000 USD -2954.48000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 54.00000000 OU Notional Amount USD 8887.32000000 0.010218283017 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Oracle Corp. Oracle Corp. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 54.00000000 USD -734.40000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1543.00000000 OU Notional Amount USD 221914.26000000 0.255148088988 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Oshkosh Corp. Oshkosh Corp. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 1543.00000000 USD -19719.54000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 116.00000000 OU Notional Amount USD 16683.12000000 0.019181580248 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Oshkosh Corp. Oshkosh Corp. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 116.00000000 USD -1482.48000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 181.00000000 OU Notional Amount USD 22246.71000000 0.025578372218 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 PACCAR, Inc. PACCAR, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 181.00000000 USD -117.65000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 1256.00000000 OU Notional Amount USD -154374.96000000 -0.17749411881 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 PACCAR, Inc. PACCAR, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 1256.00000000 USD 794.58000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1957.00000000 OU Notional Amount USD -87634.46000000 -0.10075857675 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Exelon Corp. Exelon Corp. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 1957.00000000 USD -352.26000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 144.00000000 OU Notional Amount USD 134760.96000000 0.154942730648 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Parker-Hannifin Corp. Parker-Hannifin Corp. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 144.00000000 USD -399.93000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 1361.00000000 OU Notional Amount USD 140359.93000000 0.161380201119 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Paychex, Inc. Paychex, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 1361.00000000 USD -5221.35000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 2016.00000000 OU Notional Amount USD -207910.08000000 -0.23904664618 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Paychex, Inc. Paychex, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 2016.00000000 USD 11200.79000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 164.00000000 OU Notional Amount USD -26736.92000000 -0.03074103504 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Align Technology, Inc. Align Technology, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 164.00000000 USD 965.96000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 324.00000000 OU Notional Amount USD -11745.00000000 -0.01350392852 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 PPL Corp. PPL Corp. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 324.00000000 USD 122.31000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1476.00000000 OU Notional Amount USD -53505.00000000 -0.06151789660 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 PPL Corp. PPL Corp. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 1476.00000000 USD 560.88000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 117.00000000 OU Notional Amount USD -17974.71000000 -0.02066659847 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 PepsiCo, Inc. PepsiCo, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 117.00000000 USD -1079.91000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1734.00000000 OU Notional Amount USD 45846.96000000 0.052712990278 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Pfizer, Inc. Pfizer, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 1734.00000000 USD 589.56000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 2459.00000000 OU Notional Amount USD 65015.96000000 0.074752735348 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Pfizer, Inc. Pfizer, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 2459.00000000 USD 836.06000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1030.00000000 OU Notional Amount USD 107356.90000000 0.123434644870 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 ConocoPhillips ConocoPhillips Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 1030.00000000 USD 7570.50000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 737.00000000 OU Notional Amount USD -76817.51000000 -0.08832168278 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 ConocoPhillips ConocoPhillips Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 737.00000000 USD -4919.61000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 3460.00000000 OU Notional Amount USD 53353.20000000 0.061343363069 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 PG&E Corp. PG&E Corp. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 3460.00000000 USD 1107.20000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 5411.00000000 OU Notional Amount USD -83437.62000000 -0.09593321895 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 PG&E Corp. PG&E Corp. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 5411.00000000 USD -1731.52000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 5292.00000000 OU Notional Amount USD 328051.08000000 0.377179934956 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Altria Group, Inc. Altria Group, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 5292.00000000 USD 5080.32000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 554.00000000 OU Notional Amount USD 34342.46000000 0.039485578980 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Altria Group, Inc. Altria Group, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 554.00000000 USD 531.84000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 375.00000000 OU Notional Amount USD -83737.50000000 -0.09627800891 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 PNC Financial Services Group, Inc. PNC Financial Services Group, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 375.00000000 USD -487.50000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 297.00000000 OU Notional Amount USD -21413.70000000 -0.02462061083 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Brown & Brown, Inc. Brown & Brown, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 297.00000000 USD -0.74000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 6783.00000000 OU Notional Amount USD -489054.30000000 -0.56229496047 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Brown & Brown, Inc. Brown & Brown, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 6783.00000000 USD 43501.16000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 60.00000000 OU Notional Amount USD -3830.40000000 -0.00440403983 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Polaris, Inc. Polaris, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 60.00000000 USD 365.85000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1090.00000000 OU Notional Amount USD -50347.10000000 -0.05788707021 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Fluor Corp. Fluor Corp. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 1090.00000000 USD -632.20000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 44.00000000 OU Notional Amount USD -19517.96000000 -0.02244096524 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Powell Industries, Inc. Powell Industries, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 44.00000000 USD -1673.76000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 545.00000000 OU Notional Amount USD 63018.35000000 0.072455963729 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 PPG Industries, Inc. PPG Industries, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 545.00000000 USD 937.40000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 47.00000000 OU Notional Amount USD -5434.61000000 -0.00624849595 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 PPG Industries, Inc. PPG Industries, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 47.00000000 USD -80.96000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 227.00000000 OU Notional Amount USD 213436.75000000 0.245400989023 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Costco Wholesale Corp. Costco Wholesale Corp. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 227.00000000 USD -8153.84000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1744.00000000 OU Notional Amount USD 184305.92000000 0.211907532563 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 T. Rowe Price Group, Inc. T. Rowe Price Group, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 1744.00000000 USD -2401.35000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 697.00000000 OU Notional Amount USD 130359.91000000 0.149882580403 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Quest Diagnostics, Inc. Quest Diagnostics, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 697.00000000 USD 3394.39000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 243.00000000 OU Notional Amount USD 45448.29000000 0.052254615549 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Quest Diagnostics, Inc. Quest Diagnostics, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 243.00000000 USD 1183.41000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1380.00000000 OU Notional Amount USD 209442.60000000 0.240808676030 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Procter & Gamble Co. Procter & Gamble Co. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 1380.00000000 USD 2539.20000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 312.00000000 OU Notional Amount USD -47352.24000000 -0.05444370066 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Procter & Gamble Co. Procter & Gamble Co. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 312.00000000 USD -574.08000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 227.00000000 OU Notional Amount USD 47216.00000000 0.054287057396 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Progressive Corp. Progressive Corp. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 227.00000000 USD 245.16000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 567.00000000 OU Notional Amount USD 117936.00000000 0.135598068474 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Progressive Corp. Progressive Corp. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 567.00000000 USD 612.36000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 331.00000000 OU Notional Amount USD 27261.16000000 0.031343785106 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Public Service Enterprise Group, Inc. Public Service Enterprise Group, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 331.00000000 USD 979.76000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 266.00000000 OU Notional Amount USD -21907.76000000 -0.02518866114 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Public Service Enterprise Group, Inc. Public Service Enterprise Group, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 266.00000000 USD -787.36000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 213.00000000 OU Notional Amount USD 26644.17000000 0.030634394825 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 PulteGroup, Inc. PulteGroup, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 213.00000000 USD -570.84000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 467.00000000 OU Notional Amount USD -33502.58000000 -0.03851991874 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Global Payments, Inc. Global Payments, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 467.00000000 USD 818.47000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 529.00000000 OU Notional Amount USD -37950.46000000 -0.04363391223 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Global Payments, Inc. Global Payments, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 529.00000000 USD 2221.80000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 2319.00000000 OU Notional Amount USD 351537.21000000 0.404183342430 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 QUALCOMM, Inc. QUALCOMM, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 2319.00000000 USD -14400.99000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 647.00000000 OU Notional Amount USD 98078.73000000 0.112766978246 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 QUALCOMM, Inc. QUALCOMM, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 647.00000000 USD -3676.46000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 142.00000000 OU Notional Amount USD 23552.12000000 0.027079280122 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Raymond James Financial, Inc. Raymond James Financial, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 142.00000000 USD -810.82000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 108.00000000 OU Notional Amount USD 12293.64000000 0.014134732723 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Rambus, Inc. Rambus, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 108.00000000 USD -1181.52000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 21.00000000 OU Notional Amount USD -2390.43000000 -0.00274842025 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Rambus, Inc. Rambus, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 21.00000000 USD 229.69000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 3216.00000000 OU Notional Amount USD -196690.56000000 -0.22614689342 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Realty Income Corp. Realty Income Corp. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 3216.00000000 USD -996.96000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 307.00000000 OU Notional Amount USD -18776.12000000 -0.02158802745 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Realty Income Corp. Realty Income Corp. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 307.00000000 USD -95.17000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 355.00000000 OU Notional Amount USD -25868.85000000 -0.02974296307 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Regency Centers Corp. Regency Centers Corp. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 355.00000000 USD -713.55000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 7751.00000000 OU Notional Amount USD -287949.65000000 -0.33107292394 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 UDR, Inc. UDR, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 7751.00000000 USD 3016.90000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 871.00000000 OU Notional Amount USD -32357.65000000 -0.03720352428 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 UDR, Inc. UDR, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 871.00000000 USD 348.40000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 66.00000000 OU Notional Amount USD 18592.20000000 0.021376563633 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 RenaissanceRe Holdings Ltd. RenaissanceRe Holdings Ltd. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 66.00000000 USD 647.46000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 344.00000000 OU Notional Amount USD 113348.00000000 0.130322970640 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Reliance, Inc. Reliance, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 344.00000000 USD 443.76000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 170.00000000 OU Notional Amount USD 56015.00000000 0.064403793630 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Reliance, Inc. Reliance, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 170.00000000 USD 219.30000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 140.00000000 OU Notional Amount USD -22610.00000000 -0.02599606844 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Regal Rexnord Corp. Regal Rexnord Corp. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 140.00000000 USD -361.20000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 80.00000000 OU Notional Amount USD 59316.00000000 0.068199150637 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Regeneron Pharmaceuticals, Inc. Regeneron Pharmaceuticals, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 80.00000000 USD -1189.08000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 132.00000000 OU Notional Amount USD -26763.00000000 -0.03077102077 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Reinsurance Group of America, Inc. Reinsurance Group of America, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 132.00000000 USD -869.88000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 74.00000000 OU Notional Amount USD 11053.38000000 0.012708731668 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Repligen Corp. Repligen Corp. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 74.00000000 USD -1373.44000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 607.00000000 OU Notional Amount USD -90667.59000000 -0.10424594760 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Repligen Corp. Repligen Corp. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 607.00000000 USD 11265.92000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 540.00000000 OU Notional Amount USD -110689.20000000 -0.12726598935 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 AutoNation, Inc. AutoNation, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 540.00000000 USD 7614.00000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 402.00000000 OU Notional Amount USD -82401.96000000 -0.09474245874 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 AutoNation, Inc. AutoNation, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 402.00000000 USD 5329.74000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 309.00000000 OU Notional Amount USD 79817.79000000 0.091771284034 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 ResMed, Inc. ResMed, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 309.00000000 USD 914.64000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 2352.00000000 OU Notional Amount USD 131970.72000000 0.151734624942 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 U.S. Bancorp U.S. Bancorp Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 2352.00000000 USD -164.64000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 761.00000000 OU Notional Amount USD -42699.71000000 -0.04909440883 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 U.S. Bancorp U.S. Bancorp Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 761.00000000 USD 53.27000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 400.00000000 OU Notional Amount USD 38416.00000000 0.044169171402 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Arch Capital Group Ltd. Arch Capital Group Ltd. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 400.00000000 USD 1898.47000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1341.00000000 OU Notional Amount USD 128789.64000000 0.148077147126 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Arch Capital Group Ltd. Arch Capital Group Ltd. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 1341.00000000 USD 4733.73000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 366.00000000 OU Notional Amount USD 69045.90000000 0.079386198243 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Ross Stores, Inc. Ross Stores, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 366.00000000 USD 600.24000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 108.00000000 OU Notional Amount USD -20374.20000000 -0.02342543554 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Ross Stores, Inc. Ross Stores, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 108.00000000 USD 112.05000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 811.00000000 OU Notional Amount USD 51368.74000000 0.059061710792 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Rollins, Inc. Rollins, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 811.00000000 USD 16.22000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 81.00000000 OU Notional Amount USD 30069.63000000 0.034572850933 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Roper Technologies, Inc. Roper Technologies, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 81.00000000 USD -2936.25000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 1128.00000000 OU Notional Amount USD -418747.44000000 -0.48145896115 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Roper Technologies, Inc. Roper Technologies, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 1128.00000000 USD 40890.00000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 757.00000000 OU Notional Amount USD 319189.05000000 0.366990729363 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Rockwell Automation, Inc. Rockwell Automation, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 757.00000000 USD -2778.19000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 170.00000000 OU Notional Amount USD 71680.50000000 0.082415355339 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Rockwell Automation, Inc. Rockwell Automation, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 170.00000000 USD -623.90000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 696.00000000 OU Notional Amount USD -225956.40000000 -0.25979557895 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Royal Caribbean Cruises Ltd. Royal Caribbean Cruises Ltd. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 696.00000000 USD -27213.60000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 338.00000000 OU Notional Amount USD 88998.78000000 0.102327217004 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Royal Gold, Inc. Royal Gold, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 338.00000000 USD -8287.76000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 163.00000000 OU Notional Amount USD -42919.53000000 -0.04934714902 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Royal Gold, Inc. Royal Gold, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 163.00000000 USD -362.63000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 658.00000000 OU Notional Amount USD 70379.68000000 0.080919724832 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 RPM International, Inc. RPM International, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 658.00000000 USD -2947.84000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 601.00000000 OU Notional Amount USD 170990.51000000 0.196598009797 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Travelers Cos., Inc. Travelers Cos., Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 601.00000000 USD 3585.24000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 5026.00000000 OU Notional Amount USD 277686.50000000 0.319272766936 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Fidelity National Information Services, Inc. Fidelity National Information Services, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 5026.00000000 USD -30407.30000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 97.00000000 OU Notional Amount USD 5359.25000000 0.006161850058 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Fidelity National Information Services, Inc. Fidelity National Information Services, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 97.00000000 USD -586.85000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1013.00000000 OU Notional Amount USD 111703.51000000 0.128432202192 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Merck & Co., Inc. Merck & Co., Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 1013.00000000 USD 1104.17000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 4076.00000000 OU Notional Amount USD -449460.52000000 -0.51677162501 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Merck & Co., Inc. Merck & Co., Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 4076.00000000 USD -4442.84000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1382.00000000 OU Notional Amount USD 66861.16000000 0.076874272079 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 SLB Ltd. SLB Ltd. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 1382.00000000 USD -1411.86000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 416.00000000 OU Notional Amount USD -20126.08000000 -0.02314015715 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 SLB Ltd. SLB Ltd. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 416.00000000 USD -787.02000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 2066.00000000 OU Notional Amount USD 214698.72000000 0.246851951363 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Charles Schwab Corp. Charles Schwab Corp. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 2066.00000000 USD -268.58000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 154.00000000 OU Notional Amount USD 16003.68000000 0.018400387468 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Charles Schwab Corp. Charles Schwab Corp. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 154.00000000 USD -20.02000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 737.00000000 OU Notional Amount USD 187264.33000000 0.215308993370 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Pool Corp. Pool Corp. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 737.00000000 USD -9382.01000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 286.00000000 OU Notional Amount USD 72669.74000000 0.083552743696 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Pool Corp. Pool Corp. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 286.00000000 USD -3640.78000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 234.00000000 OU Notional Amount USD -20374.38000000 -0.02342564250 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Zimmer Biomet Holdings, Inc. Zimmer Biomet Holdings, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 234.00000000 USD 393.12000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 230.00000000 OU Notional Amount USD -20026.10000000 -0.02302520417 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Zimmer Biomet Holdings, Inc. Zimmer Biomet Holdings, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 230.00000000 USD 108.10000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 86.00000000 OU Notional Amount USD 42313.72000000 0.048650613061 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Cavco Industries, Inc. Cavco Industries, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 86.00000000 USD -16495.66000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 3444.00000000 OU Notional Amount USD 302555.40000000 0.347866027731 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 SEI Investments Co. SEI Investments Co. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 3444.00000000 USD 5682.60000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 75.00000000 OU Notional Amount USD 26941.50000000 0.030976252898 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Cencora, Inc. Cencora, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 75.00000000 USD 506.25000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 497.00000000 OU Notional Amount USD -39635.75000000 -0.04557159088 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Semtech Corp. Semtech Corp. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 497.00000000 USD 183.89000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 218.00000000 OU Notional Amount USD -17385.50000000 -0.01998914851 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Semtech Corp. Semtech Corp. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 218.00000000 USD 80.66000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1287.00000000 OU Notional Amount USD 121904.64000000 0.140161051096 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Principal Financial Group, Inc. Principal Financial Group, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 1287.00000000 USD 3307.59000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 578.00000000 OU Notional Amount USD 54748.16000000 0.062947231960 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Principal Financial Group, Inc. Principal Financial Group, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 578.00000000 USD 1485.46000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 135.00000000 OU Notional Amount USD 47876.40000000 0.055046358749 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Sherwin-Williams Co. Sherwin-Williams Co. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 135.00000000 USD 541.35000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 530.00000000 OU Notional Amount USD -187959.20000000 -0.21610792694 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Sherwin-Williams Co. Sherwin-Williams Co. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 530.00000000 USD -3428.63000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 131.00000000 OU Notional Amount USD 45471.41000000 0.052281197995 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Argan, Inc. Argan, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 131.00000000 USD -4355.75000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 3406.00000000 OU Notional Amount USD 147547.92000000 0.169644662863 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Centene Corp. Centene Corp. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 3406.00000000 USD -7152.60000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 1397.00000000 OU Notional Amount USD -60518.04000000 -0.06958120787 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Centene Corp. Centene Corp. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 1397.00000000 USD 2031.94000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 71.00000000 OU Notional Amount USD 13583.01000000 0.015617198481 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Simon Property Group, Inc. Simon Property Group, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 71.00000000 USD 467.00000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 2106.00000000 OU Notional Amount USD 154769.94000000 0.177948250931 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 A.O. Smith Corp. A.O. Smith Corp. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 2106.00000000 USD 837.04000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 10.00000000 OU Notional Amount USD 3092.40000000 0.003555517119 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Acuity, Inc. Acuity, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 10.00000000 USD -23.33000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 3.00000000 OU Notional Amount USD 927.72000000 0.001066655135 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Acuity, Inc. Acuity, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 3.00000000 USD -6.99000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 344.00000000 OU Notional Amount USD 125941.84000000 0.144802861247 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Snap-on, Inc. Snap-on, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 344.00000000 USD -2119.04000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 925.00000000 OU Notional Amount USD -338651.75000000 -0.38936815887 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Snap-on, Inc. Snap-on, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 925.00000000 USD 5504.21000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 2599.00000000 OU Notional Amount USD 288774.89000000 0.332021751695 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Prudential Financial, Inc. Prudential Financial, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 2599.00000000 USD 6081.66000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 538.00000000 OU Notional Amount USD -59777.18000000 -0.06872939684 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Prudential Financial, Inc. Prudential Financial, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 538.00000000 USD -1258.92000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 679.00000000 OU Notional Amount USD -32598.79000000 -0.03748077735 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Advance Auto Parts, Inc. Advance Auto Parts, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 679.00000000 USD -1343.12000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 533.00000000 OU Notional Amount USD 33195.24000000 0.038166551574 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Edison International Edison International Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 533.00000000 USD 820.82000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1680.00000000 OU Notional Amount USD -150040.80000000 -0.17251087600 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Southern Co. Southern Co. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 1680.00000000 USD -1054.55000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1077.00000000 OU Notional Amount USD -96186.87000000 -0.11059179372 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Southern Co. Southern Co. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 1077.00000000 USD -1938.60000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 205.00000000 OU Notional Amount USD 9741.60000000 0.011200499795 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Southwest Airlines Co. Southwest Airlines Co. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 205.00000000 USD 1007.51000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 5840.00000000 OU Notional Amount USD 153066.40000000 0.175989589169 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 AT&T, Inc. AT&T, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 5840.00000000 USD 15359.20000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 96.00000000 OU Notional Amount USD 16982.40000000 0.019525680352 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Chevron Corp. Chevron Corp. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 96.00000000 USD 982.80000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 742.00000000 OU Notional Amount USD 131259.80000000 0.150917237725 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Chevron Corp. Chevron Corp. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 742.00000000 USD 7598.08000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 184.00000000 OU Notional Amount USD -24078.24000000 -0.02768419173 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 State Street Corp. State Street Corp. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 184.00000000 USD -634.58000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 340.00000000 OU Notional Amount USD -44492.40000000 -0.05115557168 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 State Street Corp. State Street Corp. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 340.00000000 USD -816.00000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 554.00000000 OU Notional Amount USD 50940.30000000 0.058569107715 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Starbucks Corp. Starbucks Corp. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 554.00000000 USD -2149.52000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1045.00000000 OU Notional Amount USD -96087.75000000 -0.11047782953 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Starbucks Corp. Starbucks Corp. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 1045.00000000 USD 2269.20000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 206.00000000 OU Notional Amount USD 25399.80000000 0.029203668257 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Stifel Financial Corp. Stifel Financial Corp. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 206.00000000 USD -1450.07000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 247.00000000 OU Notional Amount USD 44353.79000000 0.050996203479 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Steel Dynamics, Inc. Steel Dynamics, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 247.00000000 USD 187.72000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 425.00000000 OU Notional Amount USD -76317.25000000 -0.08774650396 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Steel Dynamics, Inc. Steel Dynamics, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 425.00000000 USD -323.00000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 38.00000000 OU Notional Amount USD -10495.22000000 -0.01206698175 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Public Storage Public Storage Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 38.00000000 USD 420.16000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 3779.00000000 OU Notional Amount USD -18403.73000000 -0.02115986840 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 JetBlue Airways Corp. JetBlue Airways Corp. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 3779.00000000 USD 1965.08000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 350.00000000 OU Notional Amount USD 129346.00000000 0.148716827473 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Stryker Corp. Stryker Corp. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 350.00000000 USD 3811.50000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 105.00000000 OU Notional Amount USD 38803.80000000 0.044615048242 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Stryker Corp. Stryker Corp. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 105.00000000 USD 1226.43000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 2719.00000000 OU Notional Amount USD 227009.31000000 0.261006172514 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Netflix, Inc. Netflix, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 2719.00000000 USD -4674.72000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 449.00000000 OU Notional Amount USD 37487.01000000 0.043101056071 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Netflix, Inc. Netflix, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 449.00000000 USD -20.12000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 628.00000000 OU Notional Amount USD 80026.04000000 0.092010721507 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Sun Communities, Inc. Sun Communities, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 628.00000000 USD 1168.08000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 92.00000000 OU Notional Amount USD 11723.56000000 0.013479277673 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Sun Communities, Inc. Sun Communities, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 92.00000000 USD 171.12000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 425.00000000 OU Notional Amount USD -197673.88000000 -0.22727747520 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Synopsys, Inc. Synopsys, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 425.00000000 USD 18850.87000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 19.00000000 OU Notional Amount USD -8837.19000000 -0.01016064555 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Synopsys, Inc. Synopsys, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 19.00000000 USD 842.74000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1268.00000000 OU Notional Amount USD 106321.80000000 0.122244528530 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Sysco Corp. Sysco Corp. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 1268.00000000 USD 6205.33000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 656.00000000 OU Notional Amount USD -55005.60000000 -0.06324322611 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Sysco Corp. Sysco Corp. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 656.00000000 USD -2751.66000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 362.00000000 OU Notional Amount USD -182527.64000000 -0.20986293775 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Intuitive Surgical, Inc. Intuitive Surgical, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 362.00000000 USD 11852.55000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 35.00000000 OU Notional Amount USD -17647.70000000 -0.02029061552 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Intuitive Surgical, Inc. Intuitive Surgical, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 35.00000000 USD 755.65000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 482.00000000 OU Notional Amount USD -50306.34000000 -0.05784020601 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Teleflex, Inc. Teleflex, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 482.00000000 USD 347.04000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 257.00000000 OU Notional Amount USD -26823.09000000 -0.03084010984 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Teleflex, Inc. Teleflex, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 257.00000000 USD 185.04000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 1354.00000000 OU Notional Amount USD -46144.32000000 -0.05305488284 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Teva Pharmaceutical Industries Ltd. Teva Pharmaceutical Industries Ltd. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 1354.00000000 USD -1941.24000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 4799.00000000 OU Notional Amount USD 180730.34000000 0.207796474517 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Tetra Tech, Inc. Tetra Tech, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 4799.00000000 USD 2447.49000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 207.00000000 OU Notional Amount USD 7795.62000000 0.008963090274 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Tetra Tech, Inc. Tetra Tech, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 207.00000000 USD 105.57000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 206.00000000 OU Notional Amount USD 49656.30000000 0.057092816168 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Teradyne, Inc. Teradyne, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 206.00000000 USD 1824.10000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 178.00000000 OU Notional Amount USD -42906.90000000 -0.04933262756 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Teradyne, Inc. Teradyne, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 178.00000000 USD -2119.98000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 520.00000000 OU Notional Amount USD 112086.00000000 0.128871973808 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Texas Instruments, Inc. Texas Instruments, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 520.00000000 USD 10691.20000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 382.00000000 OU Notional Amount USD -82340.10000000 -0.09467133460 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Texas Instruments, Inc. Texas Instruments, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 382.00000000 USD -9917.68000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 192.00000000 OU Notional Amount USD 16907.52000000 0.019439586340 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Textron, Inc. Textron, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 192.00000000 USD -1530.24000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 623.00000000 OU Notional Amount USD -54861.38000000 -0.06307740776 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Textron, Inc. Textron, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 623.00000000 USD 2444.07000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 32.00000000 OU Notional Amount USD 18515.52000000 0.021288400054 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Thermo Fisher Scientific, Inc. Thermo Fisher Scientific, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 32.00000000 USD -1500.90000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 117.00000000 OU Notional Amount USD -67697.37000000 -0.07783571269 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Thermo Fisher Scientific, Inc. Thermo Fisher Scientific, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 117.00000000 USD 6902.47000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 771.00000000 OU Notional Amount USD 33430.56000000 0.038437113044 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 ACI Worldwide, Inc. ACI Worldwide, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 771.00000000 USD -285.27000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 1743.00000000 OU Notional Amount USD -162430.17000000 -0.18675567523 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Timken Co. Timken Co. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 1743.00000000 USD 2457.63000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 365.00000000 OU Notional Amount USD 33397.50000000 0.038399101986 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Toro Co. Toro Co. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 365.00000000 USD 368.65000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1079.00000000 OU Notional Amount USD 117977.86000000 0.135646197418 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 DaVita, Inc. DaVita, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 1079.00000000 USD 183.43000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1106.00000000 OU Notional Amount USD -120930.04000000 -0.13904049522 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 DaVita, Inc. DaVita, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 1106.00000000 USD -188.02000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1296.00000000 OU Notional Amount USD 65940.48000000 0.075815711252 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Tractor Supply Co. Tractor Supply Co. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 1296.00000000 USD -3265.92000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 407.00000000 OU Notional Amount USD 27513.20000000 0.031633570559 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Trimble, Inc. Trimble, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 407.00000000 USD -1026.81000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 98.00000000 OU Notional Amount USD -6624.80000000 -0.00761692853 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Trimble, Inc. Trimble, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 98.00000000 USD 380.24000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 38.00000000 OU Notional Amount USD 14037.20000000 0.016139407871 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Tyler Technologies, Inc. Tyler Technologies, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 38.00000000 USD -2704.84000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 115.00000000 OU Notional Amount USD -42481.00000000 -0.04884294487 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Tyler Technologies, Inc. Tyler Technologies, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 115.00000000 USD 8185.70000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 378.00000000 OU Notional Amount USD -24694.74000000 -0.02839301863 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Tyson Foods, Inc. Tyson Foods, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 378.00000000 USD -1591.38000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 59.00000000 OU Notional Amount USD -2366.49000000 -0.00272089500 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 UGI Corp. UGI Corp. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 59.00000000 USD -94.55000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 327.00000000 OU Notional Amount USD 76877.70000000 0.088390886826 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Union Pacific Corp. Union Pacific Corp. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 327.00000000 USD 4258.41000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 260.00000000 OU Notional Amount USD 61126.00000000 0.070280215825 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Union Pacific Corp. Union Pacific Corp. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 260.00000000 USD 969.80000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 123.00000000 OU Notional Amount USD 35292.39000000 0.040577770280 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 UnitedHealth Group, Inc. UnitedHealth Group, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 123.00000000 USD -8307.42000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 24.00000000 OU Notional Amount USD -3051.36000000 -0.00350833097 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 UMB Financial Corp. UMB Financial Corp. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 24.00000000 USD -49.74000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 151.00000000 OU Notional Amount USD 30390.26000000 0.034941498409 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Universal Health Services, Inc. Universal Health Services, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 151.00000000 USD -428.62000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 63.00000000 OU Notional Amount USD -12679.38000000 -0.01457824105 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Universal Health Services, Inc. Universal Health Services, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 63.00000000 USD 280.35000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 94.00000000 OU Notional Amount USD 41882.64000000 0.048154974618 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Valmont Industries, Inc. Valmont Industries, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 94.00000000 USD -94.94000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1157.00000000 OU Notional Amount USD 89864.19000000 0.103322230608 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Ventas, Inc. Ventas, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 1157.00000000 USD 1195.46000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 265.00000000 OU Notional Amount USD -20582.55000000 -0.02366498799 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Ventas, Inc. Ventas, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 265.00000000 USD -288.85000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1638.00000000 OU Notional Amount USD -32088.42000000 -0.03689397446 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 VF Corp. VF Corp. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 1638.00000000 USD 573.30000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 2343.00000000 OU Notional Amount USD -45899.37000000 -0.05277324918 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 VF Corp. VF Corp. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 2343.00000000 USD 858.24000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 125.00000000 OU Notional Amount USD -58737.50000000 -0.06753401460 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Vertex Pharmaceuticals, Inc. Vertex Pharmaceuticals, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 125.00000000 USD -318.75000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 42.00000000 OU Notional Amount USD -19735.80000000 -0.02269142890 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Vertex Pharmaceuticals, Inc. Vertex Pharmaceuticals, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 42.00000000 USD -107.10000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 141.00000000 OU Notional Amount USD 42376.14000000 0.048722381066 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Vulcan Materials Co. Vulcan Materials Co. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 141.00000000 USD 2.18000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 24.00000000 OU Notional Amount USD 7212.96000000 0.008293171245 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Vulcan Materials Co. Vulcan Materials Co. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 24.00000000 USD -0.06000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 1319.00000000 OU Notional Amount USD 93451.15000000 0.107446372920 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Urban Outfitters, Inc. Urban Outfitters, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 1319.00000000 USD 1653.58000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 509.00000000 OU Notional Amount USD 36062.65000000 0.041463384242 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Urban Outfitters, Inc. Urban Outfitters, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 509.00000000 USD 661.70000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 224.00000000 OU Notional Amount USD -7141.12000000 -0.00821057250 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Vornado Realty Trust Vornado Realty Trust Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 224.00000000 USD 298.27000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1812.00000000 OU Notional Amount USD -22577.52000000 -0.02595872424 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Valley National Bancorp Valley National Bancorp Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 1812.00000000 USD -108.72000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 1632.00000000 OU Notional Amount USD 194436.48000000 0.223555242919 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Walmart, Inc. Walmart, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 1632.00000000 USD 2137.92000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 236.00000000 OU Notional Amount USD -28117.04000000 -0.03232784150 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Walmart, Inc. Walmart, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 236.00000000 USD -309.16000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 149.00000000 OU Notional Amount USD -33113.76000000 -0.03807286914 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Waste Management, Inc. Waste Management, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 149.00000000 USD 1007.24000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 132.00000000 OU Notional Amount USD 48935.04000000 0.056263540434 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Waters Corp. Waters Corp. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 132.00000000 USD -3920.40000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 520.00000000 OU Notional Amount USD 200954.00000000 0.231048825229 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Watsco, Inc. Watsco, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 520.00000000 USD -899.60000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 38.00000000 OU Notional Amount USD -14685.10000000 -0.01688433722 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Watsco, Inc. Watsco, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 38.00000000 USD -168.60000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 421.00000000 OU Notional Amount USD 66008.59000000 0.075894021390 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Penske Automotive Group, Inc. Penske Automotive Group, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 421.00000000 USD -2744.92000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 7.00000000 OU Notional Amount USD -2095.17000000 -0.00240894218 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Watts Water Technologies, Inc. Watts Water Technologies, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 7.00000000 USD -70.02000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 159.00000000 OU Notional Amount USD -10457.43000000 -0.01202353233 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Webster Financial Corp. Webster Financial Corp. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 159.00000000 USD 71.55000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 980.00000000 OU Notional Amount USD -44266.60000000 -0.05089595592 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Viasat, Inc. Viasat, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 980.00000000 USD -921.20000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 603.00000000 OU Notional Amount USD 191657.52000000 0.220360106503 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Woodward, Inc. Woodward, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 603.00000000 USD -9141.48000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 67.00000000 OU Notional Amount USD -14229.46000000 -0.01636046068 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Nexstar Media Group, Inc. Nexstar Media Group, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 67.00000000 USD 411.61000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 279.00000000 OU Notional Amount USD 64482.48000000 0.074139361504 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 West Pharmaceutical Services, Inc. West Pharmaceutical Services, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 279.00000000 USD -4648.14000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 886.00000000 OU Notional Amount USD -92905.96000000 -0.10681953539 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 J.M. Smucker Co. J.M. Smucker Co. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 886.00000000 USD -2463.08000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 185.00000000 OU Notional Amount USD -19399.10000000 -0.02230430479 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 J.M. Smucker Co. J.M. Smucker Co. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 185.00000000 USD -514.30000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 293.00000000 OU Notional Amount USD 38989.51000000 0.044828570129 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Vail Resorts, Inc. Vail Resorts, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 293.00000000 USD -2519.80000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 853.00000000 OU Notional Amount USD -113508.71000000 -0.13050774853 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Vail Resorts, Inc. Vail Resorts, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 853.00000000 USD 7335.80000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 21.00000000 OU Notional Amount USD 5254.83000000 0.006041792142 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Western Digital Corp. Western Digital Corp. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 21.00000000 USD 603.07000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 4247.00000000 OU Notional Amount USD -109487.66000000 -0.12588450700 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Weyerhaeuser Co. Weyerhaeuser Co. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 4247.00000000 USD 4289.47000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 485.00000000 OU Notional Amount USD -12503.30000000 -0.01437579135 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Weyerhaeuser Co. Weyerhaeuser Co. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 485.00000000 USD 489.85000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 8005.00000000 OU Notional Amount USD 446358.80000000 0.513205392132 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Skyworks Solutions, Inc. Skyworks Solutions, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 8005.00000000 USD -30572.89000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 919.00000000 OU Notional Amount USD 51243.44000000 0.058917645892 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Skyworks Solutions, Inc. Skyworks Solutions, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 919.00000000 USD -3593.29000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 664.00000000 OU Notional Amount USD -71346.80000000 -0.08203168050 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Wynn Resorts Ltd. Wynn Resorts Ltd. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 664.00000000 USD 5053.04000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 60.00000000 OU Notional Amount USD -6447.00000000 -0.00741250125 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Wynn Resorts Ltd. Wynn Resorts Ltd. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 60.00000000 USD 456.60000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 236.00000000 OU Notional Amount USD 22866.04000000 0.026290452937 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Nasdaq, Inc. Nasdaq, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 236.00000000 USD -446.04000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 2362.00000000 OU Notional Amount USD -228854.18000000 -0.26312732982 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Nasdaq, Inc. Nasdaq, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 2362.00000000 USD 3005.82000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 199.00000000 OU Notional Amount USD 57522.94000000 0.066137562381 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 CME Group, Inc. CME Group, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 199.00000000 USD 1526.33000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 93.00000000 OU Notional Amount USD 26882.58000000 0.030908509052 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 CME Group, Inc. CME Group, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 93.00000000 USD 713.31000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1140.00000000 OU Notional Amount USD 76676.40000000 0.088159440184 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Williams Cos., Inc. Williams Cos., Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 1140.00000000 USD 4035.60000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 5225.00000000 OU Notional Amount USD -351433.50000000 -0.40406410084 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Williams Cos., Inc. Williams Cos., Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 5225.00000000 USD -17214.71000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 63.00000000 OU Notional Amount USD 12892.95000000 0.014823795252 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Williams-Sonoma, Inc. Williams-Sonoma, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 63.00000000 USD -78.28000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 415.00000000 OU Notional Amount USD 84929.75000000 0.097648809998 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Williams-Sonoma, Inc. Williams-Sonoma, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 415.00000000 USD -2220.25000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 147.00000000 OU Notional Amount USD 29694.00000000 0.034140966670 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Dick's Sporting Goods, Inc. Dick's Sporting Goods, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 147.00000000 USD -833.49000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 977.00000000 OU Notional Amount USD -197354.00000000 -0.22690969004 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Dick's Sporting Goods, Inc. Dick's Sporting Goods, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 977.00000000 USD 5539.59000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 848.00000000 OU Notional Amount USD 27856.80000000 0.032028628017 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 LKQ Corp. LKQ Corp. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 848.00000000 USD -1076.96000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 262.00000000 OU Notional Amount USD -17268.42000000 -0.01985453464 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Alliant Energy Corp. Alliant Energy Corp. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 262.00000000 USD 251.52000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 510.00000000 OU Notional Amount USD -76352.10000000 -0.08778657309 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Strategy, Inc. Strategy, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 510.00000000 USD 10112.32000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 312.00000000 OU Notional Amount USD -46709.52000000 -0.05370472706 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Strategy, Inc. Strategy, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 312.00000000 USD 2839.89000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1013.00000000 OU Notional Amount USD 72642.23000000 0.083521113804 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Halozyme Therapeutics, Inc. Halozyme Therapeutics, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 1013.00000000 USD 425.46000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 180.00000000 OU Notional Amount USD -12907.80000000 -0.01484086918 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Halozyme Therapeutics, Inc. Halozyme Therapeutics, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 180.00000000 USD -165.22000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 372.00000000 OU Notional Amount USD -124571.64000000 -0.14322746040 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Saia, Inc. Saia, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 372.00000000 USD 9474.84000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 869.00000000 OU Notional Amount USD 38705.26000000 0.044501750914 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 CarMax, Inc. CarMax, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 869.00000000 USD -2859.01000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 2580.00000000 OU Notional Amount USD -114913.20000000 -0.13212257463 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 CarMax, Inc. CarMax, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 2580.00000000 USD 8488.20000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 121.00000000 OU Notional Amount USD -28432.58000000 -0.03269063669 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Zebra Technologies Corp. Zebra Technologies Corp. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 121.00000000 USD 532.22000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 59.00000000 OU Notional Amount USD -13863.82000000 -0.01594006252 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Zebra Technologies Corp. Zebra Technologies Corp. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 59.00000000 USD 699.15000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 582.00000000 OU Notional Amount USD -34867.62000000 -0.04008938682 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Zions Bancorp NA Zions Bancorp NA Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 582.00000000 USD 651.84000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1100.00000000 OU Notional Amount USD 80165.71000000 0.092171308454 N/A DE SG N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Jardine Matheson Holdings Ltd. Jardine Matheson Holdings Ltd. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 1100.00000000 USD -1915.21000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 52.00000000 OU Notional Amount USD 34881.08000000 0.040104862589 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 NewMarket Corp. NewMarket Corp. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 52.00000000 USD 871.14000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 61.00000000 OU Notional Amount USD -40918.19000000 -0.04704608880 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 NewMarket Corp. NewMarket Corp. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 61.00000000 USD -1459.73000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 2816.00000000 OU Notional Amount USD 80256.00000000 0.092275120264 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Regions Financial Corp. Regions Financial Corp. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 2816.00000000 USD 591.36000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 2885.00000000 OU Notional Amount USD -82222.50000000 -0.09453612285 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Regions Financial Corp. Regions Financial Corp. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 2885.00000000 USD -342.54000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 348.00000000 OU Notional Amount USD 142794.84000000 0.164179762685 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Domino's Pizza, Inc. Domino's Pizza, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 348.00000000 USD 978.48000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 30.00000000 OU Notional Amount USD 12309.90000000 0.014153427817 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Domino's Pizza, Inc. Domino's Pizza, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 30.00000000 USD 150.00000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 31.00000000 OU Notional Amount USD 34848.65000000 0.040067575879 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Monolithic Power Systems, Inc. Monolithic Power Systems, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 31.00000000 USD 1471.88000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 183.00000000 OU Notional Amount USD -205719.45000000 -0.23652794793 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Monolithic Power Systems, Inc. Monolithic Power Systems, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 183.00000000 USD -6257.38000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 196.00000000 OU Notional Amount USD 23992.36000000 0.027585450364 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 CRH PLC CRH PLC Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 196.00000000 USD 78.24000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 32.00000000 OU Notional Amount USD 3917.12000000 0.004503746998 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 CRH PLC CRH PLC Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 32.00000000 USD -4.80000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1309.00000000 OU Notional Amount USD 103829.88000000 0.119379419159 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Westlake Corp. Westlake Corp. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 1309.00000000 USD -9725.87000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 105.00000000 OU Notional Amount USD 8328.60000000 0.009575889237 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Westlake Corp. Westlake Corp. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 105.00000000 USD -780.15000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1397.00000000 OU Notional Amount USD -192744.09000000 -0.22160940097 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Extra Space Storage, Inc. Extra Space Storage, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 1397.00000000 USD 8088.63000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 317.00000000 OU Notional Amount USD -43736.49000000 -0.05028645677 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Extra Space Storage, Inc. Extra Space Storage, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 317.00000000 USD 1835.43000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 66.00000000 OU Notional Amount USD 3480.18000000 0.004001370963 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Las Vegas Sands Corp. Las Vegas Sands Corp. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 66.00000000 USD -503.09000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 541.00000000 OU Notional Amount USD 28526.93000000 0.032799116533 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Las Vegas Sands Corp. Las Vegas Sands Corp. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 541.00000000 USD -3900.61000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 2411.00000000 OU Notional Amount USD 47954.79000000 0.055136488418 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 ARES Capital Corp. ARES Capital Corp. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 2411.00000000 USD -2435.11000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 74.00000000 OU Notional Amount USD 13309.64000000 0.015302888652 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Texas Roadhouse, Inc. Texas Roadhouse, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 74.00000000 USD -842.86000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1573.00000000 OU Notional Amount USD 261039.35000000 0.300132543547 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Digital Realty Trust, Inc. Digital Realty Trust, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 1573.00000000 USD 11388.52000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 238.00000000 OU Notional Amount USD -39496.10000000 -0.04541102693 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Digital Realty Trust, Inc. Digital Realty Trust, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 238.00000000 USD -1723.12000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 310.00000000 OU Notional Amount USD -38731.40000000 -0.04453180563 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Ormat Technologies, Inc. Ormat Technologies, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 310.00000000 USD -601.40000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 253.00000000 OU Notional Amount USD 42815.19000000 0.049227183093 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 MarketAxess Holdings, Inc. MarketAxess Holdings, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 253.00000000 USD -614.79000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1788.00000000 OU Notional Amount USD -79458.72000000 -0.09135843979 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Celanese Corp. Celanese Corp. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 1788.00000000 USD 6329.52000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1105.00000000 OU Notional Amount USD 53084.20000000 0.061034077690 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Molson Coors Beverage Co. Molson Coors Beverage Co. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 1105.00000000 USD -2031.37000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 428.00000000 OU Notional Amount USD -20561.12000000 -0.02364034864 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Molson Coors Beverage Co. Molson Coors Beverage Co. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 428.00000000 USD 736.16000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 4649.00000000 OU Notional Amount USD 182008.35000000 0.209265879004 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 ExlService Holdings, Inc. ExlService Holdings, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 4649.00000000 USD -16643.42000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 201.00000000 OU Notional Amount USD 40620.09000000 0.046703345418 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Morningstar, Inc. Morningstar, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 201.00000000 USD -2393.91000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 142.00000000 OU Notional Amount USD -28696.78000000 -0.03299440323 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Morningstar, Inc. Morningstar, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 142.00000000 USD 1691.22000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 61.00000000 OU Notional Amount USD -6978.40000000 -0.00802348359 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Builders FirstSource, Inc. Builders FirstSource, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 61.00000000 USD 560.69000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 345.00000000 OU Notional Amount USD -39468.00000000 -0.04537871868 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Builders FirstSource, Inc. Builders FirstSource, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 345.00000000 USD 3743.25000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 966.00000000 OU Notional Amount USD -86118.90000000 -0.09901604683 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Western Alliance Bancorp Western Alliance Bancorp Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 966.00000000 USD 1511.12000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 319.00000000 OU Notional Amount USD 29740.37000000 0.034194281031 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 CF Industries Holdings, Inc. CF Industries Holdings, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 319.00000000 USD 1276.00000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 1961.00000000 OU Notional Amount USD -182824.03000000 -0.21020371505 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 CF Industries Holdings, Inc. CF Industries Holdings, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 1961.00000000 USD -7398.59000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 27.00000000 OU Notional Amount USD 13491.09000000 0.015511512562 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 RBC Bearings, Inc. RBC Bearings, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 27.00000000 USD -159.16000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 119.00000000 OU Notional Amount USD 59460.73000000 0.068365555369 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 RBC Bearings, Inc. RBC Bearings, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 119.00000000 USD -633.08000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 382.00000000 OU Notional Amount USD 201386.58000000 0.231546188311 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Ameriprise Financial, Inc. Ameriprise Financial, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 382.00000000 USD 7303.84000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 56.00000000 OU Notional Amount USD 29522.64000000 0.033943943836 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Ameriprise Financial, Inc. Ameriprise Financial, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 56.00000000 USD 1070.72000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1393.00000000 OU Notional Amount USD -33264.84000000 -0.03824657485 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 GameStop Corp. GameStop Corp. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 1393.00000000 USD -3510.36000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 717.00000000 OU Notional Amount USD 104287.65000000 0.119905744689 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Live Nation Entertainment, Inc. Live Nation Entertainment, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 717.00000000 USD 3439.81000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 144.00000000 OU Notional Amount USD -20944.80000000 -0.02408148847 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Live Nation Entertainment, Inc. Live Nation Entertainment, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 144.00000000 USD -1052.64000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 627.00000000 OU Notional Amount USD -52617.84000000 -0.06049787572 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Crocs, Inc. Crocs, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 627.00000000 USD 1498.53000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1267.00000000 OU Notional Amount USD -49248.29000000 -0.05662370268 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Chipotle Mexican Grill, Inc. Chipotle Mexican Grill, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 1267.00000000 USD 815.39000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 292.00000000 OU Notional Amount USD -416841.68000000 -0.47926779497 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 TransDigm Group, Inc. TransDigm Group, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 292.00000000 USD -1938.07000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 48.00000000 OU Notional Amount USD -68521.92000000 -0.07878374711 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 TransDigm Group, Inc. TransDigm Group, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 48.00000000 USD -336.96000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 171.00000000 OU Notional Amount USD 92133.09000000 0.105930920555 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Mastercard, Inc. Mastercard, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 171.00000000 USD 1014.03000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 29.00000000 OU Notional Amount USD -15624.91000000 -0.01796489295 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Mastercard, Inc. Mastercard, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 29.00000000 USD -171.97000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 535.00000000 OU Notional Amount USD -45849.50000000 -0.05271591066 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Commvault Systems, Inc. Commvault Systems, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 535.00000000 USD 8517.54000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 442.00000000 OU Notional Amount USD 33384.26000000 0.038383879167 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 PTC Therapeutics, Inc. PTC Therapeutics, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 442.00000000 USD -48.62000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 871.00000000 OU Notional Amount USD -65786.63000000 -0.07563882071 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 PTC Therapeutics, Inc. PTC Therapeutics, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 871.00000000 USD 557.44000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1883.00000000 OU Notional Amount USD -98819.84000000 -0.11361907671 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Celsius Holdings, Inc. Celsius Holdings, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 1883.00000000 USD 5197.08000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 195.00000000 OU Notional Amount USD -10233.60000000 -0.01176618160 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Celsius Holdings, Inc. Celsius Holdings, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 195.00000000 USD 538.20000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 186.00000000 OU Notional Amount USD 65708.22000000 0.075548668047 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Evercore, Inc. Evercore, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 186.00000000 USD -3483.78000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 654.00000000 OU Notional Amount USD -75203.46000000 -0.08646591302 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Avis Budget Group, Inc. Avis Budget Group, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 654.00000000 USD 6345.41000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 120.00000000 OU Notional Amount USD 30217.20000000 0.034742520983 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Ciena Corp. Ciena Corp. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 120.00000000 USD 962.40000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 20.00000000 OU Notional Amount USD 5036.20000000 0.005790420163 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Ciena Corp. Ciena Corp. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 20.00000000 USD 435.60000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 43.00000000 OU Notional Amount USD -7900.82000000 -0.00908404500 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Armstrong World Industries, Inc. Armstrong World Industries, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 43.00000000 USD 191.67000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 690.00000000 OU Notional Amount USD 82689.60000000 0.095073175645 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Owens Corning Owens Corning Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 690.00000000 USD -3795.00000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 144.00000000 OU Notional Amount USD 17256.96000000 0.019841358395 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Owens Corning Owens Corning Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 144.00000000 USD -792.00000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 109.00000000 OU Notional Amount USD -16159.25000000 -0.01857925559 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Primoris Services Corp. Primoris Services Corp. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 109.00000000 USD 210.47000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1667.00000000 OU Notional Amount USD 71364.27000000 0.082051766806 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 KBR, Inc. KBR, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 1667.00000000 USD -2717.21000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1543.00000000 OU Notional Amount USD 221667.38000000 0.254864236295 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 AerCap Holdings NV AerCap Holdings NV Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 1543.00000000 USD -478.33000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 330.00000000 OU Notional Amount USD 74421.60000000 0.085566961850 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 First Solar, Inc. First Solar, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 330.00000000 USD -4937.34000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 82.00000000 OU Notional Amount USD -18492.64000000 -0.02126209355 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 First Solar, Inc. First Solar, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 82.00000000 USD 763.11000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 15.00000000 OU Notional Amount USD 4175.85000000 0.004801224344 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 AeroVironment, Inc. AeroVironment, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 15.00000000 USD -787.54000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 27.00000000 OU Notional Amount USD -7516.53000000 -0.00864220381 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 AeroVironment, Inc. AeroVironment, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 27.00000000 USD 2704.86000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 319.00000000 OU Notional Amount USD 62878.09000000 0.072294698424 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Broadridge Financial Solutions, Inc. Broadridge Financial Solutions, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 319.00000000 USD -4044.92000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 88.00000000 OU Notional Amount USD -17345.68000000 -0.01994336508 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Broadridge Financial Solutions, Inc. Broadridge Financial Solutions, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 88.00000000 USD 905.74000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 4815.00000000 OU Notional Amount USD 464310.45000000 0.533845477144 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 AECOM AECOM Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 4815.00000000 USD -7887.77000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 21.00000000 OU Notional Amount USD -2025.03000000 -0.00232829803 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 AECOM AECOM Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 21.00000000 USD 36.33000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1685.00000000 OU Notional Amount USD -39900.80000000 -0.04587633471 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Cinemark Holdings, Inc. Cinemark Holdings, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 1685.00000000 USD 741.40000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 357.00000000 OU Notional Amount USD 23522.73000000 0.027045488682 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Delta Air Lines, Inc. Delta Air Lines, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 357.00000000 USD -1092.42000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 2005.00000000 OU Notional Amount USD 150134.40000000 0.172618493518 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Interactive Brokers Group, Inc. Interactive Brokers Group, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 2005.00000000 USD -4671.65000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 178.00000000 OU Notional Amount USD -13328.64000000 -0.01532473408 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Interactive Brokers Group, Inc. Interactive Brokers Group, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 178.00000000 USD 414.74000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 53.00000000 OU Notional Amount USD 13557.93000000 0.015588362506 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Insulet Corp. Insulet Corp. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 53.00000000 USD -1525.82000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 490.00000000 OU Notional Amount USD 67291.70000000 0.077369289651 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Masimo Corp. Masimo Corp. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 490.00000000 USD -1382.05000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 96.00000000 OU Notional Amount USD 13183.68000000 0.015158064911 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Masimo Corp. Masimo Corp. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 96.00000000 USD -633.60000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 2009.00000000 OU Notional Amount USD -240919.28000000 -0.27699929645 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Bank of New York Mellon Corp. Bank of New York Mellon Corp. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 2009.00000000 USD 522.34000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 269.00000000 OU Notional Amount USD -32258.48000000 -0.03708950261 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Bank of New York Mellon Corp. Bank of New York Mellon Corp. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 269.00000000 USD 69.94000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 115.00000000 OU Notional Amount USD 5071.50000000 0.005831006683 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Genpact Ltd. Genpact Ltd. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 115.00000000 USD -75.04000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 228.00000000 OU Notional Amount USD -10054.80000000 -0.01156060455 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Genpact Ltd. Genpact Ltd. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 228.00000000 USD 476.52000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 319.00000000 OU Notional Amount USD 55665.50000000 0.064001952590 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Lululemon Athletica, Inc. Lululemon Athletica, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 319.00000000 USD -6431.04000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 295.00000000 OU Notional Amount USD -51477.50000000 -0.05918675866 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Lululemon Athletica, Inc. Lululemon Athletica, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 295.00000000 USD 9000.45000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 135.00000000 OU Notional Amount USD 289951.65000000 0.333374743004 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 MercadoLibre, Inc. MercadoLibre, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 135.00000000 USD -804.60000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 77.00000000 OU Notional Amount USD 49846.72000000 0.057311753423 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Ulta Beauty, Inc. Ulta Beauty, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 77.00000000 USD -2639.56000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 224.00000000 OU Notional Amount USD -145008.64000000 -0.16672510086 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Ulta Beauty, Inc. Ulta Beauty, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 224.00000000 USD 4169.10000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 424.00000000 OU Notional Amount USD 11570.96000000 0.013303824331 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Invesco Ltd. Invesco Ltd. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 424.00000000 USD -826.80000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 92.00000000 OU Notional Amount USD 56048.24000000 0.064442011645 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 MSCI, Inc. MSCI, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 92.00000000 USD 1653.24000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 87.00000000 OU Notional Amount USD -53002.14000000 -0.06093972840 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 MSCI, Inc. MSCI, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 87.00000000 USD -1199.46000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 330.00000000 OU Notional Amount USD -37362.60000000 -0.04295801445 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 EchoStar Corp. EchoStar Corp. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 330.00000000 USD 4865.85000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 174.00000000 OU Notional Amount USD -19700.28000000 -0.02265058944 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 EchoStar Corp. EchoStar Corp. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 174.00000000 USD 2565.63000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1709.00000000 OU Notional Amount USD -306662.96000000 -0.35258873498 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Philip Morris International, Inc. Philip Morris International, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 1709.00000000 USD -17789.86000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 66.00000000 OU Notional Amount USD -11843.04000000 -0.01361665097 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Philip Morris International, Inc. Philip Morris International, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 66.00000000 USD -619.74000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1334.00000000 OU Notional Amount USD 429321.22000000 0.493616268036 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Visa, Inc. Visa, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 1334.00000000 USD -6043.02000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 27.00000000 OU Notional Amount USD 8689.41000000 0.009990734060 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Visa, Inc. Visa, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 27.00000000 USD -159.84000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1080.00000000 OU Notional Amount USD -15822.00000000 -0.01819149911 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Graphic Packaging Holding Co. Graphic Packaging Holding Co. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 1080.00000000 USD 777.60000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 214.00000000 OU Notional Amount USD -27633.82000000 -0.03177225458 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 American Water Works Co., Inc. American Water Works Co., Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 214.00000000 USD 903.08000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 592.00000000 OU Notional Amount USD -76444.96000000 -0.08789333978 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 American Water Works Co., Inc. American Water Works Co., Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 592.00000000 USD 1438.56000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 114.00000000 OU Notional Amount USD -35289.84000000 -0.04057483839 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Chubb Ltd. Chubb Ltd. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 114.00000000 USD -984.96000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1845.00000000 OU Notional Amount USD -290236.95000000 -0.33370276946 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 JBT Marel Corp. JBT Marel Corp. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 1845.00000000 USD 202.95000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 202.00000000 OU Notional Amount USD -31776.62000000 -0.03653547936 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 JBT Marel Corp. JBT Marel Corp. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 202.00000000 USD 22.22000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 226.00000000 OU Notional Amount USD -20853.02000000 -0.02397596352 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Signet Jewelers Ltd. Signet Jewelers Ltd. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 226.00000000 USD 36.16000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 362.00000000 OU Notional Amount USD 62930.08000000 0.072354474434 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Grand Canyon Education, Inc. Grand Canyon Education, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 362.00000000 USD -2121.32000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 411.00000000 OU Notional Amount USD 72414.09000000 0.083258807610 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Marathon Petroleum Corp. Marathon Petroleum Corp. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 411.00000000 USD 216.91000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 12181.00000000 OU Notional Amount USD -60539.57000000 -0.06960596220 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Transocean Ltd. Transocean Ltd. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 12181.00000000 USD -3288.87000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 181.00000000 OU Notional Amount USD 9792.10000000 0.011258562663 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Fortune Brands Innovations, Inc. Fortune Brands Innovations, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 181.00000000 USD -1162.02000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 47.00000000 OU Notional Amount USD -2542.70000000 -0.00292349417 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Fortune Brands Innovations, Inc. Fortune Brands Innovations, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 47.00000000 USD 301.62000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 3720.00000000 OU Notional Amount USD -228928.80000000 -0.26321312489 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Terreno Realty Corp. Terreno Realty Corp. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 3720.00000000 USD 1524.42000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1880.00000000 OU Notional Amount USD -51700.00000000 -0.05944258021 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Mosaic Co. Mosaic Co. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 1880.00000000 USD 1240.80000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 218.00000000 OU Notional Amount USD 6646.82000000 0.007642246247 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Kinder Morgan, Inc. Kinder Morgan, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 218.00000000 USD 173.85000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1690.00000000 OU Notional Amount USD 51528.10000000 0.059244936509 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Kinder Morgan, Inc. Kinder Morgan, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 1690.00000000 USD 1352.00000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 50.00000000 OU Notional Amount USD 6893.50000000 0.007925868988 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Xylem, Inc. Xylem, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 50.00000000 USD -252.13000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 407.00000000 OU Notional Amount USD 56113.09000000 0.064516573566 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Xylem, Inc. Xylem, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 407.00000000 USD -2051.28000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 2512.00000000 OU Notional Amount USD 85131.68000000 0.097880980989 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Alkermes PLC Alkermes PLC Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 2512.00000000 USD -150.72000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 2637.00000000 OU Notional Amount USD -47281.41000000 -0.05436226318 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Starwood Property Trust, Inc. Starwood Property Trust, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 2637.00000000 USD 1107.54000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 170.00000000 OU Notional Amount USD 13372.20000000 0.015374817623 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Stanley Black & Decker, Inc. Stanley Black & Decker, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 170.00000000 USD -861.90000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 287.00000000 OU Notional Amount USD 14063.00000000 0.016169071674 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 LyondellBasell Industries NV LyondellBasell Industries NV Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 287.00000000 USD -539.56000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1753.00000000 OU Notional Amount USD 85897.00000000 0.098760915138 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 LyondellBasell Industries NV LyondellBasell Industries NV Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 1753.00000000 USD -4452.62000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 653.00000000 OU Notional Amount USD 131670.92000000 0.151389926962 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Garmin Ltd. Garmin Ltd. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 653.00000000 USD -2925.44000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 82.00000000 OU Notional Amount USD 34481.82000000 0.039645809502 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Huntington Ingalls Industries, Inc. Huntington Ingalls Industries, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 82.00000000 USD -297.66000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 21.00000000 OU Notional Amount USD -8830.71000000 -0.01015319511 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Huntington Ingalls Industries, Inc. Huntington Ingalls Industries, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 21.00000000 USD 68.26000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 984.00000000 OU Notional Amount USD -128471.04000000 -0.14771083366 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Prologis, Inc. Prologis, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 984.00000000 USD 2154.96000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 56.00000000 OU Notional Amount USD 11681.60000000 0.013431033752 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 EPAM Systems, Inc. EPAM Systems, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 56.00000000 USD -32.26000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 261.00000000 OU Notional Amount USD 54444.60000000 0.062598210884 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 EPAM Systems, Inc. EPAM Systems, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 261.00000000 USD -2727.45000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 358.00000000 OU Notional Amount USD -94383.12000000 -0.10851791453 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Accenture PLC Accenture PLC Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 358.00000000 USD 8274.42000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 14.00000000 OU Notional Amount USD -6852.16000000 -0.00787833791 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Fabrinet Fabrinet Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 14.00000000 USD -266.74000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 318.00000000 OU Notional Amount USD 155269.86000000 0.178523038837 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 HCA Healthcare, Inc. HCA Healthcare, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 318.00000000 USD 6973.74000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 53.00000000 OU Notional Amount USD -25878.31000000 -0.02975383980 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 HCA Healthcare, Inc. HCA Healthcare, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 53.00000000 USD -659.48000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 314.00000000 OU Notional Amount USD -19838.52000000 -0.02280953223 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 First American Financial Corp. First American Financial Corp. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 314.00000000 USD 272.69000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 78.00000000 OU Notional Amount USD -16961.88000000 -0.01950208728 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Verisk Analytics, Inc. Verisk Analytics, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 78.00000000 USD 81.12000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 20.00000000 OU Notional Amount USD -2174.00000000 -0.00249957774 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Allison Transmission Holdings, Inc. Allison Transmission Holdings, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 20.00000000 USD 57.15000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 21.00000000 OU Notional Amount USD 3454.29000000 0.003971603682 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Jazz Pharmaceuticals PLC Jazz Pharmaceuticals PLC Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 21.00000000 USD 10.66000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 216.00000000 OU Notional Amount USD -35529.84000000 -0.04085078073 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Jazz Pharmaceuticals PLC Jazz Pharmaceuticals PLC Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 216.00000000 USD 1406.16000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 119.00000000 OU Notional Amount USD 12176.08000000 0.013999566965 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 United Airlines Holdings, Inc. United Airlines Holdings, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 119.00000000 USD -826.16000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 572.00000000 OU Notional Amount USD -58527.04000000 -0.06729203616 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 United Airlines Holdings, Inc. United Airlines Holdings, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 572.00000000 USD 4374.60000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 188.00000000 OU Notional Amount USD 66441.08000000 0.076391280994 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Ralph Lauren Corp. Ralph Lauren Corp. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 188.00000000 USD -1953.32000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 61.00000000 OU Notional Amount USD -21558.01000000 -0.02478653266 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Ralph Lauren Corp. Ralph Lauren Corp. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 61.00000000 USD 372.57000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 55.00000000 OU Notional Amount USD 14467.20000000 0.016633804573 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Primerica, Inc. Primerica, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 55.00000000 USD 198.46000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 47.00000000 OU Notional Amount USD 4155.74000000 0.004778102675 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Booz Allen Hamilton Holding Corp. Booz Allen Hamilton Holding Corp. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 47.00000000 USD -408.43000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 942.00000000 OU Notional Amount USD -83291.64000000 -0.09576537701 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Booz Allen Hamilton Holding Corp. Booz Allen Hamilton Holding Corp. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 942.00000000 USD 8127.82000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 74.00000000 OU Notional Amount USD 19614.44000000 0.022551894062 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Cboe Global Markets, Inc. Cboe Global Markets, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 74.00000000 USD -426.98000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 52.00000000 OU Notional Amount USD 13783.12000000 0.015847276909 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Cboe Global Markets, Inc. Cboe Global Markets, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 52.00000000 USD -627.12000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 871.00000000 OU Notional Amount USD 71326.19000000 0.082007983954 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 SS&C Technologies Holdings, Inc. SS&C Technologies Holdings, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 871.00000000 USD -3286.05000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 292.00000000 OU Notional Amount USD -23911.88000000 -0.02749291769 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 SS&C Technologies Holdings, Inc. SS&C Technologies Holdings, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 292.00000000 USD 1150.48000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 17.00000000 OU Notional Amount USD 3724.02000000 0.004281728386 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 MACOM Technology Solutions Holdings, Inc. MACOM Technology Solutions Holdings, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 17.00000000 USD -0.04000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 307.00000000 OU Notional Amount USD -67251.42000000 -0.07732297732 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 MACOM Technology Solutions Holdings, Inc. MACOM Technology Solutions Holdings, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 307.00000000 USD 1571.67000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1001.00000000 OU Notional Amount USD 143573.43000000 0.165074954146 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Dollar General Corp. Dollar General Corp. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 1001.00000000 USD -1996.69000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 172.00000000 OU Notional Amount USD -24669.96000000 -0.02836452758 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Dollar General Corp. Dollar General Corp. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 172.00000000 USD 201.24000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 555.00000000 OU Notional Amount USD 45099.30000000 0.051853360886 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Fortinet, Inc. Fortinet, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 555.00000000 USD 2020.20000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 2484.00000000 OU Notional Amount USD -201849.84000000 -0.23207882602 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Fortinet, Inc. Fortinet, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 2484.00000000 USD -3752.24000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1525.00000000 OU Notional Amount USD -238464.25000000 -0.27417660171 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Hyatt Hotels Corp. Hyatt Hotels Corp. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 1525.00000000 USD 13831.75000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 128.00000000 OU Notional Amount USD -20015.36000000 -0.02301285575 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Hyatt Hotels Corp. Hyatt Hotels Corp. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 128.00000000 USD 1160.96000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1176.00000000 OU Notional Amount USD 473387.04000000 0.544281375193 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Motorola Solutions, Inc. Motorola Solutions, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 1176.00000000 USD 5938.80000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 184.00000000 OU Notional Amount USD 74067.36000000 0.085159670948 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Motorola Solutions, Inc. Motorola Solutions, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 184.00000000 USD 797.83000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 142.00000000 OU Notional Amount USD 12096.98000000 0.013908620967 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Nebius Group NV Nebius Group NV Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 142.00000000 USD -2165.03000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 113.00000000 OU Notional Amount USD 48636.33000000 0.055920095693 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Tesla, Inc. Tesla, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 113.00000000 USD -2141.35000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 156.00000000 OU Notional Amount USD -67143.96000000 -0.07719942414 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Tesla, Inc. Tesla, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 156.00000000 USD 1272.96000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 22.00000000 OU Notional Amount USD 3696.88000000 0.004250523906 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Generac Holdings, Inc. Generac Holdings, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 22.00000000 USD 131.50000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 222.00000000 OU Notional Amount USD -37304.88000000 -0.04289165032 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Generac Holdings, Inc. Generac Holdings, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 222.00000000 USD 1620.60000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 928.00000000 OU Notional Amount USD -34809.28000000 -0.04002230983 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 STAG Industrial, Inc. STAG Industrial, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 928.00000000 USD -64.96000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 75.00000000 OU Notional Amount USD 7380.75000000 0.008486089437 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 O'Reilly Automotive, Inc. O'Reilly Automotive, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 75.00000000 USD -35.25000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1448.00000000 OU Notional Amount USD -53547.04000000 -0.06156623250 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Enphase Energy, Inc. Enphase Energy, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 1448.00000000 USD 5068.00000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 848.00000000 OU Notional Amount USD 71232.00000000 0.081899688081 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 General Motors Co. General Motors Co. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 848.00000000 USD 2425.28000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 498.00000000 OU Notional Amount USD -41832.00000000 -0.04809675078 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 General Motors Co. General Motors Co. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 498.00000000 USD -1424.28000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 5208.00000000 OU Notional Amount USD 195456.24000000 0.224727721944 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 CubeSmart CubeSmart Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 5208.00000000 USD -5832.96000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1063.00000000 OU Notional Amount USD -108755.53000000 -0.12504273338 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Post Holdings, Inc. Post Holdings, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 1063.00000000 USD -3575.11000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 313.00000000 OU Notional Amount USD 53313.29000000 0.061297476156 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 CBRE Group, Inc. CBRE Group, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 313.00000000 USD 46.52000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 300.00000000 OU Notional Amount USD -51099.00000000 -0.05875157459 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 CBRE Group, Inc. CBRE Group, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 300.00000000 USD -48.00000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 559.00000000 OU Notional Amount USD 82793.49000000 0.095192624188 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 XPO, Inc. XPO, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 559.00000000 USD -910.13000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 231.00000000 OU Notional Amount USD -34213.41000000 -0.03933720248 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 XPO, Inc. XPO, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 231.00000000 USD 344.19000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 4639.00000000 OU Notional Amount USD 196136.92000000 0.225510340426 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Ally Financial, Inc. Ally Financial, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 4639.00000000 USD -4639.79000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 2281.00000000 OU Notional Amount USD -96440.68000000 -0.11088361425 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Ally Financial, Inc. Ally Financial, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 2281.00000000 USD -771.23000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 334.00000000 OU Notional Amount USD 88456.56000000 0.101703794260 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Expedia Group, Inc. Expedia Group, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 334.00000000 USD -5119.70000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 63.00000000 OU Notional Amount USD -16684.92000000 -0.01918364981 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Expedia Group, Inc. Expedia Group, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 63.00000000 USD 933.66000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 691.00000000 OU Notional Amount USD -251869.50000000 -0.28958941890 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 LPL Financial Holdings, Inc. LPL Financial Holdings, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 691.00000000 USD 9370.08000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 300.00000000 OU Notional Amount USD 43068.00000000 0.049517853861 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Phillips 66 Phillips 66 Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 300.00000000 USD 489.00000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 737.00000000 OU Notional Amount USD 66831.16000000 0.076839779286 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Globus Medical, Inc. Globus Medical, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 737.00000000 USD -2918.52000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 2467.00000000 OU Notional Amount USD -82545.82000000 -0.09490786318 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 PBF Energy, Inc. PBF Energy, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 2467.00000000 USD -1134.82000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1709.00000000 OU Notional Amount USD 306389.52000000 0.352274344668 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 American Tower Corp. American Tower Corp. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 1709.00000000 USD 3981.97000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 287.00000000 OU Notional Amount USD -51453.36000000 -0.05915900346 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 American Tower Corp. American Tower Corp. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 287.00000000 USD -668.71000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 306.00000000 OU Notional Amount USD 43072.56000000 0.049523096766 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Guidewire Software, Inc. Guidewire Software, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 306.00000000 USD -4476.85000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 67.00000000 OU Notional Amount USD 9430.92000000 0.010843292429 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Guidewire Software, Inc. Guidewire Software, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 67.00000000 USD -1078.03000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1307.00000000 OU Notional Amount USD 121067.41000000 0.139198437722 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Bright Horizons Family Solutions, Inc. Bright Horizons Family Solutions, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 1307.00000000 USD -1725.24000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 223.00000000 OU Notional Amount USD -10088.52000000 -0.01159937445 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Matador Resources Co. Matador Resources Co. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 223.00000000 USD -548.56000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 40.00000000 OU Notional Amount USD 28660.00000000 0.032952115066 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Meta Platforms, Inc. Meta Platforms, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 40.00000000 USD 2754.80000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 183.00000000 OU Notional Amount USD -131119.50000000 -0.15075592642 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Meta Platforms, Inc. Meta Platforms, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 183.00000000 USD -20566.00000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 120.00000000 OU Notional Amount USD 14562.00000000 0.016742801800 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Duke Energy Corp. Duke Energy Corp. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 120.00000000 USD 117.95000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 997.00000000 OU Notional Amount USD -120985.95000000 -0.13910477829 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Duke Energy Corp. Duke Energy Corp. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 997.00000000 USD -3629.08000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 218.00000000 OU Notional Amount USD 35741.10000000 0.041093678988 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Diamondback Energy, Inc. Diamondback Energy, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 218.00000000 USD 2637.80000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1680.00000000 OU Notional Amount USD -275436.00000000 -0.31668523256 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Diamondback Energy, Inc. Diamondback Energy, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 1680.00000000 USD -18864.92000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 570.00000000 OU Notional Amount USD 66695.70000000 0.076684032827 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 ServiceNow, Inc. ServiceNow, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 570.00000000 USD -6583.50000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 453.00000000 OU Notional Amount USD 53005.53000000 0.060943626089 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 ServiceNow, Inc. ServiceNow, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 453.00000000 USD -5232.15000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1148.00000000 OU Notional Amount USD 80073.00000000 0.092064714226 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 WP Carey, Inc. WP Carey, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 1148.00000000 USD 1377.60000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1057.00000000 OU Notional Amount USD 31107.51000000 0.035766163606 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 TG Therapeutics, Inc. TG Therapeutics, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 1057.00000000 USD -2325.40000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 1527.00000000 OU Notional Amount USD 93070.65000000 0.107008889326 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Taylor Morrison Home Corp. Taylor Morrison Home Corp. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 1527.00000000 USD -3588.45000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 270.00000000 OU Notional Amount USD -16456.50000000 -0.01892102168 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Taylor Morrison Home Corp. Taylor Morrison Home Corp. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 270.00000000 USD 669.74000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 146.00000000 OU Notional Amount USD 22469.40000000 0.025834412221 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 WEX, Inc. WEX, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 146.00000000 USD -1160.70000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 21.00000000 OU Notional Amount USD -4024.44000000 -0.00462713921 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Five Below, Inc. Five Below, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 21.00000000 USD -64.52000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 637.00000000 OU Notional Amount USD 85058.61000000 0.097796968043 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Popular, Inc. Popular, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 637.00000000 USD 4403.81000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 279.00000000 OU Notional Amount USD -49374.63000000 -0.05676896333 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Palo Alto Networks, Inc. Palo Alto Networks, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 279.00000000 USD 1338.39000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 86.00000000 OU Notional Amount USD -15219.42000000 -0.01749867686 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Palo Alto Networks, Inc. Palo Alto Networks, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 86.00000000 USD 455.80000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 447.00000000 OU Notional Amount USD -26136.09000000 -0.03005022488 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Mondelez International, Inc. Mondelez International, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 447.00000000 USD -397.83000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 278.00000000 OU Notional Amount USD -16254.66000000 -0.01868895417 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Mondelez International, Inc. Mondelez International, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 278.00000000 USD -247.42000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 809.00000000 OU Notional Amount USD 153127.52000000 0.176059862487 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Tenet Healthcare Corp. Tenet Healthcare Corp. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 809.00000000 USD -137.53000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 163.00000000 OU Notional Amount USD -30852.64000000 -0.03547312433 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Tenet Healthcare Corp. Tenet Healthcare Corp. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 163.00000000 USD 12.91000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 735.00000000 OU Notional Amount USD -14949.90000000 -0.01718879361 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Sarepta Therapeutics, Inc. Sarepta Therapeutics, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 735.00000000 USD 1065.75000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 46.00000000 OU Notional Amount USD 8078.98000000 0.009288886203 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Workday, Inc. Workday, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 46.00000000 USD -577.30000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1250.00000000 OU Notional Amount USD -219537.50000000 -0.25241538595 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Workday, Inc. Workday, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 1250.00000000 USD 15687.50000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 947.00000000 OU Notional Amount USD 332794.74000000 0.382634004396 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Eaton Corp. PLC Eaton Corp. PLC Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 947.00000000 USD 16458.86000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 65.00000000 OU Notional Amount USD 22842.30000000 0.026263157640 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Eaton Corp. PLC Eaton Corp. PLC Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 65.00000000 USD 758.56000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 2333.00000000 OU Notional Amount USD -220935.10000000 -0.25402229021 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Ryman Hospitality Properties, Inc. Ryman Hospitality Properties, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 2333.00000000 USD 3942.77000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 356.00000000 OU Notional Amount USD 79391.56000000 0.091281221926 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 AbbVie, Inc. AbbVie, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 356.00000000 USD 1664.52000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 217.00000000 OU Notional Amount USD 39114.25000000 0.044971991163 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 ICON PLC ICON PLC Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 217.00000000 USD -1408.33000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 163.00000000 OU Notional Amount USD -29380.75000000 -0.03378080442 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 ICON PLC ICON PLC Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 163.00000000 USD 1057.87000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 660.00000000 OU Notional Amount USD 130158.60000000 0.149651122264 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 T-Mobile U.S., Inc. T-Mobile U.S., Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 660.00000000 USD 7801.20000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 401.00000000 OU Notional Amount USD -79081.21000000 -0.09092439398 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 T-Mobile U.S., Inc. T-Mobile U.S., Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 401.00000000 USD -4759.68000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 120.00000000 OU Notional Amount USD 18735.60000000 0.021541439184 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 PTC, Inc. PTC, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 120.00000000 USD -1291.20000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 477.00000000 OU Notional Amount USD -74474.01000000 -0.08562722075 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 PTC, Inc. PTC, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 477.00000000 USD 4092.66000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 156.00000000 OU Notional Amount USD 19471.92000000 0.022388030300 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Zoetis, Inc. Zoetis, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 156.00000000 USD 291.50000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 621.00000000 OU Notional Amount USD 77513.22000000 0.089121582156 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Zoetis, Inc. Zoetis, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 621.00000000 USD 284.22000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 3825.00000000 OU Notional Amount USD -83997.00000000 -0.09657637157 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Norwegian Cruise Line Holdings Ltd. Norwegian Cruise Line Holdings Ltd. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 3825.00000000 USD -4360.50000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 464.00000000 OU Notional Amount USD -29320.16000000 -0.03371114047 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Cytokinetics, Inc. Cytokinetics, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 464.00000000 USD 807.36000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 711.00000000 OU Notional Amount USD -44928.09000000 -0.05165651051 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Cytokinetics, Inc. Cytokinetics, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 711.00000000 USD 1237.14000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 462.00000000 OU Notional Amount USD 12487.86000000 0.014358039066 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 News Corp. News Corp. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 462.00000000 USD 138.60000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 2995.00000000 OU Notional Amount USD -80954.85000000 -0.09307862988 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 News Corp. News Corp. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 2995.00000000 USD -916.83000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 52.00000000 OU Notional Amount USD 6572.28000000 0.007556543154 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 CDW Corp. CDW Corp. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 52.00000000 USD -151.97000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 382.00000000 OU Notional Amount USD 48280.98000000 0.055511528558 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 CDW Corp. CDW Corp. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 382.00000000 USD -1115.44000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 5995.00000000 OU Notional Amount USD -242977.35000000 -0.27936558254 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Rexford Industrial Realty, Inc. Rexford Industrial Realty, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 5995.00000000 USD -6954.20000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 316.00000000 OU Notional Amount USD -12807.48000000 -0.01472552528 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Rexford Industrial Realty, Inc. Rexford Industrial Realty, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 316.00000000 USD -366.56000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1124.00000000 OU Notional Amount USD -35203.68000000 -0.04047577509 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 American Homes 4 Rent American Homes 4 Rent Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 1124.00000000 USD 236.04000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 549.00000000 OU Notional Amount USD -17194.68000000 -0.01976975135 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 American Homes 4 Rent American Homes 4 Rent Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 549.00000000 USD 115.29000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 1468.00000000 OU Notional Amount USD 104095.88000000 0.119685255258 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Sprouts Farmers Market, Inc. Sprouts Farmers Market, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 1468.00000000 USD 528.48000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 369.00000000 OU Notional Amount USD 26165.79000000 0.030084372745 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Sprouts Farmers Market, Inc. Sprouts Farmers Market, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 369.00000000 USD 132.84000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1233.00000000 OU Notional Amount USD 16398.90000000 0.018854795525 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 American Airlines Group, Inc. American Airlines Group, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 1233.00000000 USD -2120.76000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 5733.00000000 OU Notional Amount USD -76248.90000000 -0.08766791788 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 American Airlines Group, Inc. American Airlines Group, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 5733.00000000 USD 8457.08000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 224.00000000 OU Notional Amount USD -94642.24000000 -0.10881584028 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Murphy USA, Inc. Murphy USA, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 224.00000000 USD 1550.08000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 58.00000000 OU Notional Amount USD 22961.04000000 0.026399680116 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Kinsale Capital Group, Inc. Kinsale Capital Group, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 58.00000000 USD -671.64000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 5.00000000 OU Notional Amount USD -1979.40000000 -0.00227583449 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Kinsale Capital Group, Inc. Kinsale Capital Group, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 5.00000000 USD 57.89000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 646.00000000 OU Notional Amount USD -17726.24000000 -0.02038091766 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Keurig Dr. Pepper, Inc. Keurig Dr. Pepper, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 646.00000000 USD 71.06000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 21.00000000 OU Notional Amount USD 10275.51000000 0.011814368035 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Madrigal Pharmaceuticals, Inc. Madrigal Pharmaceuticals, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 21.00000000 USD -183.33000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 314.00000000 OU Notional Amount USD -87681.36000000 -0.10081250048 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Krystal Biotech, Inc. Krystal Biotech, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 314.00000000 USD 2883.26000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 257.00000000 OU Notional Amount USD 30958.22000000 0.035594515969 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Twilio, Inc. Twilio, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 257.00000000 USD -473.17000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 4415.00000000 OU Notional Amount USD 118012.95000000 0.135686542488 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Invitation Homes, Inc. Invitation Homes, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 4415.00000000 USD -1280.35000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1534.00000000 OU Notional Amount USD -41003.82000000 -0.04714454273 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Invitation Homes, Inc. Invitation Homes, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 1534.00000000 USD 444.86000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1755.00000000 OU Notional Amount USD -42734.25000000 -0.04913412153 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Comstock Resources, Inc. Comstock Resources, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 1755.00000000 USD 210.60000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 5275.00000000 OU Notional Amount USD -36555.75000000 -0.04203033078 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Snap, Inc. Snap, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 5275.00000000 USD 3850.75000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 5266.00000000 OU Notional Amount USD 159717.78000000 0.183637078322 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Trade Desk, Inc. Trade Desk, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 5266.00000000 USD -33340.08000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 661.00000000 OU Notional Amount USD 20048.13000000 0.023050533378 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Trade Desk, Inc. Trade Desk, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 661.00000000 USD -4289.89000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 305.00000000 OU Notional Amount USD -16832.95000000 -0.01935384875 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Solaris Energy Infrastructure, Inc. Solaris Energy Infrastructure, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 305.00000000 USD 536.80000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 136.00000000 OU Notional Amount USD 51719.44000000 0.059464931544 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 IES Holdings, Inc. IES Holdings, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 136.00000000 USD -12352.88000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 2472.00000000 OU Notional Amount USD -38241.84000000 -0.04396892924 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Riot Platforms, Inc. Riot Platforms, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 2472.00000000 USD 3979.92000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 34.00000000 OU Notional Amount USD 10793.98000000 0.012410483984 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Willis Towers Watson PLC Willis Towers Watson PLC Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 34.00000000 USD -170.00000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1284.00000000 OU Notional Amount USD -407631.48000000 -0.46867827751 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Willis Towers Watson PLC Willis Towers Watson PLC Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 1284.00000000 USD 6420.00000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 376.00000000 OU Notional Amount USD 219012.48000000 0.251811739077 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Medpace Holdings, Inc. Medpace Holdings, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 376.00000000 USD -8945.04000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 104.00000000 OU Notional Amount USD -15742.48000000 -0.01810007021 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Bloom Energy Corp. Bloom Energy Corp. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 104.00000000 USD -596.96000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1085.00000000 OU Notional Amount USD -92214.15000000 -0.10602412008 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 elf Beauty, Inc. elf Beauty, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 1085.00000000 USD 9352.70000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 561.00000000 OU Notional Amount USD -47679.39000000 -0.05481984457 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 elf Beauty, Inc. elf Beauty, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 561.00000000 USD 4835.82000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 57.00000000 OU Notional Amount USD 27812.58000000 0.031977785640 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Hubbell, Inc. Hubbell, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 57.00000000 USD 221.16000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 42.00000000 OU Notional Amount USD 20493.48000000 0.023562578892 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Hubbell, Inc. Hubbell, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 42.00000000 USD 108.60000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 386.00000000 OU Notional Amount USD -32609.28000000 -0.03749283833 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Okta, Inc. Okta, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 386.00000000 USD 1882.26000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 108.00000000 OU Notional Amount USD -9123.84000000 -0.01049022419 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Okta, Inc. Okta, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 108.00000000 USD 753.84000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1369.00000000 OU Notional Amount USD 76718.76000000 0.088208144008 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Baker Hughes Co. Baker Hughes Co. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 1369.00000000 USD 2020.08000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 959.00000000 OU Notional Amount USD 79280.53000000 0.091153564099 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Ionis Pharmaceuticals, Inc. Ionis Pharmaceuticals, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 959.00000000 USD 843.92000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 180.00000000 OU Notional Amount USD 14880.60000000 0.017109115263 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Ionis Pharmaceuticals, Inc. Ionis Pharmaceuticals, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 180.00000000 USD 158.40000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 735.00000000 OU Notional Amount USD -33758.55000000 -0.03881422275 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Lamb Weston Holdings, Inc. Lamb Weston Holdings, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 735.00000000 USD -1337.70000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 714.00000000 OU Notional Amount USD -32794.02000000 -0.03770524495 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Lamb Weston Holdings, Inc. Lamb Weston Holdings, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 714.00000000 USD -1299.48000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 315.00000000 OU Notional Amount USD 72497.25000000 0.083354421633 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 IQVIA Holdings, Inc. IQVIA Holdings, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 315.00000000 USD -2559.51000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 88.00000000 OU Notional Amount USD -20253.20000000 -0.02328631461 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 IQVIA Holdings, Inc. IQVIA Holdings, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 88.00000000 USD 783.20000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 83.00000000 OU Notional Amount USD 415152.72000000 0.477325896706 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Booking Holdings, Inc. Booking Holdings, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 83.00000000 USD -12371.98000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 823.00000000 OU Notional Amount USD 45857.56000000 0.052725177731 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 TechnipFMC PLC TechnipFMC PLC Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 823.00000000 USD 1440.25000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 25.00000000 OU Notional Amount USD -2747.00000000 -0.00315839009 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Construction Partners, Inc. Construction Partners, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 25.00000000 USD 108.19000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 327.00000000 OU Notional Amount USD -158130.66000000 -0.18181227159 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Axon Enterprise, Inc. Axon Enterprise, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 327.00000000 USD 39964.61000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 31.00000000 OU Notional Amount USD -14990.98000000 -0.01723602574 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Axon Enterprise, Inc. Axon Enterprise, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 31.00000000 USD 1816.18000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 31.00000000 OU Notional Amount USD 5836.68000000 0.006710779866 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Leidos Holdings, Inc. Leidos Holdings, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 31.00000000 USD -143.06000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 971.00000000 OU Notional Amount USD 109004.46000000 0.125328943080 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 nVent Electric PLC nVent Electric PLC Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 971.00000000 USD 669.99000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 74.00000000 OU Notional Amount USD 8307.24000000 0.009551330368 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 nVent Electric PLC nVent Electric PLC Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 74.00000000 USD 51.06000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 888.00000000 OU Notional Amount USD -38725.68000000 -0.04452522900 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Applied Optoelectronics, Inc. Applied Optoelectronics, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 888.00000000 USD -4848.48000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 3596.00000000 OU Notional Amount USD -38692.96000000 -0.04448760886 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 CNH Industrial NV CNH Industrial NV Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 3596.00000000 USD 1042.84000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 95.00000000 OU Notional Amount USD 31473.50000000 0.036186964185 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Broadcom, Inc. Broadcom, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 95.00000000 USD 307.77000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 314.00000000 OU Notional Amount USD 39849.74000000 0.045817627977 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Tapestry, Inc. Tapestry, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 314.00000000 USD -819.54000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 987.00000000 OU Notional Amount USD -54383.70000000 -0.06252819051 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Knight-Swift Transportation Holdings, Inc. Knight-Swift Transportation Holdings, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 987.00000000 USD 4283.58000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 332.00000000 OU Notional Amount USD 46891.68000000 0.053914167307 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Hamilton Lane, Inc. Hamilton Lane, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 332.00000000 USD -3656.33000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 14.00000000 OU Notional Amount USD -1977.36000000 -0.00227348898 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Hamilton Lane, Inc. Hamilton Lane, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 14.00000000 USD 152.00000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 304.00000000 OU Notional Amount USD 22128.16000000 0.025442068197 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Wyndham Hotels & Resorts, Inc. Wyndham Hotels & Resorts, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 304.00000000 USD -1650.72000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 518.00000000 OU Notional Amount USD -37705.22000000 -0.04335194515 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Wyndham Hotels & Resorts, Inc. Wyndham Hotels & Resorts, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 518.00000000 USD 2812.74000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 202.00000000 OU Notional Amount USD 30233.34000000 0.034761078106 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 ARES Management Corp. ARES Management Corp. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 202.00000000 USD -2393.70000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 103.00000000 OU Notional Amount USD 38246.99000000 0.043974850503 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 MongoDB, Inc. MongoDB, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 103.00000000 USD -3430.93000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 195.00000000 OU Notional Amount USD -72409.35000000 -0.08325335774 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 MongoDB, Inc. MongoDB, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 195.00000000 USD 4049.38000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 70.00000000 OU Notional Amount USD 7176.40000000 0.008251136028 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Rhythm Pharmaceuticals, Inc. Rhythm Pharmaceuticals, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 70.00000000 USD -247.80000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 324.00000000 OU Notional Amount USD -95858.64000000 -0.11021440807 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Burlington Stores, Inc. Burlington Stores, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 324.00000000 USD 1321.92000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 2789.00000000 OU Notional Amount USD -67159.12000000 -0.07721685450 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Elanco Animal Health, Inc. Elanco Animal Health, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 2789.00000000 USD 2239.94000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 978.00000000 OU Notional Amount USD -23550.24000000 -0.02707711857 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Elanco Animal Health, Inc. Elanco Animal Health, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 978.00000000 USD 811.74000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 2104.00000000 OU Notional Amount USD -76522.48000000 -0.08798246916 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Antero Resources Corp. Antero Resources Corp. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 2104.00000000 USD -4186.96000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 102.00000000 OU Notional Amount USD 3096.72000000 0.003560484081 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Essential Properties Realty Trust, Inc. Essential Properties Realty Trust, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 102.00000000 USD -71.66000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 849.00000000 OU Notional Amount USD 173128.08000000 0.199055701793 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Veeva Systems, Inc. Veeva Systems, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 849.00000000 USD -18134.64000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 48.00000000 OU Notional Amount USD -9788.16000000 -0.01125403261 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Veeva Systems, Inc. Veeva Systems, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 48.00000000 USD 1025.28000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1929.00000000 OU Notional Amount USD -148012.17000000 -0.17017843883 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Evergy, Inc. Evergy, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 1929.00000000 USD -968.97000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 200.00000000 OU Notional Amount USD -8950.00000000 -0.01029034995 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Gaming & Leisure Properties, Inc. Gaming & Leisure Properties, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 200.00000000 USD 32.00000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 2316.00000000 OU Notional Amount USD -41688.00000000 -0.04793118537 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 CommScope Holding Co., Inc. CommScope Holding Co., Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 2316.00000000 USD 254.76000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 332.00000000 OU Notional Amount USD 54909.48000000 0.063132711207 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Allegion PLC Allegion PLC Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 332.00000000 USD -420.89000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 166.00000000 OU Notional Amount USD 28847.48000000 0.033167672028 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Intercontinental Exchange, Inc. Intercontinental Exchange, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 166.00000000 USD -94.62000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 647.00000000 OU Notional Amount USD 17333.13000000 0.019928935597 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Brixmor Property Group, Inc. Brixmor Property Group, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 647.00000000 USD 465.84000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1419.00000000 OU Notional Amount USD 89283.48000000 0.102654553611 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Essent Group Ltd. Essent Group Ltd. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 1419.00000000 USD 851.40000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 31.00000000 OU Notional Amount USD -3535.24000000 -0.00406467673 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Guardant Health, Inc. Guardant Health, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 31.00000000 USD -63.86000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 96.00000000 OU Notional Amount USD 6329.28000000 0.007277151529 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Elastic NV Elastic NV Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 96.00000000 USD -593.99000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 526.00000000 OU Notional Amount USD -34679.18000000 -0.03987272609 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Elastic NV Elastic NV Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 526.00000000 USD 2623.69000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 263.00000000 OU Notional Amount USD 69063.80000000 0.079406778943 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 STERIS PLC STERIS PLC Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 263.00000000 USD 447.10000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 93.00000000 OU Notional Amount USD -24421.80000000 -0.02807920320 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 STERIS PLC STERIS PLC Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 93.00000000 USD -158.10000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 598.00000000 OU Notional Amount USD -5543.46000000 -0.00637364730 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Quantum Computing, Inc. Quantum Computing, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 598.00000000 USD 1632.54000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 414.00000000 OU Notional Amount USD -3837.78000000 -0.00441252505 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Quantum Computing, Inc. Quantum Computing, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 414.00000000 USD 843.52000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1314.00000000 OU Notional Amount USD -69037.56000000 -0.07937660924 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Docusign, Inc. Docusign, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 1314.00000000 USD 6458.21000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 153.00000000 OU Notional Amount USD -8038.62000000 -0.00924248189 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Docusign, Inc. Docusign, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 153.00000000 USD 758.88000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 941.00000000 OU Notional Amount USD 470829.35000000 0.541340646122 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Spotify Technology SA Spotify Technology SA Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 941.00000000 USD 1502.33000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 54.00000000 OU Notional Amount USD 27018.90000000 0.031065244304 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Spotify Technology SA Spotify Technology SA Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 54.00000000 USD 92.34000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1819.00000000 OU Notional Amount USD 157961.96000000 0.181618307119 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Wix.com Ltd. Wix.com Ltd. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 1819.00000000 USD 2884.66000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 22.00000000 OU Notional Amount USD 2033.68000000 0.002338243453 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 BJ's Wholesale Club Holdings, Inc. BJ's Wholesale Club Holdings, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 22.00000000 USD -78.32000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1679.00000000 OU Notional Amount USD 102721.22000000 0.118104726490 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Jefferies Financial Group, Inc. Jefferies Financial Group, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 1679.00000000 USD -3594.57000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 841.00000000 OU Notional Amount USD -51452.38000000 -0.05915787669 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Jefferies Financial Group, Inc. Jefferies Financial Group, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 841.00000000 USD 1824.97000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 7483.00000000 OU Notional Amount USD 190666.84000000 0.219221062492 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Dropbox, Inc. Dropbox, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 7483.00000000 USD -5687.08000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1520.00000000 OU Notional Amount USD -38729.60000000 -0.04452973606 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Dropbox, Inc. Dropbox, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 1520.00000000 USD 1155.20000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1179.00000000 OU Notional Amount USD -134712.54000000 -0.15488705928 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 KKR & Co., Inc. KKR & Co., Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 1179.00000000 USD 10870.38000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 460.00000000 OU Notional Amount USD -52559.60000000 -0.06043091371 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 KKR & Co., Inc. KKR & Co., Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 460.00000000 USD 3911.97000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 823.00000000 OU Notional Amount USD 37619.33000000 0.043253192284 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 YETI Holdings, Inc. YETI Holdings, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 823.00000000 USD -3107.82000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1466.00000000 OU Notional Amount USD -135018.60000000 -0.15523895475 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Zoom Communications, Inc. Zoom Communications, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 1466.00000000 USD -10921.70000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 147.00000000 OU Notional Amount USD -13538.70000000 -0.01556625262 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Zoom Communications, Inc. Zoom Communications, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 147.00000000 USD -1095.15000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1872.00000000 OU Notional Amount USD 82499.04000000 0.094854077423 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Moderna, Inc. Moderna, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 1872.00000000 USD -13277.39000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 350.00000000 OU Notional Amount USD -34972.00000000 -0.04020939874 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 PennyMac Financial Services, Inc. PennyMac Financial Services, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 350.00000000 USD 18112.50000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 100.00000000 OU Notional Amount USD 3849.00000000 0.004425425362 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Aramark Aramark Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 100.00000000 USD -15.25000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 447.00000000 OU Notional Amount USD 122527.17000000 0.140876811047 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Cigna Group Cigna Group Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 447.00000000 USD -2807.16000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 45.00000000 OU Notional Amount USD -12334.95000000 -0.01418222930 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Cigna Group Cigna Group Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 45.00000000 USD 282.60000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 271.00000000 OU Notional Amount USD 36612.15000000 0.042095177237 N/A DE GB N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 InterContinental Hotels Group PLC InterContinental Hotels Group PLC Y equity-performance leg 2026-08-19 0.00000000 USD 0.00000000 USD 271.00000000 USD -425.21000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1901.00000000 OU Notional Amount USD 217550.44000000 0.250130744300 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Dell Technologies, Inc. Dell Technologies, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 1901.00000000 USD -5121.97000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 199.00000000 OU Notional Amount USD -22773.56000000 -0.02618412315 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Dell Technologies, Inc. Dell Technologies, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 199.00000000 USD 543.27000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 915.00000000 OU Notional Amount USD 18190.20000000 0.020914360205 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Levi Strauss & Co. Levi Strauss & Co. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 915.00000000 USD -1528.05000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 800.00000000 OU Notional Amount USD 22040.00000000 0.025340705375 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Dow, Inc. Dow, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 800.00000000 USD -107.68000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1203.00000000 OU Notional Amount USD 33142.65000000 0.038106085708 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Dow, Inc. Dow, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 1203.00000000 USD -938.34000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 323.00000000 OU Notional Amount USD 14040.81000000 0.016143558504 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Ovintiv, Inc. Ovintiv, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 323.00000000 USD 888.25000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 2110.00000000 OU Notional Amount USD 61401.00000000 0.070596399762 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Element Solutions, Inc. Element Solutions, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 2110.00000000 USD 147.70000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 357.00000000 OU Notional Amount USD -7900.41000000 -0.00908357360 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Pinterest, Inc. Pinterest, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 357.00000000 USD 1255.75000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1720.00000000 OU Notional Amount USD -29652.80000000 -0.03409359656 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Healthpeak Properties, Inc. Healthpeak Properties, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 1720.00000000 USD 946.00000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1725.00000000 OU Notional Amount USD -29739.00000000 -0.03419270586 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Healthpeak Properties, Inc. Healthpeak Properties, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 1725.00000000 USD 948.75000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 13057.00000000 OU Notional Amount USD -245732.74000000 -0.28253361912 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Antero Midstream Corp. Antero Midstream Corp. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 13057.00000000 USD -652.85000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 950.00000000 OU Notional Amount USD -11248.00000000 -0.01293249791 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Cleanspark, Inc. Cleanspark, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 950.00000000 USD 1282.50000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 3069.00000000 OU Notional Amount USD 223361.82000000 0.256812435244 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Fox Corp. Fox Corp. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 3069.00000000 USD 1381.05000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 274.00000000 OU Notional Amount USD 19941.72000000 0.022928187441 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Fox Corp. Fox Corp. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 274.00000000 USD 123.30000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 168.00000000 OU Notional Amount USD 11015.76000000 0.012665477706 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Fox Corp. Fox Corp. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 168.00000000 USD 90.72000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 139.00000000 OU Notional Amount USD 61355.30000000 0.070543855741 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Crowdstrike Holdings, Inc. Crowdstrike Holdings, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 139.00000000 USD -1718.73000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 94.00000000 OU Notional Amount USD -41492.07000000 -0.04770591294 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Crowdstrike Holdings, Inc. Crowdstrike Holdings, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 94.00000000 USD 1162.31000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 845.00000000 OU Notional Amount USD -24597.95000000 -0.02828173338 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Chewy, Inc. Chewy, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 845.00000000 USD 2856.10000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 511.00000000 OU Notional Amount USD -14875.21000000 -0.01710291805 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Chewy, Inc. Chewy, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 511.00000000 USD 1727.18000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 439.00000000 OU Notional Amount USD -4793.88000000 -0.00551181037 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Avantor, Inc. Avantor, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 439.00000000 USD 521.40000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 4404.00000000 OU Notional Amount USD -48091.68000000 -0.05529387903 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Avantor, Inc. Avantor, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 4404.00000000 USD 5813.28000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 188.00000000 OU Notional Amount USD -22766.80000000 -0.02617635077 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Esab Corp. Esab Corp. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 188.00000000 USD 56.40000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 350.00000000 OU Notional Amount USD -24521.00000000 -0.02819325937 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Parsons Corp. Parsons Corp. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 350.00000000 USD 805.00000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 475.00000000 OU Notional Amount USD -33278.50000000 -0.03826228057 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Parsons Corp. Parsons Corp. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 475.00000000 USD 1092.50000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 14766.00000000 OU Notional Amount USD -354236.34000000 -0.40728669352 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Gen Digital, Inc. Gen Digital, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 14766.00000000 USD 18162.18000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 491.00000000 OU Notional Amount USD -11779.09000000 -0.01354312383 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Gen Digital, Inc. Gen Digital, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 491.00000000 USD 603.93000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 318.00000000 OU Notional Amount USD 91628.52000000 0.105350786266 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Installed Building Products, Inc. Installed Building Products, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 318.00000000 USD -5186.58000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 55.00000000 OU Notional Amount USD 15847.70000000 0.018221047939 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Installed Building Products, Inc. Installed Building Products, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 55.00000000 USD -897.05000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 769.00000000 OU Notional Amount USD 12973.03000000 0.014915868015 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Lyft, Inc. Lyft, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 769.00000000 USD -1545.69000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 3394.00000000 OU Notional Amount USD -57256.78000000 -0.06583154232 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Lyft, Inc. Lyft, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 3394.00000000 USD 4514.02000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1677.00000000 OU Notional Amount USD 63876.93000000 0.073443124474 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Dynatrace, Inc. Dynatrace, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 1677.00000000 USD -4980.69000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 439.00000000 OU Notional Amount USD -77856.65000000 -0.08951644415 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Cloudflare, Inc. Cloudflare, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 439.00000000 USD 2460.37000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 27.00000000 OU Notional Amount USD -4788.45000000 -0.00550556718 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Cloudflare, Inc. Cloudflare, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 27.00000000 USD 82.01000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 174.00000000 OU Notional Amount USD -17934.18000000 -0.02061999870 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Tradeweb Markets, Inc. Tradeweb Markets, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 174.00000000 USD 83.52000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 703.00000000 OU Notional Amount USD -20977.52000000 -0.02411910861 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Varonis Systems, Inc. Varonis Systems, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 703.00000000 USD 3479.85000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 614.00000000 OU Notional Amount USD 26966.88000000 0.031005433801 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 DuPont de Nemours, Inc. DuPont de Nemours, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 614.00000000 USD 547.35000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 303.00000000 OU Notional Amount USD 13307.76000000 0.015300727103 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 DuPont de Nemours, Inc. DuPont de Nemours, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 303.00000000 USD 4.11000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 374.00000000 OU Notional Amount USD -28898.98000000 -0.03322688465 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Bridgebio Pharma, Inc. Bridgebio Pharma, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 374.00000000 USD 588.88000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 516.00000000 OU Notional Amount USD -39871.32000000 -0.04584243979 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Bridgebio Pharma, Inc. Bridgebio Pharma, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 516.00000000 USD 1362.24000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 174.00000000 OU Notional Amount USD 10366.92000000 0.011919467575 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Carrier Global Corp. Carrier Global Corp. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 174.00000000 USD 701.22000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1262.00000000 OU Notional Amount USD 107800.04000000 0.123944149415 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Otis Worldwide Corp. Otis Worldwide Corp. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 1262.00000000 USD -6120.70000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 526.00000000 OU Notional Amount USD 44930.92000000 0.051659764336 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Otis Worldwide Corp. Otis Worldwide Corp. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 526.00000000 USD -2551.10000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 729.00000000 OU Notional Amount USD 82923.75000000 0.095342391896 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 BioNTech SE BioNTech SE Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 729.00000000 USD -3440.88000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 38.00000000 OU Notional Amount USD -3041.90000000 -0.00349745425 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Uber Technologies, Inc. Uber Technologies, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 38.00000000 USD 164.54000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 125.00000000 OU Notional Amount USD -16746.88000000 -0.01925488893 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 TransMedics Group, Inc. TransMedics Group, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 125.00000000 USD 514.37000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1623.00000000 OU Notional Amount USD 227577.06000000 0.261658948625 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Globe Life, Inc. Globe Life, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 1623.00000000 USD 3099.93000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 100.00000000 OU Notional Amount USD 14022.00000000 0.016121931523 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Globe Life, Inc. Globe Life, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 100.00000000 USD 191.00000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 3050.00000000 OU Notional Amount USD 222040.00000000 0.255292659782 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Corteva, Inc. Corteva, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 3050.00000000 USD 3782.00000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 658.00000000 OU Notional Amount USD 47902.40000000 0.055076252503 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Corteva, Inc. Corteva, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 658.00000000 USD 815.92000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 73.00000000 OU Notional Amount USD 2273.95000000 0.002614496233 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Match Group, Inc. Match Group, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 73.00000000 USD -27.52000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 809.00000000 OU Notional Amount USD -25200.35000000 -0.02897434867 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Match Group, Inc. Match Group, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 809.00000000 USD 299.33000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 51.00000000 OU Notional Amount USD 28122.42000000 0.032334027208 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Ubiquiti, Inc. Ubiquiti, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 51.00000000 USD -50.90000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 5.00000000 OU Notional Amount USD -2757.10000000 -0.00317000266 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Ubiquiti, Inc. Ubiquiti, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 5.00000000 USD 10.50000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 302.00000000 OU Notional Amount USD 127015.16000000 0.146036921406 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Trane Technologies PLC Trane Technologies PLC Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 302.00000000 USD 9195.90000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 109.00000000 OU Notional Amount USD 45843.22000000 0.052708690176 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Trane Technologies PLC Trane Technologies PLC Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 109.00000000 USD 3319.05000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 2073.00000000 OU Notional Amount USD -89491.41000000 -0.10289362316 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Bill Holdings, Inc. Bill Holdings, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 2073.00000000 USD 7504.26000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 515.00000000 OU Notional Amount USD -22232.55000000 -0.02556209161 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Bill Holdings, Inc. Bill Holdings, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 515.00000000 USD 1864.30000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 251.00000000 OU Notional Amount USD 35747.42000000 0.041100945469 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Blackstone, Inc. Blackstone, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 251.00000000 USD -3134.99000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 255.00000000 OU Notional Amount USD 53060.40000000 0.061006713407 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Howmet Aerospace, Inc. Howmet Aerospace, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 255.00000000 USD -2453.10000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 215.00000000 OU Notional Amount USD 44737.20000000 0.051437032873 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Howmet Aerospace, Inc. Howmet Aerospace, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 215.00000000 USD -2068.30000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 157.00000000 OU Notional Amount USD 21191.86000000 0.024365548122 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Paylocity Holding Corp. Paylocity Holding Corp. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 157.00000000 USD -1951.51000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 70.00000000 OU Notional Amount USD 9448.60000000 0.010863620182 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Paylocity Holding Corp. Paylocity Holding Corp. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 70.00000000 USD -870.10000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1000.00000000 OU Notional Amount USD -51420.00000000 -0.05912064747 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Truist Financial Corp. Truist Financial Corp. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 1000.00000000 USD -1120.00000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1535.00000000 OU Notional Amount USD -71224.00000000 -0.08189049000 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Equitable Holdings, Inc. Equitable Holdings, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 1535.00000000 USD -46.05000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 885.00000000 OU Notional Amount USD -52020.30000000 -0.05981084826 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Carlyle Group, Inc. Carlyle Group, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 885.00000000 USD 2845.07000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 170.00000000 OU Notional Amount USD -61728.70000000 -0.07097317603 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 SiTime Corp. SiTime Corp. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 170.00000000 USD -64.60000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 169.00000000 OU Notional Amount USD 21855.08000000 0.025128091798 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Datadog, Inc. Datadog, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 169.00000000 USD 1483.15000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 92.00000000 OU Notional Amount USD 11897.44000000 0.013679197902 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Datadog, Inc. Datadog, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 92.00000000 USD 778.32000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 78.00000000 OU Notional Amount USD 31799.82000000 0.036562153793 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Seagate Technology Holdings PLC Seagate Technology Holdings PLC Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 78.00000000 USD 4770.48000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 2006.00000000 OU Notional Amount USD 153779.96000000 0.176810011752 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Voya Financial, Inc. Voya Financial, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 2006.00000000 USD -60.18000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 2676.00000000 OU Notional Amount USD -38400.60000000 -0.04415146510 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Oscar Health, Inc. Oscar Health, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 2676.00000000 USD 3585.84000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 120.00000000 OU Notional Amount USD 24246.00000000 0.027877075432 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Onto Innovation, Inc. Onto Innovation, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 120.00000000 USD -1170.00000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 122.00000000 OU Notional Amount USD 24650.10000000 0.028341693356 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Onto Innovation, Inc. Onto Innovation, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 122.00000000 USD -1189.50000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 798.00000000 OU Notional Amount USD 148571.64000000 0.170821694936 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Vertiv Holdings Co. Vertiv Holdings Co. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 798.00000000 USD 4037.88000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 50.00000000 OU Notional Amount USD 9309.00000000 0.010703113717 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Vertiv Holdings Co. Vertiv Holdings Co. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 50.00000000 USD 253.00000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 833.00000000 OU Notional Amount USD -32695.25000000 -0.03759168318 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Upstart Holdings, Inc. Upstart Holdings, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 833.00000000 USD 5855.99000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 707.00000000 OU Notional Amount USD 216900.53000000 0.249383503926 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 General Electric Co. General Electric Co. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 707.00000000 USD 8289.13000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 41.00000000 OU Notional Amount USD 12578.39000000 0.014462126818 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 General Electric Co. General Electric Co. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 41.00000000 USD 483.39000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 5457.00000000 OU Notional Amount USD -469793.13000000 -0.54014924205 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Ingersoll Rand, Inc. Ingersoll Rand, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 5457.00000000 USD 7967.22000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 348.00000000 OU Notional Amount USD -29959.32000000 -0.03444602093 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Ingersoll Rand, Inc. Ingersoll Rand, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 348.00000000 USD 508.08000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 67.00000000 OU Notional Amount USD -2583.52000000 -0.00297042736 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Soleno Therapeutics, Inc. Soleno Therapeutics, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 67.00000000 USD 227.13000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 2987.00000000 OU Notional Amount USD -235883.39000000 -0.27120923271 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 GE HealthCare Technologies, Inc. GE HealthCare Technologies, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 2987.00000000 USD 8634.89000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 225.00000000 OU Notional Amount USD -17768.25000000 -0.02042921906 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 GE HealthCare Technologies, Inc. GE HealthCare Technologies, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 225.00000000 USD 657.00000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 221.00000000 OU Notional Amount USD 21425.95000000 0.024634695387 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Revolution Medicines, Inc. Revolution Medicines, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 221.00000000 USD -4831.06000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 284.00000000 OU Notional Amount USD -38269.00000000 -0.04400015671 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Paycom Software, Inc. Paycom Software, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 284.00000000 USD 5112.66000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 84.00000000 OU Notional Amount USD -11319.00000000 -0.01301413085 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Paycom Software, Inc. Paycom Software, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 84.00000000 USD 1502.41000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 3519.00000000 OU Notional Amount USD -51905.25000000 -0.05967856840 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Rivian Automotive, Inc. Rivian Automotive, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 3519.00000000 USD 5524.83000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 261.00000000 OU Notional Amount USD -36994.14000000 -0.04253437397 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Arista Networks, Inc. Arista Networks, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 261.00000000 USD -2357.96000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 291.00000000 OU Notional Amount USD 32344.65000000 0.037188577410 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Abivax SA Abivax SA Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 291.00000000 USD -3631.68000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 77.00000000 OU Notional Amount USD 9646.56000000 0.011091226626 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Credo Technology Group Holding Ltd. Credo Technology Group Holding Ltd. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 77.00000000 USD -756.14000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 278.00000000 OU Notional Amount USD -34827.84000000 -0.04004364937 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Credo Technology Group Holding Ltd. Credo Technology Group Holding Ltd. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 278.00000000 USD 6365.99000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 153.00000000 OU Notional Amount USD -12943.80000000 -0.01488226053 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Stride, Inc. Stride, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 153.00000000 USD -1785.51000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 619.00000000 OU Notional Amount USD -5236.74000000 -0.00602099298 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 SoundHound AI, Inc. SoundHound AI, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 619.00000000 USD 1510.36000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 709.00000000 OU Notional Amount USD -48623.22000000 -0.05590502234 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Loar Holdings, Inc. Loar Holdings, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 709.00000000 USD 3502.46000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 179.00000000 OU Notional Amount USD 4924.29000000 0.005661750547 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 DraftKings, Inc. DraftKings, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 179.00000000 USD -735.69000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 138.00000000 OU Notional Amount USD -3796.38000000 -0.00436492500 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 DraftKings, Inc. DraftKings, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 138.00000000 USD 423.31000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 202.00000000 OU Notional Amount USD 20248.48000000 0.023280887748 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Chord Energy Corp. Chord Energy Corp. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 202.00000000 USD 1542.88000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 960.00000000 OU Notional Amount USD 96230.40000000 0.110641842766 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Chord Energy Corp. Chord Energy Corp. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 960.00000000 USD 7309.81000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 51.00000000 OU Notional Amount USD -3011.04000000 -0.00346197266 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Shift4 Payments, Inc. Shift4 Payments, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 51.00000000 USD 350.37000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 511.00000000 OU Notional Amount USD -30169.44000000 -0.03468760845 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Shift4 Payments, Inc. Shift4 Payments, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 511.00000000 USD 3556.56000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 58.00000000 OU Notional Amount USD -3424.32000000 -0.00393714538 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Shift4 Payments, Inc. Shift4 Payments, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 58.00000000 USD 403.68000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 974.00000000 OU Notional Amount USD -57504.96000000 -0.06611688970 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Shift4 Payments, Inc. Shift4 Payments, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 974.00000000 USD 6779.04000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 899.00000000 OU Notional Amount USD -63550.31000000 -0.07306758993 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 StepStone Group, Inc. StepStone Group, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 899.00000000 USD 4225.30000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 208.00000000 OU Notional Amount USD 6052.80000000 0.006959265948 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Unity Software, Inc. Unity Software, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 208.00000000 USD -2691.76000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 719.00000000 OU Notional Amount USD -20922.90000000 -0.02405630873 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Unity Software, Inc. Unity Software, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 719.00000000 USD 7374.60000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 2563.00000000 OU Notional Amount USD 23015.74000000 0.026462571975 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Mobileye Global, Inc. Mobileye Global, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 2563.00000000 USD -3921.39000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1879.00000000 OU Notional Amount USD 56332.42000000 0.064768750377 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Warner Music Group Corp. Warner Music Group Corp. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 1879.00000000 USD 244.27000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 157.00000000 OU Notional Amount USD 4005.07000000 0.004604868370 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Warby Parker, Inc. Warby Parker, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 157.00000000 USD -293.98000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 828.00000000 OU Notional Amount USD 46773.72000000 0.053778541644 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Procore Technologies, Inc. Procore Technologies, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 828.00000000 USD -7054.56000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1078.00000000 OU Notional Amount USD -60896.22000000 -0.07001602402 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Procore Technologies, Inc. Procore Technologies, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 1078.00000000 USD 9184.56000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 426.00000000 OU Notional Amount USD -116008.32000000 -0.13338169955 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 FTAI Aviation Ltd. FTAI Aviation Ltd. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 426.00000000 USD 9018.42000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 27.00000000 OU Notional Amount USD -7352.64000000 -0.00845376969 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 FTAI Aviation Ltd. FTAI Aviation Ltd. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 27.00000000 USD 571.59000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 903.00000000 OU Notional Amount USD -315724.92000000 -0.36300781204 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Aon PLC Aon PLC Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 903.00000000 USD -12353.04000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 544.00000000 OU Notional Amount USD -22255.04000000 -0.02558794971 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Kinetik Holdings, Inc. Kinetik Holdings, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 544.00000000 USD -1833.28000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1701.00000000 OU Notional Amount USD -69587.91000000 -0.08000937953 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Kinetik Holdings, Inc. Kinetik Holdings, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 1701.00000000 USD -2738.61000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 4478.00000000 OU Notional Amount USD -183194.98000000 -0.21063021844 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Kinetik Holdings, Inc. Kinetik Holdings, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 4478.00000000 USD -7209.58000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 471.00000000 OU Notional Amount USD 16913.61000000 0.019446588377 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Cogent Biosciences, Inc. Cogent Biosciences, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 471.00000000 USD -1666.45000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 9899.00000000 OU Notional Amount USD 94040.50000000 0.108123983841 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 MARA Holdings, Inc. MARA Holdings, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 9899.00000000 USD -7820.21000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 355.00000000 OU Notional Amount USD -3372.50000000 -0.00387756483 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 MARA Holdings, Inc. MARA Holdings, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 355.00000000 USD 280.45000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 412.00000000 OU Notional Amount USD 43412.44000000 0.049913877117 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Pentair PLC Pentair PLC Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 412.00000000 USD -1141.24000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 438.00000000 OU Notional Amount USD 46152.06000000 0.053063781984 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Pentair PLC Pentair PLC Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 438.00000000 USD -1213.26000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1124.00000000 OU Notional Amount USD 225845.32000000 0.259667863637 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 RTX Corp. RTX Corp. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 1124.00000000 USD 5159.16000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 155.00000000 OU Notional Amount USD 31144.15000000 0.035808290804 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 RTX Corp. RTX Corp. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 155.00000000 USD 711.45000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 374.00000000 OU Notional Amount USD -8530.94000000 -0.00980853162 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 SoFi Technologies, Inc. SoFi Technologies, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 374.00000000 USD 1357.62000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 539.00000000 OU Notional Amount USD -6888.42000000 -0.00792002820 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Trump Media & Technology Group Corp. Trump Media & Technology Group Corp. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 539.00000000 USD 1083.39000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 641.00000000 OU Notional Amount USD -223298.76000000 -0.25673993139 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Texas Pacific Land Corp. Texas Pacific Land Corp. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 641.00000000 USD -1653.78000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 8935.00000000 OU Notional Amount USD -88188.45000000 -0.10139553216 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Stellantis NV Stellantis NV Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 8935.00000000 USD -714.80000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 702.00000000 OU Notional Amount USD 29182.14000000 0.033552450633 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 API Group Corp. API Group Corp. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 702.00000000 USD -589.68000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 255.00000000 OU Notional Amount USD -10600.35000000 -0.01218785599 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 API Group Corp. API Group Corp. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 255.00000000 USD 214.20000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 849.00000000 OU Notional Amount USD 29816.88000000 0.034282249151 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Bentley Systems, Inc. Bentley Systems, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 849.00000000 USD -3463.92000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 83.00000000 OU Notional Amount USD -16163.42000000 -0.01858405009 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Coinbase Global, Inc. Coinbase Global, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 83.00000000 USD 3696.82000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 14.00000000 OU Notional Amount USD -2726.36000000 -0.00313465905 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Coinbase Global, Inc. Coinbase Global, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 14.00000000 USD 623.56000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 14.00000000 OU Notional Amount USD 1876.84000000 0.002157915130 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Duolingo, Inc. Duolingo, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 14.00000000 USD -203.32000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 23.00000000 OU Notional Amount USD -3083.38000000 -0.00354514628 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Duolingo, Inc. Duolingo, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 23.00000000 USD 468.28000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 191.00000000 OU Notional Amount USD -6471.08000000 -0.00744018746 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Applied Digital Corp. Applied Digital Corp. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 191.00000000 USD 514.82000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 875.00000000 OU Notional Amount USD -29645.00000000 -0.03408462844 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Applied Digital Corp. Applied Digital Corp. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 875.00000000 USD 752.50000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 364.00000000 OU Notional Amount USD 3847.48000000 0.004423677727 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Joby Aviation, Inc. Joby Aviation, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 364.00000000 USD -1513.15000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 2277.00000000 OU Notional Amount USD 65076.66000000 0.074822525766 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Frontline PLC Frontline PLC Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 2277.00000000 USD 7445.79000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1218.00000000 OU Notional Amount USD 15334.62000000 0.017631129195 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 UiPath, Inc. UiPath, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 1218.00000000 USD -3118.08000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 2027.00000000 OU Notional Amount USD 75951.69000000 0.087326197779 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Doximity, Inc. Doximity, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 2027.00000000 USD -6749.91000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 114.00000000 OU Notional Amount USD 4271.58000000 0.004911290847 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Doximity, Inc. Doximity, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 114.00000000 USD -408.12000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 3300.00000000 OU Notional Amount USD -59169.00000000 -0.06803013595 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Rocket Cos., Inc. Rocket Cos., Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 3300.00000000 USD 11781.00000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1215.00000000 OU Notional Amount USD -21784.95000000 -0.02504745914 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Rocket Cos., Inc. Rocket Cos., Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 1215.00000000 USD 4337.55000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 85.00000000 OU Notional Amount USD -6767.70000000 -0.00778122920 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Oklo, Inc. Oklo, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 85.00000000 USD 961.35000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1894.00000000 OU Notional Amount USD -16705.08000000 -0.01920682897 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Lumen Technologies, Inc. Lumen Technologies, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 1894.00000000 USD 189.40000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 4894.00000000 OU Notional Amount USD -43165.08000000 -0.04962947254 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Lumen Technologies, Inc. Lumen Technologies, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 4894.00000000 USD 489.40000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 823.00000000 OU Notional Amount USD -140321.50000000 -0.16133601585 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 FirstCash Holdings, Inc. FirstCash Holdings, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 823.00000000 USD 1218.04000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 45.00000000 OU Notional Amount USD -2713.50000000 -0.00311987314 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Affirm Holdings, Inc. Affirm Holdings, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 45.00000000 USD 517.95000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 551.00000000 OU Notional Amount USD -33225.30000000 -0.03820111335 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Affirm Holdings, Inc. Affirm Holdings, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 551.00000000 USD 5364.11000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 4928.00000000 OU Notional Amount USD -122411.52000000 -0.14074384132 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Mirion Technologies, Inc. Mirion Technologies, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 4928.00000000 USD 8842.41000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 779.00000000 OU Notional Amount USD 6683.82000000 0.007684787359 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Navitas Semiconductor Corp. Navitas Semiconductor Corp. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 779.00000000 USD -2111.09000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 96.00000000 OU Notional Amount USD -8326.08000000 -0.00957299184 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Lemonade, Inc. Lemonade, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 96.00000000 USD 944.64000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 4116.00000000 OU Notional Amount USD 74540.76000000 0.085703967224 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Sportradar Group AG Sportradar Group AG Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 4116.00000000 USD -1564.23000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 199.00000000 OU Notional Amount USD 25744.63000000 0.029600139919 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Airbnb, Inc. Airbnb, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 199.00000000 USD -689.75000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 405.00000000 OU Notional Amount USD 52394.85000000 0.060241490791 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Airbnb, Inc. Airbnb, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 405.00000000 USD -1794.15000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 272.00000000 OU Notional Amount USD -76344.96000000 -0.08777836380 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Constellation Energy Corp. Constellation Energy Corp. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 272.00000000 USD 16461.44000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 128.00000000 OU Notional Amount USD -35927.04000000 -0.04130746532 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Constellation Energy Corp. Constellation Energy Corp. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 128.00000000 USD 853.76000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1765.00000000 OU Notional Amount USD -12690.35000000 -0.01459085392 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Archer Aviation, Inc. Archer Aviation, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 1765.00000000 USD 3212.30000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 8641.00000000 OU Notional Amount USD -322654.94000000 -0.37097567025 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 CareTrust REIT, Inc. CareTrust REIT, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 8641.00000000 USD -6912.80000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 39.00000000 OU Notional Amount USD 2834.91000000 0.003259465475 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Kymera Therapeutics, Inc. Kymera Therapeutics, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 39.00000000 USD 177.18000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 479.00000000 OU Notional Amount USD 49471.12000000 0.056879903653 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 UFP Industries, Inc. UFP Industries, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 479.00000000 USD -1743.56000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 138.00000000 OU Notional Amount USD -20785.56000000 -0.02389840072 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Astera Labs, Inc. Astera Labs, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 138.00000000 USD 3332.08000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 43.00000000 OU Notional Amount USD -3309.71000000 -0.00380537141 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Solventum Corp. Solventum Corp. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 43.00000000 USD 149.21000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 353.00000000 OU Notional Amount USD -27170.41000000 -0.03123944440 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Solventum Corp. Solventum Corp. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 353.00000000 USD 1161.37000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 130.00000000 OU Notional Amount USD -4547.40000000 -0.00522841758 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Gitlab, Inc. Gitlab, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 130.00000000 USD -29.90000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1301.00000000 OU Notional Amount USD -40109.83000000 -0.04611666899 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Corebridge Financial, Inc. Corebridge Financial, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 1301.00000000 USD -377.29000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 19.00000000 OU Notional Amount USD 8989.09000000 0.010335294069 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 AppLovin Corp. AppLovin Corp. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 19.00000000 USD -927.77000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 556.00000000 OU Notional Amount USD -263049.16000000 -0.30244334223 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 AppLovin Corp. AppLovin Corp. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 556.00000000 USD 27941.63000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 661.00000000 OU Notional Amount USD -68010.29000000 -0.07819549552 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Nuvalent, Inc. Nuvalent, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 661.00000000 USD 6015.10000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 170.00000000 OU Notional Amount USD 30645.90000000 0.035235422997 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Reddit, Inc. Reddit, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 170.00000000 USD -5479.39000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 193.00000000 OU Notional Amount USD -34792.11000000 -0.04000256846 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Reddit, Inc. Reddit, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 193.00000000 USD 6597.24000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 358.00000000 OU Notional Amount USD -14921.44000000 -0.01715607145 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Royalty Pharma PLC Royalty Pharma PLC Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 358.00000000 USD -562.06000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 422.00000000 OU Notional Amount USD -9123.64000000 -0.01048999424 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Roivant Sciences Ltd. Roivant Sciences Ltd. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 422.00000000 USD 569.70000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 689.00000000 OU Notional Amount USD 29075.80000000 0.033430185179 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 GLOBALFOUNDRIES, Inc. GLOBALFOUNDRIES, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 689.00000000 USD -983.20000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 264.00000000 OU Notional Amount USD -11140.80000000 -0.01280924366 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 GLOBALFOUNDRIES, Inc. GLOBALFOUNDRIES, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 264.00000000 USD 740.52000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 952.00000000 OU Notional Amount USD 62603.52000000 0.071979008883 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 ROBLOX Corp. ROBLOX Corp. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 952.00000000 USD -8510.88000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 71.00000000 OU Notional Amount USD -4668.96000000 -0.00536818238 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 ROBLOX Corp. ROBLOX Corp. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 71.00000000 USD 634.56000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 184.00000000 OU Notional Amount USD -2408.56000000 -0.00276926539 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Viatris, Inc. Viatris, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 184.00000000 USD -80.41000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 4327.00000000 OU Notional Amount USD -89568.90000000 -0.10298271804 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Caesars Entertainment, Inc. Caesars Entertainment, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 4327.00000000 USD 12154.58000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 69.00000000 OU Notional Amount USD -21709.47000000 -0.02496067527 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Corpay, Inc. Corpay, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 69.00000000 USD 460.97000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 125.00000000 OU Notional Amount USD -39328.75000000 -0.04521861463 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Corpay, Inc. Corpay, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 125.00000000 USD 1563.75000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 75.00000000 OU Notional Amount USD -4110.00000000 -0.00472551266 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 JFrog Ltd. JFrog Ltd. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 75.00000000 USD 161.48000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 1676.00000000 OU Notional Amount USD -51570.52000000 -0.05929370931 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Fluence Energy, Inc. Fluence Energy, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 1676.00000000 USD -8832.52000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 347.00000000 OU Notional Amount USD -8178.79000000 -0.00940364372 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 GPGI, Inc. GPGI, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 347.00000000 USD 305.53000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 535.00000000 OU Notional Amount USD 60139.35000000 0.069145805346 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Expand Energy Corp. Expand Energy Corp. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 535.00000000 USD 1562.20000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1751.00000000 OU Notional Amount USD -196829.91000000 -0.22630711245 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Expand Energy Corp. Expand Energy Corp. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 1751.00000000 USD -5112.92000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 4974.00000000 OU Notional Amount USD 258598.26000000 0.297325876465 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 HF Sinclair Corp. HF Sinclair Corp. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 4974.00000000 USD 11670.28000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1519.00000000 OU Notional Amount USD 78972.81000000 0.090799760022 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 HF Sinclair Corp. HF Sinclair Corp. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 1519.00000000 USD 3630.41000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 550.00000000 OU Notional Amount USD -10219.00000000 -0.01174939511 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Zeta Global Holdings Corp. Zeta Global Holdings Corp. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 550.00000000 USD 1699.50000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 33.00000000 OU Notional Amount USD 6359.10000000 0.007311437366 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Snowflake, Inc. Snowflake, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 33.00000000 USD -496.32000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 274.00000000 OU Notional Amount USD -52799.80000000 -0.06070708601 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Snowflake, Inc. Snowflake, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 274.00000000 USD 5049.82000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 53.00000000 OU Notional Amount USD 10844.86000000 0.012468983761 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 DoorDash, Inc. DoorDash, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 53.00000000 USD -129.16000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 354.00000000 OU Notional Amount USD -72435.48000000 -0.08328340097 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 DoorDash, Inc. DoorDash, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 354.00000000 USD 1072.62000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 961.00000000 OU Notional Amount USD 56477.97000000 0.064936097912 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 MP Materials Corp. MP Materials Corp. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 961.00000000 USD -9225.60000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 197.00000000 OU Notional Amount USD -11577.69000000 -0.01331156221 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 MP Materials Corp. MP Materials Corp. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 197.00000000 USD 1891.20000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 184.00000000 OU Notional Amount USD -24755.36000000 -0.02846271707 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Apollo Global Management, Inc. Apollo Global Management, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 184.00000000 USD 1768.24000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 2228.00000000 OU Notional Amount USD -299755.12000000 -0.34464637843 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Apollo Global Management, Inc. Apollo Global Management, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 2228.00000000 USD 11563.32000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 359.00000000 OU Notional Amount USD -6523.03000000 -0.00749991748 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Rigetti Computing, Inc. Rigetti Computing, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 359.00000000 USD 2344.27000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1045.00000000 OU Notional Amount USD -28309.05000000 -0.03254860687 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Hims & Hers Health, Inc. Hims & Hers Health, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 1045.00000000 USD 3584.35000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 567.00000000 OU Notional Amount USD -15360.03000000 -0.01766034459 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Hims & Hers Health, Inc. Hims & Hers Health, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 567.00000000 USD 1944.81000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 1422.00000000 OU Notional Amount USD -31582.62000000 -0.03631242597 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Klaviyo, Inc. Klaviyo, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 1422.00000000 USD 6015.06000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 3156.00000000 OU Notional Amount USD -117276.96000000 -0.13484033079 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Maplebear, Inc. Maplebear, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 3156.00000000 USD 3945.00000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 131.00000000 OU Notional Amount USD -4867.96000000 -0.00559698457 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Maplebear, Inc. Maplebear, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 131.00000000 USD 347.15000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 213.00000000 OU Notional Amount USD -7861.83000000 -0.00903921586 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Allegro MicroSystems, Inc. Allegro MicroSystems, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 213.00000000 USD -704.31000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 992.00000000 OU Notional Amount USD -36336.96000000 -0.04177877484 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Amer Sports, Inc. Amer Sports, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 992.00000000 USD 568.92000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1516.00000000 OU Notional Amount USD -27272.84000000 -0.03135721430 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Core Scientific, Inc. Core Scientific, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 1516.00000000 USD 136.44000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1463.00000000 OU Notional Amount USD -36384.81000000 -0.04183379085 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 BellRing Brands, Inc. BellRing Brands, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 1463.00000000 USD 4432.89000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1555.00000000 OU Notional Amount USD -19468.60000000 -0.02238421309 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Compass, Inc. Compass, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 1555.00000000 USD 884.63000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 735.00000000 OU Notional Amount USD 26864.25000000 0.030887433955 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Global-e Online Ltd. Global-e Online Ltd. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 735.00000000 USD -463.05000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 52.00000000 OU Notional Amount USD 7622.68000000 0.008764250819 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Palantir Technologies, Inc. Palantir Technologies, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 52.00000000 USD -1004.12000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 467.00000000 OU Notional Amount USD 58851.34000000 0.067664903262 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 DT Midstream, Inc. DT Midstream, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 467.00000000 USD 2152.87000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 2470.00000000 OU Notional Amount USD -311269.40000000 -0.35788503438 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 DT Midstream, Inc. DT Midstream, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 2470.00000000 USD -11041.88000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 748.00000000 OU Notional Amount USD -75667.68000000 -0.08699965450 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Federal Realty Investment Trust Federal Realty Investment Trust Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 748.00000000 USD 333.53000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 2403.00000000 OU Notional Amount USD -32128.11000000 -0.03693960842 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Terawulf, Inc. Terawulf, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 2403.00000000 USD -1153.44000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 890.00000000 OU Notional Amount USD -49172.50000000 -0.05653656239 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 DigitalOcean Holdings, Inc. DigitalOcean Holdings, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 890.00000000 USD -845.50000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 9189.00000000 OU Notional Amount USD -174039.66000000 -0.20010379980 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Primo Brands Corp. Primo Brands Corp. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 9189.00000000 USD 933.42000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 2143.00000000 OU Notional Amount USD -40588.42000000 -0.04666693252 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Primo Brands Corp. Primo Brands Corp. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 2143.00000000 USD 235.73000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 50.00000000 OU Notional Amount USD 10609.00000000 0.012197801421 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Coherent Corp. Coherent Corp. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 50.00000000 USD 655.38000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 2354.00000000 OU Notional Amount USD 318402.04000000 0.366085856925 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Jacobs Solutions, Inc. Jacobs Solutions, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 2354.00000000 USD -10588.75000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 48.00000000 OU Notional Amount USD -6492.48000000 -0.00746479232 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Jacobs Solutions, Inc. Jacobs Solutions, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 48.00000000 USD 231.84000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 736.00000000 OU Notional Amount USD -13976.64000000 -0.01606977842 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Intuitive Machines, Inc. Intuitive Machines, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 736.00000000 USD 375.36000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 871.00000000 OU Notional Amount USD 51310.61000000 0.058994875256 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 TPG, Inc. TPG, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 871.00000000 USD -3579.81000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 3508.00000000 OU Notional Amount USD -206656.28000000 -0.23760507738 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 TPG, Inc. TPG, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 3508.00000000 USD 14417.88000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 282.00000000 OU Notional Amount USD 22255.44000000 0.025588409620 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Marvell Technology, Inc. Marvell Technology, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 282.00000000 USD -941.40000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 231.00000000 OU Notional Amount USD -25689.51000000 -0.02953676516 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 AST SpaceMobile, Inc. AST SpaceMobile, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 231.00000000 USD -2300.76000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 528.00000000 OU Notional Amount USD 13944.48000000 0.016032802145 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 APA Corp. APA Corp. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 528.00000000 USD 454.08000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 4878.00000000 OU Notional Amount USD -128827.98000000 -0.14812122891 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 APA Corp. APA Corp. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 4878.00000000 USD -4195.08000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 125.00000000 OU Notional Amount USD 7073.75000000 0.008133113187 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 GXO Logistics, Inc. GXO Logistics, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 125.00000000 USD 103.52000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 1022.00000000 OU Notional Amount USD -55709.22000000 -0.06405222008 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Victoria's Secret & Co. Victoria's Secret & Co. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 1022.00000000 USD 6915.79000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 884.00000000 OU Notional Amount USD -19271.20000000 -0.02215725051 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Bath & Body Works, Inc. Bath & Body Works, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 884.00000000 USD 689.52000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 2634.00000000 OU Notional Amount USD 108152.04000000 0.124348864855 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Leonardo DRS, Inc. Leonardo DRS, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 2634.00000000 USD -579.48000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 1989.00000000 OU Notional Amount USD -25936.56000000 -0.02982081331 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Bitdeer Technologies Group Bitdeer Technologies Group Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 1989.00000000 USD 4415.58000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 650.00000000 OU Notional Amount USD -8476.00000000 -0.00974536382 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Bitdeer Technologies Group Bitdeer Technologies Group Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 650.00000000 USD 792.84000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 288.00000000 OU Notional Amount USD 5034.24000000 0.005788166634 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 NuScale Power Corp. NuScale Power Corp. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 288.00000000 USD -440.06000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 3388.00000000 OU Notional Amount USD -180783.68000000 -0.20785780270 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Core & Main, Inc. Core & Main, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 3388.00000000 USD 19413.24000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 501.00000000 OU Notional Amount USD -26733.36000000 -0.03073694189 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Core & Main, Inc. Core & Main, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 501.00000000 USD 2870.73000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 4142.00000000 OU Notional Amount USD -199975.76000000 -0.22992408422 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Ryan Specialty Holdings, Inc. Ryan Specialty Holdings, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 4142.00000000 USD 8781.04000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 256.00000000 OU Notional Amount USD -12359.68000000 -0.01421066285 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Ryan Specialty Holdings, Inc. Ryan Specialty Holdings, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 256.00000000 USD 294.55000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 750.00000000 OU Notional Amount USD 136980.00000000 0.157494093573 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Crane Co. Crane Co. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 750.00000000 USD -19312.50000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 29.00000000 OU Notional Amount USD 13252.13000000 0.015236765967 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Linde PLC Linde PLC Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 29.00000000 USD 490.97000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 18.00000000 OU Notional Amount USD -8225.46000000 -0.00945730301 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Linde PLC Linde PLC Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 18.00000000 USD -428.89000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 2138.00000000 OU Notional Amount USD -212688.24000000 -0.24454038233 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Robinhood Markets, Inc. Robinhood Markets, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 2138.00000000 USD 13917.17000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 54.00000000 OU Notional Amount USD -5371.92000000 -0.00617641751 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Robinhood Markets, Inc. Robinhood Markets, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 54.00000000 USD 586.98000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 144.00000000 OU Notional Amount USD -9630.72000000 -0.01107301443 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Globant SA Globant SA Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 144.00000000 USD 312.48000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 485.00000000 OU Notional Amount USD -19390.30000000 -0.02229418690 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 IonQ, Inc. IonQ, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 485.00000000 USD 3676.30000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 549.00000000 OU Notional Amount USD -21949.02000000 -0.02523610023 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 IonQ, Inc. IonQ, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 549.00000000 USD 3900.28000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 3029.00000000 OU Notional Amount USD -22959.82000000 -0.02639827740 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 CCC Intelligent Solutions Holdings, Inc. CCC Intelligent Solutions Holdings, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 3029.00000000 USD 1484.21000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1406.00000000 OU Notional Amount USD 43740.66000000 0.050291251270 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Toast, Inc. Toast, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 1406.00000000 USD -4358.60000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 263.00000000 OU Notional Amount USD 191035.31000000 0.219644714475 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 GE Vernova, Inc. GE Vernova, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 263.00000000 USD 17003.12000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 65.00000000 OU Notional Amount USD 47214.05000000 0.054284815364 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 GE Vernova, Inc. GE Vernova, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 65.00000000 USD 3779.79000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 82.00000000 OU Notional Amount USD 1886.00000000 0.002168446930 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Kyndryl Holdings, Inc. Kyndryl Holdings, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 82.00000000 USD -332.10000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1235.00000000 OU Notional Amount USD -17265.30000000 -0.01985094739 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 SentinelOne, Inc. SentinelOne, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 1235.00000000 USD 259.35000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 55.00000000 OU Notional Amount USD -8362.20000000 -0.00961452116 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Advanced Drainage Systems, Inc. Advanced Drainage Systems, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 55.00000000 USD 206.25000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 422.00000000 OU Notional Amount USD -28240.24000000 -0.03246949190 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Lantheus Holdings, Inc. Lantheus Holdings, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 422.00000000 USD 109.72000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 91.00000000 OU Notional Amount USD -7795.97000000 -0.00896349268 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 HealthEquity, Inc. HealthEquity, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 91.00000000 USD 115.57000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 891.00000000 OU Notional Amount USD -64713.33000000 -0.07440478354 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Synchrony Financial Synchrony Financial Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 891.00000000 USD 4873.77000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 267.00000000 OU Notional Amount USD 12081.75000000 0.013891110125 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 On Holding AG On Holding AG Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 267.00000000 USD 299.84000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 267.00000000 OU Notional Amount USD -14516.79000000 -0.01669082116 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Symbotic, Inc. Symbotic, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 267.00000000 USD 2440.38000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1758.00000000 OU Notional Amount USD 174006.84000000 0.200066064690 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Veralto Corp. Veralto Corp. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 1758.00000000 USD -4395.00000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 46.00000000 OU Notional Amount USD -4553.08000000 -0.00523494822 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Veralto Corp. Veralto Corp. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 46.00000000 USD 115.00000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 144.00000000 OU Notional Amount USD 11280.96000000 0.012970393997 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 ServiceTitan, Inc. ServiceTitan, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 144.00000000 USD -1753.92000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 3884.00000000 OU Notional Amount USD -113296.28000000 -0.13026350506 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Life Time Group Holdings, Inc. Life Time Group Holdings, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 3884.00000000 USD -1281.72000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 357.00000000 OU Notional Amount USD -14019.39000000 -0.01611893065 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 BrightSpring Health Services, Inc. BrightSpring Health Services, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 357.00000000 USD 117.81000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1821.00000000 OU Notional Amount USD -51079.05000000 -0.05872863688 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Samsara, Inc. Samsara, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 1821.00000000 USD 7338.63000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1091.00000000 OU Notional Amount USD -94938.82000000 -0.10915683604 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Liberty Media Corp.-Liberty Formula One Liberty Media Corp.-Liberty Formula One Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 1091.00000000 USD 403.67000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 4940.00000000 OU Notional Amount USD -113669.40000000 -0.13069250343 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Annaly Capital Management, Inc. Annaly Capital Management, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 4940.00000000 USD 317.57000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 49.00000000 OU Notional Amount USD -3441.27000000 -0.00395663381 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 UL Solutions, Inc. UL Solutions, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 49.00000000 USD 115.79000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 276.00000000 OU Notional Amount USD -57521.16000000 -0.06613551580 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 SPX Technologies, Inc. SPX Technologies, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 276.00000000 USD 2406.72000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 287.00000000 OU Notional Amount USD 33917.66000000 0.038997161029 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Atlassian Corp. Atlassian Corp. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 287.00000000 USD -2898.72000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 24.00000000 OU Notional Amount USD 2836.32000000 0.003261086636 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Atlassian Corp. Atlassian Corp. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 24.00000000 USD -246.24000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1311.00000000 OU Notional Amount USD -25420.29000000 -0.02922722683 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Pagaya Technologies Ltd. Pagaya Technologies Ltd. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 1311.00000000 USD 3526.59000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 2918.00000000 OU Notional Amount USD -332301.84000000 -0.38206728780 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Bunge Global SA Bunge Global SA Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 2918.00000000 USD -3559.96000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 287.00000000 OU Notional Amount USD -32683.56000000 -0.03757824249 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Bunge Global SA Bunge Global SA Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 287.00000000 USD -350.14000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 152.00000000 OU Notional Amount USD 30792.16000000 0.035403586862 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 TKO Group Holdings, Inc. TKO Group Holdings, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 152.00000000 USD 372.40000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1687.00000000 OU Notional Amount USD -341752.46000000 -0.39293323050 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 TKO Group Holdings, Inc. TKO Group Holdings, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 1687.00000000 USD -4133.15000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 51.00000000 OU Notional Amount USD -3225.24000000 -0.00370825120 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Sezzle, Inc. Sezzle, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 51.00000000 USD 312.63000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 68.00000000 OU Notional Amount USD -4300.32000000 -0.00494433494 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Sezzle, Inc. Sezzle, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 68.00000000 USD 328.44000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 5454.00000000 OU Notional Amount USD 87973.02000000 0.101147839420 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Permian Resources Corp. Permian Resources Corp. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 5454.00000000 USD 8290.08000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 3075.00000000 OU Notional Amount USD -49599.75000000 -0.05702779725 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Permian Resources Corp. Permian Resources Corp. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 3075.00000000 USD -4674.00000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 59.00000000 OU Notional Amount USD 4801.42000000 0.005520479564 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Cooper Cos., Inc. Cooper Cos., Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 59.00000000 USD 59.44000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 2990.00000000 OU Notional Amount USD -243326.20000000 -0.27976667624 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Cooper Cos., Inc. Cooper Cos., Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 2990.00000000 USD 4245.80000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 133.00000000 OU Notional Amount USD 8376.34000000 0.009630778768 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Citizens Financial Group, Inc. Citizens Financial Group, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 133.00000000 USD -169.24000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 362.00000000 OU Notional Amount USD 22798.76000000 0.026213097100 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Citizens Financial Group, Inc. Citizens Financial Group, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 362.00000000 USD -459.74000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1564.00000000 OU Notional Amount USD -31827.40000000 -0.03659386416 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Sirius XM Holdings, Inc. Sirius XM Holdings, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 1564.00000000 USD 500.48000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 17.00000000 OU Notional Amount USD -4730.76000000 -0.00543923753 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Centrus Energy Corp. Centrus Energy Corp. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 17.00000000 USD 409.53000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 18.00000000 OU Notional Amount USD -5009.04000000 -0.00575919268 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Centrus Energy Corp. Centrus Energy Corp. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 18.00000000 USD 500.76000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 135.00000000 OU Notional Amount USD -37567.80000000 -0.04319394516 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Centrus Energy Corp. Centrus Energy Corp. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 135.00000000 USD 2983.41000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1163.00000000 OU Notional Amount USD 120358.87000000 0.138383786933 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Wayfair, Inc. Wayfair, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 1163.00000000 USD -7745.58000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 347.00000000 OU Notional Amount USD -35911.03000000 -0.04128905766 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Wayfair, Inc. Wayfair, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 347.00000000 USD 2311.02000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 21.00000000 OU Notional Amount USD 4542.93000000 0.005223278161 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Keysight Technologies, Inc. Keysight Technologies, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 21.00000000 USD -0.05000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 593.00000000 OU Notional Amount USD 128283.69000000 0.147495426169 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Keysight Technologies, Inc. Keysight Technologies, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 593.00000000 USD 361.73000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 39.00000000 OU Notional Amount USD -8436.87000000 -0.00970037372 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Keysight Technologies, Inc. Keysight Technologies, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 39.00000000 USD -23.79000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 46.00000000 OU Notional Amount USD 12880.00000000 0.014808905863 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 HubSpot, Inc. HubSpot, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 46.00000000 USD -1817.12000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 19.00000000 OU Notional Amount USD 5320.00000000 0.006116721987 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 HubSpot, Inc. HubSpot, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 19.00000000 USD -750.50000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 942.00000000 OU Notional Amount USD 57104.04000000 0.065655928012 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Cava Group, Inc. Cava Group, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 942.00000000 USD -4932.55000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 1844.00000000 OU Notional Amount USD -111783.28000000 -0.12852391852 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Cava Group, Inc. Cava Group, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 1844.00000000 USD 10086.68000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 986.00000000 OU Notional Amount USD -28702.46000000 -0.03300093386 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Super Micro Computer, Inc. Super Micro Computer, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 986.00000000 USD 668.96000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 327.00000000 OU Notional Amount USD -9518.97000000 -0.01094452877 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Super Micro Computer, Inc. Super Micro Computer, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 327.00000000 USD 1092.18000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 45.00000000 OU Notional Amount USD 3246.75000000 0.003732982539 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Viking Holdings Ltd. Viking Holdings Ltd. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 45.00000000 USD 110.38000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 9620.00000000 OU Notional Amount USD -213371.60000000 -0.24532608217 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 QXO, Inc. QXO, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 9620.00000000 USD 18662.80000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1233.00000000 OU Notional Amount USD -27347.94000000 -0.03144356125 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 QXO, Inc. QXO, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 1233.00000000 USD 2392.02000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 823.00000000 OU Notional Amount USD -50713.26000000 -0.05830806625 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Globalstar, Inc. Globalstar, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 823.00000000 USD 3333.15000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 10.00000000 OU Notional Amount USD 3483.60000000 0.004005303141 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Talen Energy Corp. Talen Energy Corp. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 10.00000000 USD -259.57000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 130.00000000 OU Notional Amount USD -45286.80000000 -0.05206894084 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Talen Energy Corp. Talen Energy Corp. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 130.00000000 USD 4095.00000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 226.00000000 OU Notional Amount USD 40336.48000000 0.046377262049 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Boot Barn Holdings, Inc. Boot Barn Holdings, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 226.00000000 USD -2260.00000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 81.00000000 OU Notional Amount USD 9574.20000000 0.011008030009 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 SharkNinja, Inc. SharkNinja, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 81.00000000 USD -467.37000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 913.00000000 OU Notional Amount USD -107916.60000000 -0.12407816541 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 SharkNinja, Inc. SharkNinja, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 913.00000000 USD 5268.01000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 689.00000000 OU Notional Amount USD 37013.08000000 0.042556150423 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Lazard, Inc. Lazard, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 689.00000000 USD 483.94000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1773.00000000 OU Notional Amount USD -34591.23000000 -0.03977160471 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Ramaco Resources, Inc. Ramaco Resources, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 1773.00000000 USD 2781.09000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1503.00000000 OU Notional Amount USD -23582.07000000 -0.02711371542 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 SailPoint, Inc. SailPoint, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 1503.00000000 USD 2434.86000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 764.00000000 OU Notional Amount USD 41003.88000000 0.047144611721 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Qiagen NV Qiagen NV Y equity-performance leg 2026-02-09 0.00000000 USD 0.00000000 USD 764.00000000 USD 4088.31000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 2768.00000000 OU Notional Amount USD -104519.68000000 -0.12017252344 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Birkenstock Holding PLC Birkenstock Holding PLC Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 2768.00000000 USD 6864.64000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 166.00000000 OU Notional Amount USD 41908.36000000 0.048184546439 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Ferguson Enterprises, Inc. Ferguson Enterprises, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 166.00000000 USD 114.54000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 145.00000000 OU Notional Amount USD -10106.50000000 -0.01162004713 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Freshpet, Inc. Freshpet, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 145.00000000 USD 420.50000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 77.00000000 OU Notional Amount USD 20907.04000000 0.024038073544 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Labcorp Holdings, Inc. Labcorp Holdings, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 77.00000000 USD 119.35000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 67.00000000 OU Notional Amount USD 18191.84000000 0.020916245811 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Labcorp Holdings, Inc. Labcorp Holdings, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 67.00000000 USD 103.85000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 819.00000000 OU Notional Amount USD 52489.71000000 0.060350557003 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Bio-Techne Corp. Bio-Techne Corp. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 819.00000000 USD -4553.64000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 74.00000000 OU Notional Amount USD 4140.30000000 0.004760350384 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Rubrik, Inc. Rubrik, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 74.00000000 USD -0.52000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 682.00000000 OU Notional Amount USD -38157.90000000 -0.04387241840 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Rubrik, Inc. Rubrik, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 682.00000000 USD 5008.94000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 276.00000000 OU Notional Amount USD -16510.32000000 -0.01898290175 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Tempus AI, Inc. Tempus AI, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 276.00000000 USD 2357.04000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 362.00000000 OU Notional Amount USD -21654.84000000 -0.02489786390 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Tempus AI, Inc. Tempus AI, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 362.00000000 USD 3091.48000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 500.00000000 OU Notional Amount USD 116730.00000000 0.134211458189 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Lam Research Corp. Lam Research Corp. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 500.00000000 USD 6380.00000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1582.00000000 OU Notional Amount USD -17734.22000000 -0.02039009274 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Paramount Skydance Corp. Paramount Skydance Corp. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 1582.00000000 USD 901.74000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 57.00000000 OU Notional Amount USD 32846.25000000 0.037765296912 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Sandisk Corp. Sandisk Corp. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 57.00000000 USD 8200.73000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 112.00000000 OU Notional Amount USD -38722.88000000 -0.04452200968 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Elevance Health, Inc. Elevance Health, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 112.00000000 USD 1492.65000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 3392.00000000 OU Notional Amount USD -90091.52000000 -0.10358360549 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Waystar Holding Corp. Waystar Holding Corp. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 3392.00000000 USD 10006.40000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 506.00000000 OU Notional Amount USD -13439.36000000 -0.01545203548 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Waystar Holding Corp. Waystar Holding Corp. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 506.00000000 USD 1783.69000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 706.00000000 OU Notional Amount USD -6918.80000000 -0.00795495791 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Venture Global, Inc. Venture Global, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 706.00000000 USD -190.62000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 238.00000000 OU Notional Amount USD -2332.40000000 -0.00268169969 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Venture Global, Inc. Venture Global, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 238.00000000 USD -64.26000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 245.00000000 OU Notional Amount USD -19617.15000000 -0.02255500991 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Rocket Lab Corp. Rocket Lab Corp. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 245.00000000 USD 2619.05000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 3057.00000000 OU Notional Amount USD 231567.75000000 0.266247283450 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Aptiv PLC Aptiv PLC Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 3057.00000000 USD -5407.62000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 599.00000000 OU Notional Amount USD -51999.19000000 -0.05978657684 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Crown Castle, Inc. Crown Castle, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 599.00000000 USD -371.38000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1022.00000000 OU Notional Amount USD 105225.12000000 0.120983609983 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Medtronic PLC Medtronic PLC Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 1022.00000000 USD 1655.64000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 478.00000000 OU Notional Amount USD -49214.88000000 -0.05658528920 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Medtronic PLC Medtronic PLC Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 478.00000000 USD -1794.82000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 525.00000000 OU Notional Amount USD -54495.00000000 -0.06265615877 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Karman Holdings, Inc. Karman Holdings, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 525.00000000 USD 3044.30000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 108.00000000 OU Notional Amount USD -11210.40000000 -0.01288926694 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Karman Holdings, Inc. Karman Holdings, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 108.00000000 USD 843.48000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 323.00000000 OU Notional Amount USD -30100.37000000 -0.03460819454 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 CoreWeave, Inc. CoreWeave, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 323.00000000 USD 1190.97000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 671.00000000 OU Notional Amount USD 29691.75000000 0.034138379711 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Amcor PLC Amcor PLC Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 671.00000000 USD 993.08000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 243.00000000 OU Notional Amount USD -10752.75000000 -0.01236307938 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Amcor PLC Amcor PLC Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 243.00000000 USD -245.23000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 365.00000000 OU Notional Amount USD 82526.50000000 0.094885649826 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Ascendis Pharma AS Ascendis Pharma AS Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 365.00000000 USD -930.75000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 321.00000000 OU Notional Amount USD 32847.93000000 0.037767228508 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Southstate Bank Corp. Southstate Bank Corp. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 321.00000000 USD 568.17000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 23.00000000 OU Notional Amount USD -2353.59000000 -0.00270606310 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Southstate Bank Corp. Southstate Bank Corp. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 23.00000000 USD -0.17000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 505.00000000 OU Notional Amount USD -46525.65000000 -0.05349332073 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Iron Mountain, Inc. Iron Mountain, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 505.00000000 USD 748.99000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 566.00000000 OU Notional Amount USD -52145.58000000 -0.05995489017 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Iron Mountain, Inc. Iron Mountain, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 566.00000000 USD 973.52000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 12614.00000000 OU Notional Amount USD 182650.72000000 0.210004450188 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Brightstar Lottery PLC Brightstar Lottery PLC Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 12614.00000000 USD 5550.16000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 22.00000000 OU Notional Amount USD -18060.46000000 -0.02076519037 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Equinix, Inc. Equinix, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 22.00000000 USD -619.74000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 628.00000000 OU Notional Amount USD 33704.76000000 0.038752377174 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Qiagen NV Qiagen NV Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 628.00000000 USD -1122.24000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 4645.00000000 OU Notional Amount USD 249297.15000000 0.286631834352 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Qiagen NV Qiagen NV Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 4645.00000000 USD -2694.10000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 390.00000000 OU Notional Amount USD 26960.70000000 0.030998328285 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Eversource Energy Eversource Energy Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 390.00000000 USD -514.80000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 404.00000000 OU Notional Amount USD -27928.52000000 -0.03211108878 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Eversource Energy Eversource Energy Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 404.00000000 USD 533.28000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 9508.00000000 OU Notional Amount USD -402568.72000000 -0.46285731973 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Viper Energy, Inc. Viper Energy, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 9508.00000000 USD -29094.48000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 161.00000000 OU Notional Amount USD -4982.95000000 -0.00572919545 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 SolarEdge Technologies, Inc. SolarEdge Technologies, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 161.00000000 USD 465.29000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 682.00000000 OU Notional Amount USD -21107.90000000 -0.02426901429 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 SolarEdge Technologies, Inc. SolarEdge Technologies, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 682.00000000 USD 1970.98000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 880.00000000 OU Notional Amount USD 88457.60000000 0.101704990010 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 GoDaddy, Inc. GoDaddy, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 880.00000000 USD -4804.80000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 125.00000000 OU Notional Amount USD -12565.00000000 -0.01444673153 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 GoDaddy, Inc. GoDaddy, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 125.00000000 USD 682.50000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 4356.00000000 OU Notional Amount USD 230693.76000000 0.265242404907 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Etsy, Inc. Etsy, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 4356.00000000 USD -41512.68000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1073.00000000 OU Notional Amount USD -56826.08000000 -0.06533634078 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Etsy, Inc. Etsy, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 1073.00000000 USD 8560.71000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 206.00000000 OU Notional Amount USD 8551.06000000 0.009831664796 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Virtu Financial, Inc. Virtu Financial, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 206.00000000 USD 906.40000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 115.00000000 OU Notional Amount USD -18992.25000000 -0.02183652503 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Flutter Entertainment PLC Flutter Entertainment PLC Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 115.00000000 USD 1844.60000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 210.00000000 OU Notional Amount USD 25044.60000000 0.028795273586 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Johnson Controls International PLC Johnson Controls International PLC Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 210.00000000 USD 1032.36000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 186.00000000 OU Notional Amount USD 72882.24000000 0.083797067647 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Lumentum Holdings, Inc. Lumentum Holdings, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 186.00000000 USD 6511.39000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 347.00000000 OU Notional Amount USD 41424.86000000 0.047628637590 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Glaukos Corp. Glaukos Corp. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 347.00000000 USD -2262.44000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 662.00000000 OU Notional Amount USD -52311.24000000 -0.06014535937 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 TransUnion TransUnion Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 662.00000000 USD 4037.33000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 309.00000000 OU Notional Amount USD -24417.18000000 -0.02807389131 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 TransUnion TransUnion Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 309.00000000 USD 1789.27000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 13.00000000 OU Notional Amount USD -2468.44000000 -0.00283811301 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Appfolio, Inc. Appfolio, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 13.00000000 USD 423.77000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 767.00000000 OU Notional Amount USD -43573.27000000 -0.05009879298 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Alcoa Corp. Alcoa Corp. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 767.00000000 USD 5311.16000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 2012.00000000 OU Notional Amount USD -33499.80000000 -0.03851672241 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Albertsons Cos., Inc. Albertsons Cos., Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 2012.00000000 USD 1353.74000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1502.00000000 OU Notional Amount USD -25008.30000000 -0.02875353730 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Albertsons Cos., Inc. Albertsons Cos., Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 1502.00000000 USD 796.06000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 548.00000000 OU Notional Amount USD 94820.44000000 0.109020727478 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 PJT Partners, Inc. PJT Partners, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 548.00000000 USD -10077.72000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 4723.00000000 OU Notional Amount USD 285410.89000000 0.328153959822 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Block, Inc. Block, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 4723.00000000 USD -21763.75000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 836.00000000 OU Notional Amount USD -50519.48000000 -0.05808526580 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Block, Inc. Block, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 836.00000000 USD 3862.32000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 331.00000000 OU Notional Amount USD 55713.92000000 0.064057623958 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Houlihan Lokey, Inc. Houlihan Lokey, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 331.00000000 USD -7861.25000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 212.00000000 OU Notional Amount USD -35683.84000000 -0.04102784374 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Houlihan Lokey, Inc. Houlihan Lokey, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 212.00000000 USD 5035.00000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 313.00000000 OU Notional Amount USD -44928.02000000 -0.05165643003 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 SiteOne Landscape Supply, Inc. SiteOne Landscape Supply, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 313.00000000 USD 1536.83000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 1271.00000000 OU Notional Amount USD -88118.43000000 -0.10131502598 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Arrowhead Pharmaceuticals, Inc. Arrowhead Pharmaceuticals, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 1271.00000000 USD -337.21000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 218.00000000 OU Notional Amount USD -15113.94000000 -0.01737740020 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Arrowhead Pharmaceuticals, Inc. Arrowhead Pharmaceuticals, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 218.00000000 USD 56.68000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 752.00000000 OU Notional Amount USD -29576.16000000 -0.03400547897 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Nutanix, Inc. Nutanix, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 752.00000000 USD 2744.80000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 565.00000000 OU Notional Amount USD -22221.45000000 -0.02554932928 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Nutanix, Inc. Nutanix, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 565.00000000 USD 2062.25000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 122.00000000 OU Notional Amount USD -34593.10000000 -0.03977375476 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Madison Square Garden Sports Corp. Madison Square Garden Sports Corp. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 122.00000000 USD 279.33000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 329.00000000 OU Notional Amount USD 21700.84000000 0.024950752851 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Floor & Decor Holdings, Inc. Floor & Decor Holdings, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 329.00000000 USD -3266.97000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 922.00000000 OU Notional Amount USD -60815.12000000 -0.06992277850 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Floor & Decor Holdings, Inc. Floor & Decor Holdings, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 922.00000000 USD 9155.46000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 6.00000000 OU Notional Amount USD 2406.66000000 0.002767080852 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Carvana Co. Carvana Co. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 6.00000000 USD -358.62000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 501.00000000 OU Notional Amount USD -200956.11000000 -0.23105125122 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Carvana Co. Carvana Co. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 501.00000000 USD 35144.98000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 2764.00000000 OU Notional Amount USD -253458.80000000 -0.29141673210 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Coca-Cola Europacific Partners PLC Coca-Cola Europacific Partners PLC Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 2764.00000000 USD -5608.87000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 120.00000000 OU Notional Amount USD 27736.80000000 0.031890656844 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Natera, Inc. Natera, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 120.00000000 USD -1412.40000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 194.00000000 OU Notional Amount USD 44841.16000000 0.051556561899 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Natera, Inc. Natera, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 194.00000000 USD -2242.30000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 462.00000000 OU Notional Amount USD 10967.88000000 0.012610427208 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Kraft Heinz Co. Kraft Heinz Co. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 462.00000000 USD 471.24000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 4399.00000000 OU Notional Amount USD -104432.26000000 -0.12007201145 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Kraft Heinz Co. Kraft Heinz Co. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 4399.00000000 USD -4486.98000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 532.00000000 OU Notional Amount USD 48433.28000000 0.055686636971 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Planet Fitness, Inc. Planet Fitness, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 532.00000000 USD -1941.66000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 191.00000000 OU Notional Amount USD -17388.64000000 -0.01999275876 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Planet Fitness, Inc. Planet Fitness, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 191.00000000 USD 1270.15000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1033.00000000 OU Notional Amount USD -54552.73000000 -0.06272253440 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Fortive Corp. Fortive Corp. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 1033.00000000 USD 1973.03000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 525.00000000 OU Notional Amount USD -27725.25000000 -0.03187737711 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Fortive Corp. Fortive Corp. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 525.00000000 USD 820.11000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 83.00000000 OU Notional Amount USD -12824.33000000 -0.01474489873 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 IRhythm Holdings, Inc. IRhythm Holdings, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 83.00000000 USD 981.61000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 52.00000000 OU Notional Amount USD 27445.08000000 0.031555248924 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 S&P Global, Inc. S&P Global, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 52.00000000 USD -624.52000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 45.00000000 OU Notional Amount USD -23750.55000000 -0.02730742695 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 S&P Global, Inc. S&P Global, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 45.00000000 USD -393.86000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1213.00000000 OU Notional Amount USD -101431.06000000 -0.11662135242 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 U.S. Foods Holding Corp. U.S. Foods Holding Corp. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 1213.00000000 USD -127.94000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 745.00000000 OU Notional Amount USD -62296.90000000 -0.07162646954 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 U.S. Foods Holding Corp. U.S. Foods Holding Corp. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 745.00000000 USD -1288.85000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 81.00000000 OU Notional Amount USD 13575.60000000 0.015608678761 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Waste Connections, Inc. Waste Connections, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 81.00000000 USD -206.75000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 41.00000000 OU Notional Amount USD -12238.91000000 -0.01407180637 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Hilton Worldwide Holdings, Inc. Hilton Worldwide Holdings, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 41.00000000 USD -106.19000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 371.00000000 OU Notional Amount USD 125398.00000000 0.144177575893 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Alphabet, Inc. Alphabet, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 371.00000000 USD 2767.66000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 164.00000000 OU Notional Amount USD 55432.00000000 0.063733483683 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Alphabet, Inc. Alphabet, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 164.00000000 USD 1223.44000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 243.00000000 OU Notional Amount USD 23194.35000000 0.026667930568 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Performance Food Group Co. Performance Food Group Co. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 243.00000000 USD 298.89000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 651.00000000 OU Notional Amount USD -62137.95000000 -0.07144371522 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Performance Food Group Co. Performance Food Group Co. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 651.00000000 USD -815.03000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 2606.00000000 OU Notional Amount USD -490866.16000000 -0.56437816422 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Welltower, Inc. Welltower, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 2606.00000000 USD -16678.40000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 91.00000000 OU Notional Amount USD -17140.76000000 -0.01970775631 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Welltower, Inc. Welltower, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 91.00000000 USD -582.40000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1700.00000000 OU Notional Amount USD 36584.00000000 0.042062811500 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Hewlett Packard Enterprise Co. Hewlett Packard Enterprise Co. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 1700.00000000 USD 272.00000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 876.00000000 OU Notional Amount USD -18851.52000000 -0.02167471933 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Hewlett Packard Enterprise Co. Hewlett Packard Enterprise Co. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 876.00000000 USD -140.16000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 14339.00000000 OU Notional Amount USD 197304.64000000 0.226852937907 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Cleveland-Cliffs, Inc. Cleveland-Cliffs, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 14339.00000000 USD -8135.71000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 4412.00000000 OU Notional Amount USD -60709.12000000 -0.06980090397 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Cleveland-Cliffs, Inc. Cleveland-Cliffs, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 4412.00000000 USD 2534.24000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 103.00000000 OU Notional Amount USD -5427.07000000 -0.00623982676 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 PayPal Holdings, Inc. PayPal Holdings, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 103.00000000 USD 43.00000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 204.00000000 OU Notional Amount USD -10748.76000000 -0.01235849184 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 PayPal Holdings, Inc. PayPal Holdings, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 204.00000000 USD 909.84000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 4535.00000000 OU Notional Amount USD 127342.80000000 0.146413628698 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 VICI Properties, Inc. VICI Properties, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 4535.00000000 USD -498.85000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 1563.00000000 OU Notional Amount USD 147750.39000000 0.169877454724 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Encompass Health Corp. Encompass Health Corp. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 1563.00000000 USD -7564.92000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 169.00000000 OU Notional Amount USD 15975.57000000 0.018368067721 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Encompass Health Corp. Encompass Health Corp. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 169.00000000 USD -817.96000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 2535.00000000 OU Notional Amount USD 49280.40000000 0.056660621469 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 HP, Inc. HP, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 2535.00000000 USD -988.65000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1189.00000000 OU Notional Amount USD -23114.16000000 -0.02657573133 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 HP, Inc. HP, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 1189.00000000 USD 463.71000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1759.00000000 OU Notional Amount USD -33421.00000000 -0.03842612134 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Sunrun, Inc. Sunrun, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 1759.00000000 USD -136.48000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 43.00000000 OU Notional Amount USD -2710.29000000 -0.00311618241 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Zillow Group, Inc. Zillow Group, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 43.00000000 USD 238.97000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 47.00000000 OU Notional Amount USD -2962.41000000 -0.00340605984 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Zillow Group, Inc. Zillow Group, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 47.00000000 USD 228.42000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 278.00000000 OU Notional Amount USD -55274.74000000 -0.06355267246 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 RH RH Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 278.00000000 USD 8443.25000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 149.00000000 OU Notional Amount USD 50440.97000000 0.057994998168 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Alphabet, Inc. Alphabet, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 149.00000000 USD 1145.81000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1421.00000000 OU Notional Amount USD 157262.07000000 0.180813601752 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 WEC Energy Group, Inc. WEC Energy Group, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 1421.00000000 USD 1875.72000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 136.00000000 OU Notional Amount USD 15051.12000000 0.017305172300 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 WEC Energy Group, Inc. WEC Energy Group, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 136.00000000 USD 237.82000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 47.00000000 OU Notional Amount USD 2967.11000000 0.003411463717 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Red Rock Resorts, Inc. Red Rock Resorts, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 47.00000000 USD 80.72000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 287.00000000 OU Notional Amount USD -39634.70000000 -0.04557038363 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Impinj, Inc. Impinj, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 287.00000000 USD 6555.08000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 54.00000000 OU Notional Amount USD -7457.40000000 -0.00857421852 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Impinj, Inc. Impinj, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 54.00000000 USD 1233.36000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 27173.00000000 OU Notional Amount USD -309772.20000000 -0.35616361405 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 AGNC Investment Corp. AGNC Investment Corp. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 27173.00000000 USD 10597.47000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 10587.00000000 OU Notional Amount USD -120691.80000000 -0.13876657645 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 AGNC Investment Corp. AGNC Investment Corp. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 10587.00000000 USD 4128.93000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 352.00000000 OU Notional Amount USD -93431.36000000 -0.10742361917 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Wingstop, Inc. Wingstop, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 352.00000000 USD 1034.88000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 755.00000000 OU Notional Amount USD 52502.70000000 0.060365492383 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Pure Storage, Inc. Pure Storage, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 755.00000000 USD -1419.40000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 958.00000000 OU Notional Amount USD 66619.32000000 0.076596214176 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Pure Storage, Inc. Pure Storage, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 958.00000000 USD -1801.04000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 164.00000000 OU Notional Amount USD 30217.00000000 0.034742291031 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Axsome Therapeutics, Inc. Axsome Therapeutics, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 164.00000000 USD -447.72000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 31.00000000 OU Notional Amount USD 6200.31000000 0.007128867012 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Zscaler, Inc. Zscaler, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 31.00000000 USD -0.08000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 24.00000000 OU Notional Amount USD 4800.24000000 0.005519122848 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Zscaler, Inc. Zscaler, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 24.00000000 USD -253.68000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1021.00000000 OU Notional Amount USD 82455.96000000 0.094804545772 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Monster Beverage Corp. Monster Beverage Corp. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 1021.00000000 USD -132.73000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 251.00000000 OU Notional Amount USD 20270.76000000 0.023306504396 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Monster Beverage Corp. Monster Beverage Corp. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 251.00000000 USD -32.63000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 21.00000000 OU Notional Amount USD -9829.05000000 -0.01130104628 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 TopBuild Corp. TopBuild Corp. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 21.00000000 USD 512.61000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 355.00000000 OU Notional Amount USD 72927.65000000 0.083849278238 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 BWX Technologies, Inc. BWX Technologies, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 355.00000000 USD -319.50000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1874.00000000 OU Notional Amount USD 178404.80000000 0.205122662177 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Roku, Inc. Roku, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 1874.00000000 USD -22544.22000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 429.00000000 OU Notional Amount USD 40840.80000000 0.046957108897 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Roku, Inc. Roku, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 429.00000000 USD -5054.97000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 477.00000000 OU Notional Amount USD 52617.87000000 0.060497910216 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Ollie's Bargain Outlet Holdings, Inc. Ollie's Bargain Outlet Holdings, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 477.00000000 USD -584.82000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 545.00000000 OU Notional Amount USD 25920.20000000 0.029802003243 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Bank OZK Bank OZK Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 545.00000000 USD -21.80000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 209.00000000 OU Notional Amount USD 38478.99000000 0.044241594770 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 SBA Communications Corp. SBA Communications Corp. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 209.00000000 USD -1670.27000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 470.00000000 OU Notional Amount USD -86531.70000000 -0.09949066766 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 SBA Communications Corp. SBA Communications Corp. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 470.00000000 USD 595.68000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 279.00000000 OU Notional Amount USD 57507.48000000 0.066119787095 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Charter Communications, Inc. Charter Communications, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 279.00000000 USD 3752.55000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 394.00000000 OU Notional Amount USD -81211.28000000 -0.09337346277 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Charter Communications, Inc. Charter Communications, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 394.00000000 USD -5299.30000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 204.00000000 OU Notional Amount USD 32303.40000000 0.037141149819 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Vistra Corp. Vistra Corp. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 204.00000000 USD -410.04000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 389.00000000 OU Notional Amount USD -61598.15000000 -0.07082307490 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Vistra Corp. Vistra Corp. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 389.00000000 USD 781.89000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 331.00000000 OU Notional Amount USD 60341.30000000 0.069377999332 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 ITT, Inc. ITT, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 331.00000000 USD -281.23000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 529.00000000 OU Notional Amount USD 96436.70000000 0.110879038207 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 ITT, Inc. ITT, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 529.00000000 USD -1020.97000000 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 22064000.00000000 OU Notional Amount USD 522519.49000000 0.600771889705 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 CDX.NA.IG.S45 2I65BYEI2 Y sell protection 2030-12-20 486062.87000000 USD 0.00000000 USD 22064000.00000000 USD 36456.62000000 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 6347755.26000000 OU Notional Amount USD 568175.33000000 0.653265137895 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 CDX.NA.HY.S45 2I65BRAD5 Y sell protection 2030-12-20 522469.86000000 USD 0.00000000 USD 6347755.26000000 USD 45705.47000000 N N N 2026-02-27 BlackRock ETF Trust Chuck Pulsfort Chuck Pulsfort Assistant Treasurer XXXX