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Zeta Global Holdings Corp. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 1399.00000000 USD -363.74000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1531.00000000 OU Notional Amount USD -73824.82000000 -0.03511143836 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 1531.00000000 USD -1621.88000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 6312.00000000 OU Notional Amount USD -596925.84000000 -0.28390079162 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 6312.00000000 USD 10057.29000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1184.00000000 OU Notional Amount USD 1076753.28000000 0.512109022754 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 1184.00000000 USD -50477.45000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 389.00000000 OU Notional Amount USD -20753.15000000 -0.00987029764 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Marex Group PLC Marex Group PLC Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 389.00000000 USD -87.07000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 3583.00000000 OU Notional Amount USD 238878.61000000 0.113611812284 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 3583.00000000 USD -15378.93000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 689.00000000 OU Notional Amount USD -363502.62000000 -0.17288358898 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 689.00000000 USD -19729.85000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC -548.58000000 -0.00026090727 N/A DFE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 9360000.00000000 JPY 59445.26000000 USD 2026-06-17 -548.58000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1700.00000000 OU Notional Amount -112711.74000000 -0.05360624397 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 1700.00000000 JPY -1527.16000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1408.00000000 OU Notional Amount USD 399520.00000000 0.190013627607 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 1408.00000000 USD 18589.45000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 695.00000000 OU Notional Amount 1004654.20000000 0.477818354608 N/A DE NL N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 ASML Holding NV ASML Holding NV Y equity-performance leg 2027-12-09 0.00000000 EUR 0.00000000 EUR 695.00000000 EUR -8823.18000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 700.00000000 OU Notional Amount -7442.43000000 -0.00353965539 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Tokyu Corp. Tokyu Corp. Y equity-performance leg 2027-02-24 0.00000000 JPY 0.00000000 JPY 700.00000000 JPY 92.83000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 17730.00000000 OU Notional Amount -496026.24000000 -0.23591245807 N/A DE AU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Westpac Banking Corp. Westpac Banking Corp. Y equity-performance leg 2026-12-11 0.00000000 AUD 0.00000000 AUD 17730.00000000 AUD 3467.67000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 929.00000000 OU Notional Amount USD 107345.95000000 0.051054248519 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 929.00000000 USD -4570.68000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 2400.00000000 OU Notional Amount -84613.11000000 -0.04024240081 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 2400.00000000 JPY 917.44000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 297.00000000 OU Notional Amount 26272.81000000 0.012495474408 N/A DE DE N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Symrise AG Symrise AG Y equity-performance leg 2027-12-09 0.00000000 EUR 0.00000000 EUR 297.00000000 EUR 105.29000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 100.00000000 OU Notional Amount -3812.29000000 -0.00181314340 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Hokuhoku Financial Group, Inc. Hokuhoku Financial Group, Inc. Y equity-performance leg 2026-12-11 0.00000000 JPY 0.00000000 JPY 100.00000000 JPY -165.16000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 131.00000000 OU Notional Amount USD 87767.38000000 0.041742586752 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 2397.30000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1078.00000000 OU Notional Amount USD -73940.02000000 -0.03516622803 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 1078.00000000 USD -2792.02000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 100.00000000 OU Notional Amount -2626.42000000 -0.00124913794 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Nippon Express Holdings, Inc. Nippon Express Holdings, Inc. Y equity-performance leg 2027-02-24 0.00000000 JPY 0.00000000 JPY 100.00000000 JPY -256.00000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 438.00000000 OU Notional Amount USD -54272.58000000 -0.02581229927 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Teleflex, Inc. Teleflex, Inc. 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Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 901.00000000 USD 3198.55000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 3914.00000000 OU Notional Amount 148703.17000000 0.070723940649 N/A DE GB N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Imperial Brands PLC Imperial Brands PLC Y equity-performance leg 2026-11-11 0.00000000 GBP 0.00000000 GBP 3914.00000000 GBP 2290.52000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 621000.00000000 OU Notional Amount USD 3821.45000000 0.001817499942 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2028-03-18 533.35000000 USD 0.00000000 USD 621000.00000000 USD 3288.10000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -3385.91000000 -0.00161035503 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 2390000.00000000 NZD 1410566.05000000 USD 2026-06-17 -3385.91000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 2345.00000000 OU Notional Amount USD -47111.05000000 -0.02240624126 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 2345.00000000 USD 497.58000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1126.00000000 OU Notional Amount USD -99966.28000000 -0.04754444208 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 1126.00000000 USD -3119.02000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -34217.99000000 -0.01627424011 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 1555000.00000000 GBP 2081584.89000000 USD 2026-06-17 -34217.99000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 158.00000000 OU Notional Amount USD -92904.00000000 -0.04418558785 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 158.00000000 USD -10778.76000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 3773.00000000 OU Notional Amount USD -1141143.85000000 -0.54273348658 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 3773.00000000 USD -7932.42000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 8557.00000000 OU Notional Amount USD -300093.99000000 -0.14272614052 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 8557.00000000 USD 8471.85000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 180.00000000 OU Notional Amount USD 44298.00000000 0.021068341198 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 180.00000000 USD -1771.20000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 518.00000000 OU Notional Amount USD -86801.26000000 -0.04128309544 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 518.00000000 USD -1103.34000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 54.00000000 OU Notional Amount USD 3404.70000000 0.001619291644 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 54.00000000 USD -300.24000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 534.00000000 OU Notional Amount -76407.58000000 -0.03633981140 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 534.00000000 CAD -5758.57000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 6935.00000000 OU Notional Amount -68275.24000000 -0.03247203150 N/A DE GB N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Greatland Resources Ltd. Greatland Resources Ltd. Y equity-performance leg 2026-08-19 0.00000000 GBP 0.00000000 GBP 6935.00000000 GBP 4332.19000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 1532.00000000 OU Notional Amount USD 169699.64000000 0.080709962455 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 1532.00000000 USD -90.23000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1569.00000000 OU Notional Amount USD -115556.85000000 -0.05495939192 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 1569.00000000 USD -9884.70000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 45.00000000 OU Notional Amount -12380.10000000 -0.00588803491 N/A DE FR N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Kering SA Kering SA Y equity-performance leg 2027-01-11 0.00000000 EUR 0.00000000 EUR 45.00000000 EUR 119.83000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 44.00000000 OU Notional Amount USD -6381.76000000 -0.00303519565 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Tapestry, Inc. Tapestry, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 44.00000000 USD 49.61000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 116.00000000 OU Notional Amount USD -30070.68000000 -0.01430175959 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 116.00000000 USD -5282.64000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 7406.00000000 OU Notional Amount -313193.55000000 -0.14895635407 N/A DE FR N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Veolia Environnement SA Veolia Environnement SA Y equity-performance leg 2026-11-11 0.00000000 EUR 0.00000000 EUR 7406.00000000 EUR -7109.33000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 268.00000000 OU Notional Amount USD -18057.84000000 -0.00858839528 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 268.00000000 USD -380.56000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 900.00000000 OU Notional Amount USD 190188.00000000 0.090454324708 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 900.00000000 USD 10148.23000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 2332.00000000 OU Notional Amount -36084.93000000 -0.01716216572 N/A DE GB N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Smith & Nephew PLC Smith & Nephew PLC Y equity-performance leg 2026-11-11 0.00000000 GBP 0.00000000 GBP 2332.00000000 GBP 200.94000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1736.00000000 OU Notional Amount USD 133793.52000000 0.063632839621 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 1736.00000000 USD 1944.32000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 825.00000000 OU Notional Amount USD -64226.25000000 -0.03054631245 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 825.00000000 USD 867.21000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1899.00000000 OU Notional Amount 245895.91000000 0.116949273810 N/A DE DE N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Merck KGaA Merck KGaA Y equity-performance leg 2026-11-11 0.00000000 EUR 0.00000000 EUR 1899.00000000 EUR -4923.76000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 1254.00000000 OU Notional Amount USD -112860.00000000 -0.05367675713 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 1254.00000000 USD 1448.51000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 56.00000000 OU Notional Amount USD -5373.76000000 -0.00255578602 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Textron, Inc. Textron, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 56.00000000 USD -346.22000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 10559.00000000 OU Notional Amount 233168.04000000 0.110895837811 N/A DE ES N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Banco Bilbao Vizcaya Argentaria SA Banco Bilbao Vizcaya Argentaria SA Y equity-performance leg 2026-11-11 0.00000000 EUR 0.00000000 EUR 10559.00000000 EUR -102.70000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 9700.00000000 OU Notional Amount 183728.97000000 0.087382379070 N/A DE JP N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Dai Nippon Printing Co. Ltd. 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Y equity-performance leg 2026-11-11 0.00000000 EUR 0.00000000 EUR 4796.00000000 EUR -1032.74000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 6508.65000000 0.003095545147 N/A DFE CA N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 900785.97000000 USD 1230000.00000000 CAD 2026-06-17 6508.65000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1272.00000000 OU Notional Amount 18075.03000000 0.008596570933 N/A DE SE N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Svenska Handelsbanken AB Svenska Handelsbanken AB Y equity-performance leg 2026-08-19 0.00000000 SEK 0.00000000 SEK 1272.00000000 SEK -122.02000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 8661.00000000 OU Notional Amount USD -156071.22000000 -0.07422822055 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 8661.00000000 USD 8141.34000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 23271.00000000 OU Notional Amount 465669.63000000 0.221474708807 N/A DE ES N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Enagas SA Enagas SA Y equity-performance leg 2027-12-09 0.00000000 EUR 0.00000000 EUR 23271.00000000 EUR 3701.32000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 116391.00000000 OU Notional Amount 525216.43000000 0.249795452401 N/A DE ES N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Telefonica SA Telefonica SA Y equity-performance leg 2026-08-19 0.00000000 EUR 0.00000000 EUR 116391.00000000 EUR -144.00000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 33288.00000000 OU Notional Amount -129057.51000000 -0.06138037055 N/A DE ES N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Banco de Sabadell SA Banco de Sabadell SA Y equity-performance leg 2026-11-11 0.00000000 EUR 0.00000000 EUR 33288.00000000 EUR -3516.93000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 1252.00000000 OU Notional Amount USD 39538.16000000 0.018804538472 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 1252.00000000 USD 531.79000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 4899.00000000 OU Notional Amount USD 469520.16000000 0.223306039338 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 4899.00000000 USD 24741.34000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 853.00000000 OU Notional Amount USD -181160.14000000 -0.08616063120 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 853.00000000 USD -7631.37000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 238200.00000000 OU Notional Amount 777266.57000000 0.369671707508 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 238200.00000000 JPY 16853.77000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 355.00000000 OU Notional Amount USD -27636.75000000 -0.01314417081 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 408.25000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 101.00000000 OU Notional Amount USD 9146.56000000 0.004350147791 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Aehr Test Systems Aehr Test Systems Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 101.00000000 USD -319.41000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 6761.00000000 OU Notional Amount 265840.92000000 0.126435216198 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 6761.00000000 CAD 5554.19000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1554.00000000 OU Notional Amount 44754.65000000 0.021285526128 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 1554.00000000 CAD -3753.74000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 429.00000000 OU Notional Amount USD -45066.45000000 -0.02143381970 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 429.00000000 USD -673.53000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1109.00000000 OU Notional Amount USD 48241.50000000 0.022943888707 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 277.25000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC N/A -605.69000000 -0.00028806906 N/A DFE XX N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 5005000.00000000 NOK 458644.98000000 EUR 2026-06-17 -605.69000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 37.00000000 OU Notional Amount USD -6907.53000000 -0.00328525438 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Ensign Group, Inc. Ensign Group, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 37.00000000 USD -17.39000000 N N N London Metal Exchange 213800NB8G5VRT1DXC91 000000000 18.00000000 NC USD -162763.09000000 -0.07741090601 N/A DCO GB N 1 London Metal Exchange 213800NB8G5VRT1DXC91 Long LME Copper Futures LPM26 Comdty 2026-06-15 5997557.59000000 USD -162763.09000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 7247.00000000 OU Notional Amount USD 663462.85000000 0.315546112613 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 7247.00000000 USD 41777.49000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 404.00000000 OU Notional Amount 37014.39000000 0.017604221359 N/A DE FR N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Cie de Saint-Gobain SA Cie de Saint-Gobain SA Y equity-performance leg 2027-12-09 0.00000000 EUR 0.00000000 EUR 404.00000000 EUR 495.57000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 25624.00000000 OU Notional Amount 796112.78000000 0.378635055347 N/A DE DE N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Deutsche Bank AG Deutsche Bank AG Y equity-performance leg 2026-11-11 0.00000000 EUR 0.00000000 EUR 25624.00000000 EUR -36401.37000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 91.00000000 OU Notional Amount USD -31769.92000000 -0.01510992628 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 -3154.97000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 18.00000000 OU Notional Amount USD 9147.06000000 0.004350385594 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Hubbell, Inc. Hubbell, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 18.00000000 USD -748.44000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 339.00000000 OU Notional Amount USD -38951.10000000 -0.01852532992 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 339.00000000 USD -2678.10000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 67.00000000 OU Notional Amount USD -5299.03000000 -0.00252024407 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Builders FirstSource, Inc. Builders FirstSource, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 67.00000000 USD 733.48000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 2449.00000000 OU Notional Amount USD 104670.26000000 0.049781677526 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 2449.00000000 USD -1486.42000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 200.00000000 OU Notional Amount -6841.58000000 -0.00325388825 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Ebara Corp. Ebara Corp. Y equity-performance leg 2027-02-24 0.00000000 JPY 0.00000000 JPY 200.00000000 JPY 16.46000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1742.00000000 OU Notional Amount -130044.30000000 -0.06184969261 N/A DE CH N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Alcon AG Alcon AG Y equity-performance leg 2027-12-09 0.00000000 CHF 0.00000000 CHF 1742.00000000 CHF 4006.92000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 195.00000000 OU Notional Amount USD -12002.25000000 -0.00570832764 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Ovintiv, Inc. Ovintiv, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 195.00000000 USD -899.44000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 53.00000000 OU Notional Amount USD -8365.52000000 -0.00397868142 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Vistra Corp. Vistra Corp. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 53.00000000 USD -108.78000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 1150.00000000 OU Notional Amount USD 379316.00000000 0.180404508333 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Visa, Inc. Visa, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 1150.00000000 USD 19969.73000000 N N N Eurex Deutschland 529900LN3S50JPU47S06 000000000 -51.00000000 NC -10321.45000000 -0.00490893110 N/A DIR DE N 1 Eurex Deutschland 529900LN3S50JPU47S06 Short Eurex 10 Year Euro BUND Futures RXM6 Comdty 2026-06-08 -6384565.68000000 EUR -10321.45000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 88.00000000 OU Notional Amount USD 161942.00000000 0.077020391675 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 88.00000000 USD 8414.59000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 89.00000000 OU Notional Amount USD 60130.18000000 0.028598201918 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 89.00000000 USD 3043.80000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 136.00000000 OU Notional Amount USD -44472.00000000 -0.02115109643 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 136.00000000 USD -213.52000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC -1020.86000000 -0.00048552591 N/A DFE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 16133000.00000000 JPY 102385.19000000 USD 2026-06-17 -1020.86000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 517.00000000 OU Notional Amount USD 42316.45000000 0.020125906517 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 517.00000000 USD 2517.24000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 669.00000000 OU Notional Amount USD -84909.48000000 -0.04038335580 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Herc Holdings, Inc. Herc Holdings, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 669.00000000 USD -17775.33000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 309.00000000 OU Notional Amount USD 63703.44000000 0.030297661507 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 309.00000000 USD -500.58000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 196.00000000 OU Notional Amount USD 37804.48000000 0.017979991951 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 196.00000000 USD -1503.32000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 108.00000000 OU Notional Amount USD 30413.88000000 0.014464987155 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 108.00000000 USD 2208.60000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 279.00000000 OU Notional Amount -16789.56000000 -0.00798519523 N/A DE GB N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Halma PLC Halma PLC Y equity-performance leg 2027-01-11 0.00000000 GBP 0.00000000 GBP 279.00000000 GBP -136.35000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1393.00000000 OU Notional Amount USD -34755.35000000 -0.01652981110 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 -222.88000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 355.00000000 OU Notional Amount USD -74890.80000000 -0.03561842356 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 355.00000000 USD 2412.58000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 302.00000000 OU Notional Amount USD -39851.92000000 -0.01895376423 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 RH RH Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 302.00000000 USD 1404.30000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 58.00000000 OU Notional Amount -12714.07000000 -0.00604687265 N/A DE CH N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Sonova Holding AG Sonova Holding AG Y equity-performance leg 2027-12-09 0.00000000 CHF 0.00000000 CHF 58.00000000 CHF -8.36000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 2449.00000000 OU Notional Amount USD 519041.06000000 0.246858416819 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 2449.00000000 USD 25010.80000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 658.00000000 OU Notional Amount -1049384.81000000 -0.49909244719 N/A DE DE N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Rheinmetall AG Rheinmetall AG Y equity-performance leg 2026-11-11 0.00000000 EUR 0.00000000 EUR 658.00000000 EUR 33667.58000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 23106.00000000 OU Notional Amount USD 977383.80000000 0.464848421612 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 23106.00000000 USD 64046.68000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1638.00000000 OU Notional Amount USD -31007.34000000 -0.01474723957 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 4291.56000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 10500.00000000 OU Notional Amount 184333.97000000 0.087670119971 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 10500.00000000 JPY -2243.88000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 160.00000000 OU Notional Amount USD -4241.60000000 -0.00201732529 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 68.80000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 4146.00000000 OU Notional Amount -383603.01000000 -0.18244343084 N/A DE IE N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Kingspan Group PLC Kingspan Group PLC Y equity-performance leg 2026-11-11 0.00000000 EUR 0.00000000 EUR 4146.00000000 EUR 6084.19000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 3131.00000000 OU Notional Amount -56046.70000000 -0.02665607925 N/A DE GB N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 National Grid PLC National Grid PLC Y equity-performance leg 2027-01-11 0.00000000 GBP 0.00000000 GBP 3131.00000000 GBP -151.51000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 12206.00000000 OU Notional Amount USD 228252.20000000 0.108557840737 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Healthcare Realty Trust, Inc. Healthcare Realty Trust, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 12206.00000000 USD 3776.59000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 161.00000000 OU Notional Amount USD -6900.46000000 -0.00328189186 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 -809.83000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1463.00000000 OU Notional Amount 138756.02000000 0.065993028415 N/A DE CH N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Temenos AG Temenos AG Y equity-performance leg 2027-01-11 0.00000000 CHF 0.00000000 CHF 1463.00000000 CHF -9742.03000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 924.00000000 OU Notional Amount USD 144837.00000000 0.068885171660 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 TJX Cos., Inc. TJX Cos., Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 924.00000000 USD -1391.22000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 2067.00000000 OU Notional Amount USD 125032.83000000 0.059466213451 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 2067.00000000 USD -6283.68000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 140.00000000 OU Notional Amount USD -17647.00000000 -0.00839299781 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 SiteOne Landscape Supply, Inc. SiteOne Landscape Supply, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 140.00000000 USD 515.68000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 519.00000000 OU Notional Amount -18884.40000000 -0.00898151118 N/A DE DE N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Porsche Automobil Holding SE Porsche Automobil Holding SE Y equity-performance leg 2027-01-11 0.00000000 EUR 0.00000000 EUR 519.00000000 EUR -15.14000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -1206.33000000 -0.00057373633 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 361000.00000000 GBP 489986.49000000 USD 2026-06-17 -1206.33000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 2847.00000000 OU Notional Amount USD -529798.23000000 -0.25197457844 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 2847.00000000 USD 301.24000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 729.00000000 OU Notional Amount USD 145486.53000000 0.069194091242 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 NVIDIA Corp. NVIDIA Corp. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 729.00000000 USD -2135.97000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 6400.00000000 OU Notional Amount 104755.52000000 0.049822227590 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 6400.00000000 JPY 3508.80000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 524.00000000 OU Notional Amount USD 127352.96000000 0.060569678404 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 524.00000000 USD 1131.84000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 382.00000000 OU Notional Amount USD 122129.22000000 0.058085242613 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Coherent Corp. Coherent Corp. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 382.00000000 USD -1857.44000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 7350.43000000 0.003495899751 N/A DFE XX N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 2209363.26000000 USD 1885000.00000000 EUR 2026-06-17 7350.43000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 55100.00000000 OU Notional Amount 441269.83000000 0.209870046936 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 55100.00000000 JPY -14399.97000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 2500.00000000 OU Notional Amount -172303.66000000 -0.08194844685 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Toyo Suisan Kaisha Ltd. Toyo Suisan Kaisha Ltd. Y equity-performance leg 2027-02-24 0.00000000 JPY 0.00000000 JPY 2500.00000000 JPY -5428.07000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 105.00000000 OU Notional Amount -14069.31000000 -0.00669143129 N/A DE CA N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 FirstService Corp. FirstService Corp. Y equity-performance leg 2026-08-18 0.00000000 CAD 0.00000000 CAD 105.00000000 CAD 490.19000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 165.00000000 OU Notional Amount USD -21562.20000000 -0.01025508570 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 165.00000000 USD 54.45000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 2485.00000000 OU Notional Amount USD 114285.15000000 0.054354565311 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 2485.00000000 USD 100.99000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 324.00000000 OU Notional Amount USD 36203.76000000 0.017218681844 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Ingredion, Inc. Ingredion, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 324.00000000 USD -52.30000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 21875.00000000 OU Notional Amount 590785.03000000 0.280980192947 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 21875.00000000 SEK -12498.51000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 3027.00000000 OU Notional Amount USD -78005.79000000 -0.03709992774 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 3027.00000000 USD 8354.52000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC 192.29000000 0.000091454045 N/A DFE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 1284185000.00000000 KRW 872809.12000000 USD 2026-06-17 192.29000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 15665.00000000 OU Notional Amount -29913.97000000 -0.01422722756 N/A DE GB N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Pan African Resources PLC Pan African Resources PLC Y equity-performance leg 2026-11-11 0.00000000 GBP 0.00000000 GBP 15665.00000000 GBP 2725.46000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 83.00000000 OU Notional Amount -143634.27000000 -0.06831314750 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Fairfax Financial Holdings Ltd. Fairfax Financial Holdings Ltd. Y equity-performance leg 2027-12-09 0.00000000 CAD 0.00000000 CAD 83.00000000 CAD 6441.34000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 24872.00000000 OU Notional Amount -727657.29000000 -0.34607729607 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 24872.00000000 CAD -76349.73000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 1572000.00000000 OU Notional Amount USD 4532.76000000 0.002155802389 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2028-09-16 1884.03000000 USD 0.00000000 USD 1572000.00000000 USD 2648.73000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 10206.00000000 OU Notional Amount USD 817500.60000000 0.388807205089 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 10206.00000000 USD 29901.70000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 3078.00000000 OU Notional Amount USD -551946.96000000 -0.26250862063 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 3078.00000000 USD -44324.55000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 110.00000000 OU Notional Amount USD -9961.60000000 -0.00473778472 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 110.00000000 USD 57.89000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 14600.00000000 OU Notional Amount -98293.89000000 -0.04674904538 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 14600.00000000 JPY 305.30000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 645.00000000 OU Notional Amount USD 49484.40000000 0.023535017906 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Omnicom Group, Inc. Omnicom Group, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 645.00000000 USD -432.92000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 2767.00000000 OU Notional Amount USD -61897.79000000 -0.02943888570 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 2767.00000000 USD 223.80000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 1016000.00000000 OU Notional Amount USD 3218.97000000 0.001530957566 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2028-09-16 0.00000000 USD -346.45000000 USD 1016000.00000000 USD 3565.42000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 5410.00000000 OU Notional Amount USD 368258.70000000 0.175145603436 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 5410.00000000 USD 5259.97000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 2578.94000000 0.001226556229 N/A DFE GB N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 155255.87000000 USD 116000.00000000 GBP 2026-06-17 2578.94000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 426912.00000000 OU Notional Amount -456317.84000000 -0.21702695264 N/A DE PT N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Banco Comercial Portugues SA Banco Comercial Portugues SA Y equity-performance leg 2027-01-11 0.00000000 EUR 0.00000000 EUR 426912.00000000 EUR -11938.88000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1316.00000000 OU Notional Amount USD -50771.28000000 -0.02414706420 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 1316.00000000 USD -171.08000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 473.00000000 OU Notional Amount USD -98833.35000000 -0.04700561514 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 473.00000000 USD 2264.46000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 2300.00000000 OU Notional Amount 40264.55000000 0.019150013039 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Kobe Bussan Co. Ltd. Kobe Bussan Co. Ltd. Y equity-performance leg 2027-02-24 0.00000000 JPY 0.00000000 JPY 2300.00000000 JPY -746.32000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 15249.00000000 OU Notional Amount 386113.39000000 0.183637379609 N/A DE AU N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Ampol Ltd. Ampol Ltd. Y equity-performance leg 2027-02-24 0.00000000 AUD 0.00000000 AUD 15249.00000000 AUD 28043.66000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 255.00000000 OU Notional Amount USD -20272.50000000 -0.00964169820 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 255.00000000 USD -399.79000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1800.00000000 OU Notional Amount USD 53946.00000000 0.025656976258 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 1800.00000000 USD 4464.00000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 4554.00000000 OU Notional Amount USD 294507.18000000 0.140069026902 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 4554.00000000 USD -3524.03000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 3819.00000000 OU Notional Amount USD -368304.36000000 -0.17516731955 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 3819.00000000 USD 1512.46000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 38.00000000 OU Notional Amount USD -41667.38000000 -0.01981720571 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Sandisk Corp. Sandisk Corp. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 38.00000000 USD -4051.28000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 9993.00000000 OU Notional Amount 240117.64000000 0.114201100893 N/A DE DK N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Tryg AS Tryg AS Y equity-performance leg 2027-01-11 0.00000000 DKK 0.00000000 DKK 9993.00000000 DKK -5060.80000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 244.00000000 OU Notional Amount USD 44215.24000000 0.021028980146 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 244.00000000 USD -3923.52000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 2774.00000000 OU Notional Amount USD 49987.48000000 0.023774285166 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 2774.00000000 USD -1800.07000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 733.00000000 OU Notional Amount USD 57005.41000000 0.027112046323 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Booz Allen Hamilton Holding Corp. Booz Allen Hamilton Holding Corp. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 733.00000000 USD 256.57000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 11980.00000000 OU Notional Amount -537155.60000000 -0.25547377889 N/A DE DE N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Bayer AG Bayer AG Y equity-performance leg 2027-12-09 0.00000000 EUR 0.00000000 EUR 11980.00000000 EUR 26107.78000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 88.00000000 OU Notional Amount USD 27515.84000000 0.013086665436 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Clean Harbors, Inc. Clean Harbors, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 88.00000000 USD 439.38000000 N N N PHINIA INC 254900HG6MORZE1FFM18 71880KAA9 44000.00000000 PA USD 45035.80000000 0.021419242416 Long DBT CORP US N 2 2029-04-15 Fixed 6.75000000 N N N N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 904.00000000 OU Notional Amount USD 79832.24000000 0.037968596121 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 904.00000000 USD -13343.04000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 2239.00000000 OU Notional Amount USD -240087.97000000 -0.11418698969 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 2239.00000000 USD 10097.89000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 3725.00000000 OU Notional Amount USD 328954.75000000 0.156452456363 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 3725.00000000 USD -54981.00000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 6653.00000000 OU Notional Amount 20098.84000000 0.009559104673 N/A DE AU N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Aurizon Holdings Ltd. Aurizon Holdings Ltd. Y equity-performance leg 2027-02-24 0.00000000 AUD 0.00000000 AUD 6653.00000000 AUD 475.76000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 789.00000000 OU Notional Amount USD 800464.17000000 0.380704597295 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 789.00000000 USD 7727.55000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 13570.00000000 OU Notional Amount 438319.63000000 0.208466917670 N/A DE DE N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Deutsche Telekom AG Deutsche Telekom AG Y equity-performance leg 2026-11-11 0.00000000 EUR 0.00000000 EUR 13570.00000000 EUR 2855.10000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 503.00000000 OU Notional Amount USD 54575.50000000 0.025956369477 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 503.00000000 USD -1594.51000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 23700.00000000 OU Notional Amount -233341.38000000 -0.11097827914 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 23700.00000000 JPY 954.38000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 861.00000000 OU Notional Amount USD 173827.29000000 0.082673092586 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 861.00000000 USD 5948.57000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1394.00000000 OU Notional Amount USD 116399.00000000 0.055359922506 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 1394.00000000 USD 2865.70000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 248.00000000 OU Notional Amount -31917.66000000 -0.01518019213 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 248.00000000 CAD -257.54000000 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 3338000.00000000 OU Notional Amount USD -257683.04000000 -0.12255528935 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 CDX.NA.HY.S46 2I65BRAE1 Y buy protection 2031-06-20 0.00000000 USD -235440.28000000 USD 3338000.00000000 USD -22242.76000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 6300.00000000 OU Notional Amount 102337.73000000 0.048672315074 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 6300.00000000 JPY -9940.87000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 98.00000000 OU Notional Amount USD 79889.60000000 0.037995876812 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 98.00000000 USD -1288.50000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 1654.00000000 OU Notional Amount USD -38571.28000000 -0.01834468570 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 1654.00000000 USD -1405.90000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 7892.00000000 OU Notional Amount USD -180726.80000000 -0.08595453262 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 7892.00000000 USD -1631.85000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 4460.00000000 OU Notional Amount -167157.65000000 -0.07950097982 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 AltaGas Ltd. AltaGas Ltd. Y equity-performance leg 2027-12-09 0.00000000 CAD 0.00000000 CAD 4460.00000000 CAD -4085.78000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 773.00000000 OU Notional Amount USD -38758.22000000 -0.01843359526 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 PayPal Holdings, Inc. PayPal Holdings, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 773.00000000 USD -440.61000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 52.00000000 OU Notional Amount USD 6177.60000000 0.002938096180 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 52.00000000 USD -336.44000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1991.00000000 OU Notional Amount USD -81411.99000000 -0.03871993279 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 1991.00000000 USD 1134.87000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 3290.00000000 OU Notional Amount -32390.13000000 -0.01540490113 N/A DE GB N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Greatland Resources Ltd. Greatland Resources Ltd. Y equity-performance leg 2026-11-11 0.00000000 GBP 0.00000000 GBP 3290.00000000 GBP 1329.58000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 923.00000000 OU Notional Amount USD 64923.82000000 0.030878080086 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 923.00000000 USD -3623.95000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 31.00000000 OU Notional Amount USD -6440.25000000 -0.00306301377 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Axsome Therapeutics, Inc. Axsome Therapeutics, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 31.00000000 USD -661.23000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1000.00000000 OU Notional Amount -9615.32000000 -0.00457309229 N/A DE HK N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 CLP Holdings Ltd. CLP Holdings Ltd. Y equity-performance leg 2026-08-19 0.00000000 HKD 0.00000000 HKD 1000.00000000 HKD -118.26000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 991.00000000 OU Notional Amount USD 129662.44000000 0.061668078165 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Gilead Sciences, Inc. Gilead Sciences, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 991.00000000 USD -134.19000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1191.00000000 OU Notional Amount 86435.70000000 0.041109233359 N/A DE DE N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Nemetschek SE Nemetschek SE Y equity-performance leg 2027-12-09 0.00000000 EUR 0.00000000 EUR 1191.00000000 EUR -6896.96000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 416.00000000 OU Notional Amount USD 133656.64000000 0.063567738837 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 416.00000000 USD -11874.36000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 9951.00000000 OU Notional Amount 15833.48000000 0.007530479005 N/A DE GB N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Vodafone Group PLC Vodafone Group PLC Y equity-performance leg 2027-12-09 0.00000000 GBP 0.00000000 GBP 9951.00000000 GBP 186.70000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 26131.00000000 OU Notional Amount 1021520.65000000 0.485840119098 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 26131.00000000 NOK 53413.80000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 646.00000000 OU Notional Amount USD 33785.80000000 0.016068688475 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Fidelity National Financial, Inc. Fidelity National Financial, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 646.00000000 USD 2506.48000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 87.00000000 OU Notional Amount USD 45012.93000000 0.021408365334 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 87.00000000 USD -798.20000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 498.00000000 OU Notional Amount USD -10522.74000000 -0.00500466559 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 498.00000000 USD -139.44000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 2878.00000000 OU Notional Amount 269313.03000000 0.128086568362 N/A DE FR N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Sanofi SA Sanofi SA Y equity-performance leg 2026-08-19 0.00000000 EUR 0.00000000 EUR 2878.00000000 EUR -5060.89000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 103.00000000 OU Notional Amount -5618.20000000 -0.00267204285 N/A DE AT N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Raiffeisen Bank International AG Raiffeisen Bank International AG Y equity-performance leg 2026-11-11 0.00000000 EUR 0.00000000 EUR 103.00000000 EUR -318.32000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 3537.00000000 OU Notional Amount USD -177345.18000000 -0.08434621793 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 PayPal Holdings, Inc. PayPal Holdings, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 3537.00000000 USD 3058.77000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 3614.00000000 OU Notional Amount USD -236283.32000000 -0.11237747991 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 3614.00000000 USD -10637.71000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 2650.00000000 OU Notional Amount USD 371954.00000000 0.176903105834 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 2650.00000000 USD 3904.26000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 11600.00000000 OU Notional Amount -138175.99000000 -0.06571716336 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Japan Exchange Group, Inc. Japan Exchange Group, Inc. Y equity-performance leg 2027-02-24 0.00000000 JPY 0.00000000 JPY 11600.00000000 JPY -2809.71000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 3797.00000000 OU Notional Amount USD 347425.50000000 0.165237233626 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 3797.00000000 USD 8253.40000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 25.00000000 OU Notional Amount USD -3758.25000000 -0.00178744171 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 WEX, Inc. WEX, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 25.00000000 USD 865.00000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -5074.51000000 -0.00241346128 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 442000.00000000 NZD 256417.86000000 USD 2026-06-17 -5074.51000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -1658.69000000 -0.00078888091 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 1734000.00000000 CNY 252009.94000000 USD 2026-06-17 -1658.69000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 877.00000000 OU Notional Amount USD 138758.94000000 0.065994417181 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 877.00000000 USD 27634.27000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 682.00000000 OU Notional Amount USD 100929.18000000 0.048002401940 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 682.00000000 USD 9213.87000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 905.00000000 OU Notional Amount USD 131768.00000000 0.062669492597 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 905.00000000 USD 14208.50000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 252.00000000 OU Notional Amount -61310.12000000 -0.02915938704 N/A DE FR N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Gaztransport Et Technigaz SA Gaztransport Et Technigaz SA Y equity-performance leg 2026-11-11 0.00000000 EUR 0.00000000 EUR 252.00000000 EUR -2271.59000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 9431.00000000 OU Notional Amount USD -202483.57000000 -0.09630215675 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 9431.00000000 USD -377.24000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1477.00000000 OU Notional Amount USD 127775.27000000 0.060770531065 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 1477.00000000 USD -3147.61000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 29558.00000000 OU Notional Amount -1987930.51000000 -0.94546928222 N/A DE DE N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Infineon Technologies AG Infineon Technologies AG Y equity-performance leg 2026-11-11 0.00000000 EUR 0.00000000 EUR 29558.00000000 EUR -275384.84000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 92.00000000 OU Notional Amount USD -8929.52000000 -0.00424692252 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 -382.72000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 84.00000000 OU Notional Amount USD 49678.44000000 0.023627304260 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 84.00000000 USD -1396.92000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1422.00000000 OU Notional Amount USD -71683.02000000 -0.03409278801 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 1422.00000000 USD 4283.14000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 756.00000000 OU Notional Amount USD -57992.76000000 -0.02758163471 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 756.00000000 USD -83.16000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 2200.00000000 OU Notional Amount -127976.27000000 -0.06086612762 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 2200.00000000 JPY -1826.79000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 4685.00000000 OU Notional Amount USD 340365.25000000 0.161879344873 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 4685.00000000 USD 33220.26000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 23000.00000000 OU Notional Amount 210580.62000000 0.100153152558 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 23000.00000000 JPY 3197.46000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 42.00000000 OU Notional Amount USD 73514.70000000 0.034963943806 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 -2591.82000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 409.00000000 OU Notional Amount USD 67546.35000000 0.032125367929 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Marvell Technology, Inc. Marvell Technology, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 409.00000000 USD 2873.50000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 9800.00000000 OU Notional Amount -226416.28000000 -0.10768466838 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Ryohin Keikaku Co. Ltd. Ryohin Keikaku Co. Ltd. Y equity-performance leg 2027-02-24 0.00000000 JPY 0.00000000 JPY 9800.00000000 JPY 3598.52000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 4547.00000000 OU Notional Amount -201212.92000000 -0.09569782952 N/A DE CH N 2 Citibank NA E57ODZWZ7FF32TWEFA76 UBS Group AG UBS Group AG Y equity-performance leg 2026-11-11 0.00000000 CHF 0.00000000 CHF 4547.00000000 CHF -6810.85000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 2285.00000000 OU Notional Amount USD -230350.85000000 -0.10955596873 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 2285.00000000 USD -18924.86000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 1607.00000000 OU Notional Amount USD 340137.62000000 0.161771082954 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 TE Connectivity PLC TE Connectivity PLC Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 1607.00000000 USD -11625.98000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1654.00000000 OU Notional Amount 121132.20000000 0.057611055121 N/A DE CA N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Finning International, Inc. Finning International, Inc. Y equity-performance leg 2026-08-18 0.00000000 CAD 0.00000000 CAD 1654.00000000 CAD 10075.21000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 11100.00000000 OU Notional Amount 132623.38000000 0.063076315426 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 11100.00000000 JPY -856.71000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 899.00000000 OU Notional Amount USD 173399.12000000 0.082469452881 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 899.00000000 USD -6726.38000000 N N N Commodities Exchange Center N/A 000000000 13.00000000 NC USD 34143.70000000 0.016238907431 N/A DCO US N 1 Commodities Exchange Center N/A Long COMEX Gold 100 Troy Ounces Futures GCM6 Comdty 2026-06-26 5984336.30000000 USD 34143.70000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 246.00000000 OU Notional Amount USD 75214.50000000 0.035772376836 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 246.00000000 USD 2803.50000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 6337.00000000 OU Notional Amount 362394.20000000 0.172356419117 N/A DE CA N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Fortis, Inc. Fortis, Inc. Y equity-performance leg 2028-02-22 0.00000000 CAD 0.00000000 CAD 6337.00000000 CAD 5378.51000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 7664.00000000 OU Notional Amount 244645.18000000 0.116354420625 N/A DE IT N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Tenaris SA Tenaris SA Y equity-performance leg 2027-12-09 0.00000000 EUR 0.00000000 EUR 7664.00000000 EUR 8356.69000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 324.00000000 OU Notional Amount USD 413621.64000000 0.196720435205 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 324.00000000 USD -9061.49000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 7833.00000000 OU Notional Amount USD -296165.73000000 -0.14085784123 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 7833.00000000 USD -12452.11000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 3742.00000000 OU Notional Amount -204888.47000000 -0.09744593872 N/A DE IT N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Buzzi SpA Buzzi SpA Y equity-performance leg 2027-12-09 0.00000000 EUR 0.00000000 EUR 3742.00000000 EUR 5089.20000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 7003.00000000 OU Notional Amount USD -32598.97000000 -0.01550422643 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 7003.00000000 USD 2976.27000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 7268.00000000 OU Notional Amount USD 384477.20000000 0.182859199800 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 7268.00000000 USD -35922.48000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 12300.00000000 OU Notional Amount -211546.09000000 -0.10061233471 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Chubu Electric Power Co., Inc. Chubu Electric Power Co., Inc. Y equity-performance leg 2027-02-24 0.00000000 JPY 0.00000000 JPY 12300.00000000 JPY -7979.22000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 4163.00000000 OU Notional Amount USD 231088.13000000 0.109906622642 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 4163.00000000 USD 5960.81000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 2903.00000000 OU Notional Amount USD -368884.21000000 -0.17544309899 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 2903.00000000 USD -3752.94000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 3994.00000000 OU Notional Amount 60170.65000000 0.028617449644 N/A DE GB N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Babcock International Group PLC Babcock International Group PLC Y equity-performance leg 2027-01-11 0.00000000 GBP 0.00000000 GBP 3994.00000000 GBP -4602.84000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 3721.00000000 OU Notional Amount USD 99015.81000000 0.047092393994 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Robert Half, Inc. Robert Half, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 3721.00000000 USD -3155.81000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 13169.00000000 OU Notional Amount -767951.83000000 -0.36524157250 N/A DE GB N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Unilever PLC Unilever PLC Y equity-performance leg 2026-08-19 0.00000000 GBP 0.00000000 GBP 13169.00000000 GBP -8405.93000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 7156.00000000 OU Notional Amount -444105.57000000 -0.21121873847 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 7156.00000000 CAD -10400.83000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1500.00000000 OU Notional Amount -91665.99000000 -0.04359678436 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 -2446.31000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 3844.00000000 OU Notional Amount USD -83530.12000000 -0.03972732557 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 3844.00000000 USD -4535.92000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 13824.00000000 OU Notional Amount 425079.60000000 0.202169895919 N/A DE DK N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Vestas Wind Systems AS Vestas Wind Systems AS Y equity-performance leg 2026-08-19 0.00000000 DKK 0.00000000 DKK 13824.00000000 DKK -13690.57000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 1336.00000000 OU Notional Amount USD 105584.08000000 0.050216294699 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 1336.00000000 USD -1698.67000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 173.00000000 OU Notional Amount -31912.66000000 -0.01517781410 N/A DE CH N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Sika AG Sika AG Y equity-performance leg 2026-11-11 0.00000000 CHF 0.00000000 CHF 173.00000000 CHF 485.57000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 597.00000000 OU Notional Amount USD -39801.99000000 -0.01893001728 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 597.00000000 USD 1509.31000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1756.00000000 OU Notional Amount USD 89608.68000000 0.042618317861 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Noble Corp. PLC Noble Corp. PLC Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 1756.00000000 USD 6339.16000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 568.00000000 OU Notional Amount -3727.37000000 -0.00177275504 N/A DE GB N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Melrose Industries PLC Melrose Industries PLC Y equity-performance leg 2026-11-11 0.00000000 GBP 0.00000000 GBP 568.00000000 GBP 107.62000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 15500.00000000 OU Notional Amount -265984.19000000 -0.12650335609 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Japan Post Bank Co. Ltd. Japan Post Bank Co. Ltd. Y equity-performance leg 2027-02-24 0.00000000 JPY 0.00000000 JPY 15500.00000000 JPY -17770.47000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 3662.00000000 OU Notional Amount 191625.84000000 0.091138168306 N/A DE CA N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Pan American Silver Corp. Pan American Silver Corp. Y equity-performance leg 2026-08-18 0.00000000 CAD 0.00000000 CAD 3662.00000000 CAD -15783.64000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 1457.00000000 OU Notional Amount USD 75662.01000000 0.035985214738 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Portland General Electric Co. Portland General Electric Co. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 1457.00000000 USD 2125.53000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1738.00000000 OU Notional Amount USD 372522.92000000 0.177173686914 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 1738.00000000 USD -2450.99000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 15228.00000000 OU Notional Amount USD 537700.68000000 0.255733021560 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 15228.00000000 USD 9197.56000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 3768.00000000 OU Notional Amount -304053.06000000 -0.14460909320 N/A DE CA N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Restaurant Brands International, Inc. Restaurant Brands International, Inc. Y equity-performance leg 2026-08-18 0.00000000 CAD 0.00000000 CAD 3768.00000000 CAD -3412.03000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 232.00000000 OU Notional Amount USD 8191.92000000 0.003896116430 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 232.00000000 USD 59.74000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 16430.00000000 OU Notional Amount USD 1152893.10000000 0.548321486219 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 16430.00000000 USD 131283.89000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 11433.00000000 OU Notional Amount USD 725881.17000000 0.345232564886 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 11433.00000000 USD -20780.99000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 115.00000000 OU Notional Amount 61434.06000000 0.029218333498 N/A DE FR N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 LVMH Moet Hennessy Louis Vuitton SE LVMH Moet Hennessy Louis Vuitton SE Y equity-performance leg 2027-12-09 0.00000000 EUR 0.00000000 EUR 115.00000000 EUR 234.05000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 5466.00000000 OU Notional Amount 154558.69000000 0.073508854037 N/A DE GB N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Johnson Matthey PLC Johnson Matthey PLC Y equity-performance leg 2026-11-11 0.00000000 GBP 0.00000000 GBP 5466.00000000 GBP 2004.23000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 142.00000000 OU Notional Amount 4012.49000000 0.001908359482 N/A DE GB N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Compass Group PLC Compass Group PLC Y equity-performance leg 2026-11-11 0.00000000 GBP 0.00000000 GBP 142.00000000 GBP -195.35000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 3700.00000000 OU Notional Amount -23816.61000000 -0.01132729391 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Mazda Motor Corp. Mazda Motor Corp. Y equity-performance leg 2026-12-11 0.00000000 JPY 0.00000000 JPY 3700.00000000 JPY 414.86000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 1631.00000000 OU Notional Amount USD 104041.49000000 0.049482631499 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Alcoa Corp. Alcoa Corp. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 1631.00000000 USD -6211.60000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 3900.00000000 OU Notional Amount -58756.99000000 -0.02794510617 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Kyowa Kirin Co. Ltd. Kyowa Kirin Co. Ltd. Y equity-performance leg 2027-02-24 0.00000000 JPY 0.00000000 JPY 3900.00000000 JPY -272.61000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 470.00000000 OU Notional Amount USD 124578.20000000 0.059249989244 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 470.00000000 USD 3641.98000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC N/A -961.77000000 -0.00045742242 N/A DFE CH N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 57673.49000000 EUR 52000.00000000 CHF 2026-06-17 -961.77000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 3179.00000000 OU Notional Amount USD 489120.94000000 0.232628264287 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 3179.00000000 USD -22851.07000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 53.00000000 OU Notional Amount USD -11587.39000000 -0.00551101824 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 53.00000000 USD -56.18000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 7490.00000000 OU Notional Amount 33788.53000000 0.016069986876 N/A DE AU N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Dexus Dexus Y equity-performance leg 2027-02-24 0.00000000 AUD 0.00000000 AUD 7490.00000000 AUD 487.39000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 973.00000000 OU Notional Amount USD -51948.47000000 -0.02470694141 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Clear Secure, Inc. Clear Secure, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 973.00000000 USD 1884.97000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 745000.00000000 OU Notional Amount USD 4298.54000000 0.002044406234 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2028-09-16 0.00000000 USD -107.63000000 USD 745000.00000000 USD 4406.17000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 8068.00000000 OU Notional Amount 519725.26000000 0.247183825620 N/A DE GB N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Intertek Group PLC Intertek Group PLC Y equity-performance leg 2026-11-11 0.00000000 GBP 0.00000000 GBP 8068.00000000 GBP -20647.90000000 N N N United States Treasury 254900HROIFWPRGM1V77 912797RG4 16712500.00000000 PA USD 16550737.71000000 7.871610211893 Long STIV UST US N 2 2026-08-06 None 0.00000000 N N N N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 70.00000000 OU Notional Amount USD -7351.40000000 -0.00349636108 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 -247.80000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 14862.00000000 OU Notional Amount USD -1376667.06000000 -0.65474945454 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 14862.00000000 USD -29783.27000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 919.00000000 OU Notional Amount USD -59073.32000000 -0.02809555423 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 919.00000000 USD 2113.70000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1200.00000000 OU Notional Amount 73779.46000000 0.035089864931 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 1200.00000000 JPY -6967.18000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 164.00000000 OU Notional Amount -4086.51000000 -0.00194356374 N/A DE SE N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Epiroc AB Epiroc AB Y equity-performance leg 2026-11-11 0.00000000 SEK 0.00000000 SEK 164.00000000 SEK -213.80000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 944.00000000 OU Notional Amount USD -19814.56000000 -0.00942389974 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 James Hardie Industries PLC James Hardie Industries PLC Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 944.00000000 USD -2.36000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 2290.00000000 OU Notional Amount USD -400085.90000000 -0.19028277236 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Cintas Corp. Cintas Corp. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 2290.00000000 USD 3884.82000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC N/A -3095.95000000 -0.00147244866 N/A DFE XX N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 724000.00000000 CHF 788972.86000000 EUR 2026-06-17 -3095.95000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 450.00000000 OU Notional Amount USD 215532.00000000 0.102508052626 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Thermo Fisher Scientific, Inc. Thermo Fisher Scientific, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 450.00000000 USD -11148.03000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 453.00000000 OU Notional Amount -866634.76000000 -0.41217564717 N/A DE FR N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Hermes International SCA Hermes International SCA Y equity-performance leg 2027-01-11 0.00000000 EUR 0.00000000 EUR 453.00000000 EUR 3661.37000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 844.00000000 OU Notional Amount USD 327894.00000000 0.155947958577 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 844.00000000 USD -1313.93000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 833.00000000 OU Notional Amount USD 229033.35000000 0.108929359422 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 833.00000000 USD 13659.52000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 3263.00000000 OU Notional Amount USD 266456.58000000 0.126728027046 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 3263.00000000 USD 6056.62000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 348.00000000 OU Notional Amount USD 62344.20000000 0.029651200446 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 348.00000000 USD 6438.00000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1720.00000000 OU Notional Amount USD -27812.40000000 -0.01322771079 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 275.20000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 5122.00000000 OU Notional Amount USD -208619.06000000 -0.09922022521 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 5122.00000000 USD -13389.04000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 15100.00000000 OU Notional Amount -79243.91000000 -0.03768878355 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 15100.00000000 SGD 2291.36000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC N/A -22.35000000 -0.00001062976 N/A DFE CH N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 1112.39000000 EUR 1000.00000000 CHF 2026-06-17 -22.35000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 5144.00000000 OU Notional Amount -44076.06000000 -0.02096278547 N/A DE DE N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Deutsche Lufthansa AG Deutsche Lufthansa AG Y equity-performance leg 2026-11-11 0.00000000 EUR 0.00000000 EUR 5144.00000000 EUR 985.48000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -15.16000000 -0.00000721016 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 161728.00000000 NZD 95665.02000000 USD 2026-06-17 -15.16000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 1519.00000000 OU Notional Amount USD -18501.42000000 -0.00879936406 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 1519.00000000 USD 4602.57000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 1054.00000000 OU Notional Amount USD 150437.42000000 0.071548758265 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 1054.00000000 USD -7433.37000000 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 118053000.00000000 OU Notional Amount USD 2620516.67000000 1.246330293032 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 CDX.NA.IG.S46 2I65BYEJ0 Y sell protection 2031-06-20 2418884.04000000 USD 0.00000000 USD 118053000.00000000 USD 201632.63000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 638.00000000 OU Notional Amount -431135.28000000 -0.20505000636 N/A DE CH N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Geberit AG Geberit AG Y equity-performance leg 2027-01-11 0.00000000 CHF 0.00000000 CHF 638.00000000 CHF 2855.79000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 500.00000000 OU Notional Amount -17627.73000000 -0.00838383290 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Nippon Sanso Holdings Corp. Nippon Sanso Holdings Corp. Y equity-performance leg 2027-02-24 0.00000000 JPY 0.00000000 JPY 500.00000000 JPY 191.14000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1734.00000000 OU Notional Amount -69188.94000000 -0.03290659160 N/A DE CA N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Alamos Gold, Inc. Alamos Gold, Inc. Y equity-performance leg 2026-08-18 0.00000000 CAD 0.00000000 CAD 1734.00000000 CAD 11293.01000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC N/A -14745.00000000 -0.00701279269 N/A DFE CH N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 671845.34000000 EUR 603000.00000000 CHF 2026-06-17 -14745.00000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 548.00000000 OU Notional Amount USD 210103.20000000 0.099926089316 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 548.00000000 USD 558.96000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 800.00000000 OU Notional Amount -194268.73000000 -0.09239513946 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 800.00000000 JPY 2384.36000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1500.00000000 OU Notional Amount USD 102258.43000000 0.048634599613 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 1500.00000000 USD -7961.57000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 565.00000000 OU Notional Amount USD -155346.75000000 -0.07388365915 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Cheniere Energy, Inc. Cheniere Energy, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 565.00000000 USD -9816.62000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 3944.00000000 OU Notional Amount USD -437389.60000000 -0.20802459094 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 3944.00000000 USD -2394.38000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 981.00000000 OU Notional Amount USD 103328.73000000 0.049143639425 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 981.00000000 USD 5351.85000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 479.00000000 OU Notional Amount USD -101730.02000000 -0.04838328528 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 479.00000000 USD -4311.00000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1123.00000000 OU Notional Amount USD 83775.80000000 0.039844172165 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 1123.00000000 USD 1650.81000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 373.00000000 OU Notional Amount USD -61571.11000000 -0.02928351513 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 373.00000000 USD 167.43000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 99386.00000000 OU Notional Amount 792689.93000000 0.377007131475 N/A DE GB N 2 Citibank NA E57ODZWZ7FF32TWEFA76 NatWest Group PLC NatWest Group PLC Y equity-performance leg 2026-11-11 0.00000000 GBP 0.00000000 GBP 99386.00000000 GBP 81.47000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 208.00000000 OU Notional Amount USD -122692.96000000 -0.05835336006 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 208.00000000 USD -2123.11000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 64.00000000 OU Notional Amount -13337.00000000 -0.00634314114 N/A DE IL N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Tower Semiconductor Ltd. Tower Semiconductor Ltd. Y equity-performance leg 2026-08-19 0.00000000 ILS 0.00000000 ILS 64.00000000 ILS 510.88000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 500.00000000 OU Notional Amount -137379.23000000 -0.06533822049 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Mitsui Kinzoku Co. Ltd. Mitsui Kinzoku Co. Ltd. Y equity-performance leg 2027-02-24 0.00000000 JPY 0.00000000 JPY 500.00000000 JPY -14413.67000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 17967.17000000 0.008545272200 N/A DFE AU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 758233.15000000 USD 1079000.00000000 AUD 2026-06-17 17967.17000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 329.00000000 OU Notional Amount USD 15923.60000000 0.007573340510 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 -1082.41000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 10803.00000000 OU Notional Amount -268243.80000000 -0.12757803744 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 10803.00000000 AUD 25194.21000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -44864.17000000 -0.02133761436 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 99143000.00000000 CNY 14458866.25000000 USD 2026-06-17 -44864.17000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 48661.00000000 OU Notional Amount 265410.66000000 0.126230582479 N/A DE PT N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 EDP SA EDP SA Y equity-performance leg 2027-12-09 0.00000000 EUR 0.00000000 EUR 48661.00000000 EUR 10354.15000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 234122.00000000 OU Notional Amount 1590678.41000000 0.756534278736 N/A DE IT N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Intesa Sanpaolo SpA Intesa Sanpaolo SpA Y equity-performance leg 2027-12-09 0.00000000 EUR 0.00000000 EUR 234122.00000000 EUR 20721.09000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 51.00000000 OU Notional Amount USD -23338.11000000 -0.01109971701 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 51.00000000 USD 1326.51000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 126.00000000 OU Notional Amount USD -20709.36000000 -0.00984947091 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 126.00000000 USD -1882.44000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 263800.00000000 OU Notional Amount 371290.23000000 0.176587413640 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 SoftBank Corp. SoftBank Corp. Y equity-performance leg 2027-02-24 0.00000000 JPY 0.00000000 JPY 263800.00000000 JPY 7488.69000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 4962.00000000 OU Notional Amount -163577.42000000 -0.07779820526 N/A DE GB N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Bunzl PLC Bunzl PLC Y equity-performance leg 2026-11-11 0.00000000 GBP 0.00000000 GBP 4962.00000000 GBP -1750.01000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 700.00000000 OU Notional Amount 64059.85000000 0.030467171812 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Resonac Holdings Corp. Resonac Holdings Corp. Y equity-performance leg 2027-02-24 0.00000000 JPY 0.00000000 JPY 700.00000000 JPY 640.86000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 3425.00000000 OU Notional Amount USD 263348.25000000 0.125249690394 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 3425.00000000 USD -7083.44000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1073.00000000 OU Notional Amount USD 203097.44000000 0.096594116269 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 1073.00000000 USD 8652.50000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC 44694.36000000 0.021256851915 N/A DFE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 301239000.00000000 INR 3202125.54000000 USD 2026-06-17 44694.36000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 14378.00000000 OU Notional Amount USD -293023.64000000 -0.13936344816 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 14378.00000000 USD -4313.40000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 903.00000000 OU Notional Amount USD 78217.86000000 0.037200789252 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 903.00000000 USD -4971.25000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 102.00000000 OU Notional Amount USD 22619.52000000 0.010757952167 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 102.00000000 USD -1120.98000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 2970.00000000 OU Notional Amount USD -225304.20000000 -0.10715575780 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 2970.00000000 USD 8954.21000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 75.00000000 OU Notional Amount USD 28793.25000000 0.013694207757 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 75.00000000 USD 504.00000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 861.00000000 OU Notional Amount USD 173302.08000000 0.082423300191 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 861.00000000 USD -1110.29000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 3626.00000000 OU Notional Amount -96971.90000000 -0.04612030059 N/A DE DK N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Orsted AS Orsted AS Y equity-performance leg 2027-12-09 0.00000000 DKK 0.00000000 DKK 3626.00000000 DKK -4310.64000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 99800.00000000 OU Notional Amount 485907.88000000 0.231100117545 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 99800.00000000 JPY -9910.29000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 200.00000000 OU Notional Amount -7426.59000000 -0.00353212181 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Makita Corp. Makita Corp. Y equity-performance leg 2027-02-24 0.00000000 JPY 0.00000000 JPY 200.00000000 JPY -566.04000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 514.00000000 OU Notional Amount USD 55476.02000000 0.026384661106 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 514.00000000 USD 678.48000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1138.00000000 OU Notional Amount USD -80240.38000000 -0.03816270946 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 1138.00000000 USD 2264.62000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1235.00000000 OU Notional Amount USD -17487.60000000 -0.00831718640 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 580.45000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1800.00000000 OU Notional Amount -36365.29000000 -0.01729550628 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Shionogi & Co. Ltd. Shionogi & Co. Ltd. Y equity-performance leg 2027-02-24 0.00000000 JPY 0.00000000 JPY 1800.00000000 JPY -1549.87000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 1519.00000000 OU Notional Amount USD -159115.25000000 -0.07567597582 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 1519.00000000 USD -1073.39000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 91.00000000 OU Notional Amount USD -19777.94000000 -0.00940648309 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 -1605.24000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 432.00000000 OU Notional Amount USD 49105.44000000 0.023354782713 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 432.00000000 USD -458.53000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC -21154.23000000 -0.01006105321 N/A DFE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 258027000.00000000 JPY 1632695.19000000 USD 2026-06-17 -21154.23000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1300.00000000 OU Notional Amount 9333.67000000 0.004439138204 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 1300.00000000 JPY -238.12000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 2429.00000000 OU Notional Amount USD -117806.50000000 -0.05602933625 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 2429.00000000 USD -27326.25000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 179.00000000 OU Notional Amount USD 5106.87000000 0.002428851858 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Roivant Sciences Ltd. Roivant Sciences Ltd. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 179.00000000 USD 180.34000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 957.00000000 OU Notional Amount USD 131778.90000000 0.062674676689 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 957.00000000 USD -18438.51000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 3564.00000000 OU Notional Amount USD -717361.92000000 -0.34118076873 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Progressive Corp. Progressive Corp. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 3564.00000000 USD 2709.43000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 212.00000000 OU Notional Amount USD -32807.00000000 -0.01560316650 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 1248.68000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 16000.00000000 OU Notional Amount 625344.91000000 0.297417037582 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 16000.00000000 JPY 9285.58000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 164.00000000 OU Notional Amount -3025.28000000 -0.00143883767 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 -197.87000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 8200.00000000 OU Notional Amount 101623.41000000 0.048332581057 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 ITOCHU Corp. ITOCHU Corp. Y equity-performance leg 2027-02-24 0.00000000 JPY 0.00000000 JPY 8200.00000000 JPY 1682.86000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 3884.00000000 OU Notional Amount USD 261043.64000000 0.124153606828 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 3884.00000000 USD 30101.00000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 2900.00000000 OU Notional Amount -70971.45000000 -0.03375436191 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Electric Power Development Co. Ltd. Electric Power Development Co. Ltd. Y equity-performance leg 2027-02-24 0.00000000 JPY 0.00000000 JPY 2900.00000000 JPY -1529.51000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 2556.00000000 OU Notional Amount -41130.02000000 -0.01956163472 N/A DE GB N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Rolls-Royce Holdings PLC Rolls-Royce Holdings PLC Y equity-performance leg 2026-08-19 0.00000000 GBP 0.00000000 GBP 2556.00000000 GBP -2319.17000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 2112.00000000 OU Notional Amount -256412.50000000 -0.12195101443 N/A DE FR N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Unibail-Rodamco-Westfield Unibail-Rodamco-Westfield Y equity-performance leg 2026-11-11 0.00000000 EUR 0.00000000 EUR 2112.00000000 EUR 972.04000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 1112.00000000 OU Notional Amount USD -110054.64000000 -0.05234251447 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Protagonist Therapeutics, Inc. Protagonist Therapeutics, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 1112.00000000 USD 5123.63000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 188.00000000 OU Notional Amount USD 78476.84000000 0.037323961382 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Broadcom, Inc. Broadcom, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 188.00000000 USD 258.44000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 137.00000000 OU Notional Amount USD 31644.26000000 0.015050161783 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 International Business Machines Corp. International Business Machines Corp. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 137.00000000 USD -137.34000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 6735.00000000 OU Notional Amount 272876.61000000 0.129781424097 N/A DE FR N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Klepierre SA Klepierre SA Y equity-performance leg 2026-11-11 0.00000000 EUR 0.00000000 EUR 6735.00000000 EUR -3827.75000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 400.00000000 OU Notional Amount 7361.45000000 0.003501140916 N/A DE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 FUJIFILM Holdings Corp. FUJIFILM Holdings Corp. Y equity-performance leg 2027-12-09 0.00000000 JPY 0.00000000 JPY 400.00000000 JPY -24.01000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 2034.00000000 OU Notional Amount USD -536487.84000000 -0.25515618904 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 2034.00000000 USD 1935.69000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 1470.00000000 OU Notional Amount USD -105781.20000000 -0.05031004591 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 1470.00000000 USD -990.34000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 781.00000000 OU Notional Amount USD 45126.18000000 0.021462227577 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 781.00000000 USD -9824.98000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 403.00000000 OU Notional Amount USD 32393.14000000 0.015406332701 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 403.00000000 USD 596.44000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 22000.00000000 OU Notional Amount -72635.81000000 -0.03454593950 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 -6299.35000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 30.00000000 OU Notional Amount USD 4892.40000000 0.002326848897 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Cirrus Logic, Inc. Cirrus Logic, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 30.00000000 USD 173.62000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 5939.00000000 OU Notional Amount USD -263691.60000000 -0.12541298930 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 5939.00000000 USD -3633.45000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 213.00000000 OU Notional Amount USD -175117.95000000 -0.08328693667 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 213.00000000 USD -6574.40000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 5069.00000000 OU Notional Amount USD -233123.31000000 -0.11087456400 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 5069.00000000 USD -72.30000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 20345.00000000 OU Notional Amount -411363.20000000 -0.19564631031 N/A DE GB N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Diageo PLC Diageo PLC Y equity-performance leg 2026-11-11 0.00000000 GBP 0.00000000 GBP 20345.00000000 GBP -3422.04000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 6315.00000000 OU Notional Amount -183832.70000000 -0.08743171355 N/A DE DK N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Rockwool AS Rockwool AS Y equity-performance leg 2026-11-11 0.00000000 DKK 0.00000000 DKK 6315.00000000 DKK 4202.34000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 890.00000000 OU Notional Amount USD -70532.50000000 -0.03354559518 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 890.00000000 USD 1415.10000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 6746.00000000 OU Notional Amount USD -47896.60000000 -0.02277985261 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 ImmunityBio, Inc. ImmunityBio, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 6746.00000000 USD 5134.08000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 2560.00000000 OU Notional Amount -174185.57000000 -0.08284349227 N/A DE AU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Cochlear Ltd. Cochlear Ltd. Y equity-performance leg 2026-12-11 0.00000000 AUD 0.00000000 AUD 2560.00000000 AUD 8315.11000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 460.00000000 OU Notional Amount USD -57955.40000000 -0.02756386612 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 460.00000000 USD -4029.60000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 5066.00000000 OU Notional Amount USD 525597.50000000 0.249976691120 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Walt Disney Co. Walt Disney Co. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 5066.00000000 USD 2500.94000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 135200.00000000 OU Notional Amount 463969.41000000 0.220666076023 N/A DE GB N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Legal & General Group PLC Legal & General Group PLC Y equity-performance leg 2027-12-09 0.00000000 GBP 0.00000000 GBP 135200.00000000 GBP -24312.88000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 67.22000000 0.000031970154 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 20000.00000000 SGD 15828.31000000 USD 2026-06-17 67.22000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 5742.00000000 OU Notional Amount -201711.88000000 -0.09593513729 N/A DE FR N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Renault SA Renault SA Y equity-performance leg 2026-11-11 0.00000000 EUR 0.00000000 EUR 5742.00000000 EUR 6564.32000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 98.00000000 OU Notional Amount USD -22323.42000000 -0.01061712558 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 98.00000000 USD -142.35000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 91.00000000 OU Notional Amount -7351.74000000 -0.00349652279 N/A DE FI N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Orion OYJ Orion OYJ Y equity-performance leg 2026-11-11 0.00000000 EUR 0.00000000 EUR 91.00000000 EUR 461.17000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 1059.00000000 OU Notional Amount USD 133201.02000000 0.063351043780 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 ConocoPhillips ConocoPhillips Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 1059.00000000 USD 813.78000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 10620.00000000 OU Notional Amount 826238.89000000 0.392963177711 N/A DE CA N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Bank of Nova Scotia Bank of Nova Scotia Y equity-performance leg 2028-02-22 0.00000000 CAD 0.00000000 CAD 10620.00000000 CAD 23390.04000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 10860.00000000 OU Notional Amount 118644.85000000 0.056428059535 N/A DE SE N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Hexagon AB Hexagon AB Y equity-performance leg 2026-08-19 0.00000000 SEK 0.00000000 SEK 10860.00000000 SEK 4656.12000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 407.00000000 OU Notional Amount USD 93064.62000000 0.044261979495 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 407.00000000 USD 622.78000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 532.00000000 OU Notional Amount USD -29515.36000000 -0.01403764673 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Tempus AI, Inc. Tempus AI, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 532.00000000 USD -1000.15000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 166.00000000 OU Notional Amount -16722.26000000 -0.00795318703 N/A DE GB N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Rio Tinto PLC Rio Tinto PLC Y equity-performance leg 2027-01-11 0.00000000 GBP 0.00000000 GBP 166.00000000 GBP -127.59000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 165.00000000 OU Notional Amount USD 54382.35000000 0.025864506410 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 165.00000000 USD -333.30000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC N/A -193.01000000 -0.00009179648 N/A DFE SE N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 46042.32000000 EUR 497000.00000000 SEK 2026-06-17 -193.01000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 34900.00000000 OU Notional Amount 1157431.39000000 0.550479918703 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 34900.00000000 JPY 82118.04000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1985.00000000 OU Notional Amount USD 184426.35000000 0.087714056342 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 1985.00000000 USD 36563.70000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC -54.51000000 -0.00002592521 N/A DFE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 20000.00000000 SGD 15706.58000000 USD 2026-06-17 -54.51000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 11635.00000000 OU Notional Amount USD -136245.85000000 -0.06479917952 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 11635.00000000 USD -2300.45000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 17762.00000000 OU Notional Amount 1051762.75000000 0.500223406862 N/A DE DE N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Deutsche Post AG Deutsche Post AG Y equity-performance leg 2026-08-19 0.00000000 EUR 0.00000000 EUR 17762.00000000 EUR 43918.30000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 800.00000000 OU Notional Amount -46536.83000000 -0.02213313948 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Food & Life Cos. Ltd. Food & Life Cos. Ltd. Y equity-performance leg 2027-02-24 0.00000000 JPY 0.00000000 JPY 800.00000000 JPY -714.72000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 401.00000000 OU Notional Amount USD -78395.50000000 -0.03728527568 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 -2638.58000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 500.00000000 OU Notional Amount -50526.49000000 -0.02403064090 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Organo Corp. Organo Corp. Y equity-performance leg 2026-12-11 0.00000000 JPY 0.00000000 JPY 500.00000000 JPY -933.89000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 95.00000000 OU Notional Amount USD -29704.60000000 -0.01412765018 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 95.00000000 USD -786.60000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC N/A 6301.46000000 0.002997004590 N/A DFE CH N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 1456487.62000000 EUR 1337000.00000000 CHF 2026-06-17 6301.46000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 120.00000000 OU Notional Amount 90150.04000000 0.042875791272 N/A DE CH N 2 Citibank NA E57ODZWZ7FF32TWEFA76 VAT Group AG VAT Group AG Y equity-performance leg 2026-11-11 0.00000000 CHF 0.00000000 CHF 120.00000000 CHF 373.89000000 N N N United States Treasury 254900HROIFWPRGM1V77 912797SA6 200000.00000000 PA USD 196951.47000000 0.093671063469 Long STIV UST US N 2 2026-10-01 None 0.00000000 N N N N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1879.00000000 OU Notional Amount USD 53119.33000000 0.025263808043 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 -1954.16000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 2327.00000000 OU Notional Amount USD -164518.90000000 -0.07824597767 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 2327.00000000 USD -5303.52000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1292.00000000 OU Notional Amount USD -27616.50000000 -0.01313453981 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 1292.00000000 USD 4488.08000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 703.00000000 OU Notional Amount USD 186337.18000000 0.088622856252 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 703.00000000 USD 3181.67000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1223.00000000 OU Notional Amount USD -17550.05000000 -0.00834688792 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Sable Offshore Corp. Sable Offshore Corp. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 1223.00000000 USD 391.36000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC 9897.36000000 0.004707231871 N/A DFE AU N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 199310.57000000 USD 290821.00000000 AUD 2026-06-17 9897.36000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 125.00000000 OU Notional Amount USD -59200.00000000 -0.02815580385 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 125.00000000 USD -1025.00000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1352.00000000 OU Notional Amount USD -9599.20000000 -0.00456542554 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 ImmunityBio, Inc. ImmunityBio, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 1352.00000000 USD 1311.44000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 19390.00000000 OU Notional Amount USD -957478.20000000 -0.45538122280 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 19390.00000000 USD -30970.43000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 358.00000000 OU Notional Amount -30179.88000000 -0.01435369563 N/A DE BE N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Aedifica SA Aedifica SA Y equity-performance leg 2026-08-19 0.00000000 EUR 0.00000000 EUR 358.00000000 EUR 350.96000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 16900.00000000 OU Notional Amount 629776.12000000 0.299524542305 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Kao Corp. Kao Corp. Y equity-performance leg 2027-02-24 0.00000000 JPY 0.00000000 JPY 16900.00000000 JPY -6334.97000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 19001.00000000 OU Notional Amount -919894.73000000 -0.43750634427 N/A DE NL N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Prosus NV Prosus NV Y equity-performance leg 2026-08-19 0.00000000 EUR 0.00000000 EUR 19001.00000000 EUR 28477.33000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 40300.00000000 OU Notional Amount 596043.33000000 0.283481065639 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 40300.00000000 JPY 9540.41000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 264.00000000 OU Notional Amount USD -62214.24000000 -0.02958939084 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 264.00000000 USD -103.80000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 55171.00000000 OU Notional Amount -100327.02000000 -0.04771601175 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 55171.00000000 AUD 1752.75000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC -13178.38000000 -0.00626770071 N/A DFE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 673000.00000000 EUR 778253.09000000 USD 2026-06-17 -13178.38000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 343.00000000 OU Notional Amount USD -48143.48000000 -0.02289726992 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 343.00000000 USD 1478.33000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 719.00000000 OU Notional Amount USD -48431.84000000 -0.02303441532 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 719.00000000 USD 1258.25000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 28149.00000000 OU Notional Amount -737995.51000000 -0.35099420307 N/A DE GB N 2 Citibank NA E57ODZWZ7FF32TWEFA76 GSK PLC GSK PLC Y equity-performance leg 2026-11-11 0.00000000 GBP 0.00000000 GBP 28149.00000000 GBP 44634.39000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 232.00000000 OU Notional Amount -6247.70000000 -0.00297143607 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Canadian Apartment Properties REIT Canadian Apartment Properties REIT Y equity-performance leg 2027-12-09 0.00000000 CAD 0.00000000 CAD 232.00000000 CAD -78.27000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 547.00000000 OU Notional Amount USD -68949.35000000 -0.03279264145 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 547.00000000 USD 7777.56000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 5926.00000000 OU Notional Amount USD -86638.12000000 -0.04120550528 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 5926.00000000 USD 3091.74000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 6152.00000000 OU Notional Amount -120161.53000000 -0.05714939981 N/A DE FR N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Credit Agricole SA Credit Agricole SA Y equity-performance leg 2026-11-11 0.00000000 EUR 0.00000000 EUR 6152.00000000 EUR 3942.37000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC 2658.93000000 0.001264599856 N/A DFE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 252571.27000000 USD 39820000.00000000 JPY 2026-06-17 2658.93000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1300.00000000 OU Notional Amount -111189.17000000 -0.05288210237 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Ibiden Co. Ltd. Ibiden Co. Ltd. Y equity-performance leg 2026-12-11 0.00000000 JPY 0.00000000 JPY 1300.00000000 JPY -19932.51000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC 967.01000000 0.000459914592 N/A DFE NZ N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 42812.26000000 USD 74000.00000000 NZD 2026-06-17 967.01000000 N N N The Montreal Exchange/Bourse De Montreal 549300DKBYNOI0B1NP44 000000000 -15.00000000 NC 7836.04000000 0.003726858196 N/A DIR CA N 1 The Montreal Exchange/Bourse De Montreal 549300DKBYNOI0B1NP44 Short Montreal Exchange 10 Year Canadian Bond Futures CNM6 Comdty 2026-06-19 -1797594.08000000 CAD 7836.04000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 3436.00000000 OU Notional Amount 291195.05000000 0.138493761993 N/A DE IE N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Kerry Group PLC Kerry Group PLC Y equity-performance leg 2027-01-11 0.00000000 EUR 0.00000000 EUR 3436.00000000 EUR 19329.48000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 1356.00000000 OU Notional Amount USD -82363.44000000 -0.03917244697 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 1356.00000000 USD 2508.68000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 385.00000000 OU Notional Amount USD 11064.90000000 0.005262519493 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Samsara, Inc. Samsara, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 385.00000000 USD -42.35000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC -6970.66000000 -0.00331527931 N/A DFE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 330000.00000000 EUR 381101.23000000 USD 2026-06-17 -6970.66000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 2768.00000000 OU Notional Amount 1264235.14000000 0.601276294303 N/A DE DE N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Allianz SE Allianz SE Y equity-performance leg 2027-12-09 0.00000000 EUR 0.00000000 EUR 2768.00000000 EUR 2255.70000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 227.00000000 OU Notional Amount -6873.42000000 -0.00326903150 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Saputo, Inc. Saputo, Inc. Y equity-performance leg 2027-12-09 0.00000000 CAD 0.00000000 CAD 227.00000000 CAD -383.91000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 35.00000000 OU Notional Amount USD 4169.55000000 0.001983057972 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Nextpower, Inc. Nextpower, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 35.00000000 USD 315.35000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 174.00000000 OU Notional Amount -14668.43000000 -0.00697637563 N/A DE BE N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Aedifica SA Aedifica SA Y equity-performance leg 2027-01-11 0.00000000 EUR 0.00000000 EUR 174.00000000 EUR -0.37000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 101.00000000 OU Notional Amount USD 17033.65000000 0.008101285612 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 101.00000000 USD -1139.79000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 54.00000000 OU Notional Amount USD -12894.66000000 -0.00613276212 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 54.00000000 USD 345.60000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 40955.00000000 OU Notional Amount -436568.46000000 -0.20763405282 N/A DE IT N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Banca Monte dei Paschi di Siena SpA Banca Monte dei Paschi di Siena SpA Y equity-performance leg 2026-08-19 0.00000000 EUR 0.00000000 EUR 40955.00000000 EUR -20619.02000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1850.00000000 OU Notional Amount 594058.20000000 0.282536928293 N/A DE FR N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Safran SA Safran SA Y equity-performance leg 2026-11-11 0.00000000 EUR 0.00000000 EUR 1850.00000000 EUR 4104.38000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 14321.00000000 OU Notional Amount USD 580143.71000000 0.275919130132 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 14321.00000000 USD -82764.28000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 2470.00000000 OU Notional Amount USD -160698.20000000 -0.07642883443 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 2470.00000000 USD 10257.55000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 63.00000000 OU Notional Amount USD 3960.81000000 0.001883780227 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 88.20000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 248.00000000 OU Notional Amount USD 44379.60000000 0.021107150550 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 248.00000000 USD -1262.32000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 38.00000000 OU Notional Amount USD -2259.48000000 -0.00107461952 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 ServiceTitan, Inc. ServiceTitan, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 38.00000000 USD 194.94000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 501.00000000 OU Notional Amount USD -25235.37000000 -0.01200206296 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 -706.41000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 6881.00000000 OU Notional Amount -97615.04000000 -0.04642618106 N/A DE AU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Lynas Rare Earths Ltd. Lynas Rare Earths Ltd. Y equity-performance leg 2026-12-11 0.00000000 AUD 0.00000000 AUD 6881.00000000 AUD -794.83000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 22.00000000 OU Notional Amount USD 7033.62000000 0.003345223396 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 22.00000000 USD 253.22000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 3299.00000000 OU Notional Amount USD 267120.03000000 0.127043567047 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 3299.00000000 USD -5689.96000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 705.00000000 OU Notional Amount USD 72600.90000000 0.034529336144 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Akamai Technologies, Inc. Akamai Technologies, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 705.00000000 USD 3176.63000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 475.00000000 OU Notional Amount USD 178799.50000000 0.085037899502 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Elevance Health, Inc. Elevance Health, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 475.00000000 USD 4904.28000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 83.00000000 OU Notional Amount USD -13616.98000000 -0.00647630097 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Wingstop, Inc. Wingstop, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 83.00000000 USD 2269.22000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 3402.00000000 OU Notional Amount -67702.86000000 -0.03219980483 N/A DE SE N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Sagax AB Sagax AB Y equity-performance leg 2026-11-11 0.00000000 SEK 0.00000000 SEK 3402.00000000 SEK 3254.82000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 81.00000000 OU Notional Amount USD 23372.55000000 0.011116096846 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 81.00000000 USD -1428.03000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1216.00000000 OU Notional Amount 4670.07000000 0.002221107683 N/A DE AU N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Telstra Group Ltd. Telstra Group Ltd. Y equity-performance leg 2026-08-19 0.00000000 AUD 0.00000000 AUD 1216.00000000 AUD 18.86000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 107.00000000 OU Notional Amount USD -17803.73000000 -0.00846753935 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 MSA Safety, Inc. MSA Safety, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 107.00000000 USD 396.97000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 10090.00000000 OU Notional Amount -254198.05000000 -0.12089781140 N/A DE FI N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Fortum OYJ Fortum OYJ Y equity-performance leg 2027-12-09 0.00000000 EUR 0.00000000 EUR 10090.00000000 EUR 3409.66000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 415.00000000 OU Notional Amount USD -81132.50000000 -0.03858700601 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 T-Mobile U.S., Inc. T-Mobile U.S., Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 415.00000000 USD -2203.65000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 6000.00000000 OU Notional Amount 313214.39000000 0.148966265675 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 6000.00000000 JPY 38078.26000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 31.00000000 OU Notional Amount USD 50046.71000000 0.023802455238 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 2863.47000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 153.00000000 OU Notional Amount USD -7036.47000000 -0.00334657887 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 234.09000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 1014.00000000 OU Notional Amount USD -64865.58000000 -0.03085038086 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 1014.00000000 USD 247.48000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC N/A 5611.13000000 0.002668680332 N/A DFE NO N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 138435.09000000 EUR 1561000.00000000 NOK 2026-06-17 5611.13000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 2710.00000000 OU Notional Amount USD 123115.30000000 0.058554226989 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 CSX Corp. CSX Corp. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 2710.00000000 USD 4471.41000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 701.00000000 OU Notional Amount USD 64814.46000000 0.030826067946 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 701.00000000 USD 4486.40000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 297.00000000 OU Notional Amount 13202.77000000 0.006279300716 N/A DE GB N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Severn Trent PLC Severn Trent PLC Y equity-performance leg 2027-12-09 0.00000000 GBP 0.00000000 GBP 297.00000000 GBP 545.93000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 543.00000000 OU Notional Amount USD 53034.81000000 0.025223609925 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 543.00000000 USD 65.16000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 723.00000000 OU Notional Amount USD -19911.42000000 -0.00946996682 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Corebridge Financial, Inc. Corebridge Financial, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 723.00000000 USD -592.45000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1042.00000000 OU Notional Amount 111639.69000000 0.053096371850 N/A DE CH N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Accelleron Industries AG Accelleron Industries AG Y equity-performance leg 2026-11-11 0.00000000 CHF 0.00000000 CHF 1042.00000000 CHF 257.60000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 13046.00000000 OU Notional Amount 612763.58000000 0.291433296709 N/A DE NL N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Koninklijke Ahold Delhaize NV Koninklijke Ahold Delhaize NV Y equity-performance leg 2026-11-11 0.00000000 EUR 0.00000000 EUR 13046.00000000 EUR -18940.55000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 2487.00000000 OU Notional Amount USD -167051.79000000 -0.07945063229 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Carrier Global Corp. Carrier Global Corp. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 2487.00000000 USD -11866.87000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 5883.00000000 OU Notional Amount USD 752906.34000000 0.358085865318 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 5883.00000000 USD -10295.25000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 63.00000000 OU Notional Amount 6148.61000000 0.002924308397 N/A DE GB N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Spirax Group PLC Spirax Group PLC Y equity-performance leg 2027-12-09 0.00000000 GBP 0.00000000 GBP 63.00000000 GBP 3.02000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 913.00000000 OU Notional Amount USD -70200.57000000 -0.03338772768 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 913.00000000 USD 1807.58000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 4369.00000000 OU Notional Amount USD -1550164.89000000 -0.73726585437 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 4369.00000000 USD 38960.88000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 2173.00000000 OU Notional Amount USD 560655.73000000 0.266650553404 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 2173.00000000 USD -19013.46000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 2440.00000000 OU Notional Amount USD -399184.00000000 -0.18985382439 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 2440.00000000 USD 5098.19000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 268.00000000 OU Notional Amount USD 11888.48000000 0.005654218090 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 268.00000000 USD -353.76000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 2419.00000000 OU Notional Amount USD 53895.32000000 0.025632872607 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 2419.00000000 USD -1306.26000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC -5425.95000000 -0.00258060783 N/A DFE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 400000.00000000 AUD 282322.08000000 USD 2026-06-17 -5425.95000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 400.00000000 OU Notional Amount -16174.26000000 -0.00769255560 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 GS Yuasa Corp. GS Yuasa Corp. Y equity-performance leg 2027-02-24 0.00000000 JPY 0.00000000 JPY 400.00000000 JPY 1.23000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 7409.00000000 OU Notional Amount 422479.08000000 0.200933076138 N/A DE DE N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Nordex SE Nordex SE Y equity-performance leg 2027-12-09 0.00000000 EUR 0.00000000 EUR 7409.00000000 EUR 31361.42000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 18.00000000 OU Notional Amount USD -5726.34000000 -0.00272347476 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 18.00000000 USD 594.90000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1354.00000000 OU Notional Amount USD -72235.90000000 -0.03435574039 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 1354.00000000 USD -7419.92000000 N N N Osaka Exchange 3538001249AILNPRUX57 000000000 15.00000000 NC -118266.97000000 -0.05624833799 N/A DIR JP N 1 Osaka Exchange 3538001249AILNPRUX57 Long TSE Japanese 10 Year Bond Futures JBM6 Comdty 2026-06-15 1957415285.00000000 JPY -118266.97000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 4100.00000000 OU Notional Amount -176310.99000000 -0.08385435221 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Mizuho Financial Group, Inc. Mizuho Financial Group, Inc. Y equity-performance leg 2027-02-24 0.00000000 JPY 0.00000000 JPY 4100.00000000 JPY -6374.92000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC -882.70000000 -0.00041981635 N/A DFE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 95000.00000000 SGD 73982.47000000 USD 2026-06-17 -882.70000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 4494.00000000 OU Notional Amount -294052.87000000 -0.13985295488 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 4494.00000000 CAD -23778.26000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 35800.00000000 OU Notional Amount -821799.52000000 -0.39085179205 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Bandai Namco Holdings, Inc. Bandai Namco Holdings, Inc. Y equity-performance leg 2027-02-24 0.00000000 JPY 0.00000000 JPY 35800.00000000 JPY 51390.07000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 54.00000000 OU Notional Amount USD 8715.06000000 0.004144924322 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 -1409.94000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 74.00000000 OU Notional Amount USD 25117.08000000 0.011945803678 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 74.00000000 USD -2162.08000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 301.00000000 OU Notional Amount USD 13129.62000000 0.006244510225 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 301.00000000 USD -589.96000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 9400.00000000 OU Notional Amount -432796.43000000 -0.20584005726 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Shin-Etsu Chemical Co. Ltd. Shin-Etsu Chemical Co. Ltd. Y equity-performance leg 2027-02-24 0.00000000 JPY 0.00000000 JPY 9400.00000000 JPY -35904.09000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 58.00000000 OU Notional Amount USD 26031.56000000 0.012380734751 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Saia, Inc. Saia, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 58.00000000 USD 1528.16000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 8000.00000000 OU Notional Amount -119161.63000000 -0.05667384258 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Subaru Corp. Subaru Corp. Y equity-performance leg 2027-02-24 0.00000000 JPY 0.00000000 JPY 8000.00000000 JPY 6215.99000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 3268.00000000 OU Notional Amount -99654.21000000 -0.04739602009 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 3268.00000000 AUD 1961.93000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1594.00000000 OU Notional Amount USD -326881.58000000 -0.15546644677 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 1594.00000000 USD -28325.38000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 672.00000000 OU Notional Amount 84883.69000000 0.040371089961 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 -12440.45000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1803.00000000 OU Notional Amount -109447.88000000 -0.05205393650 N/A DE SE N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Saab AB Saab AB Y equity-performance leg 2026-11-11 0.00000000 SEK 0.00000000 SEK 1803.00000000 SEK 615.93000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 460.00000000 OU Notional Amount USD -6518.20000000 -0.00310008717 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 460.00000000 USD 602.60000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 95.00000000 OU Notional Amount USD -6551.20000000 -0.00311578213 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Commercial Metals Co. Commercial Metals Co. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 95.00000000 USD -384.75000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 1411.00000000 OU Notional Amount USD -61378.50000000 -0.02919190889 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Range Resources Corp. Range Resources Corp. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 1411.00000000 USD -513.02000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 87.00000000 OU Notional Amount USD -22899.27000000 -0.01089100260 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 -958.74000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 4548.00000000 OU Notional Amount USD -138350.16000000 -0.06579999945 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 4548.00000000 USD 13234.68000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1356.00000000 OU Notional Amount USD 129050.52000000 0.061377046079 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Toro Co. Toro Co. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 1356.00000000 USD 3227.28000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1088.00000000 OU Notional Amount USD -80131.20000000 -0.03811078293 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 1088.00000000 USD 5494.40000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1460.00000000 OU Notional Amount USD -480048.00000000 -0.22831313052 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 1460.00000000 USD 15622.00000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 2279.00000000 OU Notional Amount USD 618406.65000000 0.294117167859 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 2279.00000000 USD -4147.78000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 7711.00000000 OU Notional Amount 85416.61000000 0.040624549269 N/A DE IT N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Amplifon SpA Amplifon SpA Y equity-performance leg 2026-11-11 0.00000000 EUR 0.00000000 EUR 7711.00000000 EUR -2771.28000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 5979.00000000 OU Notional Amount -172958.87000000 -0.08226006787 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 5979.00000000 AUD -802.53000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 230.00000000 OU Notional Amount USD -52039.80000000 -0.02475037839 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 230.00000000 USD 1113.20000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 386.00000000 OU Notional Amount USD -41344.46000000 -0.01966362341 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 386.00000000 USD -181.42000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 435.00000000 OU Notional Amount USD 150618.75000000 0.071634999682 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 435.00000000 USD 569.41000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 62.00000000 OU Notional Amount USD -122996.84000000 -0.05849788684 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 62.00000000 USD 2842.36000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 3479.00000000 OU Notional Amount -388200.41000000 -0.18462997632 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 3479.00000000 CAD -9375.23000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 2382.00000000 OU Notional Amount -359557.76000000 -0.17100739465 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 National Bank of Canada National Bank of Canada Y equity-performance leg 2027-12-09 0.00000000 CAD 0.00000000 CAD 2382.00000000 CAD -6709.05000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC 1653.48000000 0.000786403016 N/A DFE ZA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 723652.12000000 USD 12121000.00000000 ZAR 2026-06-17 1653.48000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 16531.00000000 OU Notional Amount 740786.65000000 0.352321682643 N/A DE IT N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Generali Generali Y equity-performance leg 2027-01-11 0.00000000 EUR 0.00000000 EUR 16531.00000000 EUR 18081.71000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 2364.00000000 OU Notional Amount 34896.84000000 0.016597104426 N/A DE IT N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 BPER Banca SpA BPER Banca SpA Y equity-performance leg 2026-08-19 0.00000000 EUR 0.00000000 EUR 2364.00000000 EUR 957.10000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 27013.00000000 OU Notional Amount -633298.48000000 -0.30119979360 N/A DE ES N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Iberdrola SA Iberdrola SA Y equity-performance leg 2026-11-11 0.00000000 EUR 0.00000000 EUR 27013.00000000 EUR -2749.25000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 2608.00000000 OU Notional Amount 197064.58000000 0.093724859127 N/A DE BE N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Anheuser-Busch InBev SA Anheuser-Busch InBev SA Y equity-performance leg 2026-08-19 0.00000000 EUR 0.00000000 EUR 2608.00000000 EUR 4677.32000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 183.00000000 OU Notional Amount 4453.89000000 0.002118291439 N/A DE DE N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Delivery Hero SE Delivery Hero SE Y equity-performance leg 2026-11-11 0.00000000 EUR 0.00000000 EUR 183.00000000 EUR 242.69000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 690.00000000 OU Notional Amount USD -22845.90000000 -0.01086561958 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 393.30000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 116.00000000 OU Notional Amount USD -28810.92000000 -0.01370261169 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 116.00000000 USD 1882.68000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -5983.54000000 -0.00284580031 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 260000.00000000 EUR 299770.07000000 USD 2026-06-17 -5983.54000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 8700.00000000 OU Notional Amount 156276.67000000 0.074325933563 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Mitsubishi UFJ Financial Group, Inc. Mitsubishi UFJ Financial Group, Inc. Y equity-performance leg 2027-02-24 0.00000000 JPY 0.00000000 JPY 8700.00000000 JPY 3386.30000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 165.00000000 OU Notional Amount USD -5651.25000000 -0.00268776159 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 165.00000000 USD -300.30000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 4232.00000000 OU Notional Amount 70425.02000000 0.033494477183 N/A DE ES N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Bankinter SA Bankinter SA Y equity-performance leg 2026-11-11 0.00000000 EUR 0.00000000 EUR 4232.00000000 EUR -1797.81000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 33.00000000 OU Notional Amount USD -4518.03000000 -0.00214879673 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 CDW Corp. CDW Corp. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 33.00000000 USD -52.55000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 183.00000000 OU Notional Amount USD -37278.93000000 -0.01773003785 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 183.00000000 USD -384.30000000 N N N United States Treasury 254900HROIFWPRGM1V77 912797SW8 15500000.00000000 PA USD 15458498.75000000 7.352136125480 Long STIV UST US N 2 2026-05-28 None 0.00000000 N N N N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 7581.00000000 OU Notional Amount -412982.45000000 -0.19641643337 N/A DE FR N 2 Citibank NA E57ODZWZ7FF32TWEFA76 STMicroelectronics NV STMicroelectronics NV Y equity-performance leg 2026-11-11 0.00000000 EUR 0.00000000 EUR 7581.00000000 EUR -73457.23000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 2565.95000000 0.001220378123 N/A DFE BR N 2 Citibank NA E57ODZWZ7FF32TWEFA76 233782.45000000 USD 1183000.00000000 BRL 2026-06-17 2565.95000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1212.00000000 OU Notional Amount -64662.01000000 -0.03075356199 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 1212.00000000 CAD -774.54000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 245.00000000 OU Notional Amount USD 95182.50000000 0.045269253378 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 245.00000000 USD -4744.96000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 2200.00000000 OU Notional Amount -230812.71000000 -0.10977563157 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 2200.00000000 JPY 1597.19000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 4036.00000000 OU Notional Amount USD -84190.96000000 -0.04004162425 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 4036.00000000 USD -1557.35000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 79.00000000 OU Notional Amount USD 16781.97000000 0.007981585397 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Old Dominion Freight Line, Inc. Old Dominion Freight Line, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 79.00000000 USD -234.17000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 26744.00000000 OU Notional Amount 1289202.06000000 0.613150681166 N/A DE FR N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 AXA SA AXA SA Y equity-performance leg 2027-01-11 0.00000000 EUR 0.00000000 EUR 26744.00000000 EUR -5836.52000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 811.00000000 OU Notional Amount USD -374560.35000000 -0.17814269839 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 811.00000000 USD -4325.90000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 960.00000000 OU Notional Amount USD -86937.60000000 -0.04134793940 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 960.00000000 USD 1096.22000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 1422000.00000000 OU Notional Amount USD 14287.16000000 0.006795041799 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2028-03-18 1042.81000000 USD 0.00000000 USD 1422000.00000000 USD 13244.35000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 117.00000000 OU Notional Amount -5005.42000000 -0.00238060175 N/A DE NL N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 SBM Offshore NV SBM Offshore NV Y equity-performance leg 2027-01-11 0.00000000 EUR 0.00000000 EUR 117.00000000 EUR -34.51000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 114.00000000 OU Notional Amount USD 26934.78000000 0.012810310514 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 820.80000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 78.00000000 OU Notional Amount 183020.66000000 0.087045503438 N/A DE DK N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 AP Moller - Maersk AS AP Moller - Maersk AS Y equity-performance leg 2027-01-11 0.00000000 DKK 0.00000000 DKK 78.00000000 DKK 1103.94000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 105.00000000 OU Notional Amount USD 12434.10000000 0.005913717578 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 105.00000000 USD 232.05000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1209.00000000 OU Notional Amount -89879.32000000 -0.04274703554 N/A DE FR N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Pernod Ricard SA Pernod Ricard SA Y equity-performance leg 2026-08-19 0.00000000 EUR 0.00000000 EUR 1209.00000000 EUR 4903.98000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 2520.00000000 OU Notional Amount -4582.55000000 -0.00217948275 N/A DE AU N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Vicinity Ltd. Vicinity Ltd. Y equity-performance leg 2027-02-24 0.00000000 AUD 0.00000000 AUD 2520.00000000 AUD 108.03000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 214.00000000 OU Notional Amount USD 87506.74000000 0.041618625118 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 214.00000000 USD 334.44000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1672.00000000 OU Notional Amount USD 120701.68000000 0.057406297745 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 1672.00000000 USD -2052.20000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 755.00000000 OU Notional Amount USD -55749.20000000 -0.02651458682 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 755.00000000 USD -5790.85000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 12372.00000000 OU Notional Amount 193638.40000000 0.092095351492 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 12372.00000000 CAD 4260.44000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 487.00000000 OU Notional Amount USD -39860.95000000 -0.01895805894 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 487.00000000 USD -3199.34000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 122.00000000 OU Notional Amount USD 54381.50000000 0.025864102146 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Crowdstrike Holdings, Inc. Crowdstrike Holdings, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 122.00000000 USD -1984.27000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 554.00000000 OU Notional Amount USD 40248.10000000 0.019142189340 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 4138.38000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 339.00000000 OU Notional Amount 47145.79000000 0.022422763777 N/A DE CA N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Canadian Tire Corp. Ltd. Canadian Tire Corp. Ltd. Y equity-performance leg 2027-01-11 0.00000000 CAD 0.00000000 CAD 339.00000000 CAD 54.31000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 4319.00000000 OU Notional Amount USD -188524.35000000 -0.08966308479 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 4319.00000000 USD -5234.71000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 4513.00000000 OU Notional Amount USD -120993.53000000 -0.05754510300 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 4513.00000000 USD 4558.13000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 24.00000000 OU Notional Amount USD 13907.52000000 0.006614483195 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 -243.36000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 348.00000000 OU Notional Amount USD -22369.44000000 -0.01063901292 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Affirm Holdings, Inc. Affirm Holdings, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 348.00000000 USD 255.48000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 100.00000000 OU Notional Amount USD -9029.00000000 -0.00429423569 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 PennyMac Financial Services, Inc. PennyMac Financial Services, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 100.00000000 USD -25.33000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 15.00000000 OU Notional Amount USD 6423.00000000 0.003054809596 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 15.00000000 USD -7.05000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 1.00000000 NC -71995.07000000 -0.03424120049 N/A DFE ZA N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 3980602.98000000 USD 65319000.00000000 ZAR 2026-06-17 -71995.07000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 41773.00000000 OU Notional Amount -481498.41000000 -0.22900295247 N/A DE IE N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 AIB Group PLC AIB Group PLC Y equity-performance leg 2027-01-11 0.00000000 EUR 0.00000000 EUR 41773.00000000 EUR -11026.10000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 9900.00000000 OU Notional Amount 161611.97000000 0.076863427824 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Kubota Corp. Kubota Corp. Y equity-performance leg 2027-02-24 0.00000000 JPY 0.00000000 JPY 9900.00000000 JPY 1462.17000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 85.00000000 OU Notional Amount -4904.70000000 -0.00233269883 N/A DE ES N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Amadeus IT Group SA Amadeus IT Group SA Y equity-performance leg 2027-12-09 0.00000000 EUR 0.00000000 EUR 85.00000000 EUR -99.18000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 929.00000000 OU Notional Amount USD 43635.13000000 0.020753077048 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 929.00000000 USD 1390.21000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 383.00000000 OU Notional Amount USD -54895.39000000 -0.02610851069 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 383.00000000 USD -781.32000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 6494.00000000 OU Notional Amount USD -136309.06000000 -0.06482924250 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 James Hardie Industries PLC James Hardie Industries PLC Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 6494.00000000 USD -6702.79000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 249.00000000 OU Notional Amount USD 139639.20000000 0.066413073058 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 249.00000000 USD -3431.31000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 3948.00000000 OU Notional Amount USD -220022.04000000 -0.10464353717 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Rollins, Inc. Rollins, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 3948.00000000 USD -1332.79000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC 19718.74000000 0.009378327290 N/A DFE XX N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 3510559.51000000 USD 3002000.00000000 EUR 2026-06-17 19718.74000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 2310.00000000 OU Notional Amount USD 146500.20000000 0.069676197555 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Zions Bancorp NA Zions Bancorp NA Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 2310.00000000 USD 3289.82000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1289.00000000 OU Notional Amount USD -49935.86000000 -0.02374973444 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 1289.00000000 USD 2810.02000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 2062.00000000 OU Notional Amount USD 485601.00000000 0.230954163946 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 2062.00000000 USD 10091.39000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 160.00000000 OU Notional Amount -14600.04000000 -0.00694384902 N/A DE DE N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Bayerische Motoren Werke AG Bayerische Motoren Werke AG Y equity-performance leg 2026-11-11 0.00000000 EUR 0.00000000 EUR 160.00000000 EUR 295.70000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1792.00000000 OU Notional Amount USD 482908.16000000 0.229673436330 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 1792.00000000 USD 38380.59000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 2353.00000000 OU Notional Amount 238216.88000000 0.113297090323 N/A DE CH N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Nestle SA Nestle SA Y equity-performance leg 2026-08-19 0.00000000 CHF 0.00000000 CHF 2353.00000000 CHF -398.41000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC -3284.65000000 -0.00156219528 N/A DFE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 151000.00000000 GBP 202172.74000000 USD 2026-06-17 -3284.65000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 298.00000000 OU Notional Amount USD 105638.02000000 0.050241948822 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 298.00000000 USD 15206.94000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 6200.00000000 OU Notional Amount -58026.23000000 -0.02759755321 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 6200.00000000 JPY 457.00000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 3100.00000000 OU Notional Amount -750071.56000000 -0.35673763035 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Kioxia Holdings Corp. Kioxia Holdings Corp. Y equity-performance leg 2027-02-24 0.00000000 JPY 0.00000000 JPY 3100.00000000 JPY -67393.61000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 95.00000000 OU Notional Amount USD 5052.10000000 0.002402802983 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Rubrik, Inc. Rubrik, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 95.00000000 USD -47.74000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 10450.00000000 OU Notional Amount USD -361674.50000000 -0.17201412634 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 10450.00000000 USD 42714.98000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 5100.00000000 OU Notional Amount -271979.73000000 -0.12935486366 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Chugai Pharmaceutical Co. Ltd. Chugai Pharmaceutical Co. Ltd. Y equity-performance leg 2027-02-24 0.00000000 JPY 0.00000000 JPY 5100.00000000 JPY 8032.81000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 824.00000000 OU Notional Amount -54663.49000000 -0.02599821794 N/A DE BE N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Syensqo SA Syensqo SA Y equity-performance leg 2026-11-11 0.00000000 EUR 0.00000000 EUR 824.00000000 EUR -1278.87000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 721.00000000 OU Notional Amount USD -24203.97000000 -0.01151152418 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 721.00000000 USD -223.51000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 949.00000000 OU Notional Amount USD -99018.66000000 -0.04709374946 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 949.00000000 USD 431.80000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 5800.00000000 OU Notional Amount -313521.96000000 -0.14911254744 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 5800.00000000 JPY -2928.42000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 14780.00000000 OU Notional Amount -307754.24000000 -0.14636939215 N/A DE FR N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Orange SA Orange SA Y equity-performance leg 2026-08-19 0.00000000 EUR 0.00000000 EUR 14780.00000000 EUR 2946.35000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 121.00000000 OU Notional Amount USD 14795.88000000 0.007036991470 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 809.49000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 800.00000000 OU Notional Amount 7266.48000000 0.003455972729 N/A DE JP N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Mitsubishi HC Capital, Inc. Mitsubishi HC Capital, Inc. Y equity-performance leg 2026-08-19 0.00000000 JPY 0.00000000 JPY 800.00000000 JPY 211.85000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 10000.00000000 OU Notional Amount 154097.38000000 0.073289452789 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Tosoh Corp. Tosoh Corp. Y equity-performance leg 2027-02-24 0.00000000 JPY 0.00000000 JPY 10000.00000000 JPY 3583.65000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 223.00000000 OU Notional Amount USD -10882.40000000 -0.00517572161 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 OGE Energy Corp. OGE Energy Corp. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 223.00000000 USD -504.44000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 563.00000000 OU Notional Amount USD -89162.31000000 -0.04240602214 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 563.00000000 USD 6416.24000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1079.00000000 OU Notional Amount 55787.52000000 0.026532812000 N/A DE AT N 2 Citibank NA E57ODZWZ7FF32TWEFA76 voestalpine AG voestalpine AG Y equity-performance leg 2026-11-11 0.00000000 EUR 0.00000000 EUR 1079.00000000 EUR 1286.78000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 710.00000000 OU Notional Amount -96143.80000000 -0.04572645226 N/A DE DK N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Carlsberg AS Carlsberg AS Y equity-performance leg 2026-11-11 0.00000000 DKK 0.00000000 DKK 710.00000000 DKK -5041.03000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 44842.00000000 OU Notional Amount USD 643482.70000000 0.306043457472 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 44842.00000000 USD -5901.83000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 9000.00000000 OU Notional Amount 116013.90000000 0.055176767100 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 9000.00000000 JPY 6327.28000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 166.00000000 OU Notional Amount USD 85983.02000000 0.040893936580 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 166.00000000 USD -3854.80000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 425.00000000 OU Notional Amount USD 36766.75000000 0.017486442588 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Ollie's Bargain Outlet Holdings, Inc. Ollie's Bargain Outlet Holdings, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 425.00000000 USD -831.98000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 1.00000000 NC N/A -1662.94000000 -0.00079090223 N/A DFE XX N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 4402000.00000000 SEK 404935.65000000 EUR 2026-06-17 -1662.94000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 68400.00000000 OU Notional Amount -1180077.77000000 -0.56125064561 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 68400.00000000 SGD 41909.25000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 13128.00000000 OU Notional Amount -150428.56000000 -0.07154454440 N/A DE SE N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Svenska Cellulosa AB SCA Svenska Cellulosa AB SCA Y equity-performance leg 2026-11-11 0.00000000 SEK 0.00000000 SEK 13128.00000000 SEK 4146.72000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 478.00000000 OU Notional Amount USD 86905.18000000 0.041332520298 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 478.00000000 USD -501.01000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 85.00000000 OU Notional Amount USD 8258.60000000 0.003927829758 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Stride, Inc. Stride, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 85.00000000 USD 267.75000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 700.00000000 OU Notional Amount USD 103061.00000000 0.049016305754 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 700.00000000 USD -9157.51000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1809.00000000 OU Notional Amount -325362.97000000 -0.15474418857 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 1809.00000000 CAD -2262.76000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 96.00000000 OU Notional Amount -80390.92000000 -0.03823430700 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 96.00000000 JPY -20.78000000 N N N DISH DBS CORP N/A 25470XBF1 10000.00000000 PA USD 9824.90000000 0.004672769548 Long DBT CORP US N 2 2028-12-01 Fixed 5.75000000 N N N N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1741.00000000 OU Notional Amount 67007.08000000 0.031868888531 N/A DE SE N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Assa Abloy AB Assa Abloy AB Y equity-performance leg 2026-08-19 0.00000000 SEK 0.00000000 SEK 1741.00000000 SEK -2308.96000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 577.00000000 OU Notional Amount USD 52385.83000000 0.024914951926 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Abbott Laboratories Abbott Laboratories Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 577.00000000 USD -128.85000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 444.00000000 OU Notional Amount USD -210278.40000000 -0.10000941527 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 444.00000000 USD 217.56000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 1.00000000 NC -9213.11000000 -0.00438179929 N/A DFE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 5787000.00000000 MXN 320878.35000000 USD 2026-06-17 -9213.11000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 237.00000000 OU Notional Amount USD 424853.31000000 0.202062271310 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 237.00000000 USD -16198.95000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 100.00000000 OU Notional Amount USD 67364.00000000 0.032038641395 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 100.00000000 USD 9394.64000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 5898.00000000 OU Notional Amount USD 60749.40000000 0.028892705919 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 5898.00000000 USD -3184.31000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 50.00000000 OU Notional Amount USD 10690.50000000 0.005084453058 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 ResMed, Inc. ResMed, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 50.00000000 USD -411.50000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 429.00000000 OU Notional Amount 419680.22000000 0.199601924903 N/A DE NL N 2 Citibank NA E57ODZWZ7FF32TWEFA76 ASM International NV ASM International NV Y equity-performance leg 2026-11-11 0.00000000 EUR 0.00000000 EUR 429.00000000 EUR 25.85000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1068.00000000 OU Notional Amount -45885.43000000 -0.02182333051 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Hydro One Ltd. Hydro One Ltd. Y equity-performance leg 2027-12-09 0.00000000 CAD 0.00000000 CAD 1068.00000000 CAD -1458.00000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 14802.00000000 OU Notional Amount 398813.14000000 0.189677441602 N/A DE DE N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Vonovia SE Vonovia SE Y equity-performance leg 2027-01-11 0.00000000 EUR 0.00000000 EUR 14802.00000000 EUR -7425.76000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 4123.00000000 OU Notional Amount 168155.63000000 0.079975623895 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 4123.00000000 CAD 3549.22000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 4287.00000000 OU Notional Amount USD 173537.76000000 0.082535390730 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 4287.00000000 USD 5958.93000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1136.00000000 OU Notional Amount USD -95196.80000000 -0.04527605452 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 1136.00000000 USD 10786.97000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1447.00000000 OU Notional Amount USD -110999.37000000 -0.05279183258 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 1447.00000000 USD -72.35000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1045.00000000 OU Notional Amount 19868.56000000 0.009449582401 N/A DE GB N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Hikma Pharmaceuticals PLC Hikma Pharmaceuticals PLC Y equity-performance leg 2026-11-11 0.00000000 GBP 0.00000000 GBP 1045.00000000 GBP 1213.62000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1998.00000000 OU Notional Amount USD -32167.80000000 -0.01529915991 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 1998.00000000 USD 994.69000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 448.00000000 OU Notional Amount USD -30455.04000000 -0.01448456304 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 448.00000000 USD 11088.00000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 2834.00000000 OU Notional Amount USD -486541.12000000 -0.23140128952 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 VSE Corp. VSE Corp. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 2834.00000000 USD 129547.95000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 118.00000000 OU Notional Amount USD -7772.66000000 -0.00369671436 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Monday.com Ltd. Monday.com Ltd. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 118.00000000 USD -51.92000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 6.00000000 OU Notional Amount USD 37895.22000000 0.018023148330 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 -1769.40000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC 4581.93000000 0.002179187877 N/A DFE GB N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 149170.95000000 USD 113000.00000000 GBP 2026-06-17 4581.93000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 22043.00000000 OU Notional Amount USD -400741.74000000 -0.19059469300 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Norwegian Cruise Line Holdings Ltd. Norwegian Cruise Line Holdings Ltd. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 22043.00000000 USD 16587.85000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 406.00000000 OU Notional Amount USD -182220.92000000 -0.08666514325 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 406.00000000 USD -7151.81000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 3339.00000000 OU Notional Amount USD 217435.68000000 0.103413451962 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Moelis & Co. Moelis & Co. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 3339.00000000 USD -4403.97000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC N/A 7387.72000000 0.003513635054 N/A DFE XX N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 5570000.00000000 SEK 520450.33000000 EUR 2026-06-17 7387.72000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 271.00000000 OU Notional Amount USD 16203.09000000 0.007706267294 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Fortive Corp. Fortive Corp. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 271.00000000 USD -130.54000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 9800.00000000 OU Notional Amount 133414.29000000 0.063452476015 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 INFRONEER Holdings, Inc. INFRONEER Holdings, Inc. Y equity-performance leg 2027-02-24 0.00000000 JPY 0.00000000 JPY 9800.00000000 JPY 5670.15000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 9900.00000000 OU Notional Amount -368432.49000000 -0.17522825879 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 9900.00000000 JPY -6984.52000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC 6072.37000000 0.002888048287 N/A DFE NZ N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 469583.44000000 USD 804000.00000000 NZD 2026-06-17 6072.37000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 498.00000000 OU Notional Amount USD -5836.56000000 -0.00277589592 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Red Cat Holdings, Inc. Red Cat Holdings, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 498.00000000 USD 911.34000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 2961.29000000 0.001408403722 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 22573000.00000000 INR 239559.79000000 USD 2026-06-17 2961.29000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 1189.00000000 OU Notional Amount USD -168100.82000000 -0.07994955599 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 1189.00000000 USD 7787.95000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 399.00000000 OU Notional Amount USD 21789.39000000 0.010363138359 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 399.00000000 USD -658.35000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 40.00000000 OU Notional Amount USD -7172.80000000 -0.00341141807 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 40.00000000 USD 75.20000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 10300.00000000 OU Notional Amount -116168.29000000 -0.05525019572 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Hulic Co. Ltd. Hulic Co. Ltd. Y equity-performance leg 2026-12-11 0.00000000 JPY 0.00000000 JPY 10300.00000000 JPY 1937.95000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1294.00000000 OU Notional Amount USD -388264.70000000 -0.18466055296 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 1294.00000000 USD -2829.55000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 54.00000000 OU Notional Amount USD -4869.72000000 -0.00231606218 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Globus Medical, Inc. Globus Medical, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 54.00000000 USD -129.20000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 86.00000000 OU Notional Amount USD 10933.18000000 0.005199872830 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Lear Corp. Lear Corp. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 86.00000000 USD -80.84000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 100.00000000 OU Notional Amount -12007.32000000 -0.00571073896 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 665.82000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 138.00000000 OU Notional Amount USD -63150.18000000 -0.03003452839 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 138.00000000 USD 3201.77000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 607.00000000 OU Notional Amount USD -168302.89000000 -0.08004566145 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 607.00000000 USD -24628.41000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 211.00000000 OU Notional Amount USD 20532.41000000 0.009765312644 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Mirum Pharmaceuticals, Inc. Mirum Pharmaceuticals, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 211.00000000 USD 455.19000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC N/A 160.80000000 0.000076477250 N/A DFE XX N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 1300000.00000000 SEK 120140.07000000 EUR 2026-06-17 160.80000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 666.00000000 OU Notional Amount -31506.82000000 -0.01498479466 N/A DE FR N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Technip Energies NV Technip Energies NV Y equity-performance leg 2026-11-11 0.00000000 EUR 0.00000000 EUR 666.00000000 EUR -90.63000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 2041.00000000 OU Notional Amount USD 241164.56000000 0.114699021065 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 2041.00000000 USD -4503.53000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1500.00000000 OU Notional Amount -12627.88000000 -0.00600588027 N/A DE HK N 2 Citibank NA E57ODZWZ7FF32TWEFA76 CK Infrastructure Holdings Ltd. CK Infrastructure Holdings Ltd. Y equity-performance leg 2027-02-24 0.00000000 HKD 0.00000000 HKD 1500.00000000 HKD 67.76000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 2379.00000000 OU Notional Amount USD 281721.18000000 0.133987943996 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 2379.00000000 USD 5241.10000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC -5980.91000000 -0.00284454947 N/A DFE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 309000.00000000 NZD 176827.10000000 USD 2026-06-17 -5980.91000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 4769.00000000 OU Notional Amount USD -799808.99000000 -0.38039299054 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 4769.00000000 USD 37150.51000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 18400.00000000 OU Notional Amount -91130.18000000 -0.04334195055 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 18400.00000000 SGD 1970.17000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC 31762.03000000 0.015106173759 N/A DFE AU N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 1373887.10000000 USD 1954000.00000000 AUD 2026-06-17 31762.03000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 286.00000000 OU Notional Amount USD 122465.20000000 0.058245036312 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 286.00000000 USD -122.73000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1744.00000000 OU Notional Amount USD 51622.40000000 0.024551860957 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 1046.40000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 8.00000000 OU Notional Amount USD 6577.20000000 0.003128147856 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Casey's General Stores, Inc. Casey's General Stores, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 8.00000000 USD 682.56000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1900.00000000 OU Notional Amount 34704.56000000 0.016505655136 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 IHI Corp. IHI Corp. Y equity-performance leg 2027-02-24 0.00000000 JPY 0.00000000 JPY 1900.00000000 JPY -658.51000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 146.00000000 OU Notional Amount USD -11830.38000000 -0.00562658545 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Service Corp. International Service Corp. International Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 146.00000000 USD -65.70000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 9172.00000000 OU Notional Amount 135350.87000000 0.064373522748 N/A DE GB N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Pearson PLC Pearson PLC Y equity-performance leg 2027-01-11 0.00000000 GBP 0.00000000 GBP 9172.00000000 GBP -764.74000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 2460.00000000 OU Notional Amount USD 172618.20000000 0.082098043584 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 2460.00000000 USD 20256.63000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 12181.00000000 OU Notional Amount USD -83074.42000000 -0.03951059247 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 -9257.56000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 1.00000000 NC N/A 10381.54000000 0.004937510201 N/A DFE NO N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 302538.44000000 EUR 3394000.00000000 NOK 2026-06-17 10381.54000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 443.00000000 OU Notional Amount USD 88848.08000000 0.042256572854 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 443.00000000 USD 317.74000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 396.00000000 OU Notional Amount USD 38190.24000000 0.018163461257 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 -162.36000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 1939.00000000 OU Notional Amount USD -606907.00000000 -0.28864787918 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 1939.00000000 USD -36942.07000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC 7786.11000000 0.003703111248 N/A DFE ZA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 317138.35000000 USD 5430000.00000000 ZAR 2026-06-17 7786.11000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 15260.00000000 OU Notional Amount 52629.38000000 0.025030785473 N/A DE AU N 2 Citibank NA E57ODZWZ7FF32TWEFA76 GPT Group GPT Group Y equity-performance leg 2027-02-24 0.00000000 AUD 0.00000000 AUD 15260.00000000 AUD 300.38000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 7057.00000000 OU Notional Amount -409055.51000000 -0.19454876188 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 7057.00000000 SEK 18504.40000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 886.00000000 OU Notional Amount USD 71119.22000000 0.033824642032 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Graco, Inc. Graco, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 886.00000000 USD -188.56000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 323.00000000 OU Notional Amount USD -36046.80000000 -0.01714403091 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 2290.07000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC -597.00000000 -0.00028393606 N/A DFE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 99000.00000000 AUD 70620.64000000 USD 2026-06-17 -597.00000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 895.00000000 OU Notional Amount USD -38977.25000000 -0.01853776698 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 895.00000000 USD 1306.70000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 3554.00000000 OU Notional Amount USD -1267925.04000000 -0.60303122843 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 3554.00000000 USD -40592.73000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 297.00000000 OU Notional Amount USD 50605.83000000 0.024068375391 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 297.00000000 USD -1764.18000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1704.00000000 OU Notional Amount 85946.17000000 0.040876410544 N/A DE DE N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Daimler Truck Holding AG Daimler Truck Holding AG Y equity-performance leg 2026-11-11 0.00000000 EUR 0.00000000 EUR 1704.00000000 EUR -116.34000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 51.00000000 OU Notional Amount USD 11164.41000000 0.005309846926 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 SPX Technologies, Inc. SPX Technologies, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 51.00000000 USD -55.08000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 956.00000000 OU Notional Amount USD 127406.12000000 0.060594961555 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 American Financial Group, Inc. American Financial Group, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 956.00000000 USD 2469.49000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 16712.00000000 OU Notional Amount -298720.77000000 -0.14207303051 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 16712.00000000 CAD 34110.09000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 24466.03000000 0.011636161177 N/A DFE BR N 2 Citibank NA E57ODZWZ7FF32TWEFA76 3067842.16000000 USD 15478000.00000000 BRL 2026-06-17 24466.03000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 9100.00000000 OU Notional Amount -501546.41000000 -0.23853787739 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Zensho Holdings Co. Ltd. Zensho Holdings Co. Ltd. Y equity-performance leg 2027-02-24 0.00000000 JPY 0.00000000 JPY 9100.00000000 JPY -31384.46000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 4277.00000000 OU Notional Amount 47580.99000000 0.022629746984 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 4277.00000000 ILS -2763.47000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 45.00000000 OU Notional Amount USD -13076.10000000 -0.00621905585 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 -714.60000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 53.00000000 OU Notional Amount -7973.73000000 -0.00379234422 N/A DE FR N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 SOITEC SOITEC Y equity-performance leg 2027-01-11 0.00000000 EUR 0.00000000 EUR 53.00000000 EUR -978.06000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 400.00000000 OU Notional Amount -108634.67000000 -0.05166716993 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 400.00000000 JPY -790.78000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC -4578.04000000 -0.00217733777 N/A DFE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 780444000.00000000 KRW 525741.63000000 USD 2026-06-17 -4578.04000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 15.00000000 OU Notional Amount USD -8570.25000000 -0.00407605199 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 44.10000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 14900.00000000 OU Notional Amount 555095.46000000 0.264006062332 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 14900.00000000 JPY 25400.69000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 708.00000000 OU Notional Amount USD -27250.92000000 -0.01296066821 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Liberty Broadband Corp. Liberty Broadband Corp. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 708.00000000 USD 9168.60000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 590.00000000 OU Notional Amount USD 108601.30000000 0.051651298998 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Landstar System, Inc. Landstar System, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 590.00000000 USD 7898.94000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 80.00000000 OU Notional Amount USD -10139.20000000 -0.00482225213 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 300.80000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 10025.00000000 OU Notional Amount 61296.76000000 0.029153032960 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 10025.00000000 AUD -2362.33000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 63.00000000 OU Notional Amount USD 10306.80000000 0.004901963498 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 -168.21000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 9886.00000000 OU Notional Amount 945696.50000000 0.449777789799 N/A DE CA N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Thomson Reuters Corp. Thomson Reuters Corp. Y equity-performance leg 2028-02-22 0.00000000 CAD 0.00000000 CAD 9886.00000000 CAD 27870.16000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 4255.00000000 OU Notional Amount USD -180199.25000000 -0.08570362731 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 4255.00000000 USD 4417.85000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 5900.00000000 OU Notional Amount USD 265087.00000000 0.126076648231 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 5900.00000000 USD 1117.67000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC N/A -2007.20000000 -0.00095463394 N/A DFE XX N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 4295000.00000000 NOK 392317.60000000 EUR 2026-06-17 -2007.20000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1000.00000000 OU Notional Amount USD -51500.00000000 -0.02449364693 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 -550.00000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC 15855.29000000 0.007540851946 N/A DFE GB N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 861760.70000000 USD 645000.00000000 GBP 2026-06-17 15855.29000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 298.00000000 OU Notional Amount -7995.35000000 -0.00380262679 N/A DE IL N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Bank Hapoalim BM Bank Hapoalim BM Y equity-performance leg 2026-08-19 0.00000000 ILS 0.00000000 ILS 298.00000000 ILS 71.38000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 38.00000000 OU Notional Amount USD -27655.26000000 -0.01315297425 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 -4331.62000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -2498.03000000 -0.00118807504 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 2027000.00000000 AUD 1455665.12000000 USD 2026-06-17 -2498.03000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 461.00000000 OU Notional Amount USD -200313.72000000 -0.09527016569 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Western Digital Corp. Western Digital Corp. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 461.00000000 USD -15417.17000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 689.00000000 OU Notional Amount USD 33416.50000000 0.015893047624 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 751.01000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 2658.00000000 OU Notional Amount USD -117988.62000000 -0.05611595340 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 2658.00000000 USD 3535.14000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 112.00000000 OU Notional Amount USD -23885.12000000 -0.01135987759 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 EnerSys EnerSys Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 112.00000000 USD -2157.12000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1389.00000000 OU Notional Amount USD -12528.78000000 -0.00595874784 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 1389.00000000 USD 1166.76000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 17000.00000000 OU Notional Amount -72643.85000000 -0.03454976337 N/A DE HK N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 MTR Corp. Ltd. MTR Corp. Ltd. Y equity-performance leg 2026-08-19 0.00000000 HKD 0.00000000 HKD 17000.00000000 HKD 1137.10000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 5323.00000000 OU Notional Amount USD -849816.95000000 -0.40417701609 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 5323.00000000 USD -3283.06000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 2014.00000000 OU Notional Amount -59215.19000000 -0.02816302828 N/A DE IT N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Lottomatica Group SpA Lottomatica Group SpA Y equity-performance leg 2026-11-11 0.00000000 EUR 0.00000000 EUR 2014.00000000 EUR 939.27000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 7400.00000000 OU Notional Amount 122974.63000000 0.058487323663 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 7400.00000000 JPY -7910.98000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 2072.00000000 OU Notional Amount -90697.60000000 -0.04313621343 N/A DE AU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 ASX Ltd. ASX Ltd. Y equity-performance leg 2026-12-11 0.00000000 AUD 0.00000000 AUD 2072.00000000 AUD -2913.25000000 N N N MORGAN STANLEY & CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 000000000 282395.56000000 OU Notional Amount -2161.65000000 -0.00102809110 N/A DE PL N 2 MORGAN STANLEY & CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 WSE WIG20 Index Futures KRSM6 Index Y Fixed payment equal to the notional value in field C.11.f.iv.1 equity-performance leg 2026-06-19 0.00000000 PLN 0.00000000 PLN 282395.56000000 PLN -2161.65000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 300.00000000 OU Notional Amount -6312.77000000 -0.00300238368 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Asahi Intecc Co. Ltd. Asahi Intecc Co. Ltd. Y equity-performance leg 2027-02-24 0.00000000 JPY 0.00000000 JPY 300.00000000 JPY -154.83000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1099.00000000 OU Notional Amount USD -89612.46000000 -0.04262011564 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 1099.00000000 USD -3483.83000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 7400.00000000 OU Notional Amount 137005.53000000 0.065160486978 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 7400.00000000 JPY -7701.46000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 282.00000000 OU Notional Amount USD 5769.72000000 0.002744106496 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 NOV, Inc. NOV, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 282.00000000 USD 194.58000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 677.00000000 OU Notional Amount USD 148012.51000000 0.070395459442 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 677.00000000 USD 1134.02000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC N/A -93896.97000000 -0.04465784914 N/A DFE XX N 2 Citibank NA E57ODZWZ7FF32TWEFA76 28979000.00000000 NOK 2578695.14000000 EUR 2026-06-17 -93896.97000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 2312000.00000000 OU Notional Amount USD 7096.76000000 0.003375253083 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2028-09-16 10.35000000 USD 0.00000000 USD 2312000.00000000 USD 7086.41000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 2526.00000000 OU Notional Amount -111539.98000000 -0.05304894929 N/A DE GB N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Fresnillo PLC Fresnillo PLC Y equity-performance leg 2027-12-09 0.00000000 GBP 0.00000000 GBP 2526.00000000 GBP 13302.00000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 4000.00000000 OU Notional Amount -39002.44000000 -0.01854974747 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Japan Post Insurance Co. Ltd. Japan Post Insurance Co. Ltd. Y equity-performance leg 2027-02-24 0.00000000 JPY 0.00000000 JPY 4000.00000000 JPY -1446.81000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 692.00000000 OU Notional Amount USD 94340.36000000 0.044868727556 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 692.00000000 USD -5305.75000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 312.00000000 OU Notional Amount USD 20957.04000000 0.009967268708 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 312.00000000 USD 2689.44000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 133.00000000 OU Notional Amount USD -28970.06000000 -0.01377829944 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Sanmina Corp. Sanmina Corp. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 133.00000000 USD -8446.83000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 485.00000000 OU Notional Amount USD -11892.20000000 -0.00565598734 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 121.25000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 891.00000000 OU Notional Amount USD -67894.20000000 -0.03229080705 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 2218.59000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 373.00000000 OU Notional Amount -7347.13000000 -0.00349433025 N/A DE IE N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Bank of Ireland Group PLC Bank of Ireland Group PLC Y equity-performance leg 2027-01-11 0.00000000 EUR 0.00000000 EUR 373.00000000 EUR -20.30000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 208.00000000 OU Notional Amount USD 68606.72000000 0.032629684985 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 208.00000000 USD 1490.26000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1020.00000000 OU Notional Amount USD -63250.20000000 -0.03008209839 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 First Industrial Realty Trust, Inc. First Industrial Realty Trust, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 1020.00000000 USD 49.38000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 8226.21000000 0.003912424918 N/A DFE CA N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 1073888.59000000 USD 1467000.00000000 CAD 2026-06-17 8226.21000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 4400.00000000 OU Notional Amount 140917.12000000 0.067020857937 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 4400.00000000 JPY 3540.38000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 231.00000000 OU Notional Amount USD 82845.84000000 0.039401878730 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 231.00000000 USD -3846.15000000 N N N The Montreal Exchange/Bourse De Montreal 549300DKBYNOI0B1NP44 000000000 60.00000000 NC 362163.01000000 0.172246464045 N/A DE CA N 1 The Montreal Exchange/Bourse De Montreal 549300DKBYNOI0B1NP44 Long Montreal Exchange S&P/TSX 60 Index Futures PTM6 Index 2026-06-18 23318455.88000000 CAD 362163.01000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 88.00000000 OU Notional Amount USD 30792.08000000 0.014644860889 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 88.00000000 USD 2170.08000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 18.00000000 OU Notional Amount USD -18450.00000000 -0.00877490846 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Fair Isaac Corp. Fair Isaac Corp. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 18.00000000 USD 104.58000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 1.00000000 NC 5122.78000000 0.002436418730 N/A DFE GB N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 646626.15000000 USD 479000.00000000 GBP 2026-06-17 5122.78000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 7539.00000000 OU Notional Amount USD -135475.83000000 -0.06443295432 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 7539.00000000 USD 7614.54000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC -7565.01000000 -0.00359795502 N/A DFE ZA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 651430.06000000 USD 10760000.00000000 ZAR 2026-06-17 -7565.01000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 6900.00000000 OU Notional Amount -315997.72000000 -0.15029003076 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Tokio Marine Holdings, Inc. Tokio Marine Holdings, Inc. Y equity-performance leg 2026-12-11 0.00000000 JPY 0.00000000 JPY 6900.00000000 JPY -3391.10000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 1059.00000000 OU Notional Amount USD 164293.26000000 0.078138662204 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 1059.00000000 USD 2746.75000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 587.00000000 OU Notional Amount USD 132245.23000000 0.062896465473 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 587.00000000 USD 6474.61000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 30.00000000 OU Notional Amount -7664.29000000 -0.00364517307 N/A DE DE N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Sartorius AG Sartorius AG Y equity-performance leg 2026-08-19 0.00000000 EUR 0.00000000 EUR 30.00000000 EUR 157.58000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 291.00000000 OU Notional Amount USD -72252.39000000 -0.03436358311 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Marathon Petroleum Corp. Marathon Petroleum Corp. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 291.00000000 USD -8033.26000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 487.00000000 OU Notional Amount 34377.37000000 0.016350042003 N/A DE AT N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 OMV AG OMV AG Y equity-performance leg 2026-08-19 0.00000000 EUR 0.00000000 EUR 487.00000000 EUR 600.29000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 533.00000000 OU Notional Amount USD 68138.72000000 0.032407101941 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 533.00000000 USD -56.92000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 8700.00000000 OU Notional Amount -108816.66000000 -0.05175372524 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Resona Holdings, Inc. Resona Holdings, Inc. Y equity-performance leg 2026-12-11 0.00000000 JPY 0.00000000 JPY 8700.00000000 JPY -5493.51000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 5268.00000000 OU Notional Amount USD -374028.00000000 -0.17788951017 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 5268.00000000 USD 18994.46000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1469.00000000 OU Notional Amount USD -286073.06000000 -0.13605771899 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 1469.00000000 USD -29047.84000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 302.00000000 OU Notional Amount USD 70480.76000000 0.033520987395 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 302.00000000 USD -5484.32000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1194.00000000 OU Notional Amount -57805.08000000 -0.02749237321 N/A DE NL N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Prosus NV Prosus NV Y equity-performance leg 2027-01-11 0.00000000 EUR 0.00000000 EUR 1194.00000000 EUR -354.01000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 11271.00000000 OU Notional Amount USD -85321.47000000 -0.04057930022 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 11271.00000000 USD -3268.59000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 35.00000000 OU Notional Amount USD 3577.00000000 0.001701238350 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 35.00000000 USD -192.15000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1400.00000000 OU Notional Amount -16645.18000000 -0.00791652741 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Takashimaya Co. Ltd. Takashimaya Co. Ltd. Y equity-performance leg 2027-02-24 0.00000000 JPY 0.00000000 JPY 1400.00000000 JPY -66.51000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 735.00000000 OU Notional Amount USD -14178.15000000 -0.00674319612 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 735.00000000 USD 514.50000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -51174.06000000 -0.02433862830 N/A DFE IN N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 1670112.34000000 USD 154457000.00000000 INR 2026-06-17 -51174.06000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 6795.00000000 OU Notional Amount USD -872613.90000000 -0.41501935482 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 6795.00000000 USD 18338.90000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 3299.00000000 OU Notional Amount USD 427385.45000000 0.203266569235 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 3299.00000000 USD 9288.13000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1991.00000000 OU Notional Amount USD -50282.71000000 -0.02391469797 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Fastly, Inc. Fastly, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 1991.00000000 USD -3733.13000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 162.00000000 OU Notional Amount USD -43722.18000000 -0.02079447844 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Westinghouse Air Brake Technologies Corp. Westinghouse Air Brake Technologies Corp. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 162.00000000 USD -908.52000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 1018.00000000 OU Notional Amount USD -95559.66000000 -0.04544863248 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 1018.00000000 USD -6840.96000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1381.00000000 OU Notional Amount -56872.78000000 -0.02704896686 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 1381.00000000 CAD 6523.84000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 925.00000000 OU Notional Amount USD -69106.75000000 -0.03286750165 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 925.00000000 USD 758.50000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1500.00000000 OU Notional Amount 61499.22000000 0.029249323906 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Taiyo Yuden Co. Ltd. Taiyo Yuden Co. Ltd. Y equity-performance leg 2027-02-24 0.00000000 JPY 0.00000000 JPY 1500.00000000 JPY 2608.59000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 19600.00000000 OU Notional Amount 215183.76000000 0.102342428013 N/A DE HK N 2 Citibank NA E57ODZWZ7FF32TWEFA76 AIA Group Ltd. AIA Group Ltd. Y equity-performance leg 2027-02-24 0.00000000 HKD 0.00000000 HKD 19600.00000000 HKD 7008.51000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 8875.00000000 OU Notional Amount 569211.96000000 0.270719937417 N/A DE DE N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 BASF SE BASF SE Y equity-performance leg 2026-08-19 0.00000000 EUR 0.00000000 EUR 8875.00000000 EUR 11620.29000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 38.00000000 OU Notional Amount USD 12963.32000000 0.006165417148 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 -199.12000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 3725.00000000 OU Notional Amount USD -199138.50000000 -0.09471122542 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 3725.00000000 USD -1654.94000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 900.00000000 OU Notional Amount USD 326691.00000000 0.155375806008 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 900.00000000 USD -2360.99000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 395.00000000 OU Notional Amount USD 60960.35000000 0.028993034750 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 1907.85000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 404.00000000 OU Notional Amount USD 87421.56000000 0.041578113102 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 404.00000000 USD -1094.84000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC -5554.11000000 -0.00264156134 N/A DFE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 1788958000.00000000 KRW 1210061.13000000 USD 2026-06-17 -5554.11000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 844.00000000 OU Notional Amount USD -24070.88000000 -0.01144822594 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 844.00000000 USD 232.36000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 5564.68000000 0.002646588489 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 1155000.00000000 NZD 688876.19000000 USD 2026-06-17 5564.68000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC N/A 153.49000000 0.000073000579 N/A DFE XX N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 78000.00000000 CHF 85413.99000000 EUR 2026-06-17 153.49000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 18290.00000000 OU Notional Amount 227960.17000000 0.108418949869 N/A DE CA N 2 Citibank NA E57ODZWZ7FF32TWEFA76 TransAlta Corp. TransAlta Corp. Y equity-performance leg 2028-02-22 0.00000000 CAD 0.00000000 CAD 18290.00000000 CAD 3443.65000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 788.00000000 OU Notional Amount USD 123385.04000000 0.058682516627 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 788.00000000 USD -5807.56000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 436.00000000 OU Notional Amount USD 62836.32000000 0.029885255077 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 436.00000000 USD 1142.32000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 11309.00000000 OU Notional Amount USD -277296.68000000 -0.13188363058 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 11309.00000000 USD 2374.83000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -13693.08000000 -0.00651249450 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 1480000.00000000 AUD 1050974.64000000 USD 2026-06-17 -13693.08000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 37.00000000 OU Notional Amount USD -11105.92000000 -0.00528202880 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Watts Water Technologies, Inc. Watts Water Technologies, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 37.00000000 USD 6.03000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 600.00000000 OU Notional Amount -21076.94000000 -0.01002429372 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 TOTO Ltd. TOTO Ltd. Y equity-performance leg 2027-02-24 0.00000000 JPY 0.00000000 JPY 600.00000000 JPY -826.84000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 2770.00000000 OU Notional Amount USD 322871.20000000 0.153559090813 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 2770.00000000 USD -4433.15000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 414.00000000 OU Notional Amount -486078.40000000 -0.23118121767 N/A DE CH N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Swiss Life Holding AG Swiss Life Holding AG Y equity-performance leg 2026-11-11 0.00000000 CHF 0.00000000 CHF 414.00000000 CHF 7326.54000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 10776.00000000 OU Notional Amount -1938148.90000000 -0.92179290982 N/A DE CA N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Royal Bank of Canada Royal Bank of Canada Y equity-performance leg 2026-08-18 0.00000000 CAD 0.00000000 CAD 10776.00000000 CAD -41483.36000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 128.00000000 OU Notional Amount USD -21291.52000000 -0.01012634899 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 190.72000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 41822.00000000 OU Notional Amount 510325.26000000 0.242713140549 N/A DE ES N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Banco Santander SA Banco Santander SA Y equity-performance leg 2026-11-11 0.00000000 EUR 0.00000000 EUR 41822.00000000 EUR -3607.20000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 363.00000000 OU Notional Amount USD 134484.24000000 0.063961349365 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 UnitedHealth Group, Inc. UnitedHealth Group, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 363.00000000 USD 2071.14000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1091.00000000 OU Notional Amount USD -21329.05000000 -0.01014419844 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 1091.00000000 USD -436.40000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 16613.00000000 OU Notional Amount 285699.33000000 0.135879971211 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 16613.00000000 CAD 7347.90000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 965.00000000 OU Notional Amount -816223.70000000 -0.38819990532 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 965.00000000 CHF -9387.82000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 617.00000000 OU Notional Amount -37130.60000000 -0.01765949139 N/A DE SE N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Alfa Laval AB Alfa Laval AB Y equity-performance leg 2026-08-19 0.00000000 SEK 0.00000000 SEK 617.00000000 SEK 397.68000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 2377.00000000 OU Notional Amount 81371.15000000 0.038700509096 N/A DE CA N 2 Citibank NA E57ODZWZ7FF32TWEFA76 South Bow Corp. South Bow Corp. Y equity-performance leg 2028-02-22 0.00000000 CAD 0.00000000 CAD 2377.00000000 CAD 6108.48000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1127.00000000 OU Notional Amount USD 57893.99000000 0.027534659232 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 1127.00000000 USD 4789.75000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 439.00000000 OU Notional Amount -9511.26000000 -0.00452360086 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 -566.38000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -2548.94000000 -0.00121228808 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 3292000.00000000 MXN 185227.30000000 USD 2026-06-17 -2548.94000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 2740.00000000 OU Notional Amount USD 166016.60000000 0.078958290971 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 2740.00000000 USD 4774.95000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 1200.00000000 OU Notional Amount USD -227976.00000000 -0.10842647869 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Atmos Energy Corp. Atmos Energy Corp. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 1200.00000000 USD -6278.18000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 202.00000000 OU Notional Amount -8104.69000000 -0.00385462942 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 202.00000000 CAD -0.75000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 479.00000000 OU Notional Amount USD -48374.21000000 -0.02300700621 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 479.00000000 USD -5771.95000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 7922.00000000 OU Notional Amount USD 351657.58000000 0.167250031165 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 7922.00000000 USD 14942.94000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 394.00000000 OU Notional Amount USD -66298.38000000 -0.03153182741 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 394.00000000 USD 3375.00000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 3086.00000000 OU Notional Amount USD 81223.52000000 0.038630295560 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 3086.00000000 USD -853.34000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 271.00000000 OU Notional Amount USD 6983.67000000 0.003321466937 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 -747.96000000 N N N Eurex Deutschland 529900LN3S50JPU47S06 000000000 8.00000000 NC USD 12922.06000000 0.006145793694 N/A DE DE N 2 Eurex Deutschland 529900LN3S50JPU47S06 Long Eurex MSCI Hong Kong Index Futures ZSSM6 Index 2026-06-19 670647.76000000 USD 12922.06000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 27553.00000000 OU Notional Amount USD -1237956.29000000 -0.58877794724 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 27553.00000000 USD -12315.40000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -2195.76000000 -0.00104431398 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 131000.00000000 EUR 151857.02000000 USD 2026-06-17 -2195.76000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 8510.00000000 OU Notional Amount -584394.39000000 -0.27794077392 N/A DE ES N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Ferrovial SE Ferrovial SE Y equity-performance leg 2027-12-09 0.00000000 EUR 0.00000000 EUR 8510.00000000 EUR 9123.72000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 712.00000000 OU Notional Amount USD 43318.08000000 0.020602286548 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 712.00000000 USD -2362.17000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 7958.95000000 0.003785314781 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 105100000.00000000 INR 1109562.72000000 USD 2026-06-17 7958.95000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 711.00000000 OU Notional Amount USD 78984.99000000 0.037565639959 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 711.00000000 USD -540.36000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 660.00000000 OU Notional Amount USD 131716.20000000 0.062644856269 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 660.00000000 USD -2419.98000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 340.00000000 OU Notional Amount 21231.56000000 0.010097831736 N/A DE IT N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Leonardo SpA Leonardo SpA Y equity-performance leg 2026-08-19 0.00000000 EUR 0.00000000 EUR 340.00000000 EUR -815.85000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC -2013.03000000 -0.00095740672 N/A DFE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 62000.00000000 AUD 42587.91000000 USD 2026-06-17 -2013.03000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 100.00000000 OU Notional Amount -14129.52000000 -0.00672006745 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Daikin Industries Ltd. Daikin Industries Ltd. Y equity-performance leg 2026-12-11 0.00000000 JPY 0.00000000 JPY 100.00000000 JPY -440.62000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 13600.00000000 OU Notional Amount -275027.95000000 -0.13080461171 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Renesas Electronics Corp. Renesas Electronics Corp. Y equity-performance leg 2027-02-24 0.00000000 JPY 0.00000000 JPY 13600.00000000 JPY -11381.44000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 566.00000000 OU Notional Amount USD 52066.34000000 0.024763000950 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 566.00000000 USD -7431.58000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 20865.00000000 OU Notional Amount 173881.40000000 0.082698827561 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 20865.00000000 CAD -15219.12000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 114.00000000 OU Notional Amount USD 22423.80000000 0.010664866797 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 114.00000000 USD 1290.48000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 779.00000000 OU Notional Amount USD 12853.50000000 0.006113186229 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 -1534.63000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 5389.00000000 OU Notional Amount USD -1112289.60000000 -0.52901026693 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 5389.00000000 USD 69107.39000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 29003.00000000 OU Notional Amount -332333.90000000 -0.15805959630 N/A DE SE N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Svenska Cellulosa AB SCA Svenska Cellulosa AB SCA Y equity-performance leg 2026-08-19 0.00000000 SEK 0.00000000 SEK 29003.00000000 SEK 9643.04000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 3379.00000000 OU Notional Amount USD 305123.70000000 0.145118294718 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 3379.00000000 USD 3722.07000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 5675.00000000 OU Notional Amount USD -163269.75000000 -0.07765187594 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Hewlett Packard Enterprise Co. Hewlett Packard Enterprise Co. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 5675.00000000 USD -1686.76000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 19501.00000000 OU Notional Amount 210846.83000000 0.100279763310 N/A DE GB N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Informa PLC Informa PLC Y equity-performance leg 2026-08-19 0.00000000 GBP 0.00000000 GBP 19501.00000000 GBP -4097.24000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 645.00000000 OU Notional Amount 12960.81000000 0.006164223380 N/A DE FR N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Alstom SA Alstom SA Y equity-performance leg 2026-08-19 0.00000000 EUR 0.00000000 EUR 645.00000000 EUR -1607.01000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 2043.00000000 OU Notional Amount USD -197558.10000000 -0.09395957960 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 2043.00000000 USD -9653.75000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 281.00000000 OU Notional Amount USD 198683.86000000 0.094494996459 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Regeneron Pharmaceuticals, Inc. Regeneron Pharmaceuticals, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 281.00000000 USD -9655.88000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 4095.00000000 OU Notional Amount USD 322726.95000000 0.153490484822 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 4095.00000000 USD -11904.08000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 1672.00000000 OU Notional Amount USD -106439.52000000 -0.05062314606 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 1672.00000000 USD 6223.69000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 90.00000000 OU Notional Amount USD 4710.60000000 0.002240383946 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 CRISPR Therapeutics AG CRISPR Therapeutics AG Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 90.00000000 USD -367.20000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 148.00000000 OU Notional Amount USD -15852.28000000 -0.00753942037 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 148.00000000 USD -69.56000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 667.00000000 OU Notional Amount USD -208924.41000000 -0.09936545114 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 667.00000000 USD -361.26000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 3100.00000000 OU Notional Amount 76006.12000000 0.036148875104 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 3100.00000000 JPY -119.23000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 3702.00000000 OU Notional Amount -38246.88000000 -0.01819039951 N/A DE GB N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Mondi PLC Mondi PLC Y equity-performance leg 2027-12-09 0.00000000 GBP 0.00000000 GBP 3702.00000000 GBP 3644.69000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1300.00000000 OU Notional Amount 27186.61000000 0.012930082069 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Shimamura Co. Ltd. Shimamura Co. Ltd. Y equity-performance leg 2027-02-24 0.00000000 JPY 0.00000000 JPY 1300.00000000 JPY 2.13000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 377.00000000 OU Notional Amount USD 60693.23000000 0.028865991198 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Texas Roadhouse, Inc. Texas Roadhouse, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 377.00000000 USD 495.06000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 951.00000000 OU Notional Amount USD -376405.80000000 -0.17902040326 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 951.00000000 USD 19961.49000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 191.00000000 OU Notional Amount USD -14489.26000000 -0.00689116152 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Somnigroup International, Inc. Somnigroup International, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 191.00000000 USD 888.15000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 577.00000000 OU Notional Amount USD 470370.40000000 0.223710417558 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 577.00000000 USD -6721.32000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 600.00000000 OU Notional Amount -19779.61000000 -0.00940727735 N/A DE GB N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Bunzl PLC Bunzl PLC Y equity-performance leg 2027-01-11 0.00000000 GBP 0.00000000 GBP 600.00000000 GBP -2.95000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 3116.00000000 OU Notional Amount USD -70608.56000000 -0.03358176968 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 3116.00000000 USD -679.26000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 13600.00000000 OU Notional Amount 110464.09000000 0.052537250854 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 NSK Ltd. NSK Ltd. Y equity-performance leg 2027-02-24 0.00000000 JPY 0.00000000 JPY 13600.00000000 JPY 7664.97000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 669.00000000 OU Notional Amount USD -147982.80000000 -0.07038132922 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 669.00000000 USD -6248.46000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1900.00000000 OU Notional Amount -18687.48000000 -0.00888785509 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 1900.00000000 JPY 87.75000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 3000.00000000 OU Notional Amount 47177.60000000 0.022437892765 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 3000.00000000 JPY -168.06000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 590.00000000 OU Notional Amount USD -19936.10000000 -0.00948170474 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Liberty Energy, Inc. Liberty Energy, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 590.00000000 USD -505.47000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 174.00000000 OU Notional Amount -10129.74000000 -0.00481775291 N/A DE NO N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Yara International ASA Yara International ASA Y equity-performance leg 2026-11-11 0.00000000 NOK 0.00000000 NOK 174.00000000 NOK -84.47000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 54.00000000 OU Notional Amount USD -4686.66000000 -0.00222899796 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 GoDaddy, Inc. GoDaddy, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 54.00000000 USD 86.94000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 376.00000000 OU Notional Amount USD -21661.36000000 -0.01030224667 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Boston Scientific Corp. Boston Scientific Corp. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 376.00000000 USD 2632.00000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1283.00000000 OU Notional Amount USD 51948.67000000 0.024707036534 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 1283.00000000 USD 2155.44000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 4262.00000000 OU Notional Amount USD 112602.04000000 0.053554070125 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Unity Software, Inc. Unity Software, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 4262.00000000 USD 2557.20000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 679.00000000 OU Notional Amount 73569.67000000 0.034990087801 N/A DE CH N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 SGS SA SGS SA Y equity-performance leg 2026-08-19 0.00000000 CHF 0.00000000 CHF 679.00000000 CHF 75.86000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 114.12000000 0.000054276019 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 30000.00000000 NZD 17862.47000000 USD 2026-06-17 114.12000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1779.00000000 OU Notional Amount USD 120954.21000000 0.057526402223 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 1779.00000000 USD -747.18000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 718.00000000 OU Notional Amount USD 155719.84000000 0.074061102545 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 718.00000000 USD -4208.86000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 147.00000000 OU Notional Amount USD 16985.85000000 0.008078551703 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Agilent Technologies, Inc. Agilent Technologies, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 147.00000000 USD 26.33000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 41.00000000 OU Notional Amount USD -3323.87000000 -0.00158084850 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Kymera Therapeutics, Inc. Kymera Therapeutics, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 41.00000000 USD 315.70000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 2352.00000000 OU Notional Amount USD -193404.96000000 -0.09198432630 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 2352.00000000 USD -3637.40000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 943.00000000 OU Notional Amount USD -556247.41000000 -0.26455393527 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 943.00000000 USD -12475.89000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 468.00000000 OU Notional Amount USD -33228.00000000 -0.01580339612 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 468.00000000 USD 1399.32000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1308.00000000 OU Notional Amount -35724.89000000 -0.01699092897 N/A DE ES N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Aena SME SA Aena SME SA Y equity-performance leg 2027-01-11 0.00000000 EUR 0.00000000 EUR 1308.00000000 EUR -55.52000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC -3312.18000000 -0.00157528868 N/A DFE MX N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 2469500.93000000 USD 43236000.00000000 MXN 2026-06-17 -3312.18000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 6790.00000000 OU Notional Amount USD 392326.20000000 0.186592221834 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 6790.00000000 USD -67802.15000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 4.00000000 OU Notional Amount USD -4048.04000000 -0.00192526723 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Ubiquiti, Inc. Ubiquiti, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 4.00000000 USD -29.12000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 776.00000000 OU Notional Amount USD 111487.92000000 0.053024189311 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 776.00000000 USD 17277.54000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 700.00000000 OU Notional Amount -41152.86000000 -0.01957249753 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Tokyo Ohka Kogyo Co. Ltd. Tokyo Ohka Kogyo Co. Ltd. Y equity-performance leg 2027-02-24 0.00000000 JPY 0.00000000 JPY 700.00000000 JPY -574.36000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 3187.00000000 OU Notional Amount USD -332531.58000000 -0.15815361386 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 3187.00000000 USD -2278.68000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 337.00000000 OU Notional Amount USD -199305.17000000 -0.09479049447 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 337.00000000 USD -6455.99000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1860.00000000 OU Notional Amount USD -258744.60000000 -0.12306017238 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Palantir Technologies, Inc. Palantir Technologies, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 1860.00000000 USD 9011.64000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 3093.00000000 OU Notional Amount USD -227118.99000000 -0.10801888062 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Alliant Energy Corp. Alliant Energy Corp. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 3093.00000000 USD -5040.23000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 16300.00000000 OU Notional Amount -312885.15000000 -0.14880967755 N/A DE JP N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Toyota Motor Corp. Toyota Motor Corp. Y equity-performance leg 2026-08-19 0.00000000 JPY 0.00000000 JPY 16300.00000000 JPY 4780.15000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 6805.00000000 OU Notional Amount USD -69411.00000000 -0.03301220440 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 6805.00000000 USD -3594.69000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 67300.00000000 OU Notional Amount -191964.74000000 -0.09129935077 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 67300.00000000 SGD 13205.32000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 2815.00000000 OU Notional Amount -91854.99000000 -0.04368667366 N/A DE SE N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 EQT AB EQT AB Y equity-performance leg 2027-12-09 0.00000000 SEK 0.00000000 SEK 2815.00000000 SEK 7213.85000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 74.00000000 OU Notional Amount USD 22902.26000000 0.010892424667 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Alnylam Pharmaceuticals, Inc. Alnylam Pharmaceuticals, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 74.00000000 USD -1768.60000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 950.00000000 OU Notional Amount USD 130995.50000000 0.062302087893 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 950.00000000 USD -4518.46000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1440.00000000 OU Notional Amount USD -162158.40000000 -0.07712331255 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 1440.00000000 USD -2822.40000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 5477.00000000 OU Notional Amount USD 189394.66000000 0.090077008400 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 5477.00000000 USD -25343.66000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 2276.00000000 OU Notional Amount USD -44245.44000000 -0.02104334341 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 2276.00000000 USD 2503.60000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 5505.00000000 OU Notional Amount USD 1354780.50000000 0.644340101663 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Adobe, Inc. Adobe, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 5505.00000000 USD -41862.25000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 448.00000000 OU Notional Amount USD -38241.28000000 -0.01818773612 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 448.00000000 USD -1348.48000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 119.00000000 OU Notional Amount USD 51528.19000000 0.024507054229 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 119.00000000 USD 4516.05000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 954.00000000 OU Notional Amount USD 146677.50000000 0.069760522285 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 954.00000000 USD -1515.24000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC 23723.21000000 0.011282872423 N/A DFE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 2332092.60000000 USD 367545000.00000000 JPY 2026-06-17 23723.21000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC 10545.28000000 0.005015385730 N/A DFE AU N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 282238.34000000 USD 407000.00000000 AUD 2026-06-17 10545.28000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 5557.00000000 OU Notional Amount USD -282184.46000000 -0.13420828218 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 American Healthcare REIT, Inc. American Healthcare REIT, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 5557.00000000 USD -5920.80000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 2412.00000000 OU Notional Amount USD -104584.32000000 -0.04974080404 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 2412.00000000 USD -6786.98000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC -4067.04000000 -0.00193430372 N/A DFE NZ N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 2641471.99000000 USD 4458000.00000000 NZD 2026-06-17 -4067.04000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -206.95000000 -0.00009842641 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 9717000.00000000 CNY 1421302.87000000 USD 2026-06-17 -206.95000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 1999.00000000 OU Notional Amount USD -70104.93000000 -0.03334224084 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 1999.00000000 USD -4449.94000000 N N N United States Treasury 254900HROIFWPRGM1V77 912797UD7 34791300.00000000 PA USD 33687942.28000000 16.02214687437 Long STIV UST US N 2 2027-03-18 None 0.00000000 N N N N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 3800.00000000 OU Notional Amount 90192.53000000 0.042895999720 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 3800.00000000 JPY 2336.25000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 3998.00000000 OU Notional Amount USD 41179.40000000 0.019585120085 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 3998.00000000 USD -2358.82000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 674.00000000 OU Notional Amount USD 103782.52000000 0.049359464125 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 674.00000000 USD -3637.82000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 3052.00000000 OU Notional Amount USD 265798.68000000 0.126415126652 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 3052.00000000 USD -32601.07000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC -1054.31000000 -0.00050143489 N/A DFE CN N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 743773.81000000 USD 5077000.00000000 CNY 2026-06-17 -1054.31000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 385.00000000 OU Notional Amount -60666.22000000 -0.02885314511 N/A DE CH N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Banque Cantonale Vaudoise Banque Cantonale Vaudoise Y equity-performance leg 2027-01-11 0.00000000 CHF 0.00000000 CHF 385.00000000 CHF -480.85000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC 860.32000000 0.000409172317 N/A DFE IN N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 415925.33000000 USD 39764000.00000000 INR 2026-06-17 860.32000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 84.00000000 OU Notional Amount USD -43312.08000000 -0.02059943291 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 84.00000000 USD -5001.36000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 159.00000000 OU Notional Amount USD 78313.86000000 0.037246447313 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 159.00000000 USD 2002.28000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -2904.18000000 -0.00138124193 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 1003000.00000000 NZD 590482.35000000 USD 2026-06-17 -2904.18000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 319.00000000 OU Notional Amount USD 23848.44000000 0.011342432411 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 319.00000000 USD 153.67000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 667.00000000 OU Notional Amount USD -16955.14000000 -0.00806394588 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 667.00000000 USD 1080.54000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 807.15000000 0.000383884410 N/A DFE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 56417.74000000 USD 8928000.00000000 JPY 2026-06-17 807.15000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 736.00000000 OU Notional Amount 218710.54000000 0.104019781491 N/A DE DE N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Siemens AG Siemens AG Y equity-performance leg 2026-11-11 0.00000000 EUR 0.00000000 EUR 736.00000000 EUR 9897.55000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 2822.00000000 OU Notional Amount 263620.20000000 0.125379031118 N/A DE BE N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Groupe Bruxelles Lambert NV Groupe Bruxelles Lambert NV Y equity-performance leg 2027-01-11 0.00000000 EUR 0.00000000 EUR 2822.00000000 EUR -983.79000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 49.00000000 OU Notional Amount USD 25851.42000000 0.012295059303 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 49.00000000 USD 1401.89000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 172.00000000 OU Notional Amount USD -23684.40000000 -0.01126441420 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Lululemon Athletica, Inc. Lululemon Athletica, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 172.00000000 USD 1022.32000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 9294.00000000 OU Notional Amount USD -1534160.58000000 -0.72965412779 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 9294.00000000 USD -56907.50000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1015.00000000 OU Notional Amount USD -29841.00000000 -0.01419252268 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 1015.00000000 USD -1848.48000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC N/A 5413.59000000 0.002574729360 N/A DFE NO N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 245663.96000000 EUR 2728000.00000000 NOK 2026-06-17 5413.59000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 2454.00000000 OU Notional Amount USD 512763.30000000 0.243872684063 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 2454.00000000 USD -12008.98000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 1110.00000000 OU Notional Amount USD 35053.80000000 0.016671755354 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 1110.00000000 USD 268.89000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 85.00000000 OU Notional Amount USD 24630.45000000 0.011714360117 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 85.00000000 USD 425.02000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 4100.00000000 OU Notional Amount 132036.55000000 0.062797216265 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 BayCurrent, Inc. BayCurrent, Inc. Y equity-performance leg 2027-02-24 0.00000000 JPY 0.00000000 JPY 4100.00000000 JPY -22147.09000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 132.00000000 OU Notional Amount -5778.03000000 -0.00274805877 N/A DE AU N 2 Citibank NA E57ODZWZ7FF32TWEFA76 ASX Ltd. ASX Ltd. Y equity-performance leg 2027-02-24 0.00000000 AUD 0.00000000 AUD 132.00000000 AUD -185.59000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 462.00000000 OU Notional Amount USD 10468.92000000 0.004979068548 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 355.74000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 851.00000000 OU Notional Amount USD 132730.47000000 0.063127247944 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 851.00000000 USD -6318.40000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 157.00000000 OU Notional Amount USD 24258.07000000 0.011537254403 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Futu Holdings Ltd. Futu Holdings Ltd. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 157.00000000 USD -656.13000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 18624.00000000 OU Notional Amount USD 526258.48000000 0.250291056377 N/A DE GB N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Compass Group PLC Compass Group PLC Y equity-performance leg 2026-11-11 0.00000000 USD 0.00000000 USD 18624.00000000 USD -25023.40000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 498.00000000 OU Notional Amount USD 23171.94000000 0.011020685768 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 498.00000000 USD -652.38000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 170.00000000 OU Notional Amount USD 26914.40000000 0.012800617688 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Raymond James Financial, Inc. Raymond James Financial, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 170.00000000 USD 570.60000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 14072.00000000 OU Notional Amount 556960.52000000 0.264893093810 N/A DE AU N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 BHP Group Ltd. BHP Group Ltd. Y equity-performance leg 2026-08-19 0.00000000 AUD 0.00000000 AUD 14072.00000000 AUD -7135.91000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 100.00000000 OU Notional Amount -20190.70000000 -0.00960279372 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Meiko Electronics Co. Ltd. Meiko Electronics Co. Ltd. Y equity-performance leg 2027-02-24 0.00000000 JPY 0.00000000 JPY 100.00000000 JPY -1807.75000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1534.00000000 OU Notional Amount USD -44133.18000000 -0.02098995201 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 -3206.06000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -24218.73000000 -0.01151854411 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 1384000.00000000 AUD 971389.46000000 USD 2026-06-17 -24218.73000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 113.00000000 OU Notional Amount USD 8788.01000000 0.004179619692 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 113.00000000 USD -511.89000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 494.00000000 OU Notional Amount USD 112098.48000000 0.053314574574 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 494.00000000 USD -595.19000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1103.00000000 OU Notional Amount USD 74132.63000000 0.035257834277 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 1103.00000000 USD 8548.25000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 2615.00000000 OU Notional Amount -32253.44000000 -0.01533989071 N/A DE NO N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Orkla ASA Orkla ASA Y equity-performance leg 2026-11-11 0.00000000 NOK 0.00000000 NOK 2615.00000000 NOK 83.33000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 813.00000000 OU Notional Amount USD -67348.92000000 -0.03203146927 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Evergy, Inc. Evergy, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 813.00000000 USD -1003.19000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 944.00000000 OU Notional Amount USD 22268.96000000 0.010591224150 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 944.00000000 USD 28.32000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 2500.00000000 OU Notional Amount -92955.43000000 -0.04421004820 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Sumitomo Corp. Sumitomo Corp. Y equity-performance leg 2027-02-24 0.00000000 JPY 0.00000000 JPY 2500.00000000 JPY -1745.78000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 494.00000000 OU Notional Amount USD -36506.60000000 -0.01736271400 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 494.00000000 USD 4162.76000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 182.00000000 OU Notional Amount USD -62511.54000000 -0.02973078815 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 182.00000000 USD 7591.22000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 44.00000000 OU Notional Amount USD -9632.92000000 -0.00458146293 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Erie Indemnity Co. Erie Indemnity Co. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 44.00000000 USD 590.27000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 384000.00000000 OU Notional Amount USD 151.99000000 0.000072287172 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2028-09-16 182.74000000 USD 0.00000000 USD 384000.00000000 USD -30.75000000 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 7.00000000 NC USD -5384.94000000 -0.00256110328 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT 10 Year U.S. Treasury Notes TYM6 Comdty 2026-06-18 779213.07000000 USD -5384.94000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 193.00000000 OU Notional Amount USD -34869.31000000 -0.01658401102 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Avis Budget Group, Inc. Avis Budget Group, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 193.00000000 USD 3401.46000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 3992.91000000 0.001899047141 N/A DFE AU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 88805.83000000 USD 129000.00000000 AUD 2026-06-17 3992.91000000 N N N London Metal Exchange 213800NB8G5VRT1DXC91 000000000 -80.00000000 NC USD 249037.60000000 0.118443476638 N/A DCO GB N 1 London Metal Exchange 213800NB8G5VRT1DXC91 Short LME Primary Aluminum Futures LAM26 Comdty 2026-06-15 -7264877.60000000 USD 249037.60000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 619.00000000 OU Notional Amount USD 72670.60000000 0.034562485798 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 619.00000000 USD -2259.35000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 3300.00000000 OU Notional Amount -32177.01000000 -0.01530354023 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Japan Post Insurance Co. Ltd. Japan Post Insurance Co. Ltd. Y equity-performance leg 2026-12-11 0.00000000 JPY 0.00000000 JPY 3300.00000000 JPY -1193.62000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 6900.00000000 OU Notional Amount 87795.67000000 0.041756041612 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Terumo Corp. Terumo Corp. Y equity-performance leg 2027-02-24 0.00000000 JPY 0.00000000 JPY 6900.00000000 JPY -3562.84000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 1242.00000000 OU Notional Amount USD -196347.78000000 -0.09338394561 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 1242.00000000 USD 583.10000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 20080.00000000 OU Notional Amount -435048.09000000 -0.20691095756 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 20080.00000000 AUD -9364.18000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 10015.00000000 OU Notional Amount USD -197796.25000000 -0.09407284488 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 10015.00000000 USD -4408.16000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 4530.00000000 OU Notional Amount USD 129331.50000000 0.061510681515 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 4530.00000000 USD 1540.20000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 3272.00000000 OU Notional Amount USD 230708.72000000 0.109726173427 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 3272.00000000 USD -6511.28000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 322.00000000 OU Notional Amount USD 23712.08000000 0.011277578942 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 322.00000000 USD -1667.96000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 67.00000000 OU Notional Amount USD 9272.13000000 0.004409869485 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 -308.20000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1174.00000000 OU Notional Amount USD 21096.78000000 0.010033729722 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 1174.00000000 USD -1596.64000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1341.00000000 OU Notional Amount -54986.58000000 -0.02615188109 N/A DE DE N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Siemens Healthineers AG Siemens Healthineers AG Y equity-performance leg 2026-08-19 0.00000000 EUR 0.00000000 EUR 1341.00000000 EUR -223.57000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1476.00000000 OU Notional Amount USD -55261.44000000 -0.02628260583 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 501.84000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1679.00000000 OU Notional Amount 4924.00000000 0.002341878009 N/A DE AU N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Stockland Stockland Y equity-performance leg 2027-12-09 0.00000000 AUD 0.00000000 AUD 1679.00000000 AUD 27.40000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 72.00000000 OU Notional Amount USD 72864.72000000 0.034654810201 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 72.00000000 USD 783.53000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 2773.00000000 OU Notional Amount -29255.96000000 -0.01391427485 N/A DE GB N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Howden Joinery Group PLC Howden Joinery Group PLC Y equity-performance leg 2026-08-19 0.00000000 GBP 0.00000000 GBP 2773.00000000 GBP 1791.91000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 505.00000000 OU Notional Amount USD -82784.65000000 -0.03937277647 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Avery Dennison Corp. Avery Dennison Corp. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 505.00000000 USD 683.68000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1320.00000000 OU Notional Amount USD 203676.00000000 0.096869282180 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 1320.00000000 USD 4026.00000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 20743.00000000 OU Notional Amount USD 347652.68000000 0.165345281523 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 20743.00000000 USD 1541.73000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 6353.00000000 OU Notional Amount USD 82906.65000000 0.039430800258 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 6353.00000000 USD 63.53000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 109.00000000 OU Notional Amount USD 11213.92000000 0.005333394120 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 109.00000000 USD 287.76000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 7450.28000000 0.003543388890 N/A DFE BR N 2 Citibank NA E57ODZWZ7FF32TWEFA76 888995.44000000 USD 4487000.00000000 BRL 2026-06-17 7450.28000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 473.00000000 OU Notional Amount USD -61371.75000000 -0.02918869856 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Target Corp. Target Corp. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 473.00000000 USD -399.45000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 5784.00000000 OU Notional Amount USD -566137.92000000 -0.26925790925 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 NextEra Energy, Inc. NextEra Energy, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 5784.00000000 USD -30414.17000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC 51123.88000000 0.024314762455 N/A DFE BR N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 5069425.21000000 USD 25630000.00000000 BRL 2026-06-17 51123.88000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 38.00000000 OU Notional Amount USD 12494.40000000 0.005942396547 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 -406.60000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 845.00000000 OU Notional Amount USD 71241.95000000 0.033883013008 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 845.00000000 USD -2349.10000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 1270.12000000 0.000604075161 N/A DFE CA N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 101261.55000000 USD 139000.00000000 CAD 2026-06-17 1270.12000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 15100.00000000 OU Notional Amount -260514.24000000 -0.12390182165 N/A DE SG N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Oversea-Chinese Banking Corp. Ltd. Oversea-Chinese Banking Corp. Ltd. Y equity-performance leg 2027-12-09 0.00000000 SGD 0.00000000 SGD 15100.00000000 SGD -2478.35000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 214.00000000 OU Notional Amount 62598.11000000 0.029771961259 N/A DE NL N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 BE Semiconductor Industries NV BE Semiconductor Industries NV Y equity-performance leg 2027-12-09 0.00000000 EUR 0.00000000 EUR 214.00000000 EUR 3610.06000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 81.00000000 OU Notional Amount USD 9357.93000000 0.004450676377 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 -143.37000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 429.00000000 OU Notional Amount -7502.00000000 -0.00356798717 N/A DE ES N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Merlin Properties Socimi SA Merlin Properties Socimi SA Y equity-performance leg 2027-01-11 0.00000000 EUR 0.00000000 EUR 429.00000000 EUR -23.61000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 3231.00000000 OU Notional Amount -75748.25000000 -0.03602623089 N/A DE ES N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Iberdrola SA Iberdrola SA Y equity-performance leg 2027-01-11 0.00000000 EUR 0.00000000 EUR 3231.00000000 EUR -111.74000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 38.00000000 OU Notional Amount USD 7058.12000000 0.003356875714 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Hershey Co. Hershey Co. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 38.00000000 USD -110.58000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 4400.00000000 OU Notional Amount -101656.29000000 -0.04834821894 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Ryohin Keikaku Co. Ltd. Ryohin Keikaku Co. Ltd. Y equity-performance leg 2026-12-11 0.00000000 JPY 0.00000000 JPY 4400.00000000 JPY 1814.72000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 439.00000000 OU Notional Amount USD -32235.77000000 -0.01533148677 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 439.00000000 USD -1084.33000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1615.00000000 OU Notional Amount -54038.45000000 -0.02570094592 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 1615.00000000 NOK 10839.42000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -27874.80000000 -0.01325738853 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 1734000.00000000 EUR 2011266.60000000 USD 2026-06-17 -27874.80000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 290.00000000 OU Notional Amount USD 63176.50000000 0.030047046316 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 290.00000000 USD 4123.80000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 3053.00000000 OU Notional Amount USD 26530.57000000 0.012618066300 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 3053.00000000 USD 2411.87000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1208.00000000 OU Notional Amount USD 68711.04000000 0.032679300077 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 1208.00000000 USD 2651.04000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 19.00000000 OU Notional Amount USD -3917.04000000 -0.00186296300 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 19.00000000 USD 30.78000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 3934.00000000 OU Notional Amount USD -389229.96000000 -0.18511963524 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Pinnacle Financial Partners, Inc. Pinnacle Financial Partners, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 3934.00000000 USD -10299.65000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 6900.00000000 OU Notional Amount -205092.53000000 -0.09754299063 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 TOPPAN Holdings, Inc. TOPPAN Holdings, Inc. Y equity-performance leg 2027-02-24 0.00000000 JPY 0.00000000 JPY 6900.00000000 JPY -11217.88000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 2500.00000000 OU Notional Amount -135138.77000000 -0.06427264697 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Niterra Co. Ltd. Niterra Co. Ltd. Y equity-performance leg 2027-02-24 0.00000000 JPY 0.00000000 JPY 2500.00000000 JPY -1191.23000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 227.00000000 OU Notional Amount USD -15290.72000000 -0.00727233974 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Solventum Corp. Solventum Corp. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 227.00000000 USD 9.48000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 575.00000000 OU Notional Amount USD -54377.75000000 -0.02586231862 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Coca-Cola Europacific Partners PLC Coca-Cola Europacific Partners PLC Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 575.00000000 USD -1.44000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 7369.00000000 OU Notional Amount USD 131536.65000000 0.062559461428 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 7369.00000000 USD 1527.76000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 458.00000000 OU Notional Amount USD -82966.70000000 -0.03945936032 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 458.00000000 USD -7215.79000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1360.00000000 OU Notional Amount 57116.14000000 0.027164710042 N/A DE FI N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Wartsila OYJ Abp Wartsila OYJ Abp Y equity-performance leg 2027-01-11 0.00000000 EUR 0.00000000 EUR 1360.00000000 EUR -1847.08000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 2853.00000000 OU Notional Amount USD 93778.11000000 0.044601318760 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 2853.00000000 USD 3049.91000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 3195.00000000 OU Notional Amount USD -150069.15000000 -0.07137360728 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Omega Healthcare Investors, Inc. Omega Healthcare Investors, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 3195.00000000 USD -3510.33000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 14.00000000 NC USD 57052.76000000 0.027134566210 N/A DE US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Long CME E-mini Russell 2000 Index Futures RTYM6 Index 2026-06-18 1908407.24000000 USD 57052.76000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -11846.12000000 -0.00563407147 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 649164000.00000000 KRW 429267.45000000 USD 2026-06-17 -11846.12000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1200.00000000 OU Notional Amount -37199.51000000 -0.01769226531 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Sumitomo Realty & Development Co. Ltd. Sumitomo Realty & Development Co. Ltd. Y equity-performance leg 2026-12-11 0.00000000 JPY 0.00000000 JPY 1200.00000000 JPY -1295.67000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 122.00000000 OU Notional Amount USD -9993.02000000 -0.00475272822 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 122.00000000 USD -90.28000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 13730.00000000 OU Notional Amount -478582.97000000 -0.22761635522 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 13730.00000000 SEK -4853.80000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 264.00000000 OU Notional Amount USD -17054.40000000 -0.00811115441 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 -1111.44000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 13561.00000000 OU Notional Amount USD -492806.74000000 -0.23438124844 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 13561.00000000 USD -23686.48000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 8205.00000000 OU Notional Amount USD -116100.75000000 -0.05521807337 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 8205.00000000 USD 2379.45000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 21500.00000000 OU Notional Amount -620465.65000000 -0.29509643813 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 21500.00000000 JPY -9950.58000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 841.00000000 OU Notional Amount USD -337880.16000000 -0.16069742415 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 841.00000000 USD 913.64000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1268.00000000 OU Notional Amount -73613.98000000 -0.03501116185 N/A DE NL N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 ArcelorMittal SA ArcelorMittal SA Y equity-performance leg 2027-12-09 0.00000000 EUR 0.00000000 EUR 1268.00000000 EUR 3949.98000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1234.00000000 OU Notional Amount -68183.25000000 -0.03242828062 N/A DE DE N 2 Citibank NA E57ODZWZ7FF32TWEFA76 AIXTRON SE AIXTRON SE Y equity-performance leg 2026-11-11 0.00000000 EUR 0.00000000 EUR 1234.00000000 EUR -845.48000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 518.00000000 OU Notional Amount USD 65511.46000000 0.031157564488 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 East West Bancorp, Inc. East West Bancorp, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 518.00000000 USD 1539.57000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 6505.00000000 OU Notional Amount USD -255711.55000000 -0.12161763925 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 6505.00000000 USD 425.72000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 3337.00000000 OU Notional Amount USD 40310.96000000 0.019172085857 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 3337.00000000 USD -1835.35000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1673.00000000 OU Notional Amount USD -365082.06000000 -0.17363477822 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 1673.00000000 USD -19132.82000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 3369.00000000 OU Notional Amount -97503.50000000 -0.04637313210 N/A DE NL N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 ING Groep NV ING Groep NV Y equity-performance leg 2027-12-09 0.00000000 EUR 0.00000000 EUR 3369.00000000 EUR -2270.07000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 200.00000000 OU Notional Amount 4354.79000000 0.002071159004 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Sekisui House Ltd. Sekisui House Ltd. Y equity-performance leg 2027-02-24 0.00000000 JPY 0.00000000 JPY 200.00000000 JPY 15.08000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 175.00000000 OU Notional Amount USD -54815.25000000 -0.02607039572 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 JPMorgan Chase & Co. JPMorgan Chase & Co. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 175.00000000 USD -879.77000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 587.00000000 OU Notional Amount USD 134921.95000000 0.064169526340 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 587.00000000 USD 1910.25000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 25500.00000000 OU Notional Amount -734867.75000000 -0.34950662542 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 25500.00000000 JPY -17019.67000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC N/A 4979.87000000 0.002368450049 N/A DFE NO N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 225391.21000000 EUR 2503000.00000000 NOK 2026-06-17 4979.87000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 3300000.00000000 OU Notional Amount USD 3706.24000000 0.001762705514 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2028-09-16 14.77000000 USD 0.00000000 USD 3300000.00000000 USD 3691.47000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 103.00000000 OU Notional Amount USD -15369.66000000 -0.00730988399 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 103.00000000 USD 1011.46000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 562.00000000 OU Notional Amount USD 127899.96000000 0.060829834227 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 FactSet Research Systems, Inc. FactSet Research Systems, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 562.00000000 USD -6440.23000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 472.00000000 OU Notional Amount USD 80924.40000000 0.038488032654 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 472.00000000 USD 3047.04000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 2188.00000000 OU Notional Amount USD -369006.20000000 -0.17550111802 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 2188.00000000 USD 29378.26000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 48.00000000 OU Notional Amount USD -44340.96000000 -0.02108877318 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Goldman Sachs Group, Inc. Goldman Sachs Group, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 48.00000000 USD -764.18000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1069.00000000 OU Notional Amount USD 158094.41000000 0.075190459422 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 1069.00000000 USD -610.51000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 8862.00000000 OU Notional Amount 216991.29000000 0.103202097947 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 8862.00000000 CAD -27309.61000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 153.00000000 OU Notional Amount 24667.93000000 0.011732185785 N/A DE FR N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Eiffage SA Eiffage SA Y equity-performance leg 2026-08-19 0.00000000 EUR 0.00000000 EUR 153.00000000 EUR 118.50000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 98.00000000 OU Notional Amount -8942.53000000 -0.00425311014 N/A DE DE N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Bayerische Motoren Werke AG Bayerische Motoren Werke AG Y equity-performance leg 2027-01-11 0.00000000 EUR 0.00000000 EUR 98.00000000 EUR -13.04000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1319.00000000 OU Notional Amount USD -60660.81000000 -0.02885057209 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 1319.00000000 USD 2018.07000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 194.00000000 OU Notional Amount USD -5342.76000000 -0.00254104227 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 194.00000000 USD -0.49000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 47.00000000 OU Notional Amount USD 22315.13000000 0.010613182823 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 47.00000000 USD 295.16000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 4016.00000000 OU Notional Amount USD -1179057.44000000 -0.56076537177 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 McDonald's Corp. McDonald's Corp. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 4016.00000000 USD 9500.70000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC 8383.17000000 0.003987075847 N/A DFE GB N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 277352.27000000 USD 210000.00000000 GBP 2026-06-17 8383.17000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 3982.00000000 OU Notional Amount USD -329868.88000000 -0.15688722097 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 3982.00000000 USD -10960.77000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 11900.00000000 OU Notional Amount 376760.32000000 0.179189014671 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 NGK Insulators Ltd. NGK Insulators Ltd. Y equity-performance leg 2027-02-24 0.00000000 JPY 0.00000000 JPY 11900.00000000 JPY 42545.97000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 2021.00000000 OU Notional Amount USD 362062.15000000 0.172198494545 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Phillips 66 Phillips 66 Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 2021.00000000 USD 31881.92000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 32900.00000000 OU Notional Amount 773500.95000000 0.367880760580 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 32900.00000000 JPY 21507.39000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1753.00000000 OU Notional Amount USD 133771.43000000 0.063622333511 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 1753.00000000 USD 7659.47000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 151.00000000 OU Notional Amount USD 35787.00000000 0.017020468790 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 151.00000000 USD -1596.07000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 23932.00000000 OU Notional Amount -833236.03000000 -0.39629105104 N/A DE NL N 2 Citibank NA E57ODZWZ7FF32TWEFA76 ABN AMRO Bank NV ABN AMRO Bank NV Y equity-performance leg 2026-11-11 0.00000000 EUR 0.00000000 EUR 23932.00000000 EUR 353.00000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 764.00000000 OU Notional Amount USD 103850.52000000 0.049391805251 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 FormFactor, Inc. FormFactor, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 764.00000000 USD 4820.84000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 690.00000000 OU Notional Amount USD 399841.20000000 0.190166391867 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 690.00000000 USD -5763.40000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC 1457.07000000 0.000692989478 N/A DFE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 83232.95000000 USD 13213000.00000000 JPY 2026-06-17 1457.07000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 9600.00000000 OU Notional Amount -370396.65000000 -0.17616242270 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Fujikura Ltd. Fujikura Ltd. Y equity-performance leg 2027-02-24 0.00000000 JPY 0.00000000 JPY 9600.00000000 JPY -9357.24000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 1974000.00000000 OU Notional Amount USD 13715.17000000 0.006523000613 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2028-03-18 0.00000000 USD -1016.50000000 USD 1974000.00000000 USD 14731.67000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 425.00000000 OU Notional Amount USD 127521.25000000 0.060649717935 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 425.00000000 USD 1838.22000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 84.00000000 OU Notional Amount USD -47107.20000000 -0.02240441018 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 IDEXX Laboratories, Inc. IDEXX Laboratories, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 84.00000000 USD 549.85000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 194.00000000 OU Notional Amount USD -186208.96000000 -0.08856187420 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 194.00000000 USD -37742.70000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 2477.00000000 OU Notional Amount USD 246213.80000000 0.117100463819 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 O'Reilly Automotive, Inc. O'Reilly Automotive, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 2477.00000000 USD 11562.18000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 100.00000000 OU Notional Amount USD 18574.00000000 0.008833883458 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 -291.00000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 204.00000000 OU Notional Amount USD 10130.64000000 0.004818180958 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Virtu Financial, Inc. Virtu Financial, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 204.00000000 USD -117.67000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -1235.42000000 -0.00058757167 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 575763000.00000000 KRW 390001.42000000 USD 2026-06-17 -1235.42000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 896.00000000 OU Notional Amount -65200.11000000 -0.03100948493 N/A DE DE N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Henkel AG & Co. KGaA Henkel AG & Co. KGaA Y equity-performance leg 2026-11-11 0.00000000 EUR 0.00000000 EUR 896.00000000 EUR 3703.93000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 3746.00000000 OU Notional Amount USD 930094.34000000 0.442357327694 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 3746.00000000 USD 87681.07000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 7090.00000000 OU Notional Amount USD -225745.60000000 -0.10736568975 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 7090.00000000 USD -8686.67000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1825.00000000 OU Notional Amount 20279.06000000 0.009644818169 N/A DE GB N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Balfour Beatty PLC Balfour Beatty PLC Y equity-performance leg 2026-08-19 0.00000000 GBP 0.00000000 GBP 1825.00000000 GBP 214.80000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 402.00000000 OU Notional Amount USD 51126.36000000 0.024315941955 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 402.00000000 USD -1189.92000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 3900.00000000 OU Notional Amount 60074.66000000 0.028571796340 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 NIDEC Corp. NIDEC Corp. Y equity-performance leg 2027-02-24 0.00000000 JPY 0.00000000 JPY 3900.00000000 JPY 700.80000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 307.00000000 OU Notional Amount USD 7159.24000000 0.003404968870 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 DraftKings, Inc. DraftKings, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 307.00000000 USD -0.77000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 7320.00000000 OU Notional Amount 38261.97000000 0.018197576389 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 7320.00000000 SEK 930.67000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 4397.00000000 OU Notional Amount USD 52720.03000000 0.025073899048 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 MARA Holdings, Inc. MARA Holdings, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 4397.00000000 USD 659.55000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 27500.00000000 OU Notional Amount 523057.10000000 0.248768464699 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Nitto Denko Corp. Nitto Denko Corp. Y equity-performance leg 2027-02-24 0.00000000 JPY 0.00000000 JPY 27500.00000000 JPY -52624.50000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 4600.00000000 OU Notional Amount -94096.71000000 -0.04475284644 N/A DE JP N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Panasonic Holdings Corp. Panasonic Holdings Corp. Y equity-performance leg 2026-08-19 0.00000000 JPY 0.00000000 JPY 4600.00000000 JPY -1934.33000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 2942.00000000 OU Notional Amount -296366.78000000 -0.14095346157 N/A DE GB N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Rio Tinto PLC Rio Tinto PLC Y equity-performance leg 2027-12-09 0.00000000 GBP 0.00000000 GBP 2942.00000000 GBP -191.16000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 383.00000000 OU Notional Amount USD 13998.65000000 0.006657825060 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Pegasystems, Inc. Pegasystems, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 383.00000000 USD -884.79000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 11375.00000000 OU Notional Amount 234387.98000000 0.111476047124 N/A DE AU N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Technology One Ltd. Technology One Ltd. Y equity-performance leg 2027-02-24 0.00000000 AUD 0.00000000 AUD 11375.00000000 AUD -12437.36000000 N N N Osaka Exchange 3538001249AILNPRUX57 000000000 11.00000000 NC 59071.28000000 0.028094584001 N/A DE JP N 2 Osaka Exchange 3538001249AILNPRUX57 Long TSE TOPIX Futures TPM6 Index 2026-06-11 404329814.00000000 JPY 59071.28000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 429.00000000 OU Notional Amount USD 147704.70000000 0.070249063530 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 429.00000000 USD 9614.74000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 5017.00000000 OU Notional Amount 82581.47000000 0.039276143091 N/A DE NO N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Telenor ASA Telenor ASA Y equity-performance leg 2026-11-11 0.00000000 NOK 0.00000000 NOK 5017.00000000 NOK -3525.04000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 372.00000000 OU Notional Amount -43741.52000000 -0.02080367664 N/A DE NL N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 IMCD NV IMCD NV Y equity-performance leg 2027-12-09 0.00000000 EUR 0.00000000 EUR 372.00000000 EUR -1792.59000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 1172.00000000 OU Notional Amount USD 78219.28000000 0.037201464611 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 CG oncology, Inc. CG oncology, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 1172.00000000 USD 1957.22000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 874.00000000 OU Notional Amount USD 131571.96000000 0.062576255033 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 874.00000000 USD 1975.24000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1272.00000000 OU Notional Amount -95976.51000000 -0.04564688834 N/A DE AT N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Verbund AG Verbund AG Y equity-performance leg 2026-11-11 0.00000000 EUR 0.00000000 EUR 1272.00000000 EUR -539.59000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 224.00000000 OU Notional Amount USD 412216.00000000 0.196051906081 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 224.00000000 USD 25930.24000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 5497.00000000 OU Notional Amount USD 191020.75000000 0.090850384600 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 5497.00000000 USD -5467.13000000 N N N DISH DBS CORP N/A 25470XBD6 10000.00000000 PA USD 9207.98000000 0.004379359438 Long DBT CORP US N 2 2029-06-01 Fixed 5.13000000 N N N N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 9200.00000000 OU Notional Amount -53934.47000000 -0.02565149253 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Mitsubishi Chemical Group Corp. Mitsubishi Chemical Group Corp. Y equity-performance leg 2027-02-24 0.00000000 JPY 0.00000000 JPY 9200.00000000 JPY 348.70000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 601.00000000 OU Notional Amount 112178.93000000 0.053352836980 N/A DE FR N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Nexans SA Nexans SA Y equity-performance leg 2026-08-19 0.00000000 EUR 0.00000000 EUR 601.00000000 EUR 15479.27000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC 1.38000000 0.000000656334 N/A DFE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 201343.33000000 USD 31413000.00000000 JPY 2026-06-17 1.38000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 42.00000000 OU Notional Amount 4558.21000000 0.002167906531 N/A DE CH N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Straumann Holding AG Straumann Holding AG Y equity-performance leg 2027-12-09 0.00000000 CHF 0.00000000 CHF 42.00000000 CHF 67.33000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC 11289.63000000 0.005369402159 N/A DFE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 874613.49000000 USD 1201000.00000000 CAD 2026-06-17 11289.63000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 80.00000000 OU Notional Amount USD -22668.80000000 -0.01078138997 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 80.00000000 USD -4288.80000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 7622.00000000 OU Notional Amount USD -41006.36000000 -0.01950282143 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Opendoor Technologies, Inc. Opendoor Technologies, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 7622.00000000 USD -4268.32000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 2113.00000000 OU Notional Amount USD -6613.69000000 -0.00314550267 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Plug Power, Inc. Plug Power, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 2113.00000000 USD 126.78000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 4100.00000000 OU Notional Amount -64653.12000000 -0.03074933386 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Kirin Holdings Co. Ltd. Kirin Holdings Co. Ltd. Y equity-performance leg 2026-12-11 0.00000000 JPY 0.00000000 JPY 4100.00000000 JPY 52.61000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 640.00000000 OU Notional Amount USD -131180.80000000 -0.06239021746 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 640.00000000 USD -7494.07000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 2663.00000000 OU Notional Amount USD 916870.90000000 0.436068196227 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 2663.00000000 USD 58296.10000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 12935.00000000 OU Notional Amount USD -214979.70000000 -0.10224537609 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 12935.00000000 USD 2138.31000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 409.00000000 OU Notional Amount USD -27803.82000000 -0.01322363010 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 409.00000000 USD 4061.71000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1173.00000000 OU Notional Amount 207021.00000000 0.098460180218 N/A DE GB N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Next PLC Next PLC Y equity-performance leg 2026-11-11 0.00000000 GBP 0.00000000 GBP 1173.00000000 GBP -3883.88000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 14600.00000000 OU Notional Amount 178106.52000000 0.084708314892 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Mitsui Chemicals, Inc. Mitsui Chemicals, Inc. Y equity-performance leg 2027-02-24 0.00000000 JPY 0.00000000 JPY 14600.00000000 JPY -396.72000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 200.00000000 OU Notional Amount 8493.97000000 0.004039772858 N/A DE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Tokyo Gas Co. Ltd. Tokyo Gas Co. Ltd. Y equity-performance leg 2027-12-09 0.00000000 JPY 0.00000000 JPY 200.00000000 JPY -56.70000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 17822.00000000 OU Notional Amount USD -1071993.30000000 -0.50984515344 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 17822.00000000 USD 125348.55000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 3115.00000000 OU Notional Amount -539816.07000000 -0.25673911118 N/A DE CH N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Swiss Prime Site AG Swiss Prime Site AG Y equity-performance leg 2027-01-11 0.00000000 CHF 0.00000000 CHF 3115.00000000 CHF -822.79000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 194.00000000 OU Notional Amount USD 37674.80000000 0.017918315522 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Quest Diagnostics, Inc. Quest Diagnostics, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 194.00000000 USD 195.10000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 7570.00000000 OU Notional Amount USD -290612.30000000 -0.13821660329 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Smurfit Westrock PLC Smurfit Westrock PLC Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 7570.00000000 USD 9575.04000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 8992.55000000 0.004276899897 N/A DFE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 525035.95000000 USD 83317000.00000000 JPY 2026-06-17 8992.55000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1812.00000000 OU Notional Amount USD -27071.28000000 -0.01287523056 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 1812.00000000 USD -234.15000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 818.00000000 OU Notional Amount USD 93072.04000000 0.044265508483 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 818.00000000 USD -9716.64000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 3500.00000000 OU Notional Amount -135040.45000000 -0.06422588550 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 3500.00000000 JPY -3749.32000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 374.00000000 OU Notional Amount -25153.46000000 -0.01196310618 N/A DE DE N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Infineon Technologies AG Infineon Technologies AG Y equity-performance leg 2027-01-11 0.00000000 EUR 0.00000000 EUR 374.00000000 EUR -81.54000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 3823.00000000 OU Notional Amount -59695.50000000 -0.02839146602 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 1419.16000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 44.00000000 OU Notional Amount USD -21074.24000000 -0.01002300959 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 44.00000000 USD -407.11000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC 1598.49000000 0.000760249508 N/A DFE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 90731.77000000 USD 14405000.00000000 JPY 2026-06-17 1598.49000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1592.00000000 OU Notional Amount USD -239325.36000000 -0.11382428872 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 WEX, Inc. WEX, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 1592.00000000 USD 5776.57000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 259.00000000 OU Notional Amount USD -83934.13000000 -0.03991947467 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Hilton Worldwide Holdings, Inc. Hilton Worldwide Holdings, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 259.00000000 USD -134.52000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 OU Notional Amount USD -3704.03000000 -0.00176165442 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 -167.61000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 178.00000000 OU Notional Amount USD -24352.18000000 -0.01158201357 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 231.40000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 145.00000000 OU Notional Amount USD 7785.05000000 0.003702607107 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Centene Corp. Centene Corp. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 145.00000000 USD -0.36000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 263.00000000 OU Notional Amount USD 81395.87000000 0.038712266046 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Alnylam Pharmaceuticals, Inc. Alnylam Pharmaceuticals, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 263.00000000 USD -6100.10000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 381.00000000 OU Notional Amount USD -83404.71000000 -0.03966767998 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 381.00000000 USD 649.22000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -1643.53000000 -0.00078167074 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 86000.00000000 NZD 49235.08000000 USD 2026-06-17 -1643.53000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 5095.00000000 OU Notional Amount 465333.46000000 0.221314824743 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 5095.00000000 CAD 6437.44000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 14770.00000000 OU Notional Amount USD -749725.20000000 -0.35657289988 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 14770.00000000 USD -3223.15000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 3193.00000000 OU Notional Amount USD -76536.21000000 -0.03640098844 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 3193.00000000 USD 159.65000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 7774.00000000 OU Notional Amount -73635.18000000 -0.03502124467 N/A DE GB N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Segro PLC Segro PLC Y equity-performance leg 2027-12-09 0.00000000 GBP 0.00000000 GBP 7774.00000000 GBP 1275.81000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 2553.00000000 OU Notional Amount USD -260125.17000000 -0.12371677809 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 2553.00000000 USD 9317.38000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 1751.00000000 OU Notional Amount USD 373523.32000000 0.177649481951 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 1751.00000000 USD -32480.72000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 21289.00000000 OU Notional Amount USD 1289900.51000000 0.613482867335 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 21289.00000000 USD 37418.48000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 20200.00000000 OU Notional Amount 234260.48000000 0.111415407513 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 20200.00000000 JPY 6028.39000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -5270.92000000 -0.00250687482 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 412000.00000000 BRL 77041.46000000 USD 2026-06-17 -5270.92000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 5491.00000000 OU Notional Amount USD 539820.21000000 0.256741080190 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 5491.00000000 USD -19231.64000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 379.00000000 OU Notional Amount -20941.21000000 -0.00995973988 N/A DE DE N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 AIXTRON SE AIXTRON SE Y equity-performance leg 2026-08-19 0.00000000 EUR 0.00000000 EUR 379.00000000 EUR -555.46000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 16700.00000000 OU Notional Amount 133764.08000000 0.063618837816 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Nomura Holdings, Inc. Nomura Holdings, Inc. Y equity-performance leg 2027-02-24 0.00000000 JPY 0.00000000 JPY 16700.00000000 JPY -5380.73000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 709.00000000 OU Notional Amount USD -32925.96000000 -0.01565974444 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 JFrog Ltd. JFrog Ltd. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 709.00000000 USD 262.33000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 12839.00000000 OU Notional Amount USD -824777.36000000 -0.39226806703 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 12839.00000000 USD -10690.86000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 10862.00000000 OU Notional Amount 276598.92000000 0.131551772580 N/A DE GB N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Standard Chartered PLC Standard Chartered PLC Y equity-performance leg 2027-12-09 0.00000000 GBP 0.00000000 GBP 10862.00000000 GBP 14750.99000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 147.00000000 OU Notional Amount USD -10957.38000000 -0.00521138246 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 147.00000000 USD -663.34000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 2092.00000000 OU Notional Amount -129230.49000000 -0.06146264067 N/A DE DK N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Coloplast AS Coloplast AS Y equity-performance leg 2026-11-11 0.00000000 DKK 0.00000000 DKK 2092.00000000 DKK 9101.21000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 10.00000000 OU Notional Amount USD 10828.30000000 0.005149991399 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Equinix, Inc. Equinix, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 10.00000000 USD -324.63000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 1099.00000000 OU Notional Amount USD 46487.70000000 0.022109773017 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 1099.00000000 USD 3505.81000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 11335.00000000 OU Notional Amount 36797.18000000 0.017500915242 N/A DE ES N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Unicaja Banco SA Unicaja Banco SA Y equity-performance leg 2026-11-11 0.00000000 EUR 0.00000000 EUR 11335.00000000 EUR 516.32000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 22.00000000 OU Notional Amount USD 14208.70000000 0.006757725847 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Teledyne Technologies, Inc. Teledyne Technologies, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 22.00000000 USD 87.06000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 4317.00000000 OU Notional Amount 741626.89000000 0.352721304815 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 4317.00000000 AUD 24040.46000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 21600.00000000 OU Notional Amount 184816.77000000 0.087899741966 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Idemitsu Kosan Co. Ltd. Idemitsu Kosan Co. Ltd. Y equity-performance leg 2027-02-24 0.00000000 JPY 0.00000000 JPY 21600.00000000 JPY -2685.58000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 3887.00000000 OU Notional Amount -95619.02000000 -0.04547686438 N/A DE FI N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Kesko OYJ Kesko OYJ Y equity-performance leg 2027-12-09 0.00000000 EUR 0.00000000 EUR 3887.00000000 EUR -2076.53000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 6785.00000000 OU Notional Amount USD 361979.75000000 0.172159304710 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Fluor Corp. Fluor Corp. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 6785.00000000 USD 32037.38000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC N/A 1263.26000000 0.000600812513 N/A DFE XX N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 2619000.00000000 SEK 242834.78000000 EUR 2026-06-17 1263.26000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 8552.00000000 OU Notional Amount USD 228338.40000000 0.108598837870 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Pfizer, Inc. Pfizer, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 8552.00000000 USD -50.20000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 18.00000000 OU Notional Amount USD 5544.18000000 0.002636838591 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 18.00000000 USD -5.22000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 3884.00000000 OU Notional Amount -137296.38000000 -0.06529881663 N/A DE SE N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Swedbank AB Swedbank AB Y equity-performance leg 2026-08-19 0.00000000 SEK 0.00000000 SEK 3884.00000000 SEK 5676.75000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 131.00000000 OU Notional Amount USD -24168.19000000 -0.01149450704 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Verisk Analytics, Inc. Verisk Analytics, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 131.00000000 USD -382.43000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 100.00000000 OU Notional Amount -5511.50000000 -0.00262129582 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 -357.63000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC -3763.20000000 -0.00178979596 N/A DFE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 31607000.00000000 JPY 198824.97000000 USD 2026-06-17 -3763.20000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 1484.00000000 OU Notional Amount USD -94872.12000000 -0.04512163516 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 1484.00000000 USD 22765.25000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 1124.00000000 OU Notional Amount USD -295848.04000000 -0.14070674634 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 1124.00000000 USD -8096.89000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1481.00000000 OU Notional Amount USD 99730.54000000 0.047432323009 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 1481.00000000 USD -2028.97000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -27.96000000 -0.00001329791 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 123194000.00000000 KRW 83683.62000000 USD 2026-06-17 -27.96000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 34524.00000000 OU Notional Amount 432328.37000000 0.205617445688 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 34524.00000000 CAD 7460.60000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1117.00000000 OU Notional Amount USD 104338.97000000 0.049624114413 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 1117.00000000 USD -2947.17000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 876.00000000 OU Notional Amount USD -57737.16000000 -0.02746007013 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 876.00000000 USD -2479.08000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 145.00000000 OU Notional Amount USD 257008.15000000 0.122234308435 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Markel Group, Inc. Markel Group, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 145.00000000 USD -24430.47000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 5911.00000000 OU Notional Amount -249995.44000000 -0.11889902993 N/A DE FR N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Rexel SA Rexel SA Y equity-performance leg 2027-01-11 0.00000000 EUR 0.00000000 EUR 5911.00000000 EUR -6314.48000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 428.00000000 OU Notional Amount USD -18292.72000000 -0.00870010534 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 -17.12000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 714.00000000 OU Notional Amount -6117.87000000 -0.00290968830 N/A DE DE N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Deutsche Lufthansa AG Deutsche Lufthansa AG Y equity-performance leg 2026-08-19 0.00000000 EUR 0.00000000 EUR 714.00000000 EUR 470.63000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 105.00000000 OU Notional Amount USD -39104.10000000 -0.01859809745 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 105.00000000 USD -2007.60000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 4737.00000000 OU Notional Amount USD 460010.07000000 0.218782994935 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 4737.00000000 USD -18943.66000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 132.00000000 OU Notional Amount USD -27912.72000000 -0.01327542346 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 -570.24000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 15706.00000000 OU Notional Amount USD -619601.70000000 -0.29468553936 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 15706.00000000 USD -31480.02000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 17800.00000000 OU Notional Amount -552232.86000000 -0.26264459604 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 JX Advanced Metals Corp. JX Advanced Metals Corp. Y equity-performance leg 2026-12-11 0.00000000 JPY 0.00000000 JPY 17800.00000000 JPY -10884.34000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 5290.00000000 OU Notional Amount USD 931410.30000000 0.442983204580 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 5290.00000000 USD -19362.74000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 1297000.00000000 OU Notional Amount USD 8885.81000000 0.004226133841 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2028-03-18 261.13000000 USD 0.00000000 USD 1297000.00000000 USD 8624.68000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1259.00000000 OU Notional Amount 191505.36000000 0.091080867440 N/A DE IT N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Prysmian SpA Prysmian SpA Y equity-performance leg 2026-11-11 0.00000000 EUR 0.00000000 EUR 1259.00000000 EUR 12380.11000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 2058.00000000 OU Notional Amount USD 212900.10000000 0.101256308367 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 2058.00000000 USD -7795.97000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 189.00000000 OU Notional Amount USD 58444.47000000 0.027796470159 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 189.00000000 USD -4753.35000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 40.00000000 OU Notional Amount USD -38393.60000000 -0.01826018024 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 -6282.00000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 177.00000000 OU Notional Amount USD 17875.23000000 0.008501545095 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 177.00000000 USD 1373.54000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 52.00000000 OU Notional Amount USD 7233.72000000 0.003440391916 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 -702.52000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 12971.00000000 OU Notional Amount USD -796938.24000000 -0.37902764808 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 12971.00000000 USD -61965.77000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 8009.00000000 OU Notional Amount 276515.78000000 0.131512230798 N/A DE GB N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Smiths Group PLC Smiths Group PLC Y equity-performance leg 2026-11-11 0.00000000 GBP 0.00000000 GBP 8009.00000000 GBP 2891.48000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 3367.00000000 OU Notional Amount -237291.63000000 -0.11285703698 N/A DE SE N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Evolution AB Evolution AB Y equity-performance leg 2026-11-11 0.00000000 SEK 0.00000000 SEK 3367.00000000 SEK -7273.76000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 194.00000000 OU Notional Amount USD -51935.74000000 -0.02470088696 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Ferguson Enterprises, Inc. Ferguson Enterprises, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 194.00000000 USD -755.91000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1905.00000000 OU Notional Amount USD -48291.75000000 -0.02296778784 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 1905.00000000 USD -2800.35000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 528.00000000 OU Notional Amount USD -86782.08000000 -0.04127397334 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 528.00000000 USD -7888.32000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1100.00000000 OU Notional Amount -205418.10000000 -0.09769783329 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Hoya Corp. Hoya Corp. Y equity-performance leg 2027-02-24 0.00000000 JPY 0.00000000 JPY 1100.00000000 JPY -7721.45000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 322.00000000 OU Notional Amount USD 44268.56000000 0.021054339393 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 322.00000000 USD -2398.90000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 69.00000000 OU Notional Amount USD 4478.10000000 0.002129805831 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Knight-Swift Transportation Holdings, Inc. Knight-Swift Transportation Holdings, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 69.00000000 USD -20.87000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 145.00000000 OU Notional Amount USD -49656.70000000 -0.02361696461 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 145.00000000 USD -1110.70000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 612.00000000 OU Notional Amount USD 131176.08000000 0.062387972607 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 612.00000000 USD -1497.31000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 2900.00000000 OU Notional Amount -101871.89000000 -0.04845075933 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 2900.00000000 JPY -6592.67000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 11405.00000000 OU Notional Amount USD -261174.50000000 -0.12421584447 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 11405.00000000 USD -2805.47000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 23.00000000 OU Notional Amount USD -3432.75000000 -0.00163263235 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 23.00000000 USD 105.11000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 960.00000000 OU Notional Amount USD 111897.60000000 0.053219035083 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 960.00000000 USD -1084.88000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 2200.00000000 OU Notional Amount 92587.68000000 0.044035144544 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Kokusai Electric Corp. Kokusai Electric Corp. Y equity-performance leg 2027-02-24 0.00000000 JPY 0.00000000 JPY 2200.00000000 JPY 1057.75000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 605.00000000 OU Notional Amount 24840.71000000 0.011814360781 N/A DE SE N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Trelleborg AB Trelleborg AB Y equity-performance leg 2026-11-11 0.00000000 SEK 0.00000000 SEK 605.00000000 SEK -91.71000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -5391.20000000 -0.00256408056 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 410000.00000000 CAD 297040.34000000 USD 2026-06-17 -5391.20000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1800.00000000 OU Notional Amount 73481.72000000 0.034948258360 N/A DE JP N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Fukuoka Financial Group, Inc. Fukuoka Financial Group, Inc. Y equity-performance leg 2026-08-19 0.00000000 JPY 0.00000000 JPY 1800.00000000 JPY -1256.83000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 5295.00000000 OU Notional Amount -272207.92000000 -0.12946339192 N/A DE DK N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Danske Bank AS Danske Bank AS Y equity-performance leg 2027-01-11 0.00000000 DKK 0.00000000 DKK 5295.00000000 DKK -1998.58000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1944.00000000 OU Notional Amount -322394.36000000 -0.15333230342 N/A DE BE N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Elia Group SA Elia Group SA Y equity-performance leg 2027-12-09 0.00000000 EUR 0.00000000 EUR 1944.00000000 EUR -5328.15000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 1547.81000000 0.000736145857 N/A DFE CA N 2 Citibank NA E57ODZWZ7FF32TWEFA76 339240.90000000 USD 462000.00000000 CAD 2026-06-17 1547.81000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 144.00000000 OU Notional Amount USD 36371.52000000 0.017298469305 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 144.00000000 USD 2623.68000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC -385.35000000 -0.00018327430 N/A DFE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 5400000.00000000 JPY 34226.48000000 USD 2026-06-17 -385.35000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC -11199.57000000 -0.00532656919 N/A DFE ZA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 2336713.27000000 USD 38863000.00000000 ZAR 2026-06-17 -11199.57000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC N/A -444.32000000 -0.00021132072 N/A DFE XX N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 1699000.00000000 SEK 156457.29000000 EUR 2026-06-17 -444.32000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 263.00000000 OU Notional Amount -15340.50000000 -0.00729601535 N/A DE GB N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Coca-Cola HBC AG Coca-Cola HBC AG Y equity-performance leg 2027-01-11 0.00000000 GBP 0.00000000 GBP 263.00000000 GBP -26.42000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1267.00000000 OU Notional Amount -66600.34000000 -0.03167544103 N/A DE SE N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Boliden AB Boliden AB Y equity-performance leg 2026-08-19 0.00000000 SEK 0.00000000 SEK 1267.00000000 SEK 9356.57000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 1.00000000 NC 22996.95000000 0.010937459685 N/A DFE AU N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 3513426.36000000 USD 4916000.00000000 AUD 2026-06-17 22996.95000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1076.00000000 OU Notional Amount USD 26856.96000000 0.012773298949 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 First Horizon Corp. First Horizon Corp. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 1076.00000000 USD 348.51000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 213.00000000 OU Notional Amount USD 26062.68000000 0.012395535572 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 -1107.60000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1950.00000000 OU Notional Amount 152811.03000000 0.072677658562 N/A DE BE N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Ageas SA Ageas SA Y equity-performance leg 2027-12-09 0.00000000 EUR 0.00000000 EUR 1950.00000000 EUR -2511.35000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 656.00000000 OU Notional Amount USD -350887.84000000 -0.16688393913 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Lennox International, Inc. Lennox International, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 656.00000000 USD -29928.95000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 939.00000000 OU Notional Amount USD -134023.47000000 -0.06374220494 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 939.00000000 USD 10131.81000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 538.00000000 OU Notional Amount USD -73765.18000000 -0.03508307329 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 538.00000000 USD -2953.62000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 200.00000000 OU Notional Amount -8834.61000000 -0.00420178287 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 FANUC Corp. FANUC Corp. Y equity-performance leg 2026-12-11 0.00000000 JPY 0.00000000 JPY 200.00000000 JPY -53.51000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 825.00000000 OU Notional Amount USD -188949.75000000 -0.08986540707 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 825.00000000 USD 945.70000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 15373.00000000 OU Notional Amount -1429282.14000000 -0.67977343886 N/A DE FR N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 TotalEnergies SE TotalEnergies SE Y equity-performance leg 2027-12-09 0.00000000 EUR 0.00000000 EUR 15373.00000000 EUR -59813.61000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 58.00000000 OU Notional Amount USD -17260.22000000 -0.00820904339 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 West Pharmaceutical Services, Inc. West Pharmaceutical Services, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 58.00000000 USD -1344.44000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 341.00000000 OU Notional Amount USD -112015.09000000 -0.05327491389 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Vertiv Holdings Co. Vertiv Holdings Co. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 341.00000000 USD -7962.35000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 11131.00000000 OU Notional Amount 314744.65000000 0.149694064668 N/A DE IT N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Eni SpA Eni SpA Y equity-performance leg 2027-01-11 0.00000000 EUR 0.00000000 EUR 11131.00000000 EUR 15863.25000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 4300.00000000 OU Notional Amount -110570.49000000 -0.05258785520 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 MS&AD Insurance Group Holdings, Inc. MS&AD Insurance Group Holdings, Inc. Y equity-performance leg 2026-12-11 0.00000000 JPY 0.00000000 JPY 4300.00000000 JPY -2875.10000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1100.00000000 OU Notional Amount -111158.28000000 -0.05286741094 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Organo Corp. Organo Corp. Y equity-performance leg 2027-02-24 0.00000000 JPY 0.00000000 JPY 1100.00000000 JPY -2054.55000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 375.00000000 OU Notional Amount USD -83625.00000000 -0.03977245096 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 772.50000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1642.00000000 OU Notional Amount USD 104529.72000000 0.049714836028 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 1642.00000000 USD -5460.93000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 2183.00000000 OU Notional Amount -12874.22000000 -0.00612304076 N/A DE GB N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Rightmove PLC Rightmove PLC Y equity-performance leg 2026-11-11 0.00000000 GBP 0.00000000 GBP 2183.00000000 GBP 467.58000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 11861.00000000 OU Notional Amount USD -1096668.06000000 -0.52158058760 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 11861.00000000 USD -69217.24000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1191.00000000 OU Notional Amount -78610.40000000 -0.03738748315 N/A DE DE N 2 Citibank NA E57ODZWZ7FF32TWEFA76 CTS Eventim AG & Co. KGaA CTS Eventim AG & Co. KGaA Y equity-performance leg 2026-11-11 0.00000000 EUR 0.00000000 EUR 1191.00000000 EUR 828.15000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 11000.00000000 OU Notional Amount 209222.84000000 0.099507385879 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 11000.00000000 JPY -13978.24000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 4571.00000000 OU Notional Amount USD -97705.13000000 -0.04646902830 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 4571.00000000 USD 17150.42000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 5867.00000000 OU Notional Amount USD 987768.12000000 0.469787253995 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 5867.00000000 USD -60598.21000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 3700.00000000 OU Notional Amount -75686.48000000 -0.03599685278 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Panasonic Holdings Corp. Panasonic Holdings Corp. Y equity-performance leg 2027-02-24 0.00000000 JPY 0.00000000 JPY 3700.00000000 JPY -6463.66000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 4600.00000000 OU Notional Amount 77783.99000000 0.036994438600 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 4600.00000000 JPY 5922.50000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 348.00000000 OU Notional Amount USD -38401.80000000 -0.01826408020 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Weatherford International PLC Weatherford International PLC Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 348.00000000 USD -3674.88000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 283.00000000 OU Notional Amount USD 29361.25000000 0.013964351280 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 283.00000000 USD 235.93000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1625.00000000 OU Notional Amount USD 438620.00000000 0.208609775082 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 1625.00000000 USD 3127.37000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 1323.00000000 OU Notional Amount USD -73108.98000000 -0.03477098142 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 1323.00000000 USD 3590.41000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 639.00000000 OU Notional Amount -77589.69000000 -0.03690202858 N/A DE FR N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Aeroports de Paris SA Aeroports de Paris SA Y equity-performance leg 2026-11-11 0.00000000 EUR 0.00000000 EUR 639.00000000 EUR 3936.78000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 300.00000000 OU Notional Amount -42388.56000000 -0.02016020237 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Daikin Industries Ltd. Daikin Industries Ltd. Y equity-performance leg 2027-02-24 0.00000000 JPY 0.00000000 JPY 300.00000000 JPY -306.33000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 4200.00000000 OU Notional Amount -60718.42000000 -0.02887797168 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 4200.00000000 JPY 2038.08000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 3800.00000000 OU Notional Amount USD 101460.00000000 0.048254862477 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 3800.00000000 USD -377.62000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 66.00000000 OU Notional Amount 46.47000000 0.000022101354 N/A DE SG N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Keppel REIT Keppel REIT Y equity-performance leg 2027-02-24 0.00000000 SGD 0.00000000 SGD 66.00000000 SGD 46.47000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 200.00000000 OU Notional Amount -4044.53000000 -0.00192359786 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 -167.38000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 111.00000000 OU Notional Amount USD 7472.52000000 0.003553966341 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 111.00000000 USD 58.83000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1703.00000000 OU Notional Amount USD -136410.30000000 -0.06487739273 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 1703.00000000 USD -5388.24000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 3062.00000000 OU Notional Amount -587650.67000000 -0.27948947630 N/A DE CH N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Cie Financiere Richemont SA Cie Financiere Richemont SA Y equity-performance leg 2026-11-11 0.00000000 CHF 0.00000000 CHF 3062.00000000 CHF -202.53000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 50.00000000 OU Notional Amount USD -11783.00000000 -0.00560405129 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 50.00000000 USD -617.00000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 78.00000000 OU Notional Amount USD 25241.58000000 0.012005016475 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 78.00000000 USD -2020.20000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 104600.00000000 OU Notional Amount -659715.01000000 -0.31376362193 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 104600.00000000 JPY -10718.34000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 9418.00000000 OU Notional Amount USD -171219.24000000 -0.08143269150 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 9418.00000000 USD 5195.78000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC N/A -2480.71000000 -0.00117983757 N/A DFE XX N 2 Citibank NA E57ODZWZ7FF32TWEFA76 1786000.00000000 SEK 162756.62000000 EUR 2026-06-17 -2480.71000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 6997.00000000 OU Notional Amount USD 450186.98000000 0.214111086232 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 6997.00000000 USD -11837.33000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 210.00000000 OU Notional Amount USD 20670.30000000 0.009830893789 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Kimberly-Clark Corp. Kimberly-Clark Corp. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 210.00000000 USD 352.27000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 179.00000000 OU Notional Amount USD 20604.69000000 0.009799689358 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 179.00000000 USD -2942.76000000 N N N ASX Clear (Futures) 549300ZD7BBOVZFVHK49 000000000 -34.00000000 NC 118894.09000000 0.056546599274 N/A DE AU N 1 ASX Clear (Futures) 549300ZD7BBOVZFVHK49 Short SFE S&P ASX Share Price Index 200 Futures XPM6 Index 2026-06-18 -7532942.11000000 AUD 118894.09000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 479.00000000 OU Notional Amount USD 109873.02000000 0.052256135128 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 479.00000000 USD -353.38000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 7650.00000000 OU Notional Amount USD -1234633.50000000 -0.58719761238 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 7650.00000000 USD 128066.59000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 341.00000000 OU Notional Amount USD 130135.83000000 0.061893224719 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 341.00000000 USD -1431.50000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1957.00000000 OU Notional Amount USD 152411.16000000 0.072487478472 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 1957.00000000 USD 158.07000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 600.00000000 OU Notional Amount USD -80622.00000000 -0.03834420976 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 600.00000000 USD 906.00000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 43800.00000000 OU Notional Amount 877547.37000000 0.417365736811 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 43800.00000000 JPY -37306.33000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 479.00000000 OU Notional Amount USD 47612.60000000 0.022644780851 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 479.00000000 USD 2624.92000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 2351.00000000 OU Notional Amount -159231.18000000 -0.07573111268 N/A DE FR N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Teleperformance SE Teleperformance SE Y equity-performance leg 2027-01-11 0.00000000 EUR 0.00000000 EUR 2351.00000000 EUR -7769.65000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 2152.00000000 OU Notional Amount USD -271130.48000000 -0.12895095629 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 2152.00000000 USD -18851.52000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 204.00000000 OU Notional Amount USD -19269.84000000 -0.00916482829 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 204.00000000 USD 552.22000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC -748.92000000 -0.00035618994 N/A DFE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 130000.00000000 CAD 95144.01000000 USD 2026-06-17 -748.92000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 39812.00000000 OU Notional Amount -135373.96000000 -0.06438450446 N/A DE AU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Medibank Pvt Ltd. Medibank Pvt Ltd. Y equity-performance leg 2026-12-11 0.00000000 AUD 0.00000000 AUD 39812.00000000 AUD -1582.08000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 176.00000000 OU Notional Amount -25997.37000000 -0.01236447382 N/A DE DK N 2 Citibank NA E57ODZWZ7FF32TWEFA76 NKT AS NKT AS Y equity-performance leg 2026-11-11 0.00000000 DKK 0.00000000 DKK 176.00000000 DKK -445.31000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 75936.00000000 OU Notional Amount 385864.23000000 0.183518877919 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 75936.00000000 NOK 20106.43000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 417.00000000 OU Notional Amount USD -19815.84000000 -0.00942450851 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 417.00000000 USD 209.74000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 765.00000000 OU Notional Amount USD 30179.25000000 0.014353396002 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 CareTrust REIT, Inc. CareTrust REIT, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 765.00000000 USD 396.80000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 2393.41000000 0.001138317271 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 106903000.00000000 INR 1122895.29000000 USD 2026-06-17 2393.41000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 611.00000000 OU Notional Amount USD -118912.82000000 -0.05655550735 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 611.00000000 USD -25429.82000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1869.00000000 OU Notional Amount USD 85338.54000000 0.040587418802 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 1869.00000000 USD -1181.69000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -14230.98000000 -0.00676832232 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 8103000.00000000 MXN 447965.51000000 USD 2026-06-17 -14230.98000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC 11346.15000000 0.005396283342 N/A DFE ZA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 415483.72000000 USD 7133000.00000000 ZAR 2026-06-17 11346.15000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 26.00000000 OU Notional Amount USD 5497.96000000 0.002614856137 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Reinsurance Group of America, Inc. Reinsurance Group of America, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 26.00000000 USD 96.46000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1456.00000000 OU Notional Amount USD 754164.32000000 0.358684166638 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 1456.00000000 USD -39122.12000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 160.00000000 OU Notional Amount USD 68996.80000000 0.032815208903 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 160.00000000 USD -2342.67000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC 1.11000000 0.000000527921 N/A DFE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 20000.00000000 SGD 15762.20000000 USD 2026-06-17 1.11000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 749.00000000 OU Notional Amount USD -39247.60000000 -0.01866634674 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Viavi Solutions, Inc. Viavi Solutions, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 749.00000000 USD -9841.86000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 2090.00000000 OU Notional Amount 54608.78000000 0.025972197604 N/A DE IT N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Unipol Assicurazioni SpA Unipol Assicurazioni SpA Y equity-performance leg 2026-11-11 0.00000000 EUR 0.00000000 EUR 2090.00000000 EUR -177.25000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 103.00000000 OU Notional Amount USD -53512.62000000 -0.02545085865 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 103.00000000 USD -843.10000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 390.00000000 OU Notional Amount USD 24531.00000000 0.011667061220 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 390.00000000 USD -2882.10000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 2592.00000000 OU Notional Amount 27330.21000000 0.012998378918 N/A DE ES N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Grifols SA Grifols SA Y equity-performance leg 2027-12-09 0.00000000 EUR 0.00000000 EUR 2592.00000000 EUR -59.33000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 356.00000000 OU Notional Amount USD -45511.04000000 -0.02164526883 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 356.00000000 USD 3.29000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 3368.00000000 OU Notional Amount 124048.32000000 0.058997975775 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 3368.00000000 CAD -10456.81000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 122.00000000 OU Notional Amount USD 35997.32000000 0.017120497990 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 -278.16000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC N/A 6385.03000000 0.003036750882 N/A DFE XX N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 3035000.00000000 SEK 285591.19000000 EUR 2026-06-17 6385.03000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 7932.00000000 OU Notional Amount USD 382481.04000000 0.181909816533 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 7932.00000000 USD 9327.51000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 10143.00000000 OU Notional Amount USD 246373.47000000 0.117176403636 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 10143.00000000 USD -3612.19000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 55.00000000 OU Notional Amount -14051.19000000 -0.00668281333 N/A DE DE N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Sartorius AG Sartorius AG Y equity-performance leg 2026-11-11 0.00000000 EUR 0.00000000 EUR 55.00000000 EUR 1154.77000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1431.00000000 OU Notional Amount USD 53548.02000000 0.025467695062 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 1431.00000000 USD 4149.90000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC N/A 7822.28000000 0.003720313874 N/A DFE XX N 2 Citibank NA E57ODZWZ7FF32TWEFA76 317000.00000000 CHF 353252.50000000 EUR 2026-06-17 7822.28000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 5451.00000000 OU Notional Amount USD -77131.65000000 -0.03668418256 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 5451.00000000 USD 1425.26000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 25000.00000000 OU Notional Amount 220761.00000000 0.104994990098 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 25000.00000000 JPY -172.88000000 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -182.00000000 NC USD -131172.30000000 -0.06238617482 N/A DCO US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short CBOT Corn Futures C N6 Comdty 2026-07-14 -4189052.70000000 USD -131172.30000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 74.00000000 OU Notional Amount -67766.17000000 -0.03222991537 N/A DE CH N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Belimo Holding AG Belimo Holding AG Y equity-performance leg 2026-11-11 0.00000000 CHF 0.00000000 CHF 74.00000000 CHF -356.31000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 14400.00000000 OU Notional Amount -492593.92000000 -0.23428003022 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 14400.00000000 JPY 922.83000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 238.00000000 OU Notional Amount USD -30740.08000000 -0.01462012943 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 238.00000000 USD -1305.34000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 3800.00000000 OU Notional Amount -163410.19000000 -0.07771866987 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Mizuho Financial Group, Inc. Mizuho Financial Group, Inc. Y equity-performance leg 2026-12-11 0.00000000 JPY 0.00000000 JPY 3800.00000000 JPY -5908.47000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 18164.00000000 OU Notional Amount -772622.69000000 -0.36746305591 N/A DE DK N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Novo Nordisk AS Novo Nordisk AS Y equity-performance leg 2026-11-11 0.00000000 DKK 0.00000000 DKK 18164.00000000 DKK -52245.40000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 8600.00000000 OU Notional Amount -293765.73000000 -0.13971638972 N/A DE JP N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 SoftBank Group Corp. SoftBank Group Corp. Y equity-performance leg 2026-08-19 0.00000000 JPY 0.00000000 JPY 8600.00000000 JPY -8464.20000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 4122.00000000 OU Notional Amount 156998.99000000 0.074669472418 N/A DE GB N 2 Citibank NA E57ODZWZ7FF32TWEFA76 IMI PLC IMI PLC Y equity-performance leg 2026-11-11 0.00000000 GBP 0.00000000 GBP 4122.00000000 GBP -1251.27000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 5369.00000000 OU Notional Amount USD -521598.35000000 -0.24807467620 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 5369.00000000 USD -26374.19000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 4341.00000000 OU Notional Amount USD -357828.63000000 -0.17018501213 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Zimmer Biomet Holdings, Inc. Zimmer Biomet Holdings, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 4341.00000000 USD 37605.35000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1778.00000000 OU Notional Amount USD -114396.52000000 -0.05440753341 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 1778.00000000 USD 3058.16000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 734.00000000 OU Notional Amount USD -224948.98000000 -0.10698681346 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 734.00000000 USD 11317.19000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 462.00000000 OU Notional Amount USD 9919.14000000 0.004717590544 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 18.48000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 1183.00000000 OU Notional Amount USD -303084.60000000 -0.14414848898 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 1183.00000000 USD 39156.29000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 7600.00000000 OU Notional Amount -184909.55000000 -0.08794386857 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Mercari, Inc. Mercari, Inc. Y equity-performance leg 2027-02-24 0.00000000 JPY 0.00000000 JPY 7600.00000000 JPY 8960.71000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 854.00000000 OU Notional Amount USD -132489.56000000 -0.06301266999 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 854.00000000 USD -2322.88000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 16551.00000000 OU Notional Amount -195319.71000000 -0.09289499058 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Whitecap Resources, Inc. Whitecap Resources, Inc. Y equity-performance leg 2027-12-09 0.00000000 CAD 0.00000000 CAD 16551.00000000 CAD -7217.07000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1204.00000000 OU Notional Amount USD -94827.04000000 -0.04510019489 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 1204.00000000 USD -2269.00000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 15951.00000000 OU Notional Amount -571115.34000000 -0.27162519407 N/A DE GB N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 SSE PLC SSE PLC Y equity-performance leg 2026-08-19 0.00000000 GBP 0.00000000 GBP 15951.00000000 GBP 9336.37000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -15573.34000000 -0.00740675517 N/A DFE ZA N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 987773.66000000 USD 16247000.00000000 ZAR 2026-06-17 -15573.34000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -6370.82000000 -0.00302999253 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 430782000.00000000 KRW 286349.95000000 USD 2026-06-17 -6370.82000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 2523.00000000 OU Notional Amount -53089.59000000 -0.02524966355 N/A DE GB N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Hiscox Ltd. Hiscox Ltd. Y equity-performance leg 2026-11-11 0.00000000 GBP 0.00000000 GBP 2523.00000000 GBP 793.53000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 7238.00000000 OU Notional Amount USD 227056.06000000 0.107988950818 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 7238.00000000 USD -9607.47000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 353.00000000 OU Notional Amount USD -39394.80000000 -0.01873635576 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 CoreWeave, Inc. CoreWeave, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 353.00000000 USD 2736.15000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 3077.00000000 OU Notional Amount -43650.85000000 -0.02076055355 N/A DE AU N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Lynas Rare Earths Ltd. Lynas Rare Earths Ltd. Y equity-performance leg 2027-12-09 0.00000000 AUD 0.00000000 AUD 3077.00000000 AUD -233.18000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 3119.00000000 OU Notional Amount USD -249083.34000000 -0.11846523080 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 3119.00000000 USD 11976.96000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 177.00000000 OU Notional Amount USD 45667.77000000 0.021719810378 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 -1607.16000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 1994000.00000000 OU Notional Amount USD 12310.63000000 0.005854994654 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2031-09-16 2345.98000000 USD 0.00000000 USD 1994000.00000000 USD 9964.65000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC 4747.42000000 0.002257895714 N/A DFE XX N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 287822.33000000 USD 248789.00000000 EUR 2026-06-17 4747.42000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 758.00000000 OU Notional Amount USD 115852.72000000 0.055100109119 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 State Street Corp. State Street Corp. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 758.00000000 USD 819.99000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 14336.00000000 OU Notional Amount 378151.67000000 0.179850747403 N/A DE NL N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Koninklijke Philips NV Koninklijke Philips NV Y equity-performance leg 2027-01-11 0.00000000 EUR 0.00000000 EUR 14336.00000000 EUR -21344.30000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 728.00000000 OU Notional Amount USD 99597.68000000 0.047369134156 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 728.00000000 USD -460.29000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 7800.00000000 OU Notional Amount 124446.20000000 0.059187209411 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 SUMCO Corp. SUMCO Corp. Y equity-performance leg 2027-02-24 0.00000000 JPY 0.00000000 JPY 7800.00000000 JPY 14889.32000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 3090.00000000 OU Notional Amount USD -113433.90000000 -0.05394970672 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 3090.00000000 USD 4091.98000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 2441.00000000 OU Notional Amount USD 480144.70000000 0.228359121504 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 2441.00000000 USD 6053.68000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 742.00000000 OU Notional Amount USD 143436.02000000 0.068218858855 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 5186.58000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1635.00000000 OU Notional Amount USD -78937.80000000 -0.03754319616 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 1635.00000000 USD -2338.05000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 977.00000000 OU Notional Amount -82599.69000000 -0.03928480861 N/A DE FR N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Gecina SA Gecina SA Y equity-performance leg 2026-11-11 0.00000000 EUR 0.00000000 EUR 977.00000000 EUR -310.69000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 516.00000000 OU Notional Amount USD -41992.08000000 -0.01997163459 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 516.00000000 USD 1587.02000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1742.00000000 OU Notional Amount USD 124465.90000000 0.059196578825 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 1742.00000000 USD 3502.67000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 56522.00000000 OU Notional Amount -165207.61000000 -0.07857353144 N/A DE GB N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Centrica PLC Centrica PLC Y equity-performance leg 2026-11-11 0.00000000 GBP 0.00000000 GBP 56522.00000000 GBP -5002.57000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1100.00000000 OU Notional Amount -517819.72000000 -0.24627754165 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Fast Retailing Co. Ltd. Fast Retailing Co. Ltd. Y equity-performance leg 2026-12-11 0.00000000 JPY 0.00000000 JPY 1100.00000000 JPY -5572.47000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 10734.00000000 OU Notional Amount USD 551405.58000000 0.262251137712 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 10734.00000000 USD 45456.64000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 687.57000000 0.000327011588 N/A DFE CA N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 172657.34000000 USD 235000.00000000 CAD 2026-06-17 687.57000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 6395.00000000 OU Notional Amount USD -147596.60000000 -0.07019765065 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 6395.00000000 USD 114.22000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 15062.00000000 OU Notional Amount 67017.06000000 0.031873635067 N/A DE AU N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 PLS Group Ltd. PLS Group Ltd. Y equity-performance leg 2026-08-19 0.00000000 AUD 0.00000000 AUD 15062.00000000 AUD 8771.46000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 2759.00000000 OU Notional Amount USD 150668.99000000 0.071658894067 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Las Vegas Sands Corp. Las Vegas Sands Corp. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 2759.00000000 USD -6180.16000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 300.00000000 OU Notional Amount -141721.99000000 -0.06740365796 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Maruwa Co. Ltd. Maruwa Co. Ltd. Y equity-performance leg 2027-02-24 0.00000000 JPY 0.00000000 JPY 300.00000000 JPY -1339.66000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1170.00000000 OU Notional Amount USD -130443.30000000 -0.06203945892 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 1170.00000000 USD -3931.20000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 16435.00000000 OU Notional Amount -598006.16000000 -0.28441459699 N/A DE DE N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Porsche Automobil Holding SE Porsche Automobil Holding SE Y equity-performance leg 2026-11-11 0.00000000 EUR 0.00000000 EUR 16435.00000000 EUR 17505.44000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 147.00000000 OU Notional Amount USD -6753.18000000 -0.00321184478 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Moderna, Inc. Moderna, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 147.00000000 USD 1223.04000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 400.00000000 OU Notional Amount USD 45512.00000000 0.021645725419 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 400.00000000 USD -4948.48000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 437.00000000 OU Notional Amount USD -51539.78000000 -0.02451256648 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 437.00000000 USD -1298.40000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1715.00000000 OU Notional Amount -114968.82000000 -0.05467972204 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 1715.00000000 CAD -1322.35000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 4900.00000000 OU Notional Amount -170606.84000000 -0.08114143112 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Yokogawa Electric Corp. Yokogawa Electric Corp. Y equity-performance leg 2027-02-24 0.00000000 JPY 0.00000000 JPY 4900.00000000 JPY -3321.98000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 100.00000000 OU Notional Amount USD 28375.00000000 0.013495286051 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 530.00000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 17600.00000000 OU Notional Amount -361827.99000000 -0.17208712692 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 17600.00000000 JPY -19423.32000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 9464.00000000 OU Notional Amount -988795.88000000 -0.47027606157 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 9464.00000000 CAD -12879.81000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 154.00000000 OU Notional Amount -23245.97000000 -0.01105589479 N/A DE CA N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 National Bank of Canada National Bank of Canada Y equity-performance leg 2026-08-18 0.00000000 CAD 0.00000000 CAD 154.00000000 CAD -712.09000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 4109.00000000 OU Notional Amount USD 142089.22000000 0.067578314317 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 4109.00000000 USD -28023.43000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 226.00000000 OU Notional Amount USD 5744.92000000 0.002732311497 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Chewy, Inc. Chewy, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 226.00000000 USD -395.50000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC 6143.62000000 0.002921935129 N/A DFE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 12076000.00000000 CNY 1772753.96000000 USD 2026-06-17 6143.62000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 194.00000000 OU Notional Amount 13612.72000000 0.006474274901 N/A DE DE N 2 Citibank NA E57ODZWZ7FF32TWEFA76 LEG Immobilien SE LEG Immobilien SE Y equity-performance leg 2026-11-11 0.00000000 EUR 0.00000000 EUR 194.00000000 EUR -341.16000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 1963.00000000 OU Notional Amount USD -254306.65000000 -0.12094946208 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 1963.00000000 USD -7644.50000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC N/A -4873.18000000 -0.00231770777 N/A DFE XX N 2 Citibank NA E57ODZWZ7FF32TWEFA76 22700000.00000000 NOK 2078360.09000000 EUR 2026-06-17 -4873.18000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 285.00000000 OU Notional Amount 90689.49000000 0.043132356279 N/A DE FR N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Schneider Electric SE Schneider Electric SE Y equity-performance leg 2026-08-19 0.00000000 EUR 0.00000000 EUR 285.00000000 EUR 432.06000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 1.00000000 NC N/A -5300.38000000 -0.00252088614 N/A DFE XX N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 1848000.00000000 NOK 165028.79000000 EUR 2026-06-17 -5300.38000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 2585.00000000 OU Notional Amount USD -551768.25000000 -0.26242362530 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 2585.00000000 USD -18623.65000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 289.00000000 OU Notional Amount 3910.82000000 0.001860004743 N/A DE FR N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Ayvens SA Ayvens SA Y equity-performance leg 2026-11-11 0.00000000 EUR 0.00000000 EUR 289.00000000 EUR 142.44000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 1308.00000000 OU Notional Amount USD 117955.44000000 0.056100172833 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 1308.00000000 USD -4476.03000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 316.00000000 OU Notional Amount USD -11341.24000000 -0.00539394812 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 116.92000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 2609.00000000 OU Notional Amount USD 119857.46000000 0.057004782665 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 2609.00000000 USD -25202.94000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC 1316.69000000 0.000626224077 N/A DFE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 13552000.00000000 INR 143361.74000000 USD 2026-06-17 1316.69000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 6799.00000000 OU Notional Amount 157267.70000000 0.074797272182 N/A DE CA N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Hudbay Minerals, Inc. Hudbay Minerals, Inc. Y equity-performance leg 2028-02-22 0.00000000 CAD 0.00000000 CAD 6799.00000000 CAD -6017.70000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 1025.00000000 OU Notional Amount USD 216603.00000000 0.103017425362 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 1025.00000000 USD 10813.33000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1234.00000000 OU Notional Amount USD 398643.70000000 0.189596855125 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 1234.00000000 USD 801.17000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 3956.00000000 OU Notional Amount 166417.53000000 0.079148975202 N/A DE SE N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Sandvik AB Sandvik AB Y equity-performance leg 2027-12-09 0.00000000 SEK 0.00000000 SEK 3956.00000000 SEK -1545.84000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1616.00000000 OU Notional Amount 126121.38000000 0.059983933051 N/A DE NL N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Wolters Kluwer NV Wolters Kluwer NV Y equity-performance leg 2026-11-11 0.00000000 EUR 0.00000000 EUR 1616.00000000 EUR -3372.59000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC -540.59000000 -0.00025710719 N/A DFE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 76000.00000000 SGD 59351.54000000 USD 2026-06-17 -540.59000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 4900.00000000 OU Notional Amount 163820.63000000 0.077913877110 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Takeda Pharmaceutical Co. Ltd. Takeda Pharmaceutical Co. Ltd. Y equity-performance leg 2027-02-24 0.00000000 JPY 0.00000000 JPY 4900.00000000 JPY 132.25000000 N N N DISH DBS CORP N/A 25470XBE4 5000.00000000 PA USD 4952.42000000 0.002355394697 Long DBT CORP US N 2 2026-12-01 Fixed 5.25000000 N N N N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -2368.24000000 -0.00112634629 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 90000.00000000 AUD 62375.07000000 USD 2026-06-17 -2368.24000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 71.00000000 OU Notional Amount USD -3923.46000000 -0.00186601638 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 321.63000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1370.00000000 OU Notional Amount 213031.55000000 0.101318826617 N/A DE CA N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Toromont Industries Ltd. Toromont Industries Ltd. Y equity-performance leg 2026-08-18 0.00000000 CAD 0.00000000 CAD 1370.00000000 CAD 5505.14000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 326.00000000 OU Notional Amount USD -21529.04000000 -0.01023931465 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 326.00000000 USD 1026.90000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 92.00000000 OU Notional Amount USD 5089.44000000 0.002420562066 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 92.00000000 USD 309.81000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 18.00000000 OU Notional Amount USD -4266.00000000 -0.00202893005 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Autodesk, Inc. Autodesk, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 18.00000000 USD 190.21000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 594.00000000 OU Notional Amount USD -45262.80000000 -0.02152720470 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 594.00000000 USD -128.13000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 2021.00000000 OU Notional Amount USD 29001.35000000 0.013793181114 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 -363.78000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1481.00000000 OU Notional Amount USD -565194.03000000 -0.26880899064 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 1481.00000000 USD 17058.89000000 N N N United States Treasury 254900HROIFWPRGM1V77 912797SP3 14300000.00000000 PA USD 14291425.58000000 6.797070529978 Long STIV UST US N 2 2026-05-07 None 0.00000000 N N N N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -3291.11000000 -0.00156526769 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 37175000.00000000 JPY 234985.71000000 USD 2026-06-17 -3291.11000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 8877.00000000 OU Notional Amount -65863.44000000 -0.03132496786 N/A DE IT N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Davide Campari-Milano NV Davide Campari-Milano NV Y equity-performance leg 2027-01-11 0.00000000 EUR 0.00000000 EUR 8877.00000000 EUR -91.41000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 2300.00000000 OU Notional Amount 99450.90000000 0.047299324884 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Nissan Chemical Corp. Nissan Chemical Corp. Y equity-performance leg 2027-02-24 0.00000000 JPY 0.00000000 JPY 2300.00000000 JPY 4380.39000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1053.00000000 OU Notional Amount USD 59578.74000000 0.028335934410 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 1053.00000000 USD -284.31000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1131.00000000 OU Notional Amount USD 175960.98000000 0.083687885780 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 1131.00000000 USD 3046.59000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 47.00000000 OU Notional Amount USD 4385.57000000 0.002085798119 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 AAON, Inc. AAON, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 47.00000000 USD 33.37000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC -746.85000000 -0.00035520544 N/A DFE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 50000.00000000 AUD 35221.65000000 USD 2026-06-17 -746.85000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 272.00000000 OU Notional Amount USD -24926.08000000 -0.01185496316 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Charles Schwab Corp. Charles Schwab Corp. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 272.00000000 USD 142.09000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 3500.00000000 OU Notional Amount -141524.81000000 -0.06730987821 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 GS Yuasa Corp. GS Yuasa Corp. Y equity-performance leg 2026-12-11 0.00000000 JPY 0.00000000 JPY 3500.00000000 JPY -793.46000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1267.00000000 OU Notional Amount USD -57661.17000000 -0.02742392892 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 IREN Ltd. IREN Ltd. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 1267.00000000 USD 3648.96000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 299.00000000 OU Notional Amount USD -130914.16000000 -0.06226340219 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 299.00000000 USD -5189.63000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 936.00000000 OU Notional Amount 71228.62000000 0.033876673197 N/A DE DK N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Pandora AS Pandora AS Y equity-performance leg 2026-11-11 0.00000000 DKK 0.00000000 DKK 936.00000000 DKK -2134.28000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 1606.00000000 OU Notional Amount USD -133217.70000000 -0.06335897686 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 1606.00000000 USD -7384.67000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 6100.00000000 OU Notional Amount -140412.98000000 -0.06678108653 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 6100.00000000 JPY -20208.65000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1496.00000000 OU Notional Amount -21394.79000000 -0.01017546470 N/A DE GB N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Wise PLC Wise PLC Y equity-performance leg 2026-11-11 0.00000000 GBP 0.00000000 GBP 1496.00000000 GBP 133.62000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 36652.00000000 OU Notional Amount -164634.73000000 -0.07830106697 N/A DE GB N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Marks & Spencer Group PLC Marks & Spencer Group PLC Y equity-performance leg 2026-11-11 0.00000000 GBP 0.00000000 GBP 36652.00000000 GBP 7798.92000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC N/A -7662.88000000 -0.00364450246 N/A DFE XX N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 1406000.00000000 CHF 1530773.00000000 EUR 2026-06-17 -7662.88000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 362.00000000 OU Notional Amount USD 23548.10000000 0.011199589267 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 -39.82000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 2.00000000 OU Notional Amount -359.72000000 -0.00017108455 N/A DE CA N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Royal Bank of Canada Royal Bank of Canada Y equity-performance leg 2028-02-22 0.00000000 CAD 0.00000000 CAD 2.00000000 CAD -6.83000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 700.00000000 OU Notional Amount -7828.40000000 -0.00372322457 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Suzuki Motor Corp. Suzuki Motor Corp. Y equity-performance leg 2026-12-11 0.00000000 JPY 0.00000000 JPY 700.00000000 JPY -34.51000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 38.00000000 OU Notional Amount USD 48511.18000000 0.023072149808 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 38.00000000 USD -1271.48000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 365.00000000 OU Notional Amount -7465.00000000 -0.00355038979 N/A DE GB N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 IG Group Holdings PLC IG Group Holdings PLC Y equity-performance leg 2026-08-19 0.00000000 GBP 0.00000000 GBP 365.00000000 GBP 118.87000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 542.00000000 OU Notional Amount USD 81478.86000000 0.038751736488 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 542.00000000 USD 1025.06000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC -2359.57000000 -0.00112222280 N/A DFE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 440000.00000000 CAD 322201.11000000 USD 2026-06-17 -2359.57000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1200.00000000 OU Notional Amount 19637.43000000 0.009339655865 N/A DE JP N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 KDDI Corp. KDDI Corp. Y equity-performance leg 2026-08-19 0.00000000 JPY 0.00000000 JPY 1200.00000000 JPY -21.96000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 2737.00000000 OU Notional Amount USD -127078.91000000 -0.06043933891 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 2737.00000000 USD 7276.94000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 8458.00000000 OU Notional Amount USD -61574.24000000 -0.02928500377 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 8458.00000000 USD 10318.76000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 128.00000000 OU Notional Amount USD -21448.96000000 -0.01020122821 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 -272.64000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 85.00000000 OU Notional Amount USD -12017.30000000 -0.00571548550 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Entegris, Inc. Entegris, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 85.00000000 USD -372.72000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 1550.00000000 OU Notional Amount USD 151946.50000000 0.072266483948 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 1550.00000000 USD 3566.91000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 549.00000000 OU Notional Amount USD -24770.88000000 -0.01178114929 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 -1026.63000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 2055.00000000 OU Notional Amount USD 43422.15000000 0.020651782739 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 2055.00000000 USD 575.40000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 200.00000000 OU Notional Amount -4111.68000000 -0.00195553472 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Kawasaki Heavy Industries Ltd. Kawasaki Heavy Industries Ltd. Y equity-performance leg 2027-02-24 0.00000000 JPY 0.00000000 JPY 200.00000000 JPY -224.50000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 12.00000000 OU Notional Amount USD -4263.12000000 -0.00202756031 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Carlisle Cos., Inc. Carlisle Cos., Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 12.00000000 USD -21.12000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC N/A -6906.24000000 -0.00328464085 N/A DFE XX N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 2254000.00000000 NOK 200909.78000000 EUR 2026-06-17 -6906.24000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1300.00000000 OU Notional Amount -37047.69000000 -0.01762005899 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Mitsubishi Estate Co. Ltd. Mitsubishi Estate Co. Ltd. Y equity-performance leg 2026-12-11 0.00000000 JPY 0.00000000 JPY 1300.00000000 JPY -911.68000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1384.00000000 OU Notional Amount USD 222810.16000000 0.105969580419 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 1384.00000000 USD 3621.84000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 927.00000000 OU Notional Amount 55357.80000000 0.026328435108 N/A DE CH N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Sunrise Communications AG Sunrise Communications AG Y equity-performance leg 2026-08-19 0.00000000 CHF 0.00000000 CHF 927.00000000 CHF 1214.12000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 8900.00000000 OU Notional Amount 283005.28000000 0.134598668113 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 8900.00000000 JPY 2199.26000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 105.00000000 OU Notional Amount USD 22504.65000000 0.010703319444 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 105.00000000 USD -592.20000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 1720.00000000 OU Notional Amount USD 187789.60000000 0.089313634168 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 1720.00000000 USD -6381.20000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 5750.00000000 OU Notional Amount -208299.58000000 -0.09906827899 N/A DE FR N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Cie Generale des Etablissements Michelin SCA Cie Generale des Etablissements Michelin SCA Y equity-performance leg 2026-11-11 0.00000000 EUR 0.00000000 EUR 5750.00000000 EUR 4852.46000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 97.00000000 OU Notional Amount 5427.89000000 0.002581530509 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 BRP, Inc. BRP, Inc. Y equity-performance leg 2027-12-09 0.00000000 CAD 0.00000000 CAD 97.00000000 CAD -0.36000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 1276.00000000 OU Notional Amount USD -193556.44000000 -0.09205637092 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 1276.00000000 USD -8676.57000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1900.00000000 OU Notional Amount -56474.76000000 -0.02685966663 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 1900.00000000 JPY -3088.99000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 437.00000000 OU Notional Amount 152783.30000000 0.072664470041 N/A DE CH N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Schindler Holding AG Schindler Holding AG Y equity-performance leg 2026-11-11 0.00000000 CHF 0.00000000 CHF 437.00000000 CHF 2547.20000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 27430.00000000 OU Notional Amount USD -806442.00000000 -0.38354768190 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 27430.00000000 USD -58739.67000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 166.00000000 OU Notional Amount USD 9973.28000000 0.004743339787 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 EQT Corp. EQT Corp. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 166.00000000 USD -0.42000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 27.00000000 OU Notional Amount 330869.65000000 0.157363191984 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 27.00000000 CHF -855.62000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 27100.40000000 0.012889080180 N/A DFE BR N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 386459.36000000 USD 2070000.00000000 BRL 2026-06-17 27100.40000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 5855.00000000 OU Notional Amount 17351.57000000 0.008252489888 N/A DE AU N 2 Citibank NA E57ODZWZ7FF32TWEFA76 South32 Ltd. South32 Ltd. Y equity-performance leg 2027-02-24 0.00000000 AUD 0.00000000 AUD 5855.00000000 AUD -729.44000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 365.00000000 OU Notional Amount USD 77861.80000000 0.037031445409 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 365.00000000 USD -7628.50000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 300.00000000 OU Notional Amount -20676.44000000 -0.00983381400 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Toyo Suisan Kaisha Ltd. Toyo Suisan Kaisha Ltd. Y equity-performance leg 2026-12-11 0.00000000 JPY 0.00000000 JPY 300.00000000 JPY -206.38000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 77600.00000000 OU Notional Amount 162816.67000000 0.077436388920 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 77600.00000000 HKD -4934.60000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 332.00000000 OU Notional Amount USD -14458.60000000 -0.00687657948 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 332.00000000 USD 406.47000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 3910.00000000 OU Notional Amount USD 254345.50000000 0.120967939328 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 3910.00000000 USD 229.05000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1083.00000000 OU Notional Amount USD -23977.62000000 -0.01140387103 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 1083.00000000 USD -411.54000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 845.00000000 OU Notional Amount USD -37518.00000000 -0.01784374069 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 845.00000000 USD -628.83000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 4752.00000000 OU Notional Amount USD -241591.68000000 -0.11490216138 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 4752.00000000 USD 2490.03000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 2019.00000000 OU Notional Amount USD -458151.48000000 -0.21789904061 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 2019.00000000 USD 779.02000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 19648.00000000 OU Notional Amount USD -61498.24000000 -0.02924885781 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Plug Power, Inc. Plug Power, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 19648.00000000 USD 1178.88000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 675.00000000 OU Notional Amount USD 64692.00000000 0.030767825383 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 675.00000000 USD 3530.25000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 2904.00000000 OU Notional Amount USD 195497.28000000 0.092979443732 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 2904.00000000 USD 1095.46000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 5518.00000000 OU Notional Amount 330255.79000000 0.157071237225 N/A DE ES N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Industria de Diseno Textil SA Industria de Diseno Textil SA Y equity-performance leg 2026-11-11 0.00000000 EUR 0.00000000 EUR 5518.00000000 EUR -2945.16000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 421.00000000 OU Notional Amount USD -31402.39000000 -0.01493512725 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 1481.92000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 2232.00000000 OU Notional Amount USD 318952.80000000 0.151695480986 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 2232.00000000 USD 6043.05000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 157.00000000 OU Notional Amount USD 3472.84000000 0.001651699355 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 -241.78000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1017.00000000 OU Notional Amount 37350.32000000 0.017763991278 N/A DE SE N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 AddTech AB AddTech AB Y equity-performance leg 2026-08-19 0.00000000 SEK 0.00000000 SEK 1017.00000000 SEK 502.17000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 373.00000000 OU Notional Amount USD -29560.25000000 -0.01405899663 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Casella Waste Systems, Inc. Casella Waste Systems, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 373.00000000 USD 854.17000000 N N N New York Mercantile Exchange 5493008GFNDTXFPHWI47 000000000 1.00000000 NC USD 25239.23000000 0.012003898804 N/A DCO US N 1 New York Mercantile Exchange 5493008GFNDTXFPHWI47 Long NYMEX Reformulated Gasoline Blendstock for Oxygen Blending RBOB Futures XBM6 Comdty 2026-05-29 126590.77000000 USD 25239.23000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 6408.00000000 OU Notional Amount -197992.98000000 -0.09416641061 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 6408.00000000 CAD 23060.79000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 23.00000000 OU Notional Amount USD -6193.21000000 -0.00294552037 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Vicor Corp. Vicor Corp. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 23.00000000 USD 97.92000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 79.00000000 OU Notional Amount USD -7766.49000000 -0.00369377988 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 282.03000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 2085.00000000 OU Notional Amount -52216.84000000 -0.02483457947 N/A DE FR N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Edenred SE Edenred SE Y equity-performance leg 2026-11-11 0.00000000 EUR 0.00000000 EUR 2085.00000000 EUR -760.47000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 3315.00000000 OU Notional Amount USD 384142.20000000 0.182699872194 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 3315.00000000 USD -17671.29000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 40.00000000 OU Notional Amount USD -17746.80000000 -0.00844046317 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Texas Pacific Land Corp. Texas Pacific Land Corp. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 40.00000000 USD -1054.80000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 3014.00000000 OU Notional Amount USD 338984.58000000 0.161222691601 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 3014.00000000 USD -85344.03000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 340.00000000 OU Notional Amount USD -51965.60000000 -0.02471508852 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 -149.60000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 48.00000000 OU Notional Amount USD 9690.72000000 0.004608952896 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 48.00000000 USD 321.12000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 10179.00000000 OU Notional Amount 459735.45000000 0.218652384346 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 10179.00000000 CAD -1004.17000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 47500.00000000 OU Notional Amount 447111.13000000 0.212648197224 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 47500.00000000 JPY -19456.67000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1602.00000000 OU Notional Amount USD 209349.36000000 0.099567559398 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 1602.00000000 USD -2425.79000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 342.00000000 OU Notional Amount USD -35390.16000000 -0.01683172978 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 eBay, Inc. eBay, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 342.00000000 USD -960.70000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 240.00000000 OU Notional Amount USD 82432.80000000 0.039205434926 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 240.00000000 USD -9864.02000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 538.00000000 OU Notional Amount USD -52783.18000000 -0.02510393349 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 -1753.88000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 139.00000000 OU Notional Amount USD 24177.66000000 0.011499011022 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Equifax, Inc. Equifax, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 139.00000000 USD -213.47000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 748.00000000 OU Notional Amount 20092.14000000 0.009555918121 N/A DE ES N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Repsol SA Repsol SA Y equity-performance leg 2027-12-09 0.00000000 EUR 0.00000000 EUR 748.00000000 EUR 510.85000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 82.00000000 OU Notional Amount USD 16924.80000000 0.008049516030 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 82.00000000 USD -1206.22000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 3307.00000000 OU Notional Amount 87726.16000000 0.041722982322 N/A DE GB N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Carnival PLC Carnival PLC Y equity-performance leg 2026-11-11 0.00000000 GBP 0.00000000 GBP 3307.00000000 GBP -2016.01000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 3254.00000000 OU Notional Amount 243037.29000000 0.115589700432 N/A DE NL N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 DSM-Firmenich AG DSM-Firmenich AG Y equity-performance leg 2027-01-11 0.00000000 EUR 0.00000000 EUR 3254.00000000 EUR -2097.45000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC N/A 8724.09000000 0.004149219034 N/A DFE NO N 2 Citibank NA E57ODZWZ7FF32TWEFA76 230463.91000000 EUR 2593000.00000000 NOK 2026-06-17 8724.09000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1789.00000000 OU Notional Amount -45070.40000000 -0.02143569834 N/A DE FI N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Fortum OYJ Fortum OYJ Y equity-performance leg 2026-11-11 0.00000000 EUR 0.00000000 EUR 1789.00000000 EUR 642.14000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -26154.81000000 -0.01243935304 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 25830000.00000000 MXN 1447192.76000000 USD 2026-06-17 -26154.81000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 2298.00000000 OU Notional Amount USD -710610.54000000 -0.33796978003 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Waters Corp. Waters Corp. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 2298.00000000 USD 50811.29000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 14500.00000000 OU Notional Amount 484783.32000000 0.230565271417 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 14500.00000000 JPY 15630.34000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 21897.05000000 0.010414341971 N/A DFE CA N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 1978576.94000000 USD 2712000.00000000 CAD 2026-06-17 21897.05000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 2335.00000000 OU Notional Amount USD -35211.80000000 -0.01674690091 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 2335.00000000 USD 163.45000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 14470.00000000 OU Notional Amount 59471.00000000 0.028284692749 N/A DE GB N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 M&G PLC M&G PLC Y equity-performance leg 2027-01-11 0.00000000 GBP 0.00000000 GBP 14470.00000000 GBP 2239.64000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 183.00000000 OU Notional Amount USD 81718.65000000 0.038865781762 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 183.00000000 USD -4122.14000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 31.00000000 OU Notional Amount -8222.02000000 -0.00391043213 N/A DE GB N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Games Workshop Group PLC Games Workshop Group PLC Y equity-performance leg 2027-01-11 0.00000000 GBP 0.00000000 GBP 31.00000000 GBP -2.60000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 441.00000000 OU Notional Amount USD -32162.13000000 -0.01529646323 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 WP Carey, Inc. WP Carey, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 441.00000000 USD -595.35000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 233.00000000 OU Notional Amount USD 16233.11000000 0.007720544950 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Baker Hughes Co. Baker Hughes Co. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 233.00000000 USD 169.51000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 4073.00000000 OU Notional Amount USD -336063.23000000 -0.15983328353 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 4073.00000000 USD -33870.71000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 853.00000000 OU Notional Amount 76992.25000000 0.036617883260 N/A DE AU N 2 Citibank NA E57ODZWZ7FF32TWEFA76 CSL Ltd. CSL Ltd. Y equity-performance leg 2027-02-24 0.00000000 AUD 0.00000000 AUD 853.00000000 AUD -1609.30000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 338.00000000 OU Notional Amount USD 21834.80000000 0.010384735572 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 338.00000000 USD 2799.54000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1878.00000000 OU Notional Amount USD 122182.68000000 0.058110668446 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 1878.00000000 USD -13057.55000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 160.00000000 OU Notional Amount USD 34761.60000000 0.016532783633 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 496.00000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 144.00000000 OU Notional Amount USD 8562.24000000 0.004072242397 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 -738.72000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 657.00000000 OU Notional Amount USD 71284.50000000 0.033903249992 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 657.00000000 USD 14.99000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 1398.00000000 OU Notional Amount USD -179531.16000000 -0.08538588050 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 1398.00000000 USD 3976.07000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 1860.00000000 OU Notional Amount USD -149302.20000000 -0.07100884219 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 1860.00000000 USD 8120.04000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 2200.00000000 OU Notional Amount 26292.36000000 0.012504772481 N/A DE JP N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Seven & i Holdings Co. Ltd. Seven & i Holdings Co. Ltd. Y equity-performance leg 2026-08-19 0.00000000 JPY 0.00000000 JPY 2200.00000000 JPY -815.08000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 1661.00000000 OU Notional Amount USD -71190.46000000 -0.03385852411 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 1661.00000000 USD -6649.26000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 450.00000000 OU Notional Amount USD 84460.50000000 0.040169818768 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 450.00000000 USD 3964.50000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 8190.00000000 OU Notional Amount -882278.28000000 -0.41961578029 N/A DE CA N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Toronto-Dominion Bank Toronto-Dominion Bank Y equity-performance leg 2026-08-18 0.00000000 CAD 0.00000000 CAD 8190.00000000 CAD -29566.11000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 492.00000000 OU Notional Amount USD 23630.76000000 0.011238902760 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 492.00000000 USD 1008.60000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 2900.00000000 OU Notional Amount 32492.32000000 0.015453503185 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Penta-Ocean Construction Co. Ltd. Penta-Ocean Construction Co. Ltd. Y equity-performance leg 2027-02-24 0.00000000 JPY 0.00000000 JPY 2900.00000000 JPY 2474.46000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 4179.00000000 OU Notional Amount -301530.38000000 -0.14340929449 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 4179.00000000 CAD 2141.35000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 1675.00000000 OU Notional Amount USD -359002.75000000 -0.17074342923 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 1675.00000000 USD 7031.23000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 21100.00000000 OU Notional Amount 748206.22000000 0.355850465710 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 21100.00000000 JPY 39839.40000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1816.00000000 OU Notional Amount -62942.01000000 -0.02993552174 N/A DE CA N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 G Mining Ventures Corp. G Mining Ventures Corp. Y equity-performance leg 2027-01-11 0.00000000 CAD 0.00000000 CAD 1816.00000000 CAD 2511.48000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 604.00000000 OU Notional Amount USD -36554.08000000 -0.01738529571 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Essent Group Ltd. Essent Group Ltd. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 604.00000000 USD 1476.88000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 5.00000000 OU Notional Amount USD -2413.00000000 -0.00114763436 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 5.00000000 USD -26.70000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 898.00000000 OU Notional Amount USD 362172.38000000 0.172250920462 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 FedEx Corp. FedEx Corp. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 898.00000000 USD 14503.99000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1121.00000000 OU Notional Amount USD -64468.71000000 -0.03066162758 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Dutch Bros, Inc. Dutch Bros, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 1121.00000000 USD -6490.59000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 4038.00000000 OU Notional Amount USD -68040.30000000 -0.03236029291 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 4038.00000000 USD -1009.50000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 2083.00000000 OU Notional Amount USD -133249.51000000 -0.06337410585 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 2083.00000000 USD 2034.04000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1931.00000000 OU Notional Amount USD -38755.17000000 -0.01843214467 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 1931.00000000 USD 1718.59000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 2070.00000000 OU Notional Amount USD 304848.90000000 0.144987598521 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 2070.00000000 USD -1763.98000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 11007.00000000 OU Notional Amount -346671.28000000 -0.16487852297 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 11007.00000000 AUD 13764.02000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1090.00000000 OU Notional Amount USD 24099.90000000 0.011462027993 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 KeyCorp KeyCorp Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 1090.00000000 USD 588.60000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 430.00000000 OU Notional Amount USD 39521.30000000 0.018796519775 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 430.00000000 USD 2382.20000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 303.00000000 OU Notional Amount USD 23682.48000000 0.011263501040 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 303.00000000 USD 745.38000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 797.00000000 OU Notional Amount -15806.26000000 -0.00751753304 N/A DE GB N 2 Citibank NA E57ODZWZ7FF32TWEFA76 United Utilities Group PLC United Utilities Group PLC Y equity-performance leg 2026-11-11 0.00000000 GBP 0.00000000 GBP 797.00000000 GBP -1513.94000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 800.00000000 OU Notional Amount -16178.11000000 -0.00769438668 N/A DE JP N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Renesas Electronics Corp. Renesas Electronics Corp. Y equity-performance leg 2026-08-19 0.00000000 JPY 0.00000000 JPY 800.00000000 JPY -449.53000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -33786.63000000 -0.01606908322 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 2626000.00000000 BRL 490854.88000000 USD 2026-06-17 -33786.63000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 3291.00000000 OU Notional Amount -501130.37000000 -0.23834000677 N/A DE CA N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Bank of Montreal Bank of Montreal Y equity-performance leg 2026-08-18 0.00000000 CAD 0.00000000 CAD 3291.00000000 CAD -4732.96000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 448.00000000 OU Notional Amount USD -117492.48000000 -0.05587998683 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 448.00000000 USD 6128.64000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 2671.00000000 OU Notional Amount USD -166136.20000000 -0.07901517330 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Terex Corp. Terex Corp. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 2671.00000000 USD -8598.64000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 1303.00000000 OU Notional Amount USD -154183.99000000 -0.07333064492 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 1303.00000000 USD -9333.01000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC N/A -13916.89000000 -0.00661893961 N/A DFE XX N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 3893000.00000000 NOK 345310.52000000 EUR 2026-06-17 -13916.89000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 451.00000000 OU Notional Amount USD -31885.70000000 -0.01516499180 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 451.00000000 USD -1646.15000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 113.00000000 OU Notional Amount -88617.73000000 -0.04214701728 N/A DE BE N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Argenx SE Argenx SE Y equity-performance leg 2026-11-11 0.00000000 EUR 0.00000000 EUR 113.00000000 EUR 1111.84000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 17700.00000000 OU Notional Amount 150700.12000000 0.071673699644 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Tokyu Fudosan Holdings Corp. Tokyu Fudosan Holdings Corp. Y equity-performance leg 2027-02-24 0.00000000 JPY 0.00000000 JPY 17700.00000000 JPY 1480.75000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1018.00000000 OU Notional Amount USD -100659.84000000 -0.04787430254 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 1018.00000000 USD -3359.40000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 10494.00000000 OU Notional Amount USD 597843.18000000 0.284337082929 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 10494.00000000 USD 12215.48000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 15700.00000000 OU Notional Amount -487081.79000000 -0.23165843477 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 JX Advanced Metals Corp. JX Advanced Metals Corp. Y equity-performance leg 2027-02-24 0.00000000 JPY 0.00000000 JPY 15700.00000000 JPY -9341.27000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 268.00000000 OU Notional Amount USD -12092.16000000 -0.00575108927 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 IonQ, Inc. IonQ, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 268.00000000 USD 600.32000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1558.00000000 OU Notional Amount 35107.36000000 0.016697228747 N/A DE FR N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Dassault Systemes SE Dassault Systemes SE Y equity-performance leg 2026-11-11 0.00000000 EUR 0.00000000 EUR 1558.00000000 EUR 449.41000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 4900.00000000 OU Notional Amount -225606.65000000 -0.10729960447 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 4900.00000000 JPY -21621.69000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1500.00000000 OU Notional Amount -21458.98000000 -0.01020599377 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Japan Petroleum Exploration Co. Ltd. Japan Petroleum Exploration Co. Ltd. Y equity-performance leg 2026-12-11 0.00000000 JPY 0.00000000 JPY 1500.00000000 JPY -863.37000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 233.00000000 OU Notional Amount USD 38479.95000000 0.018301248722 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 233.00000000 USD 7118.15000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 15586.00000000 OU Notional Amount USD 158977.20000000 0.075610318579 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 15586.00000000 USD 10910.20000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 3181.00000000 OU Notional Amount 157423.65000000 0.074871442750 N/A DE FR N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Accor SA Accor SA Y equity-performance leg 2027-12-09 0.00000000 EUR 0.00000000 EUR 3181.00000000 EUR -2253.76000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC 5668.69000000 0.002696056144 N/A DFE AU N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 1116548.63000000 USD 1560000.00000000 AUD 2026-06-17 5668.69000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 223.00000000 OU Notional Amount USD 80837.50000000 0.038446702597 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 223.00000000 USD 2256.15000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 2581.00000000 OU Notional Amount -202462.39000000 -0.09629208344 N/A DE NL N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 EXOR NV EXOR NV Y equity-performance leg 2027-12-09 0.00000000 EUR 0.00000000 EUR 2581.00000000 EUR 7443.65000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC N/A 197.23000000 0.000093803533 N/A DFE CH N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 53407.80000000 EUR 49000.00000000 CHF 2026-06-17 197.23000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 2000.00000000 OU Notional Amount 87243.02000000 0.041493198622 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Kandenko Co. Ltd. Kandenko Co. Ltd. Y equity-performance leg 2027-02-24 0.00000000 JPY 0.00000000 JPY 2000.00000000 JPY 11379.65000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 417.00000000 OU Notional Amount USD -279811.17000000 -0.13307953408 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 417.00000000 USD -12594.61000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 153714.00000000 OU Notional Amount -310762.49000000 -0.14780013027 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 153714.00000000 AUD -598.13000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 400.00000000 OU Notional Amount 9691.20000000 0.004609181187 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 400.00000000 JPY 61.60000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 173.00000000 OU Notional Amount USD 77114.75000000 0.036676144847 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 173.00000000 USD -3177.67000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 165.00000000 OU Notional Amount USD -34808.40000000 -0.01655504193 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 165.00000000 USD -2562.49000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 219.00000000 OU Notional Amount 12765.53000000 0.006071347275 N/A DE DE N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Mercedes-Benz Group AG Mercedes-Benz Group AG Y equity-performance leg 2026-11-11 0.00000000 EUR 0.00000000 EUR 219.00000000 EUR 11.57000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1016.00000000 OU Notional Amount USD -37561.52000000 -0.01786443901 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Planet Labs PBC Planet Labs PBC Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 1016.00000000 USD -2323.95000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 637.00000000 OU Notional Amount USD 65069.55000000 0.030947389973 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 637.00000000 USD 3151.29000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 42800.00000000 OU Notional Amount 1138480.42000000 0.541466746506 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 NEC Corp. NEC Corp. Y equity-performance leg 2027-02-24 0.00000000 JPY 0.00000000 JPY 42800.00000000 JPY -73379.38000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 4489.00000000 OU Notional Amount -38463.73000000 -0.01829353441 N/A DE DE N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Deutsche Lufthansa AG Deutsche Lufthansa AG Y equity-performance leg 2027-01-11 0.00000000 EUR 0.00000000 EUR 4489.00000000 EUR 860.00000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 4936.00000000 OU Notional Amount USD -93438.48000000 -0.04443978910 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 4936.00000000 USD 9186.69000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 101.00000000 OU Notional Amount USD -6282.20000000 -0.00298784444 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Terex Corp. Terex Corp. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 101.00000000 USD -357.54000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 70.00000000 OU Notional Amount USD -22613.50000000 -0.01075508902 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 70.00000000 USD 420.70000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1906.00000000 OU Notional Amount USD -391930.78000000 -0.18640415818 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 1906.00000000 USD -22414.56000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 8000.00000000 OU Notional Amount 126859.31000000 0.060334896097 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Aisin Corp. Aisin Corp. Y equity-performance leg 2027-02-24 0.00000000 JPY 0.00000000 JPY 8000.00000000 JPY 11822.99000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 32355.22000000 0.015388297767 N/A DFE CA N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 3449295.68000000 USD 4720000.00000000 CAD 2026-06-17 32355.22000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 72.00000000 OU Notional Amount USD 8942.40000000 0.004253048316 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 72.00000000 USD 125.28000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 304.00000000 OU Notional Amount USD 24739.52000000 0.011766234332 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 -1173.44000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 699.00000000 OU Notional Amount USD -70452.21000000 -0.03350740887 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 699.00000000 USD 7372.26000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 7164.00000000 OU Notional Amount USD 1286511.12000000 0.611870857199 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 7164.00000000 USD 295738.97000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 22047.00000000 OU Notional Amount -262383.45000000 -0.12479082688 N/A DE DE N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 thyssenkrupp AG thyssenkrupp AG Y equity-performance leg 2026-08-19 0.00000000 EUR 0.00000000 EUR 22047.00000000 EUR -30732.48000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 895.90000000 0.000426094335 N/A DFE MX N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 1219991.88000000 USD 21404000.00000000 MXN 2026-06-17 895.90000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 8773.00000000 OU Notional Amount -588246.65000000 -0.27977292724 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 8773.00000000 CAD -39461.27000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 3124.00000000 OU Notional Amount USD 459509.16000000 0.218544759737 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 3124.00000000 USD 12042.61000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 2799.00000000 OU Notional Amount USD -114451.11000000 -0.05443349668 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 2799.00000000 USD 1395.47000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1512.00000000 OU Notional Amount USD -35184.24000000 -0.01673379324 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Mosaic Co. Mosaic Co. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 1512.00000000 USD 695.52000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC N/A 10051.65000000 0.004780612935 N/A DFE SE N 2 Citibank NA E57ODZWZ7FF32TWEFA76 2122896.30000000 EUR 23090000.00000000 SEK 2026-06-17 10051.65000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 35755.52000000 0.017005496751 N/A DFE GB N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 1435101.66000000 USD 1081000.00000000 GBP 2026-06-17 35755.52000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1327.00000000 OU Notional Amount USD -300247.02000000 -0.14279892232 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 1327.00000000 USD 3936.55000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 248.00000000 OU Notional Amount USD 105990.24000000 0.050409466343 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Vertex Pharmaceuticals, Inc. Vertex Pharmaceuticals, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 248.00000000 USD -2784.08000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 581.00000000 OU Notional Amount USD 44574.32000000 0.021199760315 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Omnicom Group, Inc. Omnicom Group, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 581.00000000 USD -136.27000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 143.00000000 OU Notional Amount USD -9443.72000000 -0.00449147851 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 MP Materials Corp. MP Materials Corp. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 143.00000000 USD -932.36000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC -3913.68000000 -0.00186136497 N/A DFE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 1780000.00000000 NZD 1049155.14000000 USD 2026-06-17 -3913.68000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 7102.00000000 OU Notional Amount USD -686763.40000000 -0.32662796591 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Southern Co. Southern Co. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 7102.00000000 USD -25572.06000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 16000.00000000 OU Notional Amount -319888.98000000 -0.15214073268 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 16000.00000000 JPY -9415.77000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 600.00000000 OU Notional Amount -13947.28000000 -0.00663339324 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Shimadzu Corp. Shimadzu Corp. Y equity-performance leg 2026-12-11 0.00000000 JPY 0.00000000 JPY 600.00000000 JPY -30.35000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 20666.00000000 OU Notional Amount USD -398647.14000000 -0.18959849120 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 20666.00000000 USD 14466.20000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 4040.00000000 OU Notional Amount USD -602121.60000000 -0.28637191999 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 4040.00000000 USD 26704.40000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 223.00000000 OU Notional Amount USD 34310.78000000 0.016318371480 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 223.00000000 USD -1632.36000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 28100.00000000 OU Notional Amount -1103087.63000000 -0.52463376588 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 28100.00000000 JPY -14675.07000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 12242.00000000 OU Notional Amount -225825.96000000 -0.10740390936 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 -239.35000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 712.00000000 OU Notional Amount USD 228758.48000000 0.108798629932 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Evercore, Inc. Evercore, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 712.00000000 USD -21003.93000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 261.00000000 OU Notional Amount USD 40389.75000000 0.019209558759 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 261.00000000 USD -1537.29000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 6562.00000000 OU Notional Amount -111889.44000000 -0.05321515414 N/A DE SE N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Atlas Copco AB Atlas Copco AB Y equity-performance leg 2027-01-11 0.00000000 SEK 0.00000000 SEK 6562.00000000 SEK 4825.62000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 417.00000000 OU Notional Amount USD 178217.46000000 0.084761078488 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 417.00000000 USD -3302.96000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 224.00000000 OU Notional Amount USD 4952.64000000 0.002355499330 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 KeyCorp KeyCorp Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 224.00000000 USD 98.00000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 136.00000000 OU Notional Amount -5274.95000000 -0.00250879151 N/A DE GB N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Croda International PLC Croda International PLC Y equity-performance leg 2027-01-11 0.00000000 GBP 0.00000000 GBP 136.00000000 GBP -2.74000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 480.00000000 OU Notional Amount 12455.76000000 0.005924019178 N/A DE GB N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Bellway PLC Bellway PLC Y equity-performance leg 2026-11-11 0.00000000 GBP 0.00000000 GBP 480.00000000 GBP -449.26000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1894.00000000 OU Notional Amount USD -16742.96000000 -0.00796303205 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 795.48000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1488.00000000 OU Notional Amount USD -55710.72000000 -0.02649628555 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 PPL Corp. PPL Corp. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 1488.00000000 USD 798.53000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 6284.00000000 OU Notional Amount 94696.98000000 0.045038337738 N/A DE GB N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Prudential PLC Prudential PLC Y equity-performance leg 2026-11-11 0.00000000 GBP 0.00000000 GBP 6284.00000000 GBP -569.81000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 590.00000000 OU Notional Amount -78527.77000000 -0.03734818393 N/A DE BE N 2 Citibank NA E57ODZWZ7FF32TWEFA76 KBC Group NV KBC Group NV Y equity-performance leg 2026-11-11 0.00000000 EUR 0.00000000 EUR 590.00000000 EUR 1201.40000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 12100.00000000 OU Notional Amount -206894.76000000 -0.09840013986 N/A DE SG N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Singapore Exchange Ltd. Singapore Exchange Ltd. Y equity-performance leg 2026-08-19 0.00000000 SGD 0.00000000 SGD 12100.00000000 SGD -4834.06000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1238.00000000 OU Notional Amount USD -549263.46000000 -0.26123233516 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 1238.00000000 USD -5214.24000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -480.69000000 -0.00022861846 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 22000.00000000 GBP 29453.50000000 USD 2026-06-17 -480.69000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 93.00000000 OU Notional Amount USD -16802.31000000 -0.00799125919 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 93.00000000 USD 20194.37000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 60.00000000 OU Notional Amount USD 30175.20000000 0.014351469803 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Mastercard, Inc. Mastercard, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 60.00000000 USD -1022.40000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 12609.00000000 OU Notional Amount -139159.42000000 -0.06618488738 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 12609.00000000 NOK 6313.92000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 188.00000000 OU Notional Amount USD -12458.76000000 -0.00592544599 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 188.00000000 USD -2094.44000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1155.00000000 OU Notional Amount USD 39015.90000000 0.018556149112 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 1155.00000000 USD -5232.15000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 791.00000000 OU Notional Amount USD 93464.56000000 0.044452192877 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 791.00000000 USD -2610.30000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 901.00000000 OU Notional Amount USD -277517.01000000 -0.13198842058 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Cencora, Inc. Cencora, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 901.00000000 USD 8622.57000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 2599.00000000 OU Notional Amount USD 555562.24000000 0.264228065138 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 2599.00000000 USD -10201.34000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 4100.00000000 OU Notional Amount 1208198.77000000 0.574625128049 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Tokyo Electron Ltd. Tokyo Electron Ltd. Y equity-performance leg 2027-02-24 0.00000000 JPY 0.00000000 JPY 4100.00000000 JPY 39446.17000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 572.00000000 OU Notional Amount USD -104510.12000000 -0.04970551417 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 572.00000000 USD -3660.80000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 1041.00000000 OU Notional Amount USD -85008.06000000 -0.04043024093 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 1041.00000000 USD -3160.63000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 6053.00000000 OU Notional Amount USD -217242.17000000 -0.10332141767 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 6053.00000000 USD 2239.61000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 138.00000000 OU Notional Amount USD -46573.62000000 -0.02215063698 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 -150.42000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 135.00000000 OU Notional Amount USD 5464.80000000 0.002599085082 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 CubeSmart CubeSmart Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 135.00000000 USD 206.55000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 884.00000000 OU Notional Amount USD -77668.24000000 -0.03693938734 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 884.00000000 USD -4521.54000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 3.00000000 NC USD 7307.48000000 0.003475472525 N/A DE US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Long Micro E-mini NASDAQ-100 Futures HWBM6 Index 2026-06-18 158268.52000000 USD 7307.48000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 506.00000000 OU Notional Amount USD -271964.88000000 -0.12934780093 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 506.00000000 USD 999.80000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 11295.24000000 0.005372070302 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 1548000.00000000 EUR 1831705.21000000 USD 2026-06-17 11295.24000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 41.00000000 OU Notional Amount USD -13286.87000000 -0.00631929907 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 393.60000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 772.00000000 OU Notional Amount USD -21152.80000000 -0.01006037310 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 772.00000000 USD 986.40000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC N/A 15543.72000000 0.007392667760 N/A DFE NO N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 574286.94000000 EUR 6404000.00000000 NOK 2026-06-17 15543.72000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 11236.00000000 OU Notional Amount USD -818992.04000000 -0.38951654110 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 11236.00000000 USD 164752.52000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 223.00000000 OU Notional Amount USD -45730.61000000 -0.02174969738 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 223.00000000 USD -3994.76000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 204.00000000 OU Notional Amount -221789.32000000 -0.10548406402 N/A DE CH N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Partners Group Holding AG Partners Group Holding AG Y equity-performance leg 2026-11-11 0.00000000 CHF 0.00000000 CHF 204.00000000 CHF 18549.89000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 3800.00000000 OU Notional Amount 79600.17000000 0.037858222516 N/A DE HK N 2 Citibank NA E57ODZWZ7FF32TWEFA76 ASMPT Ltd. ASMPT Ltd. Y equity-performance leg 2027-02-24 0.00000000 HKD 0.00000000 HKD 3800.00000000 HKD 5767.61000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC N/A 1674.89000000 0.000796585714 N/A DFE XX N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 385000.00000000 CHF 422374.71000000 EUR 2026-06-17 1674.89000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 806.00000000 OU Notional Amount USD 106335.58000000 0.050573711702 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 806.00000000 USD 1736.08000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 36.00000000 OU Notional Amount USD -11219.40000000 -0.00533600043 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Aon PLC Aon PLC Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 36.00000000 USD 591.48000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 1028.00000000 OU Notional Amount USD -30932.52000000 -0.01471165482 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Brixmor Property Group, Inc. Brixmor Property Group, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 1028.00000000 USD 6.50000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 990.00000000 OU Notional Amount USD -31264.20000000 -0.01486940342 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 990.00000000 USD 3128.40000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 300.00000000 OU Notional Amount -6490.48000000 -0.00308690340 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Rohm Co. Ltd. Rohm Co. Ltd. Y equity-performance leg 2027-02-24 0.00000000 JPY 0.00000000 JPY 300.00000000 JPY 449.66000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 438.00000000 OU Notional Amount USD 64175.76000000 0.030522299164 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 3M Co. 3M Co. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 438.00000000 USD -1789.22000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC N/A -118.06000000 -0.00005614990 N/A DFE XX N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 91000.00000000 CHF 99396.98000000 EUR 2026-06-17 -118.06000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 200.00000000 OU Notional Amount USD 178022.00000000 0.084668116774 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 200.00000000 USD 13954.34000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC 4565.89000000 0.002171559176 N/A DFE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 768000.00000000 EUR 907715.02000000 USD 2026-06-17 4565.89000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 72689.61000000 0.034571527046 N/A DFE CA N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 3827939.62000000 USD 5288000.00000000 CAD 2026-06-17 72689.61000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC 12655.65000000 0.006019087820 N/A DFE ZA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 536843.68000000 USD 9183000.00000000 ZAR 2026-06-17 12655.65000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 2412.00000000 OU Notional Amount USD 130030.92000000 0.061843329020 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 2412.00000000 USD -332.02000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 332.00000000 OU Notional Amount USD -41888.44000000 -0.01992234290 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 UMB Financial Corp. UMB Financial Corp. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 332.00000000 USD -684.29000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 3500.00000000 OU Notional Amount -28400.52000000 -0.01350742348 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Honda Motor Co. Ltd. Honda Motor Co. Ltd. Y equity-performance leg 2027-02-24 0.00000000 JPY 0.00000000 JPY 3500.00000000 JPY 610.76000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 4060.00000000 OU Notional Amount USD -112868.00000000 -0.05368056197 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 4060.00000000 USD -1258.60000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 31.00000000 OU Notional Amount USD -4773.38000000 -0.00227024241 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Broadridge Financial Solutions, Inc. Broadridge Financial Solutions, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 31.00000000 USD 33.71000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 49.00000000 OU Notional Amount USD -7377.93000000 -0.00350897888 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Wintrust Financial Corp. Wintrust Financial Corp. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 49.00000000 USD -131.32000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 935.00000000 OU Notional Amount USD 199912.35000000 0.095079272194 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 935.00000000 USD -6047.44000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 42313.83000000 0.020124660433 N/A DFE GB N 2 Citibank NA E57ODZWZ7FF32TWEFA76 2208192.90000000 USD 1654000.00000000 GBP 2026-06-17 42313.83000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1594.00000000 OU Notional Amount USD -38208.18000000 -0.01817199360 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 79.70000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 2000.00000000 OU Notional Amount 40356.02000000 0.019193516609 N/A DE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 SBI Holdings, Inc. SBI Holdings, Inc. Y equity-performance leg 2027-12-09 0.00000000 JPY 0.00000000 JPY 2000.00000000 JPY 501.24000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 289.00000000 OU Notional Amount USD -48254.33000000 -0.02294999071 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 289.00000000 USD 3811.27000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 8800.00000000 OU Notional Amount -329601.39000000 -0.15676000144 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Sojitz Corp. Sojitz Corp. Y equity-performance leg 2027-02-24 0.00000000 JPY 0.00000000 JPY 8800.00000000 JPY -4075.85000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 4149.00000000 OU Notional Amount -148109.85000000 -0.07044175481 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 4149.00000000 CAD -5101.57000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 139.00000000 OU Notional Amount USD -27052.18000000 -0.01286614651 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 139.00000000 USD -4982.37000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 18328.00000000 OU Notional Amount 376078.59000000 0.178864780615 N/A DE SE N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Tele2 AB Tele2 AB Y equity-performance leg 2026-11-11 0.00000000 SEK 0.00000000 SEK 18328.00000000 SEK -882.20000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1290.00000000 OU Notional Amount USD -80818.50000000 -0.03843766610 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 1290.00000000 USD 786.90000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1700.00000000 OU Notional Amount 83162.11000000 0.039552298259 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Nintendo Co. Ltd. Nintendo Co. Ltd. Y equity-performance leg 2027-02-24 0.00000000 JPY 0.00000000 JPY 1700.00000000 JPY -2609.80000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 5700.00000000 OU Notional Amount -67776.86000000 -0.03223499959 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 -809.45000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 144.00000000 OU Notional Amount USD 17760.96000000 0.008447197735 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 66.24000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 92.00000000 OU Notional Amount -2897.59000000 -0.00137810769 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 -260.01000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 310.00000000 OU Notional Amount -5021.34000000 -0.00238817338 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 310.00000000 AUD -36.40000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 367.00000000 OU Notional Amount USD -46634.69000000 -0.02217968216 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 367.00000000 USD -477.10000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC -1870.81000000 -0.00088976620 N/A DFE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 136000.00000000 GBP 183176.90000000 USD 2026-06-17 -1870.81000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 5059.00000000 OU Notional Amount 245005.13000000 0.116525614571 N/A DE DE N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Fresenius SE & Co. KGaA Fresenius SE & Co. KGaA Y equity-performance leg 2026-08-19 0.00000000 EUR 0.00000000 EUR 5059.00000000 EUR -8328.93000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 50.00000000 OU Notional Amount USD 16424.50000000 0.007811570951 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 1167.50000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 429.00000000 OU Notional Amount 29335.70000000 0.013952199577 N/A DE DE N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 GEA Group AG GEA Group AG Y equity-performance leg 2027-01-11 0.00000000 EUR 0.00000000 EUR 429.00000000 EUR -402.21000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 231.00000000 OU Notional Amount USD -54578.37000000 -0.02595773446 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 231.00000000 USD -1346.51000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 18744.57000000 0.008915007367 N/A DFE GB N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 875199.16000000 USD 657000.00000000 GBP 2026-06-17 18744.57000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 32700.00000000 OU Notional Amount -627689.84000000 -0.29853229753 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Toyota Motor Corp. Toyota Motor Corp. Y equity-performance leg 2027-02-24 0.00000000 JPY 0.00000000 JPY 32700.00000000 JPY 26265.35000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 2902.00000000 OU Notional Amount USD 263472.58000000 0.125308822339 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 2902.00000000 USD -2384.49000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 571.00000000 OU Notional Amount USD 174234.94000000 0.082866972880 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 571.00000000 USD 1758.96000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 337.00000000 OU Notional Amount USD 58011.18000000 0.027590395358 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 337.00000000 USD -8359.97000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 1963.00000000 OU Notional Amount USD -222309.75000000 -0.10573158302 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Tradeweb Markets, Inc. Tradeweb Markets, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 1963.00000000 USD 1801.86000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 294.00000000 OU Notional Amount USD 85295.28000000 0.040566844139 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 294.00000000 USD 4285.31000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 734.00000000 OU Notional Amount USD -26137.74000000 -0.01243123446 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 On Holding AG On Holding AG Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 734.00000000 USD 101.41000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 2800.00000000 OU Notional Amount -53208.62000000 -0.02530627479 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Isetan Mitsukoshi Holdings Ltd. Isetan Mitsukoshi Holdings Ltd. Y equity-performance leg 2027-02-24 0.00000000 JPY 0.00000000 JPY 2800.00000000 JPY 360.89000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 13600.00000000 OU Notional Amount -197922.32000000 -0.09413280438 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 J Front Retailing Co. Ltd. J Front Retailing Co. Ltd. Y equity-performance leg 2027-02-24 0.00000000 JPY 0.00000000 JPY 13600.00000000 JPY 9204.62000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 625.00000000 OU Notional Amount USD -40143.75000000 -0.01909255998 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 625.00000000 USD -2487.50000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 194.00000000 OU Notional Amount USD -97952.54000000 -0.04658669768 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Credit Acceptance Corp. Credit Acceptance Corp. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 194.00000000 USD 4238.90000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 15829.00000000 OU Notional Amount -240915.63000000 -0.11458062876 N/A DE NL N 2 Citibank NA E57ODZWZ7FF32TWEFA76 CVC Capital Partners PLC CVC Capital Partners PLC Y equity-performance leg 2026-11-11 0.00000000 EUR 0.00000000 EUR 15829.00000000 EUR 3281.29000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 845.00000000 OU Notional Amount USD 85268.95000000 0.040554321465 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 845.00000000 USD 2599.31000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 3589.00000000 OU Notional Amount USD 369236.32000000 0.175610564196 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 3589.00000000 USD 9170.99000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 4267.00000000 OU Notional Amount USD 137909.44000000 0.065590390908 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 4267.00000000 USD 3626.95000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 194.00000000 OU Notional Amount USD 11401.38000000 0.005422550995 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 OneMain Holdings, Inc. OneMain Holdings, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 194.00000000 USD 118.22000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 10882.64000000 0.005175835763 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 31223000.00000000 CNY 4578527.10000000 USD 2026-06-17 10882.64000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 2468.00000000 OU Notional Amount 187467.84000000 0.089160603569 N/A DE NL N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 ASR Nederland NV ASR Nederland NV Y equity-performance leg 2027-01-11 0.00000000 EUR 0.00000000 EUR 2468.00000000 EUR 3374.89000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 1022.00000000 OU Notional Amount USD -159002.76000000 -0.07562247503 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 1022.00000000 USD -5316.51000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 3040.00000000 OU Notional Amount -179040.19000000 -0.08515237282 N/A DE GB N 2 Citibank NA E57ODZWZ7FF32TWEFA76 British American Tobacco PLC British American Tobacco PLC Y equity-performance leg 2026-11-11 0.00000000 GBP 0.00000000 GBP 3040.00000000 GBP -5547.87000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 344.00000000 OU Notional Amount USD 12456.24000000 0.005924247468 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Dynatrace, Inc. Dynatrace, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 344.00000000 USD -36.21000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 58.00000000 OU Notional Amount USD 23441.86000000 0.011149061014 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Littelfuse, Inc. Littelfuse, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 58.00000000 USD 408.38000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 86.00000000 OU Notional Amount USD 18433.24000000 0.008766937327 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 86.00000000 USD -119.54000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 338.00000000 OU Notional Amount USD 133337.62000000 0.063416011395 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 338.00000000 USD -2232.90000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1402.00000000 OU Notional Amount USD 54551.82000000 0.025945107155 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 CNX Resources Corp. CNX Resources Corp. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 1402.00000000 USD -616.88000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 800.00000000 OU Notional Amount -32323.90000000 -0.01537340182 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Rakuten Bank Ltd. Rakuten Bank Ltd. Y equity-performance leg 2027-02-24 0.00000000 JPY 0.00000000 JPY 800.00000000 JPY -1582.44000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 698.00000000 OU Notional Amount USD -43164.32000000 -0.02052915755 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 A.O. Smith Corp. A.O. Smith Corp. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 698.00000000 USD 2073.06000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 128.00000000 OU Notional Amount USD 12423.68000000 0.005908761776 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Church & Dwight Co., Inc. Church & Dwight Co., Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 128.00000000 USD 195.90000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1500.00000000 OU Notional Amount -687998.89000000 -0.32721557088 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Keyence Corp. Keyence Corp. Y equity-performance leg 2027-02-24 0.00000000 JPY 0.00000000 JPY 1500.00000000 JPY -88186.92000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 4174.00000000 OU Notional Amount USD 119042.48000000 0.056617174269 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 4174.00000000 USD -3027.41000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC -2949.38000000 -0.00140273926 N/A DFE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 166000.00000000 CAD 119498.51000000 USD 2026-06-17 -2949.38000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 2310.00000000 OU Notional Amount USD -79117.50000000 -0.03762866235 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 2310.00000000 USD -4099.91000000 N N N ICE Futures Europe - Financial Products Division 549300UF4R84F48NCH34 000000000 -9.00000000 NC 21294.66000000 0.010127842399 N/A DE GB N 2 ICE Futures Europe - Financial Products Division 549300UF4R84F48NCH34 Short ICF FTSE 100 Index Futures Z M6 Index 2026-06-19 -951033.58000000 GBP 21294.66000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 218.00000000 OU Notional Amount USD 100683.30000000 0.047885460233 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 218.00000000 USD -628.29000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 60.00000000 OU Notional Amount USD 40260.60000000 0.019148134400 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 60.00000000 USD 1907.40000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 620.00000000 OU Notional Amount USD -65403.80000000 -0.03110636087 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Paylocity Holding Corp. Paylocity Holding Corp. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 620.00000000 USD -3081.40000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 2850.00000000 OU Notional Amount USD 124317.00000000 0.059125761271 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 2850.00000000 USD -5586.00000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -11656.08000000 -0.00554368753 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 283000.00000000 GBP 373406.44000000 USD 2026-06-17 -11656.08000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1908.00000000 OU Notional Amount USD 168285.60000000 0.080037438251 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 1908.00000000 USD -1507.15000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 629.00000000 OU Notional Amount USD -205683.00000000 -0.09782382100 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Chubb Ltd. Chubb Ltd. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 629.00000000 USD -42.36000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 155.00000000 OU Notional Amount -9102.87000000 -0.00432936861 N/A DE AU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Xero Ltd. Xero Ltd. Y equity-performance leg 2026-12-11 0.00000000 AUD 0.00000000 AUD 155.00000000 AUD -62.63000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 4136.00000000 OU Notional Amount USD 405782.96000000 0.192992321412 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 4136.00000000 USD 12772.67000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 319.00000000 OU Notional Amount USD -28866.31000000 -0.01372895544 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 UL Solutions, Inc. UL Solutions, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 319.00000000 USD -241.03000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 63.00000000 OU Notional Amount USD 16417.80000000 0.007808384399 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 -524.79000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 3500.00000000 OU Notional Amount -82363.70000000 -0.03917257063 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 3500.00000000 JPY 5361.15000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 2900.00000000 OU Notional Amount -124172.20000000 -0.05905689369 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Komatsu Ltd. Komatsu Ltd. Y equity-performance leg 2027-02-24 0.00000000 JPY 0.00000000 JPY 2900.00000000 JPY 570.51000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 13.00000000 OU Notional Amount -4458.43000000 -0.00212045068 N/A DE DE N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 MTU Aero Engines AG MTU Aero Engines AG Y equity-performance leg 2027-01-11 0.00000000 EUR 0.00000000 EUR 13.00000000 EUR -13.65000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 3016.00000000 OU Notional Amount USD -336253.84000000 -0.15992393856 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Consolidated Edison, Inc. Consolidated Edison, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 3016.00000000 USD -8642.40000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 368.00000000 OU Notional Amount USD 14988.64000000 0.007128669051 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 368.00000000 USD 982.56000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 44.00000000 OU Notional Amount USD 14251.60000000 0.006778129293 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 F5, Inc. F5, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 44.00000000 USD -106.36000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 2040.00000000 OU Notional Amount USD -79437.60000000 -0.03778090344 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 2040.00000000 USD 612.00000000 N N N CBOE Futures Exchange LLC 254900O9GJPIWCP8RH13 000000000 -78.00000000 NC USD 178486.75000000 0.084889154103 N/A DE US N 1 CBOE Futures Exchange LLC 254900O9GJPIWCP8RH13 Short CBOE Volatility Index Futures UXK6 Index 2026-05-19 -1697723.95000000 USD 178486.75000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 43.00000000 OU Notional Amount -13192.30000000 -0.00627432113 N/A DE DE N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Deutsche Boerse AG Deutsche Boerse AG Y equity-performance leg 2027-12-09 0.00000000 EUR 0.00000000 EUR 43.00000000 EUR 245.05000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 36200.00000000 OU Notional Amount 726582.66000000 0.345566196894 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 36200.00000000 JPY -151294.76000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 4195.00000000 OU Notional Amount 604644.81000000 0.287571970770 N/A DE ES N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 ACS Actividades de Construccion y Servicios SA ACS Actividades de Construccion y Servicios SA Y equity-performance leg 2027-01-11 0.00000000 EUR 0.00000000 EUR 4195.00000000 EUR 4612.74000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 249.00000000 OU Notional Amount USD -181214.73000000 -0.08618659447 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Quanta Services, Inc. Quanta Services, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 249.00000000 USD -14468.00000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 3567.00000000 OU Notional Amount USD -1111655.55000000 -0.52870870971 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 3567.00000000 USD 47507.89000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 11615.00000000 OU Notional Amount 739217.99000000 0.351575620425 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 11615.00000000 CAD 79803.26000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC -425.81000000 -0.00020251727 N/A DFE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 5820000.00000000 JPY 36878.05000000 USD 2026-06-17 -425.81000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC N/A -606.00000000 -0.00028821650 N/A DFE XX N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 243000.00000000 PLN 56486.61000000 EUR 2026-06-17 -606.00000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC -12574.09000000 -0.00598029749 N/A DFE CA N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 7465667.46000000 USD 10104000.00000000 CAD 2026-06-17 -12574.09000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 473.00000000 OU Notional Amount USD 140760.07000000 0.066946164204 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 473.00000000 USD 10964.14000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 3596.00000000 OU Notional Amount USD 511387.16000000 0.243218185280 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 3596.00000000 USD 13724.24000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC 840.84000000 0.000399907535 N/A DFE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 70555000.00000000 INR 740361.81000000 USD 2026-06-17 840.84000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 2500.00000000 OU Notional Amount 45253.95000000 0.021522995602 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 West Japan Railway Co. West Japan Railway Co. Y equity-performance leg 2027-02-24 0.00000000 JPY 0.00000000 JPY 2500.00000000 JPY -1664.78000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 597.00000000 OU Notional Amount USD -28930.62000000 -0.01375954158 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Gaming & Leisure Properties, Inc. Gaming & Leisure Properties, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 597.00000000 USD -663.84000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1664.00000000 OU Notional Amount USD 181043.20000000 0.086105013980 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 1664.00000000 USD 5782.50000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 54.00000000 OU Notional Amount 44925.15000000 0.021366616745 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 54.00000000 ILS -1155.52000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 4031.00000000 OU Notional Amount -122072.14000000 -0.05805809509 N/A DE NO N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 DNB Bank ASA DNB Bank ASA Y equity-performance leg 2028-04-24 0.00000000 NOK 0.00000000 NOK 4031.00000000 NOK -1322.49000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC -189.63000000 -0.00009018893 N/A DFE TW N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 438729.05000000 USD 13877000.00000000 TWD 2026-06-17 -189.63000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 538.00000000 OU Notional Amount USD -55801.36000000 -0.02653939437 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 538.00000000 USD -1311.30000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC -13233.95000000 -0.00629413007 N/A DFE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 120894000.00000000 JPY 761648.03000000 USD 2026-06-17 -13233.95000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 200.00000000 OU Notional Amount USD -17358.00000000 -0.00825554802 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 200.00000000 USD 322.00000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 2336.00000000 OU Notional Amount -138150.46000000 -0.06570502117 N/A DE FR N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Bouygues SA Bouygues SA Y equity-performance leg 2026-11-11 0.00000000 EUR 0.00000000 EUR 2336.00000000 EUR 2615.46000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 623.00000000 OU Notional Amount USD -59783.08000000 -0.02843311949 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 -4049.50000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 65.00000000 OU Notional Amount USD 19276.40000000 0.009167948265 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 65.00000000 USD -5186.35000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 31292.42000000 0.014882824992 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 216143000.00000000 INR 2296791.40000000 USD 2026-06-17 31292.42000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 23.00000000 OU Notional Amount -4792.99000000 -0.00227956902 N/A DE IL N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Tower Semiconductor Ltd. Tower Semiconductor Ltd. Y equity-performance leg 2028-03-27 0.00000000 ILS 0.00000000 ILS 23.00000000 ILS -408.46000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 308.00000000 OU Notional Amount -9392.14000000 -0.00446694681 N/A DE AU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Washington H Soul Pattinson & Co. Ltd. Washington H Soul Pattinson & Co. Ltd. Y equity-performance leg 2026-12-11 0.00000000 AUD 0.00000000 AUD 308.00000000 AUD -76.13000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 36.00000000 OU Notional Amount USD -32043.96000000 -0.01524026101 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 -2924.64000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 10500.00000000 OU Notional Amount -60397.97000000 -0.02872556412 N/A DE HK N 2 Citibank NA E57ODZWZ7FF32TWEFA76 BOC Hong Kong Holdings Ltd. BOC Hong Kong Holdings Ltd. Y equity-performance leg 2027-02-24 0.00000000 HKD 0.00000000 HKD 10500.00000000 HKD -1268.78000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 47920.03000000 0.022790996033 N/A DFE BR N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 944024.03000000 USD 4965000.00000000 BRL 2026-06-17 47920.03000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 767.00000000 OU Notional Amount -58300.70000000 -0.02772809245 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 767.00000000 CAD -3452.08000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 2117.00000000 OU Notional Amount USD 179690.96000000 0.085461882153 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 2117.00000000 USD 3662.41000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 5924.00000000 OU Notional Amount USD 1145168.44000000 0.544647600885 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 5924.00000000 USD 36217.44000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 2053.00000000 OU Notional Amount -48019.56000000 -0.02283833297 N/A DE PT N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Galp Energia SGPS SA Galp Energia SGPS SA Y equity-performance leg 2026-08-19 0.00000000 EUR 0.00000000 EUR 2053.00000000 EUR -1216.11000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 1000.00000000 OU Notional Amount USD 95270.00000000 0.045310868797 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 1000.00000000 USD -1565.24000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 24600.00000000 OU Notional Amount -376967.07000000 -0.17928734596 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Sekisui Chemical Co. Ltd. Sekisui Chemical Co. Ltd. Y equity-performance leg 2026-12-11 0.00000000 JPY 0.00000000 JPY 24600.00000000 JPY 1221.08000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 2710.00000000 OU Notional Amount USD -590373.50000000 -0.28078446730 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 2710.00000000 USD -38097.29000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 2596.00000000 OU Notional Amount 32676.74000000 0.015541214221 N/A DE FR N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Valeo SE Valeo SE Y equity-performance leg 2026-11-11 0.00000000 EUR 0.00000000 EUR 2596.00000000 EUR -224.06000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 104.00000000 OU Notional Amount USD -7580.56000000 -0.00360535068 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Robinhood Markets, Inc. Robinhood Markets, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 104.00000000 USD 1500.72000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 172.00000000 OU Notional Amount USD 32110.68000000 0.015271993371 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Ensign Group, Inc. Ensign Group, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 172.00000000 USD -1459.80000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 1916.00000000 OU Notional Amount USD -631494.44000000 -0.30034178353 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 1916.00000000 USD 2916.30000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 606.00000000 OU Notional Amount USD 103941.12000000 0.049434895045 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 606.00000000 USD 7302.30000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1091.00000000 OU Notional Amount USD -172203.44000000 -0.08190078174 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 1091.00000000 USD -1786.20000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 8118.00000000 OU Notional Amount 393245.04000000 0.187029226544 N/A DE CA N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Tourmaline Oil Corp. Tourmaline Oil Corp. Y equity-performance leg 2028-02-22 0.00000000 CAD 0.00000000 CAD 8118.00000000 CAD 29158.66000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 7122.00000000 OU Notional Amount -265741.67000000 -0.12638801242 N/A DE FR N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 SCOR SE SCOR SE Y equity-performance leg 2026-08-19 0.00000000 EUR 0.00000000 EUR 7122.00000000 EUR 10070.54000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 809.00000000 OU Notional Amount USD -30272.78000000 -0.01439787931 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 -720.01000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 19896.00000000 OU Notional Amount 684531.28000000 0.325566358939 N/A DE AU N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Aristocrat Leisure Ltd. Aristocrat Leisure Ltd. Y equity-performance leg 2027-02-24 0.00000000 AUD 0.00000000 AUD 19896.00000000 AUD 3250.97000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 5175.00000000 OU Notional Amount 287028.01000000 0.136511897789 N/A DE CA N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Enbridge, Inc. Enbridge, Inc. Y equity-performance leg 2028-02-22 0.00000000 CAD 0.00000000 CAD 5175.00000000 CAD 10006.54000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 205.00000000 OU Notional Amount USD -27976.35000000 -0.01330568620 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 205.00000000 USD 1642.05000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 3109.00000000 OU Notional Amount USD -386137.80000000 -0.18364898912 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 3109.00000000 USD -5071.74000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 82.00000000 OU Notional Amount USD -15397.14000000 -0.00732295360 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 82.00000000 USD 666.66000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 8632.00000000 OU Notional Amount USD 553052.24000000 0.263034297103 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 8632.00000000 USD -2430.00000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 9701.98000000 0.004614308206 N/A DFE ZA N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 492345.21000000 USD 8390000.00000000 ZAR 2026-06-17 9701.98000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 188.00000000 OU Notional Amount USD 65783.08000000 0.031286748262 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 188.00000000 USD 1750.48000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1400.00000000 OU Notional Amount -54489.50000000 -0.02591546746 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 1400.00000000 JPY -2648.70000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1500.00000000 OU Notional Amount 53795.88000000 0.025585578466 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 1500.00000000 JPY 789.21000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 4865.00000000 OU Notional Amount -124852.87000000 -0.05938062361 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Lundin Mining Corp. Lundin Mining Corp. Y equity-performance leg 2027-12-09 0.00000000 CAD 0.00000000 CAD 4865.00000000 CAD 7763.20000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 11835.00000000 OU Notional Amount -87182.70000000 -0.04146451014 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 -97.79000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 68.00000000 OU Notional Amount USD 24771.72000000 0.011781548806 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 68.00000000 USD -176.12000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 872.00000000 OU Notional Amount USD -181498.08000000 -0.08632135708 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 872.00000000 USD -10071.60000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 13912.00000000 OU Notional Amount -498110.25000000 -0.23690362322 N/A DE GB N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 SSE PLC SSE PLC Y equity-performance leg 2027-12-09 0.00000000 GBP 0.00000000 GBP 13912.00000000 GBP -5257.89000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 2374.00000000 OU Notional Amount USD 78033.38000000 0.037113049680 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Kinder Morgan, Inc. Kinder Morgan, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 2374.00000000 USD 1621.44000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 141.00000000 OU Notional Amount USD 21465.84000000 0.010209256427 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Brinker International, Inc. Brinker International, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 141.00000000 USD 437.31000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 3734.00000000 OU Notional Amount USD -349091.66000000 -0.16602966731 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 3734.00000000 USD -12247.52000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 3457.00000000 OU Notional Amount 302604.35000000 0.143920079778 N/A DE NL N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 NN Group NV NN Group NV Y equity-performance leg 2027-12-09 0.00000000 EUR 0.00000000 EUR 3457.00000000 EUR 4417.11000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 2015.00000000 OU Notional Amount -39357.20000000 -0.01871847302 N/A DE FR N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Credit Agricole SA Credit Agricole SA Y equity-performance leg 2027-01-11 0.00000000 EUR 0.00000000 EUR 2015.00000000 EUR -119.46000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 206.00000000 OU Notional Amount USD 360572.10000000 0.171489819621 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 KLA Corp. KLA Corp. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 206.00000000 USD -14627.90000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC N/A 983.22000000 0.000467624146 N/A DFE XX N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 2909000.00000000 SEK 269366.62000000 EUR 2026-06-17 983.22000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 341.00000000 OU Notional Amount USD 3993.11000000 0.001899142262 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 341.00000000 USD 71.61000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 366.00000000 OU Notional Amount USD 83371.14000000 0.039651713929 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 530.70000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 1396.00000000 OU Notional Amount USD 190512.12000000 0.090608477734 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 1396.00000000 USD -16691.11000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 3394.00000000 OU Notional Amount USD -637291.38000000 -0.30309883599 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 3394.00000000 USD 24793.05000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 3115.00000000 OU Notional Amount USD -232410.15000000 -0.11053538169 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 3115.00000000 USD 8317.05000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 805.00000000 OU Notional Amount -51207.51000000 -0.02435453728 N/A DE FI N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Kone OYJ Kone OYJ Y equity-performance leg 2026-11-11 0.00000000 EUR 0.00000000 EUR 805.00000000 EUR 1480.01000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1132.00000000 OU Notional Amount -9380.43000000 -0.00446137748 N/A DE NL N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Aegon Ltd. Aegon Ltd. Y equity-performance leg 2027-01-11 0.00000000 EUR 0.00000000 EUR 1132.00000000 EUR -50.41000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 180.00000000 OU Notional Amount -4556.64000000 -0.00216715983 N/A DE IL N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Bank Leumi Le-Israel BM Bank Leumi Le-Israel BM Y equity-performance leg 2026-08-19 0.00000000 ILS 0.00000000 ILS 180.00000000 ILS -32.01000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 116.00000000 OU Notional Amount USD 18130.80000000 0.008623095413 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 916.40000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1508.00000000 OU Notional Amount USD 508934.92000000 0.242051888179 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 1508.00000000 USD 1625.49000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 4729.00000000 OU Notional Amount 264100.01000000 0.125607231055 N/A DE AU N 2 Citibank NA E57ODZWZ7FF32TWEFA76 JB Hi-Fi Ltd. JB Hi-Fi Ltd. Y equity-performance leg 2027-02-24 0.00000000 AUD 0.00000000 AUD 4729.00000000 AUD 3010.91000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 893.00000000 OU Notional Amount USD -56651.92000000 -0.02694392478 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 893.00000000 USD -4919.31000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 24220.00000000 OU Notional Amount 129517.50000000 0.061599144006 N/A DE NL N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Koninklijke KPN NV Koninklijke KPN NV Y equity-performance leg 2026-11-11 0.00000000 EUR 0.00000000 EUR 24220.00000000 EUR -368.09000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 8000.00000000 OU Notional Amount 282472.40000000 0.134345227830 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 8000.00000000 JPY 9352.32000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 57.00000000 OU Notional Amount USD -38510.34000000 -0.01831570235 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 57.00000000 USD -1939.14000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1700.00000000 OU Notional Amount 142876.17000000 0.067952591510 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Fuji Electric Co. Ltd. Fuji Electric Co. Ltd. Y equity-performance leg 2027-02-24 0.00000000 JPY 0.00000000 JPY 1700.00000000 JPY 17893.41000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 6158000.00000000 OU Notional Amount USD 23486.15000000 0.011170125550 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2028-09-16 27.56000000 USD 0.00000000 USD 6158000.00000000 USD 23458.59000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 26100.00000000 OU Notional Amount -277496.41000000 -0.13197862312 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 26100.00000000 JPY 3312.76000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1725.00000000 OU Notional Amount USD -27893.25000000 -0.01326616344 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 276.00000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1500.00000000 OU Notional Amount 56233.65000000 0.026744993567 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 4027.45000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 2059.00000000 OU Notional Amount USD 205900.00000000 0.097927027243 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 2059.00000000 USD -4468.03000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 280.00000000 OU Notional Amount USD 28974.40000000 0.013780363565 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 280.00000000 USD -602.00000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1989.00000000 OU Notional Amount USD 294491.34000000 0.140061493322 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 1989.00000000 USD 24563.35000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 1577.00000000 OU Notional Amount USD -185944.07000000 -0.08843589125 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 1577.00000000 USD -10771.51000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 2758.00000000 OU Notional Amount USD -553144.48000000 -0.26307816688 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 2758.00000000 USD -2969.30000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 2920.00000000 OU Notional Amount USD -175433.60000000 -0.08343706132 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 EQT Corp. EQT Corp. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 2920.00000000 USD -3047.27000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 142.00000000 OU Notional Amount USD -22505.58000000 -0.01070376175 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 142.00000000 USD -667.40000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -16040.24000000 -0.00762881505 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 1328000.00000000 CAD 963542.89000000 USD 2026-06-17 -16040.24000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 245.00000000 OU Notional Amount USD 73926.30000000 0.035159702739 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 245.00000000 USD 2699.73000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 13655.00000000 OU Notional Amount USD -185981.10000000 -0.08845350289 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Dynex Capital, Inc. Dynex Capital, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 13655.00000000 USD -2544.69000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 2195.00000000 OU Notional Amount USD 154396.30000000 0.073431620575 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 2195.00000000 USD -9773.01000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 218.00000000 OU Notional Amount -397031.71000000 -0.18883018495 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 218.00000000 CAD 21926.57000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 34724.13000000 0.016514962722 N/A DFE BR N 2 Citibank NA E57ODZWZ7FF32TWEFA76 532072.51000000 USD 2837000.00000000 BRL 2026-06-17 34724.13000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 3205.00000000 OU Notional Amount USD -396394.40000000 -0.18852707726 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 AptarGroup, Inc. AptarGroup, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 3205.00000000 USD 2442.50000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 483.00000000 OU Notional Amount USD -104936.58000000 -0.04990834059 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 483.00000000 USD -879.75000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 68.00000000 OU Notional Amount USD 19614.60000000 0.009328797807 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Nordson Corp. Nordson Corp. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 68.00000000 USD 210.68000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1157.00000000 OU Notional Amount USD -34154.64000000 -0.01624411054 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 1157.00000000 USD -1145.43000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 220.00000000 OU Notional Amount -15161.49000000 -0.00721087733 N/A DE DE N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Henkel AG & Co. KGaA Henkel AG & Co. KGaA Y equity-performance leg 2026-11-11 0.00000000 EUR 0.00000000 EUR 220.00000000 EUR 387.35000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 11700.00000000 OU Notional Amount -73792.21000000 -0.03509592889 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Nippon Paint Holdings Co. Ltd. Nippon Paint Holdings Co. Ltd. Y equity-performance leg 2027-02-24 0.00000000 JPY 0.00000000 JPY 11700.00000000 JPY -1245.61000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 845.00000000 OU Notional Amount USD 149666.40000000 0.071182057456 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 845.00000000 USD -11153.24000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 700.00000000 OU Notional Amount -46083.95000000 -0.02191774758 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Sumitomo Electric Industries Ltd. Sumitomo Electric Industries Ltd. Y equity-performance leg 2026-12-11 0.00000000 JPY 0.00000000 JPY 700.00000000 JPY -911.07000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 141.00000000 OU Notional Amount USD -26873.19000000 -0.01278101801 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Morgan Stanley Morgan Stanley Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 141.00000000 USD 82.25000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1128.00000000 OU Notional Amount USD 353323.44000000 0.168042322169 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 1128.00000000 USD 8153.95000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 163.00000000 OU Notional Amount USD 59379.27000000 0.028241065522 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Huntington Ingalls Industries, Inc. Huntington Ingalls Industries, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 163.00000000 USD 74.56000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 357.00000000 OU Notional Amount USD -17125.29000000 -0.00814487003 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 -285.60000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 3000.00000000 OU Notional Amount 3646.35000000 0.001734221543 N/A DE HK N 2 Citibank NA E57ODZWZ7FF32TWEFA76 WH Group Ltd. WH Group Ltd. Y equity-performance leg 2027-02-24 0.00000000 HKD 0.00000000 HKD 3000.00000000 HKD -440.00000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 7982.81000000 0.003796662711 N/A DFE BR N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 2062013.65000000 USD 10361000.00000000 BRL 2026-06-17 7982.81000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 5555.00000000 OU Notional Amount USD -217256.05000000 -0.10332801907 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 5555.00000000 USD 7185.78000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -6292.23000000 -0.00299261475 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 1793000.00000000 EUR 2102231.72000000 USD 2026-06-17 -6292.23000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 641.00000000 OU Notional Amount -83548.09000000 -0.03973587219 N/A DE DE N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Talanx AG Talanx AG Y equity-performance leg 2027-01-11 0.00000000 EUR 0.00000000 EUR 641.00000000 EUR 3733.62000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 174.00000000 OU Notional Amount USD -46746.84000000 -0.02223302124 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 VeriSign, Inc. VeriSign, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 174.00000000 USD 203.14000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 681.00000000 OU Notional Amount USD -38585.46000000 -0.01835142978 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 681.00000000 USD -40.86000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 658.00000000 OU Notional Amount USD 53304.58000000 0.025351913831 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 1092.28000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 488.00000000 OU Notional Amount USD 30983.12000000 0.014735720429 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 488.00000000 USD -1010.16000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 31932.00000000 OU Notional Amount -1295978.15000000 -0.61637342206 N/A DE SE N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Investor AB Investor AB Y equity-performance leg 2027-01-11 0.00000000 SEK 0.00000000 SEK 31932.00000000 SEK 21424.12000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 425.86000000 0.000202541057 N/A DFE CN N 2 Citibank NA E57ODZWZ7FF32TWEFA76 308687.06000000 USD 2113000.00000000 CNY 2026-06-17 425.86000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 33500.00000000 OU Notional Amount 62394.28000000 0.029675018734 N/A DE SG N 2 Citibank NA E57ODZWZ7FF32TWEFA76 CapitaLand Integrated Commercial Trust CapitaLand Integrated Commercial Trust Y equity-performance leg 2027-02-24 0.00000000 SGD 0.00000000 SGD 33500.00000000 SGD -2593.50000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 2367.00000000 OU Notional Amount USD 71578.08000000 0.034042878048 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Magnolia Oil & Gas Corp. Magnolia Oil & Gas Corp. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 2367.00000000 USD 4852.35000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 2941.00000000 OU Notional Amount USD -42997.42000000 -0.02044977911 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 2941.00000000 USD 2029.29000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 2600.00000000 OU Notional Amount -63629.58000000 -0.03026253333 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Electric Power Development Co. Ltd. Electric Power Development Co. Ltd. Y equity-performance leg 2026-12-11 0.00000000 JPY 0.00000000 JPY 2600.00000000 JPY -594.09000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 155.00000000 OU Notional Amount USD -6993.60000000 -0.00332618969 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 IonQ, Inc. IonQ, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 155.00000000 USD 347.20000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 41.00000000 OU Notional Amount USD -7760.48000000 -0.00369092149 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 -358.34000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 19718.00000000 OU Notional Amount USD 327713.16000000 0.155861950205 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 19718.00000000 USD -1654.11000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 447.00000000 OU Notional Amount USD 36077.37000000 0.017158570154 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 447.00000000 USD -3973.83000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 14087.00000000 OU Notional Amount -384752.65000000 -0.18299020514 N/A DE XX N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Aena SME SA Aena SME SA Y equity-performance leg 2026-08-19 0.00000000 EUR 0.00000000 EUR 14087.00000000 EUR 43104.62000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 124.00000000 OU Notional Amount -4244.86000000 -0.00201887576 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Empire Co. Ltd. Empire Co. Ltd. Y equity-performance leg 2027-12-09 0.00000000 CAD 0.00000000 CAD 124.00000000 CAD 12.86000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 937.00000000 OU Notional Amount -23694.89000000 -0.01126940329 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 937.00000000 CAD 2434.31000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 130.00000000 OU Notional Amount USD 9384.70000000 0.004463408317 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Louisiana-Pacific Corp. Louisiana-Pacific Corp. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 130.00000000 USD -180.53000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 636.00000000 OU Notional Amount USD -216965.04000000 -0.10318961332 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 636.00000000 USD 3235.04000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 107126.00000000 OU Notional Amount 629677.07000000 0.299477433650 N/A DE GB N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Barclays PLC Barclays PLC Y equity-performance leg 2027-12-09 0.00000000 GBP 0.00000000 GBP 107126.00000000 GBP 2297.34000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 545.00000000 OU Notional Amount USD -48521.35000000 -0.02307698670 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 545.00000000 USD 586.28000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC -1311.40000000 -0.00062370812 N/A DFE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 50000.00000000 AUD 34657.10000000 USD 2026-06-17 -1311.40000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 3719.00000000 OU Notional Amount USD 164974.84000000 0.078462824920 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 3719.00000000 USD -4014.58000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 6900.00000000 OU Notional Amount -64193.73000000 -0.03053084578 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Toho Co. Ltd. Toho Co. Ltd. Y equity-performance leg 2026-12-11 0.00000000 JPY 0.00000000 JPY 6900.00000000 JPY -1832.09000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 120.00000000 OU Notional Amount USD -24112.80000000 -0.01146816329 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 120.00000000 USD -9.60000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC -2568.25000000 -0.00122147201 N/A DFE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 40337000.00000000 JPY 255975.72000000 USD 2026-06-17 -2568.25000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 904.00000000 OU Notional Amount USD -66570.56000000 -0.03166127752 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 904.00000000 USD 4997.51000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 1187.00000000 OU Notional Amount USD -75125.23000000 -0.03572991959 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 1187.00000000 USD -605.49000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 31.00000000 OU Notional Amount USD 6485.82000000 0.003084687090 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 31.00000000 USD -51.15000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 30300.00000000 OU Notional Amount 152569.35000000 0.072562714395 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 30300.00000000 HKD 3049.06000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1260.00000000 OU Notional Amount USD -11365.20000000 -0.00540534361 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 1260.00000000 USD 1058.40000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 3599.00000000 OU Notional Amount USD -762772.06000000 -0.36277804905 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 3599.00000000 USD -33252.95000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 2902.72000000 0.001380547549 N/A DFE NZ N 2 Citibank NA E57ODZWZ7FF32TWEFA76 456779.57000000 USD 777000.00000000 NZD 2026-06-17 2902.72000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 965.00000000 OU Notional Amount USD -90217.85000000 -0.04290804203 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 965.00000000 USD -1511.10000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC -368.19000000 -0.00017511292 N/A DFE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 60000.00000000 CAD 43890.08000000 USD 2026-06-17 -368.19000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1157.00000000 OU Notional Amount USD 91125.32000000 0.043339639117 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 1157.00000000 USD 1054.32000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 355.00000000 OU Notional Amount USD 62668.15000000 0.029805272619 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 355.00000000 USD -4710.85000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 3977.00000000 OU Notional Amount USD -250153.30000000 -0.11897410890 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 3977.00000000 USD 14671.77000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 587.00000000 OU Notional Amount 126287.27000000 0.060062831130 N/A DE FR N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Air Liquide SA Air Liquide SA Y equity-performance leg 2027-01-11 0.00000000 EUR 0.00000000 EUR 587.00000000 EUR -1661.38000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 6599.00000000 OU Notional Amount USD -156000.36000000 -0.07419451920 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 6599.00000000 USD -302.85000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 406.00000000 OU Notional Amount USD 155867.46000000 0.074131311324 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 406.00000000 USD 3430.65000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 18700.00000000 OU Notional Amount -260172.68000000 -0.12373937407 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 18700.00000000 JPY 43094.32000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC 260.31000000 0.000123804684 N/A DFE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 5553000.00000000 CNY 812614.33000000 USD 2026-06-17 260.31000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1534.00000000 OU Notional Amount 13562.31000000 0.006450299664 N/A DE AU N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Evolution Mining Ltd. Evolution Mining Ltd. Y equity-performance leg 2027-02-24 0.00000000 AUD 0.00000000 AUD 1534.00000000 AUD -933.81000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 5717.00000000 OU Notional Amount 123509.04000000 0.058741491621 N/A DE SE N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Indutrade AB Indutrade AB Y equity-performance leg 2026-08-19 0.00000000 SEK 0.00000000 SEK 5717.00000000 SEK -19531.13000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1667.00000000 OU Notional Amount USD 24904.98000000 0.011844927901 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 1667.00000000 USD 1025.29000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 8748.00000000 OU Notional Amount USD 497586.24000000 0.236654401556 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 SLB Ltd. SLB Ltd. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 8748.00000000 USD 20949.70000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1427.00000000 OU Notional Amount USD 67811.04000000 0.032251255762 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 FirstEnergy Corp. FirstEnergy Corp. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 1427.00000000 USD -2317.89000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 700.00000000 OU Notional Amount 22498.28000000 0.010700289842 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Ajinomoto Co., Inc. Ajinomoto Co., Inc. Y equity-performance leg 2027-02-24 0.00000000 JPY 0.00000000 JPY 700.00000000 JPY 2062.05000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 2401.00000000 OU Notional Amount -165675.81000000 -0.07879620961 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 AtkinsRealis Group, Inc. AtkinsRealis Group, Inc. Y equity-performance leg 2027-12-09 0.00000000 CAD 0.00000000 CAD 2401.00000000 CAD -4408.65000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1131.00000000 OU Notional Amount USD -230396.01000000 -0.10957744705 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 1131.00000000 USD -2251.09000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 9834.00000000 OU Notional Amount USD -282924.18000000 -0.13456009656 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 9834.00000000 USD -11071.82000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 374.00000000 OU Notional Amount USD -55011.66000000 -0.02616380926 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 374.00000000 USD -1585.76000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 554.00000000 OU Notional Amount USD -41389.34000000 -0.01968496855 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Sysco Corp. Sysco Corp. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 554.00000000 USD -189.49000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1194.00000000 OU Notional Amount USD -119734.32000000 -0.05694621669 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 1194.00000000 USD 8051.06000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 4624.00000000 OU Notional Amount USD 202484.96000000 0.096302817845 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 4624.00000000 USD 604.94000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 252.00000000 OU Notional Amount USD 91350.00000000 0.043446498002 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 252.00000000 USD 2930.76000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1302.00000000 OU Notional Amount -240624.59000000 -0.11444220874 N/A DE FR N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Sartorius Stedim Biotech Sartorius Stedim Biotech Y equity-performance leg 2026-11-11 0.00000000 EUR 0.00000000 EUR 1302.00000000 EUR 37605.66000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 2407.00000000 OU Notional Amount 73758.50000000 0.035079896255 N/A DE FR N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Bureau Veritas SA Bureau Veritas SA Y equity-performance leg 2027-01-11 0.00000000 EUR 0.00000000 EUR 2407.00000000 EUR 2140.38000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 2112.00000000 OU Notional Amount USD -171008.64000000 -0.08133252913 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 2112.00000000 USD 12946.56000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 4866.00000000 OU Notional Amount USD -118195.14000000 -0.05621417530 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 4866.00000000 USD 1946.40000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1780.00000000 OU Notional Amount -129527.00000000 -0.06160366225 N/A DE DE N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Henkel AG & Co. KGaA Henkel AG & Co. KGaA Y equity-performance leg 2027-12-09 0.00000000 EUR 0.00000000 EUR 1780.00000000 EUR 747.29000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 19230.00000000 OU Notional Amount -510777.84000000 -0.24292838976 N/A DE AU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 ANZ Group Holdings Ltd. ANZ Group Holdings Ltd. Y equity-performance leg 2026-12-11 0.00000000 AUD 0.00000000 AUD 19230.00000000 AUD -9422.76000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 269.00000000 OU Notional Amount USD 25409.74000000 0.012084994177 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Arch Capital Group Ltd. Arch Capital Group Ltd. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 269.00000000 USD -157.40000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 104.00000000 OU Notional Amount USD 53784.64000000 0.025580232669 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 104.00000000 USD 2344.66000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 3891.00000000 OU Notional Amount 181122.63000000 0.086142791269 N/A DE CA N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Pembina Pipeline Corp. Pembina Pipeline Corp. Y equity-performance leg 2028-02-22 0.00000000 CAD 0.00000000 CAD 3891.00000000 CAD 9590.73000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 300.00000000 OU Notional Amount -7197.14000000 -0.00342299429 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 604.18000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 159.00000000 OU Notional Amount USD 79568.37000000 0.037843098284 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 159.00000000 USD -3289.71000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 255.00000000 OU Notional Amount USD -17719.95000000 -0.00842769318 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Edison International Edison International Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 255.00000000 USD 474.30000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC 4091.90000000 0.001946127259 N/A DFE XX N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 1845717.46000000 USD 1573000.00000000 EUR 2026-06-17 4091.90000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 734.00000000 OU Notional Amount -8569.95000000 -0.00407590931 N/A DE IT N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Enel SpA Enel SpA Y equity-performance leg 2026-11-11 0.00000000 EUR 0.00000000 EUR 734.00000000 EUR -165.77000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 3773.00000000 OU Notional Amount USD -270976.86000000 -0.12887789388 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 3773.00000000 USD 8074.22000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 11496.00000000 OU Notional Amount USD 1684393.92000000 0.801105824637 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 11496.00000000 USD 8652.17000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 652.00000000 OU Notional Amount USD 309563.08000000 0.147229685132 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 652.00000000 USD 4152.38000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 2000.00000000 OU Notional Amount -21753.97000000 -0.01034629243 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 137.78000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -3808.00000000 -0.00181110305 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 301000.00000000 EUR 350160.61000000 USD 2026-06-17 -3808.00000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 18.00000000 OU Notional Amount USD -6284.16000000 -0.00298877662 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 WESCO International, Inc. WESCO International, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 18.00000000 USD -583.97000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 194.00000000 OU Notional Amount USD 14951.58000000 0.007111043137 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 194.00000000 USD 217.28000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 23.00000000 OU Notional Amount -5875.95000000 -0.00279462999 N/A DE DE N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Sartorius AG Sartorius AG Y equity-performance leg 2027-01-11 0.00000000 EUR 0.00000000 EUR 23.00000000 EUR -10.82000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 921.00000000 OU Notional Amount USD -125191.53000000 -0.05954169193 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 FormFactor, Inc. FormFactor, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 921.00000000 USD 8334.95000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1414.00000000 OU Notional Amount USD 185007.76000000 0.087990577726 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 1414.00000000 USD -2087.37000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -4442.81000000 -0.00211302173 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 1198594000.00000000 KRW 810014.06000000 USD 2026-06-17 -4442.81000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 7381.00000000 OU Notional Amount 641948.94000000 0.305313993862 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 7381.00000000 CAD 39053.17000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 700.00000000 OU Notional Amount -23559.54000000 -0.01120503018 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 ORIX Corp. ORIX Corp. Y equity-performance leg 2027-02-24 0.00000000 JPY 0.00000000 JPY 700.00000000 JPY 21.71000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 7074.00000000 OU Notional Amount USD 248297.40000000 0.118091433969 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 7074.00000000 USD -14361.58000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 590.00000000 OU Notional Amount USD -18543.70000000 -0.00881947263 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Essential Properties Realty Trust, Inc. Essential Properties Realty Trust, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 590.00000000 USD -78.97000000 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 191.00000000 NC USD 106295.08000000 0.050554449708 N/A DCO US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT Soybean Futures S N6 Comdty 2026-07-14 11310729.92000000 USD 106295.08000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 100.00000000 OU Notional Amount 5521.38000000 0.002625994801 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Oracle Corp. Japan Oracle Corp. Japan Y equity-performance leg 2027-02-24 0.00000000 JPY 0.00000000 JPY 100.00000000 JPY -526.88000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 5098.00000000 OU Notional Amount USD 307205.48000000 0.146108399268 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 5098.00000000 USD -1920.81000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 78.00000000 OU Notional Amount USD 46729.02000000 0.022224545967 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 78.00000000 USD 807.30000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 972.00000000 OU Notional Amount USD -50932.80000000 -0.02422388389 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Viavi Solutions, Inc. Viavi Solutions, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 972.00000000 USD -7457.86000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 300.00000000 OU Notional Amount -147522.45000000 -0.07016238455 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 SMC Corp. SMC Corp. Y equity-performance leg 2027-02-24 0.00000000 JPY 0.00000000 JPY 300.00000000 JPY -14510.85000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 35900.00000000 OU Notional Amount 234220.50000000 0.111396392833 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Nomura Real Estate Holdings, Inc. Nomura Real Estate Holdings, Inc. Y equity-performance leg 2027-02-24 0.00000000 JPY 0.00000000 JPY 35900.00000000 JPY 7202.24000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 533.00000000 OU Notional Amount USD 87795.76000000 0.041756084416 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 533.00000000 USD 1662.64000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 455.00000000 OU Notional Amount USD -58567.60000000 -0.02785503137 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 455.00000000 USD -3705.05000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 785.00000000 OU Notional Amount USD 506992.25000000 0.241127945012 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 785.00000000 USD -5975.41000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 14435.00000000 OU Notional Amount 317125.27000000 0.150826298955 N/A DE AU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Computershare Ltd. Computershare Ltd. Y equity-performance leg 2026-12-11 0.00000000 AUD 0.00000000 AUD 14435.00000000 AUD 5864.66000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC N/A 418.03000000 0.000198817072 N/A DFE XX N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 17750000.00000000 NOK 1628745.20000000 EUR 2026-06-17 418.03000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 42100.00000000 OU Notional Amount 110732.54000000 0.052664926961 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 42100.00000000 JPY -2039.61000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 345.00000000 OU Notional Amount USD 43325.10000000 0.020605625293 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 345.00000000 USD -1431.75000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 198.00000000 OU Notional Amount USD 38000.16000000 0.018073058298 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 198.00000000 USD 2449.26000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 643.00000000 OU Notional Amount USD 58307.24000000 0.027731202913 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 643.00000000 USD -1.61000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 9439.00000000 OU Notional Amount -105099.19000000 -0.04998567869 N/A DE FI N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Stora Enso OYJ Stora Enso OYJ Y equity-performance leg 2027-01-11 0.00000000 EUR 0.00000000 EUR 9439.00000000 EUR 7385.26000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 2643.00000000 OU Notional Amount USD 150994.59000000 0.071813750988 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 2643.00000000 USD 2423.87000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 19299.00000000 OU Notional Amount USD 578391.03000000 0.275085547121 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 19299.00000000 USD 45218.49000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 2224.00000000 OU Notional Amount USD 262298.56000000 0.124750452797 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 2224.00000000 USD 8544.61000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1762.00000000 OU Notional Amount -36443.77000000 -0.01733283175 N/A DE DE N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Evonik Industries AG Evonik Industries AG Y equity-performance leg 2027-01-11 0.00000000 EUR 0.00000000 EUR 1762.00000000 EUR -203.90000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 3657.00000000 OU Notional Amount USD 22197.99000000 0.010557470478 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Snap, Inc. Snap, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 3657.00000000 USD 109.71000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 13269.37000000 0.006310975995 N/A DFE XX N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 612349.56000000 USD 532000.00000000 EUR 2026-06-17 13269.37000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 33.00000000 OU Notional Amount 5523.91000000 0.002627198081 N/A DE FR N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Euronext NV Euronext NV Y equity-performance leg 2027-12-09 0.00000000 EUR 0.00000000 EUR 33.00000000 EUR -11.77000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1200.00000000 OU Notional Amount -51603.22000000 -0.02454273885 N/A DE JP N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Mizuho Financial Group, Inc. Mizuho Financial Group, Inc. Y equity-performance leg 2026-08-19 0.00000000 JPY 0.00000000 JPY 1200.00000000 JPY -89.14000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1900.00000000 OU Notional Amount USD -91960.00000000 -0.04373661692 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 1900.00000000 USD 6251.00000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 23632.00000000 OU Notional Amount 186348.19000000 0.088628092661 N/A DE IT N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Snam SpA Snam SpA Y equity-performance leg 2026-11-11 0.00000000 EUR 0.00000000 EUR 23632.00000000 EUR 1230.01000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 5521.00000000 OU Notional Amount USD -710663.12000000 -0.33799478733 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 5521.00000000 USD -1164.19000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 56.00000000 OU Notional Amount USD 36068.48000000 0.017154342028 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 56.00000000 USD 3464.16000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 72.00000000 OU Notional Amount USD -4745.52000000 -0.00225699206 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Viasat, Inc. Viasat, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 72.00000000 USD -282.42000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1100.00000000 OU Notional Amount 28299.20000000 0.013459235208 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 1100.00000000 JPY -1970.21000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 11577.00000000 OU Notional Amount -139197.04000000 -0.06620277964 N/A DE GB N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Drax Group PLC Drax Group PLC Y equity-performance leg 2026-11-11 0.00000000 GBP 0.00000000 GBP 11577.00000000 GBP -3221.23000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 105.00000000 OU Notional Amount USD 7715.40000000 0.003669481233 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Arrowhead Pharmaceuticals, Inc. Arrowhead Pharmaceuticals, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 105.00000000 USD -12.86000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 520.00000000 OU Notional Amount USD -36036.00000000 -0.01713889438 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 520.00000000 USD 717.60000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 5267.00000000 OU Notional Amount -848453.95000000 -0.40352876676 N/A DE CH N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Swiss Re AG Swiss Re AG Y equity-performance leg 2027-12-09 0.00000000 CHF 0.00000000 CHF 5267.00000000 CHF 25353.19000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 52.00000000 OU Notional Amount -10909.25000000 -0.00518849160 N/A DE CH N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Galderma Group AG Galderma Group AG Y equity-performance leg 2026-08-19 0.00000000 CHF 0.00000000 CHF 52.00000000 CHF -923.99000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 259.00000000 OU Notional Amount -5449.94000000 -0.00259201759 N/A DE GB N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Hiscox Ltd. Hiscox Ltd. Y equity-performance leg 2027-01-11 0.00000000 GBP 0.00000000 GBP 259.00000000 GBP 3.59000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1000.00000000 OU Notional Amount -1953.05000000 -0.00092887994 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 57.60000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 96.00000000 OU Notional Amount USD -22698.24000000 -0.01079539177 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 -1827.84000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 185.00000000 OU Notional Amount USD -18135.55000000 -0.00862535453 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 -562.40000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 70.00000000 OU Notional Amount USD -6572.30000000 -0.00312581739 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 BJ's Wholesale Club Holdings, Inc. BJ's Wholesale Club Holdings, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 70.00000000 USD -223.30000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 600.00000000 OU Notional Amount -5787.10000000 -0.00275237250 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Aeon Co. Ltd. Aeon Co. Ltd. Y equity-performance leg 2027-02-24 0.00000000 JPY 0.00000000 JPY 600.00000000 JPY -34.14000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 673.00000000 OU Notional Amount USD -77751.69000000 -0.03697907656 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 673.00000000 USD 1191.21000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -4612.98000000 -0.00219395540 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 518029000.00000000 KRW 347393.02000000 USD 2026-06-17 -4612.98000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 56.00000000 OU Notional Amount USD 13022.80000000 0.006193706121 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Waste Management, Inc. Waste Management, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 56.00000000 USD 426.72000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 513.00000000 OU Notional Amount USD -828192.33000000 -0.39389224314 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 513.00000000 USD -42306.73000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 4586.00000000 OU Notional Amount 67533.81000000 0.032119403845 N/A DE AU N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Charter Hall Group Charter Hall Group Y equity-performance leg 2027-02-24 0.00000000 AUD 0.00000000 AUD 4586.00000000 AUD 336.57000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1467.00000000 OU Notional Amount USD 560305.98000000 0.266484210627 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 1467.00000000 USD 63971.82000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 7228.00000000 OU Notional Amount USD 188867.64000000 0.089826355161 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 7228.00000000 USD 1084.20000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1978.00000000 OU Notional Amount USD -331730.38000000 -0.15777255929 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Marsh & McLennan Cos., Inc. Marsh & McLennan Cos., Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 1978.00000000 USD 7759.66000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 367.00000000 OU Notional Amount USD -42527.96000000 -0.02022650168 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 367.00000000 USD 2085.99000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 233.00000000 OU Notional Amount -4074.56000000 -0.00193788027 N/A DE ES N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Redeia Corp. SA Redeia Corp. SA Y equity-performance leg 2026-11-11 0.00000000 EUR 0.00000000 EUR 233.00000000 EUR -49.12000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 218.00000000 OU Notional Amount USD -19508.82000000 -0.00927848833 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 218.00000000 USD 816.21000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 4100.00000000 OU Notional Amount -504007.07000000 -0.23970817909 N/A DE CA N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Cameco Corp. Cameco Corp. Y equity-performance leg 2026-08-18 0.00000000 CAD 0.00000000 CAD 4100.00000000 CAD -12315.93000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 5400.00000000 OU Notional Amount 66549.74000000 0.031651375434 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 3073.09000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1476.00000000 OU Notional Amount USD 187068.24000000 0.088970551893 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 1476.00000000 USD -5549.76000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 11459.00000000 OU Notional Amount 138443.07000000 0.065844187894 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 11459.00000000 AUD -8153.46000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 10.00000000 OU Notional Amount USD -17724.70000000 -0.00842995230 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 1715.60000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 358.00000000 OU Notional Amount USD -44084.12000000 -0.02096661884 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 358.00000000 USD -336.53000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1153.00000000 OU Notional Amount 140223.61000000 0.066691021256 N/A DE FR N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Capgemini SE Capgemini SE Y equity-performance leg 2026-08-19 0.00000000 EUR 0.00000000 EUR 1153.00000000 EUR -3545.11000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 423.00000000 OU Notional Amount USD 87878.25000000 0.041795317056 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 423.00000000 USD 9101.97000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 10543.00000000 OU Notional Amount -176287.09000000 -0.08384298526 N/A DE PT N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 EDP Renovaveis SA EDP Renovaveis SA Y equity-performance leg 2027-12-09 0.00000000 EUR 0.00000000 EUR 10543.00000000 EUR -9319.07000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 738.00000000 OU Notional Amount USD -75999.24000000 -0.03614560294 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 738.00000000 USD -4332.06000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 2301.00000000 OU Notional Amount USD -169077.48000000 -0.08041406017 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 2301.00000000 USD 15.92000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 10490.00000000 OU Notional Amount 144026.58000000 0.068499732022 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 10490.00000000 CAD 3581.69000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 222.00000000 OU Notional Amount -23314.76000000 -0.01108861164 N/A DE FR N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 BNP Paribas SA BNP Paribas SA Y equity-performance leg 2027-12-09 0.00000000 EUR 0.00000000 EUR 222.00000000 EUR -35.83000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1486.00000000 OU Notional Amount USD 250049.22000000 0.118924607961 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 1486.00000000 USD -12531.12000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 305.00000000 OU Notional Amount USD 69594.90000000 0.033099668131 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 305.00000000 USD 1491.45000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 747.00000000 OU Notional Amount USD -174334.86000000 -0.08291449531 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 747.00000000 USD 27355.14000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 613.00000000 OU Notional Amount USD -56120.15000000 -0.02669101242 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 613.00000000 USD -3757.69000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 2793.00000000 OU Notional Amount USD -1347901.80000000 -0.64106855896 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 2793.00000000 USD -9062.32000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 4041.00000000 OU Notional Amount USD -203545.17000000 -0.09680705880 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 4041.00000000 USD -5486.64000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 376.00000000 OU Notional Amount -18606.33000000 -0.00884925976 N/A DE GB N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Anglo American PLC Anglo American PLC Y equity-performance leg 2027-01-11 0.00000000 GBP 0.00000000 GBP 376.00000000 GBP -259.97000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 327000.00000000 OU Notional Amount USD 741.04000000 0.000352442177 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2031-09-16 3.04000000 USD 0.00000000 USD 327000.00000000 USD 738.00000000 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 7393000.00000000 OU Notional Amount 824181.32000000 0.391984587553 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 iTraxx Europe Crossover S45 2I667KNC8 Y sell protection 2031-06-20 669277.79000000 EUR 0.00000000 EUR 7393000.00000000 EUR 39938.78000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 131.00000000 OU Notional Amount USD -5547.85000000 -0.00263858406 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 -138.86000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1168.00000000 OU Notional Amount 196099.10000000 0.093265672210 N/A DE DE N 2 Citibank NA E57ODZWZ7FF32TWEFA76 SAP SE SAP SE Y equity-performance leg 2026-11-11 0.00000000 EUR 0.00000000 EUR 1168.00000000 EUR -6320.88000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 30.00000000 OU Notional Amount USD 9718.50000000 0.004622165197 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 ESCO Technologies, Inc. ESCO Technologies, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 30.00000000 USD 388.50000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 2744.00000000 OU Notional Amount -68121.50000000 -0.03239891202 N/A DE IT N 2 Citibank NA E57ODZWZ7FF32TWEFA76 FinecoBank Banca Fineco SpA FinecoBank Banca Fineco SpA Y equity-performance leg 2026-11-11 0.00000000 EUR 0.00000000 EUR 2744.00000000 EUR 1800.50000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 283.00000000 OU Notional Amount USD 38581.39000000 0.018349494072 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 283.00000000 USD -2306.45000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 218.00000000 OU Notional Amount USD 62882.10000000 0.029907028265 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 218.00000000 USD 1962.00000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 306.00000000 OU Notional Amount USD 88917.48000000 0.042289579827 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 306.00000000 USD 3221.60000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 48789.00000000 OU Notional Amount 51608.83000000 0.024545407000 N/A DE GB N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Taylor Wimpey PLC Taylor Wimpey PLC Y equity-performance leg 2027-12-09 0.00000000 GBP 0.00000000 GBP 48789.00000000 GBP -4236.87000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 74.00000000 OU Notional Amount USD 8754.94000000 0.004163891441 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 -450.66000000 N N N Eurex Deutschland 529900LN3S50JPU47S06 000000000 -3.00000000 NC -57136.20000000 -0.02717425067 N/A DE DE N 1 Eurex Deutschland 529900LN3S50JPU47S06 Short Eurex DAX Index Futures GXM6 Index 2026-06-19 -1780342.50000000 EUR -57136.20000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 10738.00000000 OU Notional Amount 235179.08000000 0.111852298078 N/A DE CA N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Gibson Energy, Inc. Gibson Energy, Inc. Y equity-performance leg 2028-02-22 0.00000000 CAD 0.00000000 CAD 10738.00000000 CAD 15156.45000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 44.00000000 OU Notional Amount -4644.08000000 -0.00220874671 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Aritzia, Inc. Aritzia, Inc. Y equity-performance leg 2027-12-09 0.00000000 CAD 0.00000000 CAD 44.00000000 CAD -144.81000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 471.00000000 OU Notional Amount USD 64197.30000000 0.030532543691 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 471.00000000 USD -252.39000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 93.00000000 OU Notional Amount USD 82925.31000000 0.039439675043 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 2945.31000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 1775.00000000 OU Notional Amount USD -43647.25000000 -0.02075884137 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 1775.00000000 USD 2103.19000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1787.00000000 OU Notional Amount USD -426717.73000000 -0.20294899840 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 1787.00000000 USD 11436.80000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 40.00000000 OU Notional Amount USD -5119.20000000 -0.00243471606 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Citigroup, Inc. Citigroup, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 40.00000000 USD 148.40000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 11156.00000000 OU Notional Amount USD 642697.16000000 0.305669850882 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 11156.00000000 USD -77877.97000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 34179.00000000 OU Notional Amount -167317.34000000 -0.07957692915 N/A DE ES N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Mapfre SA Mapfre SA Y equity-performance leg 2027-12-09 0.00000000 EUR 0.00000000 EUR 34179.00000000 EUR -8.89000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 7146.00000000 OU Notional Amount 520318.08000000 0.247465773654 N/A DE DE N 2 Citibank NA E57ODZWZ7FF32TWEFA76 RWE AG RWE AG Y equity-performance leg 2026-11-11 0.00000000 EUR 0.00000000 EUR 7146.00000000 EUR 15366.04000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 3582.00000000 OU Notional Amount 186949.58000000 0.088914116628 N/A DE DE N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 KION Group AG KION Group AG Y equity-performance leg 2026-08-19 0.00000000 EUR 0.00000000 EUR 3582.00000000 EUR -8170.51000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC -9.00000000 -0.00000428044 N/A DFE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 55328.00000000 NZD 32723.69000000 USD 2026-06-17 -9.00000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 216.00000000 OU Notional Amount -59343.21000000 -0.02822391521 N/A DE FR N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Thales SA Thales SA Y equity-performance leg 2026-11-11 0.00000000 EUR 0.00000000 EUR 216.00000000 EUR 1641.93000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 12500.00000000 OU Notional Amount 47589.30000000 0.022633699259 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 12500.00000000 JPY -1400.05000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 737.00000000 OU Notional Amount USD 33481.91000000 0.015924156934 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 737.00000000 USD 2454.21000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 5886.00000000 OU Notional Amount 130594.12000000 0.062111189641 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 5886.00000000 NOK -515.45000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 54629.00000000 OU Notional Amount 74257.30000000 0.035317127926 N/A DE GB N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Lloyds Banking Group PLC Lloyds Banking Group PLC Y equity-performance leg 2026-08-19 0.00000000 GBP 0.00000000 GBP 54629.00000000 GBP -1443.59000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 572.00000000 OU Notional Amount USD 87367.28000000 0.041552297274 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 572.00000000 USD -2133.56000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 193.00000000 OU Notional Amount USD 16074.97000000 0.007645332807 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 193.00000000 USD 1323.98000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 6100.00000000 OU Notional Amount -90860.75000000 -0.04321380835 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 6100.00000000 JPY 4739.69000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 762.00000000 OU Notional Amount USD -71544.18000000 -0.03402675504 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 BJ's Wholesale Club Holdings, Inc. BJ's Wholesale Club Holdings, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 762.00000000 USD -1732.39000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 66.00000000 OU Notional Amount USD -26007.30000000 -0.01236919657 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 -1158.30000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 6786.00000000 OU Notional Amount USD -289015.74000000 -0.13745727170 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Element Solutions, Inc. Element Solutions, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 6786.00000000 USD -25148.91000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 325.00000000 OU Notional Amount USD -70486.00000000 -0.03352347956 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 325.00000000 USD 2167.75000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 73.00000000 OU Notional Amount -260322.25000000 -0.12381051028 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 73.00000000 CHF 1385.78000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 861.00000000 OU Notional Amount USD -61225.71000000 -0.02911924123 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 861.00000000 USD 2867.13000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC 4095.54000000 0.001947858461 N/A DFE CN N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 591747.78000000 USD 4073000.00000000 CNY 2026-06-17 4095.54000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 3290.00000000 OU Notional Amount USD 507745.70000000 0.241486289444 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 3290.00000000 USD 10801.84000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1834.00000000 OU Notional Amount -45669.34000000 -0.02172055707 N/A DE GB N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Associated British Foods PLC Associated British Foods PLC Y equity-performance leg 2026-11-11 0.00000000 GBP 0.00000000 GBP 1834.00000000 GBP 233.35000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 413.00000000 OU Notional Amount USD 112067.55000000 0.053299864118 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 413.00000000 USD -645.99000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 3300.00000000 OU Notional Amount 17349.39000000 0.008251453070 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Oji Holdings Corp. Oji Holdings Corp. Y equity-performance leg 2027-02-24 0.00000000 JPY 0.00000000 JPY 3300.00000000 JPY 68.77000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 40.00000000 OU Notional Amount USD 5922.40000000 0.002816721836 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 40.00000000 USD 559.60000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 4166.00000000 OU Notional Amount USD -23912.84000000 -0.01137306136 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 4166.00000000 USD 1333.12000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 124.00000000 OU Notional Amount -5475.44000000 -0.00260414551 N/A DE GB N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Fresnillo PLC Fresnillo PLC Y equity-performance leg 2027-01-11 0.00000000 GBP 0.00000000 GBP 124.00000000 GBP -44.92000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 100.00000000 OU Notional Amount -47578.24000000 -0.02262843907 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Disco Corp. Disco Corp. Y equity-performance leg 2026-12-11 0.00000000 JPY 0.00000000 JPY 100.00000000 JPY -313.57000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1000.00000000 OU Notional Amount 35003.29000000 0.016647732556 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 1000.00000000 JPY 1110.55000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 255.00000000 OU Notional Amount USD -11658.60000000 -0.00554488606 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 711.45000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 627.00000000 OU Notional Amount USD 37337.85000000 0.017758060486 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Dexcom, Inc. Dexcom, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 627.00000000 USD -1247.73000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 19000.00000000 OU Notional Amount USD 127.67000000 0.000060720464 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2028-09-16 30.87000000 USD 0.00000000 USD 19000.00000000 USD 96.80000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 8312000.00000000 OU Notional Amount USD 25861.22000000 0.012299720230 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2028-09-16 4045.68000000 USD 0.00000000 USD 8312000.00000000 USD 21815.54000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 3600.00000000 OU Notional Amount 390386.66000000 0.185669767311 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 3600.00000000 JPY 28018.86000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC 3153.58000000 0.001499857768 N/A DFE KR N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 154047.71000000 USD 231345000.00000000 KRW 2026-06-17 3153.58000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 13033.00000000 OU Notional Amount USD -94880.24000000 -0.04512549707 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Stellantis NV Stellantis NV Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 13033.00000000 USD 9652.74000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 110.00000000 OU Notional Amount USD -8922.10000000 -0.00424339353 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Bright Horizons Family Solutions, Inc. Bright Horizons Family Solutions, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 110.00000000 USD 310.20000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 178.00000000 OU Notional Amount USD 14482.08000000 0.006887746686 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 178.00000000 USD -1148.10000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 109.00000000 OU Notional Amount USD -6173.76000000 -0.00293626985 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 109.00000000 USD 1074.74000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 296.00000000 OU Notional Amount USD 55082.64000000 0.026197567692 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 296.00000000 USD 50.33000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 12100.00000000 OU Notional Amount 171478.08000000 0.081555797046 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 12100.00000000 JPY -18155.58000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 5052.00000000 OU Notional Amount 48721.76000000 0.023172302665 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 5052.00000000 CAD -4114.42000000 N N N ICE Futures Europe 549300UF4R84F48NCH34 000000000 44.00000000 NC USD 806604.89000000 0.383625153170 N/A DCO GB N 1 ICE Futures Europe 549300UF4R84F48NCH34 Long ICE Brent Crude Oil Futures CON6 Comdty 2026-05-29 4050995.11000000 USD 806604.89000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 606.00000000 OU Notional Amount -103777.96000000 -0.04935729536 N/A DE AT N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 BAWAG Group AG BAWAG Group AG Y equity-performance leg 2026-08-19 0.00000000 EUR 0.00000000 EUR 606.00000000 EUR 1144.49000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 4371.00000000 OU Notional Amount -1075002.87000000 -0.51127651936 N/A DE DK N 2 Citibank NA E57ODZWZ7FF32TWEFA76 DSV AS DSV AS Y equity-performance leg 2026-11-11 0.00000000 DKK 0.00000000 DKK 4371.00000000 DKK 83194.90000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 2593.00000000 OU Notional Amount USD -85465.28000000 -0.04064769695 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 2593.00000000 USD 6397.85000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 3715.00000000 OU Notional Amount -307972.19000000 -0.14647305022 N/A DE DE N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Beiersdorf AG Beiersdorf AG Y equity-performance leg 2026-11-11 0.00000000 EUR 0.00000000 EUR 3715.00000000 EUR 14070.78000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 100.00000000 OU Notional Amount 3295.27000000 0.001567246212 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Mitsubishi Materials Corp. Mitsubishi Materials Corp. Y equity-performance leg 2027-02-24 0.00000000 JPY 0.00000000 JPY 100.00000000 JPY -101.16000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 13312.00000000 OU Notional Amount USD 348907.52000000 0.165942089444 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Invesco Ltd. Invesco Ltd. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 13312.00000000 USD 17682.55000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 928.00000000 OU Notional Amount USD 146967.36000000 0.069898381091 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 928.00000000 USD -12831.87000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 4627.00000000 OU Notional Amount USD -155328.39000000 -0.07387492704 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 4627.00000000 USD -1501.42000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 148.00000000 OU Notional Amount USD 10311.16000000 0.004904037135 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 148.00000000 USD 1055.24000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 288.00000000 OU Notional Amount 63545.21000000 0.030222406560 N/A DE DE N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Heidelberg Materials AG Heidelberg Materials AG Y equity-performance leg 2027-01-11 0.00000000 EUR 0.00000000 EUR 288.00000000 EUR 537.16000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC -2099.16000000 -0.00099837056 N/A DFE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 974000.00000000 MXN 53457.96000000 USD 2026-06-17 -2099.16000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 5000.00000000 OU Notional Amount -35119.87000000 -0.01670317856 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 386.24000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 160500.00000000 OU Notional Amount 1347956.51000000 0.641094579300 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 160500.00000000 JPY 21375.28000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 855000.00000000 OU Notional Amount USD 1280.10000000 0.000608821697 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2028-09-16 2463.87000000 USD 0.00000000 USD 855000.00000000 USD -1183.77000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 642.00000000 OU Notional Amount USD -55179.90000000 -0.02624382501 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 642.00000000 USD 1232.64000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 268.00000000 OU Notional Amount -20863.74000000 -0.00992289478 N/A DE NL N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Heineken NV Heineken NV Y equity-performance leg 2027-01-11 0.00000000 EUR 0.00000000 EUR 268.00000000 EUR -64.36000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 74.00000000 OU Notional Amount USD -13369.58000000 -0.00635863635 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Avis Budget Group, Inc. Avis Budget Group, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 74.00000000 USD 63.12000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 849.00000000 OU Notional Amount USD 27694.38000000 0.013171579916 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 -2207.40000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 54998.00000000 OU Notional Amount 316865.07000000 0.150702546587 N/A DE AU N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Santos Ltd. Santos Ltd. Y equity-performance leg 2027-02-24 0.00000000 AUD 0.00000000 AUD 54998.00000000 AUD 23545.36000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 326.00000000 OU Notional Amount USD 87850.48000000 0.041782109511 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 326.00000000 USD 6546.08000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 5282.00000000 OU Notional Amount USD 326638.88000000 0.155351017487 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 5282.00000000 USD -14369.41000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 7583.00000000 OU Notional Amount 136097.39000000 0.064728571239 N/A DE SE N 2 Citibank NA E57ODZWZ7FF32TWEFA76 H & M Hennes & Mauritz AB H & M Hennes & Mauritz AB Y equity-performance leg 2026-11-11 0.00000000 SEK 0.00000000 SEK 7583.00000000 SEK -4567.31000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1048.00000000 OU Notional Amount 35748.89000000 0.017002343491 N/A DE DE N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Qiagen NV Qiagen NV Y equity-performance leg 2026-11-11 0.00000000 EUR 0.00000000 EUR 1048.00000000 EUR -2868.43000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 206.00000000 OU Notional Amount USD 32613.92000000 0.015511336728 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 206.00000000 USD 539.44000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 370.00000000 OU Notional Amount USD 142376.00000000 0.067714708260 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 370.00000000 USD 13461.89000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1146.00000000 OU Notional Amount -60297.59000000 -0.02867782291 N/A DE SE N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Industrivarden AB Industrivarden AB Y equity-performance leg 2026-11-11 0.00000000 SEK 0.00000000 SEK 1146.00000000 SEK 752.64000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1843.00000000 OU Notional Amount USD -272745.57000000 -0.12971910084 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 1843.00000000 USD -28247.80000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 5546.00000000 OU Notional Amount USD 502911.28000000 0.239187016113 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 5546.00000000 USD 30133.80000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1112.00000000 OU Notional Amount USD -134574.24000000 -0.06400415379 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 1112.00000000 USD -3091.36000000 N N N Commodities Exchange Center N/A 000000000 -1.00000000 NC USD 41059.28000000 0.019527990437 N/A DCO US N 1 Commodities Exchange Center N/A Short COMEX Silver Futures SIN6 Comdty 2026-07-29 -411199.28000000 USD 41059.28000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 1104.00000000 OU Notional Amount USD 1019842.08000000 0.485041783158 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 1104.00000000 USD -7779.84000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 224.00000000 OU Notional Amount USD -14389.76000000 -0.00684383885 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 224.00000000 USD -201.60000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 2092.00000000 OU Notional Amount USD -72738.84000000 -0.03459494107 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 2092.00000000 USD 3179.84000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 440.00000000 OU Notional Amount USD -52056.40000000 -0.02475827343 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 440.00000000 USD 2679.60000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 44.00000000 OU Notional Amount 27052.12000000 0.012866117980 N/A DE CH N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Lonza Group AG Lonza Group AG Y equity-performance leg 2026-11-11 0.00000000 CHF 0.00000000 CHF 44.00000000 CHF -115.57000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 74.00000000 OU Notional Amount -8482.61000000 -0.00403436998 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 74.00000000 ILS -1004.48000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 22946.00000000 OU Notional Amount -202034.94000000 -0.09608878617 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Athabasca Oil Corp. Athabasca Oil Corp. Y equity-performance leg 2027-12-09 0.00000000 CAD 0.00000000 CAD 22946.00000000 CAD -7432.21000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 1.00000000 NC 4104.13000000 0.001951943906 N/A DFE XX N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 301649.48000000 USD 260000.00000000 EUR 2026-06-17 4104.13000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 609.00000000 OU Notional Amount USD -63957.18000000 -0.03041834146 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 609.00000000 USD -2216.76000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 33.00000000 OU Notional Amount USD 9498.06000000 0.004517322877 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 CME Group, Inc. CME Group, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 33.00000000 USD 69.63000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 159.00000000 OU Notional Amount USD -16702.95000000 -0.00794400310 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 159.00000000 USD -249.63000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1787.00000000 OU Notional Amount USD -455023.81000000 -0.21641150577 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 1787.00000000 USD -3957.18000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1213.00000000 OU Notional Amount USD -40307.99000000 -0.01917067331 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Valvoline, Inc. Valvoline, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 1213.00000000 USD -499.80000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 82.00000000 OU Notional Amount USD 41669.94000000 0.019818423261 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 82.00000000 USD -3409.56000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 5303.00000000 OU Notional Amount USD -345755.60000000 -0.16444302117 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 5303.00000000 USD 3932.80000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 178.00000000 OU Notional Amount USD 5893.58000000 0.002803014906 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 178.00000000 USD 6.67000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 2084.00000000 OU Notional Amount 45677.90000000 0.021724628255 N/A DE IT N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Banca Mediolanum SpA Banca Mediolanum SpA Y equity-performance leg 2026-08-19 0.00000000 EUR 0.00000000 EUR 2084.00000000 EUR -944.90000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 200.00000000 OU Notional Amount USD 74096.00000000 0.035240412873 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 200.00000000 USD 3392.00000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 121.00000000 OU Notional Amount USD 32065.00000000 0.015250267744 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 770.77000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 46.00000000 OU Notional Amount USD -2809.68000000 -0.00133629727 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 46.00000000 USD 73.14000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 1547.00000000 OU Notional Amount USD -353737.02000000 -0.16823902280 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Steel Dynamics, Inc. Steel Dynamics, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 1547.00000000 USD -2520.38000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 4453.00000000 OU Notional Amount USD 197980.38000000 0.094160417998 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 4453.00000000 USD -9202.96000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 311.00000000 OU Notional Amount USD 6465.69000000 0.003075113165 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Campbell's Co. Campbell's Co. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 311.00000000 USD 93.30000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 3600.00000000 OU Notional Amount -34722.62000000 -0.01651424455 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 3600.00000000 JPY 2856.82000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 90.00000000 OU Notional Amount USD 5413.50000000 0.002574686556 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 90.00000000 USD -652.50000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 65393.00000000 OU Notional Amount -60031.12000000 -0.02855108850 N/A DE GB N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 JD Sports Fashion PLC JD Sports Fashion PLC Y equity-performance leg 2027-01-11 0.00000000 GBP 0.00000000 GBP 65393.00000000 GBP 4801.24000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1216.00000000 OU Notional Amount -58179.29000000 -0.02767034928 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Capital Power Corp. Capital Power Corp. Y equity-performance leg 2027-12-09 0.00000000 CAD 0.00000000 CAD 1216.00000000 CAD 188.28000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 718.00000000 OU Notional Amount USD -70277.84000000 -0.03342447767 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 NextEra Energy, Inc. NextEra Energy, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 718.00000000 USD -985.63000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 821.00000000 OU Notional Amount USD -953468.35000000 -0.45347411892 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 821.00000000 USD -5847.28000000 N N N Italian Derivatives Market 8156005391EE905D3124 000000000 -24.00000000 NC -260469.62000000 -0.12388060016 N/A DE IT N 1 Italian Derivatives Market 8156005391EE905D3124 Short FTSE MIB Index Futures STM6 Index 2026-06-19 -5498828.68000000 EUR -260469.62000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 23.00000000 OU Notional Amount USD -5836.71000000 -0.00277596726 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Ryder System, Inc. Ryder System, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 23.00000000 USD -0.06000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 922.00000000 OU Notional Amount -38994.38000000 -0.01854591409 N/A DE FR N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Rexel SA Rexel SA Y equity-performance leg 2026-08-19 0.00000000 EUR 0.00000000 EUR 922.00000000 EUR 1673.55000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1700.00000000 OU Notional Amount 35327.78000000 0.016802061556 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 1700.00000000 JPY -37.97000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC 289.24000000 0.000137563930 N/A DFE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 973462000.00000000 KRW 661766.62000000 USD 2026-06-17 289.24000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 333.00000000 OU Notional Amount USD -17908.74000000 -0.00851748261 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Amrize Ltd. Amrize Ltd. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 333.00000000 USD 613.42000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 355.00000000 OU Notional Amount -4960.36000000 -0.00235917099 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Equinox Gold Corp. Equinox Gold Corp. Y equity-performance leg 2027-12-09 0.00000000 CAD 0.00000000 CAD 355.00000000 CAD -187.68000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC 10994.11000000 0.005228851430 N/A DFE BR N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 1356150.54000000 USD 6843000.00000000 BRL 2026-06-17 10994.11000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 28929.00000000 OU Notional Amount 416955.68000000 0.198306120615 N/A DE AU N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Fortescue Ltd. Fortescue Ltd. Y equity-performance leg 2026-08-19 0.00000000 AUD 0.00000000 AUD 28929.00000000 AUD -14351.45000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 160.00000000 OU Notional Amount USD 41612.80000000 0.019791247203 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Targa Resources Corp. Targa Resources Corp. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 160.00000000 USD 3412.80000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 15256.00000000 OU Notional Amount USD 1254500.88000000 0.596646633573 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Wells Fargo & Co. Wells Fargo & Co. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 15256.00000000 USD 26080.37000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 810.00000000 OU Notional Amount -7974.47000000 -0.00379269616 N/A DE GB N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Greatland Resources Ltd. Greatland Resources Ltd. Y equity-performance leg 2027-01-11 0.00000000 GBP 0.00000000 GBP 810.00000000 GBP -11.08000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 191.00000000 OU Notional Amount USD 135048.46000000 0.064229695102 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 191.00000000 USD -6081.46000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 138.00000000 OU Notional Amount -8161.29000000 -0.00388154865 N/A DE FR N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Bouygues SA Bouygues SA Y equity-performance leg 2027-01-11 0.00000000 EUR 0.00000000 EUR 138.00000000 EUR -19.39000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 8248.00000000 OU Notional Amount -44853.43000000 -0.02133250636 N/A DE AU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Insurance Australia Group Ltd. Insurance Australia Group Ltd. Y equity-performance leg 2026-12-11 0.00000000 AUD 0.00000000 AUD 8248.00000000 AUD -744.99000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 10966.00000000 OU Notional Amount USD 372734.34000000 0.177274239280 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Chipotle Mexican Grill, Inc. Chipotle Mexican Grill, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 10966.00000000 USD -7030.45000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 603.00000000 OU Notional Amount USD 85638.06000000 0.040729871950 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Prologis, Inc. Prologis, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 603.00000000 USD 657.16000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 5089.00000000 OU Notional Amount USD -222134.85000000 -0.10564839974 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 5089.00000000 USD -5265.34000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1300.00000000 OU Notional Amount 69655.27000000 0.033128380393 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Kinden Corp. Kinden Corp. Y equity-performance leg 2027-02-24 0.00000000 JPY 0.00000000 JPY 1300.00000000 JPY 12611.71000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 432.00000000 OU Notional Amount USD -160885.44000000 -0.07651788667 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 432.00000000 USD -12881.56000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1655.00000000 OU Notional Amount -97909.82000000 -0.04656637984 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 1655.00000000 CAD -3004.68000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1373.00000000 OU Notional Amount USD -40640.80000000 -0.01932895934 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 1373.00000000 USD -823.80000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 0.16000000 0.000000076096 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 6944.00000000 NZD 4108.31000000 USD 2026-06-17 0.16000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 245.00000000 OU Notional Amount USD 55470.45000000 0.026382011988 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Dover Corp. Dover Corp. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 245.00000000 USD 1042.75000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 1026.00000000 OU Notional Amount USD 117959.22000000 0.056101970619 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 1026.00000000 USD -2304.88000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 75.00000000 OU Notional Amount USD -7134.00000000 -0.00339296460 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 75.00000000 USD -205.50000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 432.00000000 OU Notional Amount USD -51019.20000000 -0.02426497614 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 432.00000000 USD 3447.17000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 79.00000000 OU Notional Amount USD 6350.02000000 0.003020099958 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Unum Group Unum Group Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 79.00000000 USD -0.20000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 616.00000000 OU Notional Amount USD -79574.88000000 -0.03784619447 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 616.00000000 USD -3073.84000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 3494.00000000 OU Notional Amount 739573.34000000 0.351744626589 N/A DE FR N 2 Citibank NA E57ODZWZ7FF32TWEFA76 EssilorLuxottica SA EssilorLuxottica SA Y equity-performance leg 2026-11-11 0.00000000 EUR 0.00000000 EUR 3494.00000000 EUR -70552.48000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 6400.00000000 OU Notional Amount -44953.44000000 -0.02138007160 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Yamaha Motor Co. Ltd. Yamaha Motor Co. Ltd. Y equity-performance leg 2027-02-24 0.00000000 JPY 0.00000000 JPY 6400.00000000 JPY 494.38000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 541.00000000 OU Notional Amount USD 61484.65000000 0.029242394344 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Ameren Corp. Ameren Corp. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 541.00000000 USD 857.27000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 1048.00000000 OU Notional Amount USD 307682.32000000 0.146335186658 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 NXP Semiconductors NV NXP Semiconductors NV Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 1048.00000000 USD 44490.02000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 71.00000000 OU Notional Amount USD -28524.96000000 -0.01356660774 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 71.00000000 USD 98.69000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 216.00000000 OU Notional Amount USD -43852.32000000 -0.02085637365 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 -133.92000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 968.00000000 OU Notional Amount USD -202524.96000000 -0.09632184203 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 968.00000000 USD -3804.24000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 758.00000000 OU Notional Amount USD 145005.40000000 0.068965263507 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Capital One Financial Corp. Capital One Financial Corp. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 758.00000000 USD -6162.54000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 73800.00000000 OU Notional Amount 39602.44000000 0.018835110348 N/A DE SG N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Genting Singapore Ltd. Genting Singapore Ltd. Y equity-performance leg 2027-02-24 0.00000000 SGD 0.00000000 SGD 73800.00000000 SGD -883.45000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 7214.00000000 OU Notional Amount USD -451957.10000000 -0.21495296379 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 7214.00000000 USD -5587.68000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 2686.00000000 OU Notional Amount USD -76497.28000000 -0.03638247315 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Olin Corp. Olin Corp. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 2686.00000000 USD -2866.23000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 1870.00000000 OU Notional Amount USD -207364.30000000 -0.09862345534 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 1870.00000000 USD -7667.00000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 333.00000000 OU Notional Amount USD 83526.39000000 0.039725551574 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 333.00000000 USD -5141.44000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 945.00000000 OU Notional Amount USD -209034.00000000 -0.09941757267 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 945.00000000 USD -5358.86000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 2200.00000000 OU Notional Amount -44446.46000000 -0.02113894948 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Shionogi & Co. Ltd. Shionogi & Co. Ltd. Y equity-performance leg 2026-12-11 0.00000000 JPY 0.00000000 JPY 2200.00000000 JPY -1894.28000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 521.00000000 OU Notional Amount USD 111207.45000000 0.052890796434 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 521.00000000 USD 4277.41000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -3480.76000000 -0.00165546614 N/A DFE ZA N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 423668.53000000 USD 7022000.00000000 ZAR 2026-06-17 -3480.76000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 14385.00000000 OU Notional Amount -375946.92000000 -0.17880215773 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 14385.00000000 CAD -9296.60000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC -5792.73000000 -0.00275505016 N/A DFE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 210000.00000000 GBP 279942.71000000 USD 2026-06-17 -5792.73000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 20.00000000 OU Notional Amount USD 4300.60000000 0.002045385980 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Regal Rexnord Corp. Regal Rexnord Corp. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 20.00000000 USD 432.40000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 55.00000000 OU Notional Amount USD 59590.30000000 0.028341432401 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 55.00000000 USD -2425.50000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 5200.00000000 OU Notional Amount -119696.31000000 -0.05692813895 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 MISUMI Group, Inc. MISUMI Group, Inc. Y equity-performance leg 2027-02-24 0.00000000 JPY 0.00000000 JPY 5200.00000000 JPY -19241.34000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 700.00000000 OU Notional Amount 97465.84000000 0.046355220830 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 700.00000000 JPY 3414.54000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC -67.69000000 -0.00003219368 N/A DFE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 270000.00000000 NZD 159667.47000000 USD 2026-06-17 -67.69000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -22740.48000000 -0.01081548132 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 1388000.00000000 EUR 1609513.42000000 USD 2026-06-17 -22740.48000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 546.00000000 OU Notional Amount -37150.52000000 -0.01766896544 N/A DE AU N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Cochlear Ltd. Cochlear Ltd. Y equity-performance leg 2026-08-19 0.00000000 AUD 0.00000000 AUD 546.00000000 AUD 30226.66000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 587.00000000 OU Notional Amount USD -93033.63000000 -0.04424724050 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 587.00000000 USD -2758.90000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 696.00000000 OU Notional Amount USD -196000.56000000 -0.09321880611 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 696.00000000 USD -2909.06000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 844.00000000 OU Notional Amount 3815.04000000 0.001814451316 N/A DE CA N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 B2Gold Corp. B2Gold Corp. Y equity-performance leg 2026-08-18 0.00000000 CAD 0.00000000 CAD 844.00000000 CAD -327.97000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 9435.00000000 OU Notional Amount -333519.91000000 -0.15862366834 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 9435.00000000 SEK 2009.10000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 100.00000000 OU Notional Amount -2397.14000000 -0.00114009127 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Rorze Corp. Rorze Corp. Y equity-performance leg 2027-02-24 0.00000000 JPY 0.00000000 JPY 100.00000000 JPY -162.10000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 1.00000000 NC -6771.47000000 -0.00322054359 N/A DFE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 608261000.00000000 KRW 406548.10000000 USD 2026-06-17 -6771.47000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 8762.00000000 OU Notional Amount USD -189434.44000000 -0.09009592795 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 8762.00000000 USD -11390.60000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 468.00000000 OU Notional Amount USD 125732.88000000 0.059799160588 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 468.00000000 USD -547.56000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 111100.00000000 OU Notional Amount -108218.13000000 -0.05146906150 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 NTT, Inc. NTT, Inc. Y equity-performance leg 2027-02-24 0.00000000 JPY 0.00000000 JPY 111100.00000000 JPY -2723.61000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 1624000.00000000 OU Notional Amount USD 4466.83000000 0.002124445765 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2028-09-16 933.27000000 USD 0.00000000 USD 1624000.00000000 USD 3533.56000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 572.00000000 OU Notional Amount USD 28651.48000000 0.013626781265 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Royalty Pharma PLC Royalty Pharma PLC Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 572.00000000 USD 795.08000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 744.00000000 OU Notional Amount USD -75873.12000000 -0.03608561966 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 744.00000000 USD 2081.70000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 18000.00000000 OU Notional Amount 485815.29000000 0.231056081297 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 18000.00000000 JPY -65209.40000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 12462.00000000 OU Notional Amount -223076.97000000 -0.10609647653 N/A DE GB N 2 Citibank NA E57ODZWZ7FF32TWEFA76 National Grid PLC National Grid PLC Y equity-performance leg 2026-11-11 0.00000000 GBP 0.00000000 GBP 12462.00000000 GBP -7564.33000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 6262.00000000 OU Notional Amount 32108.69000000 0.015271046917 N/A DE AU N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Regis Resources Ltd. Regis Resources Ltd. Y equity-performance leg 2027-02-24 0.00000000 AUD 0.00000000 AUD 6262.00000000 AUD -1603.22000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1173.00000000 OU Notional Amount USD -71365.32000000 -0.03394168837 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 1173.00000000 USD 5355.49000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 810.00000000 OU Notional Amount USD -203172.30000000 -0.09662972004 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 810.00000000 USD -3340.28000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 508.00000000 OU Notional Amount -65916.39000000 -0.03135015113 N/A DE GB N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 London Stock Exchange Group PLC London Stock Exchange Group PLC Y equity-performance leg 2026-08-19 0.00000000 GBP 0.00000000 GBP 508.00000000 GBP 1043.10000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 2027.00000000 OU Notional Amount USD -35634.66000000 -0.01694801515 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 2027.00000000 USD 1479.71000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 5144.00000000 OU Notional Amount USD -705293.84000000 -0.33544113202 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 5144.00000000 USD -17571.64000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 48.00000000 OU Notional Amount USD 7928.16000000 0.003770670909 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Charter Communications, Inc. Charter Communications, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 48.00000000 USD -3711.36000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 50.00000000 OU Notional Amount USD -11822.00000000 -0.00562259988 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Humana, Inc. Humana, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 50.00000000 USD -474.93000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1169.00000000 OU Notional Amount USD -134318.10000000 -0.06388233238 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Ormat Technologies, Inc. Ormat Technologies, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 1169.00000000 USD -1556.90000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 176.00000000 OU Notional Amount USD -38742.88000000 -0.01842629949 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 176.00000000 USD 174.24000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 4095.00000000 OU Notional Amount USD 575101.80000000 0.273521173562 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 4095.00000000 USD -4954.26000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 4000.00000000 OU Notional Amount -115435.47000000 -0.05490166301 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Hankyu Hanshin Holdings, Inc. Hankyu Hanshin Holdings, Inc. Y equity-performance leg 2027-02-24 0.00000000 JPY 0.00000000 JPY 4000.00000000 JPY -1941.27000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC 158.25000000 0.000075264458 N/A DFE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 10721000.00000000 CNY 1568544.26000000 USD 2026-06-17 158.25000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -13912.48000000 -0.00661684219 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 557646000.00000000 KRW 365013.68000000 USD 2026-06-17 -13912.48000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 5650.00000000 OU Notional Amount USD -759190.50000000 -0.36107464194 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 5650.00000000 USD 5029.67000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 149.00000000 OU Notional Amount USD 84813.78000000 0.040337840430 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 149.00000000 USD -4808.85000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 9573.00000000 OU Notional Amount USD -84625.32000000 -0.04024820795 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 9573.00000000 USD 3422.97000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 4591.00000000 OU Notional Amount USD -81719.80000000 -0.03886632870 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 4591.00000000 USD -5255.54000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 827.00000000 OU Notional Amount USD 81401.61000000 0.038714996018 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 827.00000000 USD 1367.57000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 69.00000000 OU Notional Amount USD -17227.23000000 -0.00819335318 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 69.00000000 USD -1994.75000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -73932.50000000 -0.03516265148 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 10190000.00000000 NZD 5954590.70000000 USD 2026-06-17 -73932.50000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC -9328.15000000 -0.00443651286 N/A DFE MX N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 906512.97000000 USD 15729000.00000000 MXN 2026-06-17 -9328.15000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 700.00000000 OU Notional Amount USD -131481.00000000 -0.06253299402 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 700.00000000 USD -13195.00000000 N N N New York Mercantile Exchange 5493008GFNDTXFPHWI47 000000000 16.00000000 NC USD 1428.90000000 0.000679591691 N/A DCO US N 1 New York Mercantile Exchange 5493008GFNDTXFPHWI47 Long NYMEX Henry Hub Natural Gas Futures NGM26 Comdty 2026-05-27 441291.10000000 USD 1428.90000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 6114.00000000 OU Notional Amount USD -189717.42000000 -0.09023051460 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 SM Energy Co. SM Energy Co. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 6114.00000000 USD -10366.89000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 732.00000000 OU Notional Amount -19191.19000000 -0.00912742198 N/A DE GB N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 GSK PLC GSK PLC Y equity-performance leg 2027-01-11 0.00000000 GBP 0.00000000 GBP 732.00000000 GBP 14.16000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC -38796.30000000 -0.01845170629 N/A DFE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 5797000.00000000 AUD 4131392.05000000 USD 2026-06-17 -38796.30000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -4649.90000000 -0.00221151473 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 4232000.00000000 CNY 614453.69000000 USD 2026-06-17 -4649.90000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 18591.00000000 OU Notional Amount -117393.67000000 -0.05583299232 N/A DE FR N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Bollore SE Bollore SE Y equity-performance leg 2026-11-11 0.00000000 EUR 0.00000000 EUR 18591.00000000 EUR -4222.23000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 324.00000000 OU Notional Amount USD -26707.32000000 -0.01270212944 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Zimmer Biomet Holdings, Inc. Zimmer Biomet Holdings, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 324.00000000 USD -496.42000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 2712.00000000 OU Notional Amount USD 219699.12000000 0.104489954879 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 2712.00000000 USD 4389.38000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 382.00000000 OU Notional Amount USD -13221.02000000 -0.00628798050 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 382.00000000 USD 1795.40000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 643.00000000 OU Notional Amount USD 26851.68000000 0.012770787755 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Murphy Oil Corp. Murphy Oil Corp. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 643.00000000 USD 2276.22000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC 506.46000000 0.000240874804 N/A DFE ZA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 34439.38000000 USD 584000.00000000 ZAR 2026-06-17 506.46000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 15500.00000000 OU Notional Amount -404087.80000000 -0.19218609518 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Inpex Corp. Inpex Corp. Y equity-performance leg 2026-12-11 0.00000000 JPY 0.00000000 JPY 15500.00000000 JPY -31602.40000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 137.00000000 OU Notional Amount USD -4944.33000000 -0.00235154705 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 UGI Corp. UGI Corp. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 137.00000000 USD 8.22000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 709.00000000 OU Notional Amount USD 58811.55000000 0.027971055167 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Xcel Energy, Inc. Xcel Energy, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 709.00000000 USD 1944.91000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 195.00000000 OU Notional Amount USD 56124.90000000 0.026693271546 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 195.00000000 USD 478.50000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 2053.00000000 OU Notional Amount USD 153338.57000000 0.072928559115 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 2053.00000000 USD -4496.07000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 424.00000000 OU Notional Amount USD 11113.04000000 0.005285415108 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 275.60000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 131.00000000 OU Notional Amount USD -34715.00000000 -0.01651062045 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Lincoln Electric Holdings, Inc. Lincoln Electric Holdings, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 131.00000000 USD -649.41000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 138.00000000 OU Notional Amount USD 24013.38000000 0.011420878666 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 138.00000000 USD -2136.24000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 6845.00000000 OU Notional Amount USD 185088.80000000 0.088029120738 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 6845.00000000 USD -9285.01000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 8706.00000000 OU Notional Amount USD 448359.00000000 0.213241690179 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 8706.00000000 USD 4688.77000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 403.00000000 OU Notional Amount USD -15314.00000000 -0.00728341182 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 403.00000000 USD 822.12000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC 926.66000000 0.000440723939 N/A DFE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 74941.70000000 USD 11836679.00000000 JPY 2026-06-17 926.66000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC 30005.88000000 0.014270940399 N/A DFE AU N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 583616.80000000 USD 853000.00000000 AUD 2026-06-17 30005.88000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 503.00000000 OU Notional Amount USD -160965.03000000 -0.07655574005 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 503.00000000 USD 5716.03000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 140.00000000 OU Notional Amount USD 14113.40000000 0.006712400710 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 140.00000000 USD 3973.20000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 3759.00000000 OU Notional Amount 59910.93000000 0.028493925567 N/A DE AU N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Coles Group Ltd. Coles Group Ltd. Y equity-performance leg 2027-02-24 0.00000000 AUD 0.00000000 AUD 3759.00000000 AUD -2172.02000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC 7049.14000000 0.003352604783 N/A DFE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 13108000.00000000 MXN 754731.68000000 USD 2026-06-17 7049.14000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1898.00000000 OU Notional Amount USD 162013.28000000 0.077054292784 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 1898.00000000 USD 3023.96000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 641.00000000 OU Notional Amount -3095.79000000 -0.00147237256 N/A DE GB N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Airtel Africa PLC Airtel Africa PLC Y equity-performance leg 2026-11-11 0.00000000 GBP 0.00000000 GBP 641.00000000 GBP 28.93000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 271.00000000 OU Notional Amount USD -16203.09000000 -0.00770626729 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Fortive Corp. Fortive Corp. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 271.00000000 USD -0.68000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC -1738.19000000 -0.00082669149 N/A DFE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 2078000.00000000 CNY 302254.55000000 USD 2026-06-17 -1738.19000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 1240.00000000 OU Notional Amount USD 174306.80000000 0.082901149841 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 1240.00000000 USD 9374.40000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 39.00000000 OU Notional Amount USD -77368.98000000 -0.03679705785 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 39.00000000 USD 2419.17000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 37.00000000 OU Notional Amount USD -10902.79000000 -0.00518541920 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Affiliated Managers Group, Inc. Affiliated Managers Group, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 37.00000000 USD 245.31000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 182.00000000 OU Notional Amount USD -674133.46000000 -0.32062110589 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 AutoZone, Inc. AutoZone, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 182.00000000 USD -20464.36000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1611.00000000 OU Notional Amount USD 707277.33000000 0.336384489381 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 1611.00000000 USD -2285.22000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC 948.74000000 0.000451225292 N/A DFE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 868000.00000000 ZAR 52888.78000000 USD 2026-06-17 948.74000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 946.00000000 OU Notional Amount USD -112696.98000000 -0.05359922404 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Nextpower, Inc. Nextpower, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 946.00000000 USD -2296.15000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 190.00000000 OU Notional Amount USD -20056.40000000 -0.00953892000 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 190.00000000 USD 539.60000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 5709.00000000 OU Notional Amount USD -481325.79000000 -0.22892085357 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 5709.00000000 USD 14509.63000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1184.00000000 OU Notional Amount 66009.73000000 0.031394544089 N/A DE CA N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 IGM Financial, Inc. IGM Financial, Inc. Y equity-performance leg 2026-08-18 0.00000000 CAD 0.00000000 CAD 1184.00000000 CAD 2823.03000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 2442.00000000 OU Notional Amount USD -122270.94000000 -0.05815264532 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 2442.00000000 USD -215.89000000 N N N United States Treasury 254900HROIFWPRGM1V77 912797RF6 29377800.00000000 PA USD 29174867.85000000 13.87570703630 Long STIV UST US N 2 2026-07-09 None 0.00000000 N N N N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC N/A 160238.28000000 0.076210094274 N/A DFE XX N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 6351000.00000000 CHF 7080302.29000000 EUR 2026-06-17 160238.28000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 411.00000000 OU Notional Amount USD 56878.29000000 0.027051587442 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 411.00000000 USD 748.02000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 2164.00000000 OU Notional Amount USD -255568.40000000 -0.12154955643 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 2164.00000000 USD 28694.64000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 810.00000000 OU Notional Amount USD 13575.60000000 0.006456620451 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 -48.60000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1217.00000000 OU Notional Amount USD -44676.07000000 -0.02124815310 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 1217.00000000 USD 3602.32000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 3500.00000000 OU Notional Amount 76282.60000000 0.036280370317 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 TIS, Inc. TIS, Inc. Y equity-performance leg 2027-02-24 0.00000000 JPY 0.00000000 JPY 3500.00000000 JPY -4095.06000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 75.00000000 NC USD 1189306.55000000 0.565639897633 N/A DE US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Long CME E-mini S&P 500 Index Futures ESM6 Index 2026-06-18 25974755.95000000 USD 1189306.55000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 518.00000000 OU Notional Amount USD 65511.46000000 0.031157564488 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 518.00000000 USD 2268.84000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1750.00000000 OU Notional Amount USD 92575.00000000 0.044029113876 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 1750.00000000 USD -10091.31000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 5193.00000000 OU Notional Amount 583278.25000000 0.277409932386 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 5193.00000000 CAD 10041.98000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 742.00000000 OU Notional Amount USD 82191.34000000 0.039090595392 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 742.00000000 USD 653.31000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1073.00000000 OU Notional Amount 89340.45000000 0.042490746387 N/A DE DE N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Scout24 SE Scout24 SE Y equity-performance leg 2027-12-09 0.00000000 EUR 0.00000000 EUR 1073.00000000 EUR 228.23000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 3753.00000000 OU Notional Amount -226574.71000000 -0.10776001845 N/A DE IT N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Moncler SpA Moncler SpA Y equity-performance leg 2026-11-11 0.00000000 EUR 0.00000000 EUR 3753.00000000 EUR 18749.09000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 7119.00000000 OU Notional Amount USD 1356810.21000000 0.645305441471 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 7119.00000000 USD -1472.01000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 1.00000000 NC 1378.75000000 0.000655740110 N/A DFE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 2206000.00000000 NZD 1306474.16000000 USD 2026-06-17 1378.75000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 94.00000000 OU Notional Amount USD 23643.82000000 0.011245114158 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 423.00000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 709.00000000 OU Notional Amount USD 204581.95000000 0.097300156343 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 709.00000000 USD -9969.09000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC -3850.91000000 -0.00183151126 N/A DFE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 39749000.00000000 JPY 250924.21000000 USD 2026-06-17 -3850.91000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 5380.00000000 OU Notional Amount -21395.60000000 -0.01017584994 N/A DE GB N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Harbour Energy PLC Harbour Energy PLC Y equity-performance leg 2026-11-11 0.00000000 GBP 0.00000000 GBP 5380.00000000 GBP -582.57000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 2977.00000000 OU Notional Amount 100213.59000000 0.047662063905 N/A DE ES N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Cellnex Telecom SA Cellnex Telecom SA Y equity-performance leg 2026-08-19 0.00000000 EUR 0.00000000 EUR 2977.00000000 EUR 204.24000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 9200.00000000 OU Notional Amount 53599.82000000 0.025492331390 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 9200.00000000 JPY -2793.79000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 6937.00000000 OU Notional Amount USD 897717.17000000 0.426958590401 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 6937.00000000 USD 13519.37000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 468.00000000 OU Notional Amount USD 137400.12000000 0.065348155874 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 468.00000000 USD -2240.10000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1188.00000000 OU Notional Amount USD 88862.40000000 0.042263383514 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 American International Group, Inc. American International Group, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 1188.00000000 USD 366.66000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1396.00000000 OU Notional Amount -69080.95000000 -0.03285523104 N/A DE GB N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Anglo American PLC Anglo American PLC Y equity-performance leg 2026-08-19 0.00000000 GBP 0.00000000 GBP 1396.00000000 GBP -1230.12000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 59.00000000 OU Notional Amount USD 6801.52000000 0.003234835523 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 59.00000000 USD 59.00000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 46.00000000 OU Notional Amount USD -27048.00000000 -0.01286415848 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Murphy USA, Inc. Murphy USA, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 46.00000000 USD -4086.83000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 8184.00000000 OU Notional Amount 390658.20000000 0.185798913037 N/A DE CA N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Canadian Natural Resources Ltd. Canadian Natural Resources Ltd. Y equity-performance leg 2028-02-22 0.00000000 CAD 0.00000000 CAD 8184.00000000 CAD 11995.89000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 87.00000000 OU Notional Amount USD -94206.21000000 -0.04480492517 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 87.00000000 USD 1789.31000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 2249.00000000 OU Notional Amount -67386.42000000 -0.03204930445 N/A DE FI N 2 Citibank NA E57ODZWZ7FF32TWEFA76 UPM-Kymmene OYJ UPM-Kymmene OYJ Y equity-performance leg 2026-11-11 0.00000000 EUR 0.00000000 EUR 2249.00000000 EUR 2005.06000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 728.00000000 OU Notional Amount USD 82446.00000000 0.039211712909 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Tradeweb Markets, Inc. Tradeweb Markets, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 728.00000000 USD -3982.04000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 266.00000000 OU Notional Amount USD -55889.26000000 -0.02658120003 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 266.00000000 USD -1367.65000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 2645.00000000 OU Notional Amount USD 242017.50000000 0.115104683418 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 2645.00000000 USD 5508.68000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 2530.00000000 OU Notional Amount -884735.31000000 -0.42078435554 N/A DE FR N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Dassault Aviation SA Dassault Aviation SA Y equity-performance leg 2026-11-11 0.00000000 EUR 0.00000000 EUR 2530.00000000 EUR 12728.24000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 12691.00000000 OU Notional Amount 534230.04000000 0.254082368535 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 12691.00000000 CAD 22086.31000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 2463.00000000 OU Notional Amount USD 86451.30000000 0.041116652794 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 2463.00000000 USD -9507.18000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 6770.00000000 OU Notional Amount 632570.41000000 0.300853520027 N/A DE FR N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Publicis Groupe SA Publicis Groupe SA Y equity-performance leg 2026-08-19 0.00000000 EUR 0.00000000 EUR 6770.00000000 EUR 3981.26000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 5500.00000000 OU Notional Amount -96288.93000000 -0.04579547679 N/A DE HK N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Sun Hung Kai Properties Ltd. Sun Hung Kai Properties Ltd. Y equity-performance leg 2026-08-19 0.00000000 HKD 0.00000000 HKD 5500.00000000 HKD 281.54000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 99.00000000 OU Notional Amount USD 40076.19000000 0.019060428120 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 MYR Group, Inc. MYR Group, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 99.00000000 USD 7055.74000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 3100.00000000 OU Notional Amount -225934.69000000 -0.10745562186 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Otsuka Holdings Co. Ltd. Otsuka Holdings Co. Ltd. Y equity-performance leg 2027-02-24 0.00000000 JPY 0.00000000 JPY 3100.00000000 JPY -16580.26000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 1023.00000000 OU Notional Amount USD -95763.03000000 -0.04554535622 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Netflix, Inc. Netflix, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 1023.00000000 USD -355.92000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 550.00000000 OU Notional Amount USD 39501.00000000 0.018786864998 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 -1177.00000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 103.00000000 OU Notional Amount USD 12607.20000000 0.005996044768 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 103.00000000 USD -432.60000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 3849.00000000 OU Notional Amount -117707.12000000 -0.05598207065 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 3849.00000000 CAD 14963.03000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 628.00000000 OU Notional Amount USD -15674.88000000 -0.00745504808 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 -238.64000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 12319.00000000 OU Notional Amount USD 326576.69000000 0.155321439624 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 12319.00000000 USD -4949.73000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 905.00000000 OU Notional Amount USD 41349.45000000 0.019665996681 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 905.00000000 USD 1701.40000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 157.00000000 OU Notional Amount USD 5633.16000000 0.002679157905 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Vontier Corp. Vontier Corp. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 157.00000000 USD -0.39000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 3368.00000000 OU Notional Amount USD -128118.72000000 -0.06093387753 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Amcor PLC Amcor PLC Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 3368.00000000 USD 7510.64000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 427.00000000 OU Notional Amount USD -38553.83000000 -0.01833638640 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 427.00000000 USD 72.59000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 649.15000000 0.000308738852 N/A DFE GB N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 198005.01000000 USD 146000.00000000 GBP 2026-06-17 649.15000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 222.00000000 OU Notional Amount USD 57853.20000000 0.027515259312 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 222.00000000 USD -1849.26000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 3995.00000000 OU Notional Amount USD 98237.05000000 0.046722012004 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 3995.00000000 USD -3306.42000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 9374.00000000 OU Notional Amount -122838.15000000 -0.05842241312 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 9374.00000000 CAD 14278.82000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 10128.00000000 OU Notional Amount 458276.35000000 0.217958429390 N/A DE DE N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Fresenius Medical Care AG Fresenius Medical Care AG Y equity-performance leg 2026-11-11 0.00000000 EUR 0.00000000 EUR 10128.00000000 EUR -6200.89000000 N N N ICE Futures Europe 549300UF4R84F48NCH34 000000000 4.00000000 NC USD 48960.29000000 0.023285748677 N/A DCO GB N 1 ICE Futures Europe 549300UF4R84F48NCH34 Long ICE Gas Oil Futures QSM6 Comdty 2026-06-11 444139.71000000 USD 48960.29000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 500.00000000 OU Notional Amount -17959.92000000 -0.00854182406 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Omron Corp. Omron Corp. Y equity-performance leg 2027-02-24 0.00000000 JPY 0.00000000 JPY 500.00000000 JPY -1253.84000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 59.00000000 OU Notional Amount 4749.50000000 0.002258884972 N/A DE FR N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Societe Generale SA Societe Generale SA Y equity-performance leg 2027-12-09 0.00000000 EUR 0.00000000 EUR 59.00000000 EUR -141.87000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 256.00000000 OU Notional Amount USD -18918.40000000 -0.00899768174 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 AST SpaceMobile, Inc. AST SpaceMobile, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 256.00000000 USD 2754.56000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 32700.00000000 OU Notional Amount 184952.87000000 0.087964471778 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 32700.00000000 JPY -9386.57000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 3.00000000 OU Notional Amount USD 869.31000000 0.000413448004 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 -6.72000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 3139.00000000 OU Notional Amount USD 290765.57000000 0.138289499246 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 3139.00000000 USD -2002.65000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 72.00000000 OU Notional Amount USD 5811.12000000 0.002763796534 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Pentair PLC Pentair PLC Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 72.00000000 USD -795.06000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 1769.00000000 OU Notional Amount USD 132321.20000000 0.062932597170 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 1769.00000000 USD -1337.12000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 6811.00000000 OU Notional Amount USD 598414.46000000 0.284608786437 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 6811.00000000 USD 39102.63000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 239.00000000 OU Notional Amount USD 84799.59000000 0.040331091598 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 239.00000000 USD -2121.68000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 628.00000000 OU Notional Amount -34699.42000000 -0.01650321052 N/A DE DE N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 AIXTRON SE AIXTRON SE Y equity-performance leg 2027-12-09 0.00000000 EUR 0.00000000 EUR 628.00000000 EUR -1401.69000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 93.00000000 OU Notional Amount USD -85910.61000000 -0.04085949803 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 93.00000000 USD 1029.51000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 781.00000000 OU Notional Amount USD 196140.34000000 0.093285286152 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 781.00000000 USD -11647.72000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 147.00000000 OU Notional Amount USD -14281.05000000 -0.00679213585 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 -768.81000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 994.00000000 OU Notional Amount 121754.62000000 0.057907081057 N/A DE AU N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Rio Tinto Ltd. Rio Tinto Ltd. Y equity-performance leg 2026-08-19 0.00000000 AUD 0.00000000 AUD 994.00000000 AUD -2072.89000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 15302.00000000 OU Notional Amount USD -1167695.62000000 -0.55536163570 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 15302.00000000 USD -67737.34000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC -4935.54000000 -0.00234736648 N/A DFE MX N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 578759.64000000 USD 10060000.00000000 MXN 2026-06-17 -4935.54000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC N/A -19699.05000000 -0.00936896263 N/A DFE SE N 2 Citibank NA E57ODZWZ7FF32TWEFA76 1278909.37000000 EUR 13673000.00000000 SEK 2026-06-17 -19699.05000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC 304.21000000 0.000144683734 N/A DFE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 463000.00000000 NZD 274220.43000000 USD 2026-06-17 304.21000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 51.00000000 OU Notional Amount USD 9241.71000000 0.004395401587 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Williams-Sonoma, Inc. Williams-Sonoma, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 51.00000000 USD -820.08000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -86107.55000000 -0.04095316364 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 3712000.00000000 AUD 2584194.18000000 USD 2026-06-17 -86107.55000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 182.00000000 OU Notional Amount USD -10696.14000000 -0.00508713546 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 OneMain Holdings, Inc. OneMain Holdings, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 182.00000000 USD -202.02000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1310.00000000 OU Notional Amount -246338.06000000 -0.11715956247 N/A DE CA N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Agnico Eagle Mines Ltd. Agnico Eagle Mines Ltd. Y equity-performance leg 2026-08-18 0.00000000 CAD 0.00000000 CAD 1310.00000000 CAD 34971.24000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 870.00000000 OU Notional Amount USD 244539.60000000 0.116304206271 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 870.00000000 USD 37248.54000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 9400.00000000 OU Notional Amount -55106.96000000 -0.02620913440 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Mitsubishi Chemical Group Corp. Mitsubishi Chemical Group Corp. Y equity-performance leg 2026-12-11 0.00000000 JPY 0.00000000 JPY 9400.00000000 JPY 261.84000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 11344.00000000 OU Notional Amount 356545.76000000 0.169574873011 N/A DE ES N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Naturgy Energy Group SA Naturgy Energy Group SA Y equity-performance leg 2026-08-19 0.00000000 EUR 0.00000000 EUR 11344.00000000 EUR -3809.25000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -250.06000000 -0.00011892973 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 1058537000.00000000 KRW 719036.65000000 USD 2026-06-17 -250.06000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1879.00000000 OU Notional Amount USD 107140.58000000 0.050956573562 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 1879.00000000 USD -2912.45000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 142.00000000 OU Notional Amount USD 50659.92000000 0.024094100854 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Everest Group Ltd. Everest Group Ltd. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 142.00000000 USD 1583.30000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 158.00000000 OU Notional Amount USD -16139.70000000 -0.00767611870 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Expand Energy Corp. Expand Energy Corp. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 158.00000000 USD -915.22000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 198.00000000 OU Notional Amount USD -111305.70000000 -0.05293752460 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 198.00000000 USD -7425.85000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 4343.00000000 OU Notional Amount -54045.93000000 -0.02570450344 N/A DE AU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Suncorp Group Ltd. Suncorp Group Ltd. Y equity-performance leg 2026-12-11 0.00000000 AUD 0.00000000 AUD 4343.00000000 AUD -2055.11000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 107.00000000 OU Notional Amount USD -30319.52000000 -0.01442010908 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 107.00000000 USD -5695.16000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 2055.00000000 OU Notional Amount -59326.60000000 -0.02821601541 N/A DE SE N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Epiroc AB Epiroc AB Y equity-performance leg 2026-08-19 0.00000000 SEK 0.00000000 SEK 2055.00000000 SEK -3382.74000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 141.00000000 OU Notional Amount USD -8564.34000000 -0.00407324116 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 141.00000000 USD 299.98000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 234.00000000 OU Notional Amount USD 53253.72000000 0.025327724571 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 234.00000000 USD -3542.76000000 N N N United States Treasury 254900HROIFWPRGM1V77 912797QN0 31503500.00000000 PA USD 31462744.55000000 14.96383216467 Long STIV UST US N 2 2026-05-14 None 0.00000000 N N N N N N PRIME SECSRVC BRW/FINANC N/A 74166MAF3 63000.00000000 PA USD 61772.82000000 0.029379449378 Long DBT CORP US N 2 2027-08-31 Fixed 3.38000000 N N N N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 160.00000000 OU Notional Amount -6181.62000000 -0.00294000811 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 160.00000000 CAD -0.59000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 13238.00000000 OU Notional Amount 260793.52000000 0.124034648557 N/A DE CA N 2 Citibank NA E57ODZWZ7FF32TWEFA76 First Majestic Silver Corp. First Majestic Silver Corp. Y equity-performance leg 2028-02-22 0.00000000 CAD 0.00000000 CAD 13238.00000000 CAD -9482.08000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 3408.75000000 0.001621217844 N/A DFE SG N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 1567183.66000000 USD 1993000.00000000 SGD 2026-06-17 3408.75000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 10536.00000000 OU Notional Amount USD -758170.56000000 -0.36058955359 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 10536.00000000 USD -18322.70000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 5377.00000000 OU Notional Amount -1108518.89000000 -0.52721689917 N/A DE FR N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Airbus SE Airbus SE Y equity-performance leg 2027-01-11 0.00000000 EUR 0.00000000 EUR 5377.00000000 EUR -53557.25000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 187.00000000 OU Notional Amount -6569.16000000 -0.00312432399 N/A DE FR N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Renault SA Renault SA Y equity-performance leg 2027-01-11 0.00000000 EUR 0.00000000 EUR 187.00000000 EUR -36.77000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 366.00000000 OU Notional Amount USD 209114.10000000 0.099455668614 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 366.00000000 USD -804.58000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 4148.00000000 OU Notional Amount 299354.69000000 0.142374525901 N/A DE CA N 2 Citibank NA E57ODZWZ7FF32TWEFA76 George Weston Ltd. George Weston Ltd. Y equity-performance leg 2028-02-22 0.00000000 CAD 0.00000000 CAD 4148.00000000 CAD 5976.16000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 30.00000000 OU Notional Amount USD -9717.00000000 -0.00462145179 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 -381.60000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 201.00000000 OU Notional Amount USD 33910.71000000 0.016128096270 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 -3507.45000000 N N N United States Treasury 254900HROIFWPRGM1V77 912797UE5 20868000.00000000 PA USD 20145937.77000000 9.581504598594 Long STIV UST US N 2 2027-04-15 None 0.00000000 N N N N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 134.00000000 OU Notional Amount -6339.21000000 -0.00301495867 N/A DE FR N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Technip Energies NV Technip Energies NV Y equity-performance leg 2027-01-11 0.00000000 EUR 0.00000000 EUR 134.00000000 EUR -2.53000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 2300.00000000 OU Notional Amount -43707.08000000 -0.02078729681 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Isetan Mitsukoshi Holdings Ltd. Isetan Mitsukoshi Holdings Ltd. Y equity-performance leg 2026-12-11 0.00000000 JPY 0.00000000 JPY 2300.00000000 JPY 764.87000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 6.00000000 OU Notional Amount USD 4321.20000000 0.002055183439 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Curtiss-Wright Corp. Curtiss-Wright Corp. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 6.00000000 USD -70.44000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 437.00000000 OU Notional Amount USD 100938.26000000 0.048006720431 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 437.00000000 USD -9124.56000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 40600.00000000 OU Notional Amount 344063.72000000 0.163638354939 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 40600.00000000 SGD -13890.83000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 394.00000000 OU Notional Amount -108028.51000000 -0.05137887732 N/A DE CH N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Helvetia Baloise Holding AG Helvetia Baloise Holding AG Y equity-performance leg 2027-12-09 0.00000000 CHF 0.00000000 CHF 394.00000000 CHF 2807.52000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 2145.00000000 OU Notional Amount -20118.01000000 -0.00956822201 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Tamarack Valley Energy Ltd. Tamarack Valley Energy Ltd. Y equity-performance leg 2027-12-09 0.00000000 CAD 0.00000000 CAD 2145.00000000 CAD -587.76000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1498.00000000 OU Notional Amount -44387.83000000 -0.02111106477 N/A DE NL N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Randstad NV Randstad NV Y equity-performance leg 2026-11-11 0.00000000 EUR 0.00000000 EUR 1498.00000000 EUR 359.15000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 3727.00000000 OU Notional Amount USD -86727.29000000 -0.04124791496 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 3727.00000000 USD 3976.51000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 3907.00000000 OU Notional Amount USD 156084.65000000 0.074234607930 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Old Republic International Corp. Old Republic International Corp. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 3907.00000000 USD -5000.96000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 13404.00000000 OU Notional Amount -108546.40000000 -0.05162518829 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 13404.00000000 CAD 11735.23000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 3997.00000000 OU Notional Amount USD 380194.64000000 0.180822393730 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Sempra Sempra Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 3997.00000000 USD 1508.45000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 178.00000000 OU Notional Amount USD 23529.82000000 0.011190895212 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 178.00000000 USD 1078.78000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC -1303.51000000 -0.00061995560 N/A DFE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 130000.00000000 AUD 92214.60000000 USD 2026-06-17 -1303.51000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 25.00000000 OU Notional Amount USD -5445.50000000 -0.00258990590 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Sanmina Corp. Sanmina Corp. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 25.00000000 USD -228.81000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 4418.00000000 OU Notional Amount -556476.35000000 -0.26466282023 N/A DE AU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Commonwealth Bank of Australia Commonwealth Bank of Australia Y equity-performance leg 2026-12-11 0.00000000 AUD 0.00000000 AUD 4418.00000000 AUD -4466.66000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 69.00000000 OU Notional Amount USD 64487.40000000 0.030670516642 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 69.00000000 USD 1355.49000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 12392.00000000 OU Notional Amount USD -326157.44000000 -0.15512204231 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 12392.00000000 USD 2886.86000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 86.00000000 OU Notional Amount USD -35612.60000000 -0.01693752331 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Dycom Industries, Inc. Dycom Industries, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 86.00000000 USD -1642.60000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 227.00000000 OU Notional Amount -15588.43000000 -0.00741393205 N/A DE ES N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Ferrovial SE Ferrovial SE Y equity-performance leg 2027-01-11 0.00000000 EUR 0.00000000 EUR 227.00000000 EUR -22.04000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 426.00000000 OU Notional Amount USD -56312.94000000 -0.02678270427 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 426.00000000 USD -2.64000000 N N N New York Mercantile Exchange 5493008GFNDTXFPHWI47 000000000 27.00000000 NC USD 354001.06000000 0.168364601490 N/A DCO US N 1 New York Mercantile Exchange 5493008GFNDTXFPHWI47 Long NYMEX Light Sweet Crude Oil Futures CLM6 Comdty 2026-05-19 2482888.94000000 USD 354001.06000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 618.00000000 OU Notional Amount -3812.60000000 -0.00181329084 N/A DE CA N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Discovery Silver Corp. Discovery Silver Corp. Y equity-performance leg 2026-08-18 0.00000000 CAD 0.00000000 CAD 618.00000000 CAD 791.85000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 342.00000000 OU Notional Amount USD 100910.52000000 0.047993527154 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 342.00000000 USD -418.66000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 2703.00000000 OU Notional Amount USD -34584.89000000 -0.01644873951 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 2703.00000000 USD 4439.50000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 303.00000000 OU Notional Amount USD 273402.96000000 0.130031758680 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 303.00000000 USD 20859.52000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 26700.00000000 OU Notional Amount -640545.42000000 -0.30464647302 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Central Japan Railway Co. Central Japan Railway Co. Y equity-performance leg 2027-02-24 0.00000000 JPY 0.00000000 JPY 26700.00000000 JPY 50341.99000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1292.00000000 OU Notional Amount -3705.23000000 -0.00176222515 N/A DE GB N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Convatec Group PLC Convatec Group PLC Y equity-performance leg 2026-11-11 0.00000000 GBP 0.00000000 GBP 1292.00000000 GBP 335.38000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 725.00000000 OU Notional Amount 50396.46000000 0.023968798015 N/A DE FR N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Eurofins Scientific SE Eurofins Scientific SE Y equity-performance leg 2027-01-11 0.00000000 EUR 0.00000000 EUR 725.00000000 EUR -2760.61000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 9326.76000000 0.004435851775 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 1480000.00000000 EUR 1749770.40000000 USD 2026-06-17 9326.76000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 96.00000000 OU Notional Amount USD 6323.52000000 0.003007496431 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Monday.com Ltd. Monday.com Ltd. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 96.00000000 USD 42.24000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 12700.00000000 OU Notional Amount -494297.61000000 -0.23509031336 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Marubeni Corp. Marubeni Corp. Y equity-performance leg 2027-02-24 0.00000000 JPY 0.00000000 JPY 12700.00000000 JPY -21852.07000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 2176.00000000 OU Notional Amount 105530.99000000 0.050191044841 N/A DE GB N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Antofagasta PLC Antofagasta PLC Y equity-performance leg 2027-12-09 0.00000000 GBP 0.00000000 GBP 2176.00000000 GBP -5612.50000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1317.00000000 OU Notional Amount -272146.59000000 -0.12943422308 N/A DE BE N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 D'ieteren Group D'ieteren Group Y equity-performance leg 2026-08-19 0.00000000 EUR 0.00000000 EUR 1317.00000000 EUR -2644.76000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 49.00000000 OU Notional Amount USD -9040.01000000 -0.00429947210 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 49.00000000 USD -274.40000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 17658.00000000 OU Notional Amount -1085008.81000000 -0.51603539240 N/A DE DK N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Novonesis Novozymes B Novonesis Novozymes B Y equity-performance leg 2026-11-11 0.00000000 DKK 0.00000000 DKK 17658.00000000 DKK -23971.65000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 518.00000000 OU Notional Amount USD -37757.02000000 -0.01795741974 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 518.00000000 USD 3227.23000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 422.00000000 OU Notional Amount 56529.70000000 0.026885796367 N/A DE CA N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Imperial Oil Ltd. Imperial Oil Ltd. Y equity-performance leg 2028-02-22 0.00000000 CAD 0.00000000 CAD 422.00000000 CAD 3674.38000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC N/A -81.12000000 -0.00003858106 N/A DFE CH N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 36150.45000000 EUR 33000.00000000 CHF 2026-06-17 -81.12000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 2889.00000000 OU Notional Amount USD 184693.77000000 0.087841242576 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 2889.00000000 USD -48217.41000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1000.00000000 OU Notional Amount -26070.18000000 -0.01239910260 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Inpex Corp. Inpex Corp. Y equity-performance leg 2027-02-24 0.00000000 JPY 0.00000000 JPY 1000.00000000 JPY -2209.32000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 425.00000000 OU Notional Amount -23152.29000000 -0.01101134013 N/A DE FR N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 STMicroelectronics NV STMicroelectronics NV Y equity-performance leg 2027-01-11 0.00000000 EUR 0.00000000 EUR 425.00000000 EUR -204.54000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 549.00000000 OU Notional Amount USD -17480.16000000 -0.00831364790 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 -911.34000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 185.00000000 OU Notional Amount USD 93795.00000000 0.044609351725 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 185.00000000 USD -3507.78000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 171.00000000 OU Notional Amount USD -74290.95000000 -0.03533313202 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 171.00000000 USD 3943.45000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1003.00000000 OU Notional Amount USD 50912.28000000 0.024214124480 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Fifth Third Bancorp Fifth Third Bancorp Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 1003.00000000 USD 922.76000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 2295.00000000 OU Notional Amount 57785.17000000 0.027482903918 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 2295.00000000 SEK 495.06000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 1.00000000 NC -1099.25000000 -0.00052280857 N/A DFE MX N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 102288.51000000 USD 1774000.00000000 MXN 2026-06-17 -1099.25000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 236.00000000 OU Notional Amount USD -19706.00000000 -0.00937226808 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Edwards Lifesciences Corp. Edwards Lifesciences Corp. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 236.00000000 USD -465.51000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 5900.00000000 OU Notional Amount 386181.03000000 0.183669549518 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 5900.00000000 CAD -50802.72000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 345.00000000 OU Notional Amount USD 13544.70000000 0.006441924263 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 345.00000000 USD 35.88000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 227.00000000 OU Notional Amount USD 71534.51000000 0.034022155947 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 227.00000000 USD -2908.43000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 6240.00000000 OU Notional Amount USD 182208.00000000 0.086658998445 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 6240.00000000 USD 5749.40000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 2742.00000000 OU Notional Amount USD 204991.92000000 0.097495140041 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 2742.00000000 USD 592.26000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 166.00000000 OU Notional Amount USD 29217.66000000 0.013896059188 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Align Technology, Inc. Align Technology, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 166.00000000 USD -1358.38000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 150574.00000000 OU Notional Amount 673689.92000000 0.320410156141 N/A DE GB N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 J Sainsbury PLC J Sainsbury PLC Y equity-performance leg 2027-01-11 0.00000000 GBP 0.00000000 GBP 150574.00000000 GBP -44259.59000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 52.00000000 OU Notional Amount USD 15604.68000000 0.007421660628 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 137.28000000 N N N ASX Clear (Futures) 549300ZD7BBOVZFVHK49 000000000 -112.00000000 NC 45885.25000000 0.021823244909 N/A DIR AU N 1 ASX Clear (Futures) 549300ZD7BBOVZFVHK49 Short SFE 10 Year Australian Bond Futures XMM6 Comdty 2026-06-15 -12054791.05000000 AUD 45885.25000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1518.00000000 OU Notional Amount USD -69084.18000000 -0.03285676725 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 IREN Ltd. IREN Ltd. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 1518.00000000 USD 4371.84000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 1269.00000000 OU Notional Amount USD -155325.60000000 -0.07387360011 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 1269.00000000 USD 3897.83000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 68920.00000000 OU Notional Amount 373412.20000000 0.177596632746 N/A DE IT N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Saipem SpA Saipem SpA Y equity-performance leg 2026-08-19 0.00000000 EUR 0.00000000 EUR 68920.00000000 EUR 36724.36000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 55.00000000 OU Notional Amount USD -10448.90000000 -0.00496954694 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 -411.95000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 1730.00000000 OU Notional Amount USD -136721.90000000 -0.06502559119 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 1730.00000000 USD 2456.60000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 385.00000000 OU Notional Amount USD 28139.65000000 0.013383352463 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Eastman Chemical Co. Eastman Chemical Co. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 385.00000000 USD 390.53000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 600.00000000 OU Notional Amount 5135.65000000 0.002442539764 N/A DE SG N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Keppel Ltd. Keppel Ltd. Y equity-performance leg 2027-02-24 0.00000000 SGD 0.00000000 SGD 600.00000000 SGD -521.09000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 742.00000000 OU Notional Amount USD 54232.78000000 0.025793370201 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 742.00000000 USD 415.52000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1025.00000000 OU Notional Amount USD -457508.75000000 -0.21759335515 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 1025.00000000 USD 38294.00000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 5065.00000000 OU Notional Amount USD 183403.65000000 0.087227655318 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 5065.00000000 USD 757.07000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 1822000.00000000 OU Notional Amount USD 5046.03000000 0.002399916062 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2028-09-16 0.00000000 USD -1079.84000000 USD 1822000.00000000 USD 6125.87000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 78.00000000 OU Notional Amount USD 16673.28000000 0.007929891912 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 78.00000000 USD -345.54000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 101.00000000 OU Notional Amount USD 40821.17000000 0.019414744180 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Littelfuse, Inc. Littelfuse, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 101.00000000 USD 1145.65000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 450.00000000 OU Notional Amount USD 144247.50000000 0.068604802633 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 L3Harris Technologies, Inc. L3Harris Technologies, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 450.00000000 USD -958.15000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 1032.00000000 OU Notional Amount USD -81620.88000000 -0.03881928188 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 1032.00000000 USD 10074.02000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 6934.00000000 OU Notional Amount USD 271188.74000000 0.128978665032 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 6934.00000000 USD -11226.27000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC -1135.39000000 -0.00053999692 N/A DFE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 883000.00000000 MXN 49231.08000000 USD 2026-06-17 -1135.39000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 2374.00000000 OU Notional Amount -86424.19000000 -0.04110375914 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 2374.00000000 CAD -5745.47000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 12459.00000000 OU Notional Amount -190974.42000000 -0.09082834983 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 12459.00000000 AUD 10743.43000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 45.00000000 OU Notional Amount USD 6202.80000000 0.002950081421 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Lamar Advertising Co. Lamar Advertising Co. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 45.00000000 USD -0.11000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 171.00000000 OU Notional Amount USD 25938.99000000 0.012336708015 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 DTE Energy Co. DTE Energy Co. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 171.00000000 USD 604.30000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 2310.00000000 OU Notional Amount USD 180549.60000000 0.085870255454 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 2310.00000000 USD 3485.43000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 30.00000000 OU Notional Amount USD 4742.70000000 0.002255650860 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 30.00000000 USD -21.90000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 858.00000000 OU Notional Amount USD 182264.94000000 0.086686079382 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 858.00000000 USD -5745.79000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 930.00000000 OU Notional Amount 91802.60000000 0.043661756732 N/A DE CH N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Logitech International SA Logitech International SA Y equity-performance leg 2026-11-11 0.00000000 CHF 0.00000000 CHF 930.00000000 CHF 117.80000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 34.00000000 OU Notional Amount USD 13712.54000000 0.006521749772 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 590.24000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 887.00000000 OU Notional Amount USD 154967.77000000 0.073703414447 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 887.00000000 USD -5.19000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 3338.00000000 OU Notional Amount USD 860736.68000000 0.409370492044 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Lam Research Corp. Lam Research Corp. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 3338.00000000 USD -11960.88000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 2198.00000000 OU Notional Amount USD -230987.82000000 -0.10985891472 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 2198.00000000 USD -10748.22000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1391.00000000 OU Notional Amount USD 140365.81000000 0.066758652258 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 1391.00000000 USD 4840.68000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 5709.00000000 OU Notional Amount -107357.09000000 -0.05105954675 N/A DE FI N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Nordea Bank Abp Nordea Bank Abp Y equity-performance leg 2026-08-19 0.00000000 EUR 0.00000000 EUR 5709.00000000 EUR -1040.98000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 53950.00000000 OU Notional Amount -1131201.65000000 -0.53800492859 N/A DE NL N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Universal Music Group NV Universal Music Group NV Y equity-performance leg 2027-01-11 0.00000000 EUR 0.00000000 EUR 53950.00000000 EUR 126688.01000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 90963.00000000 OU Notional Amount 720047.72000000 0.342458148096 N/A DE GB N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 BP PLC BP PLC Y equity-performance leg 2026-08-19 0.00000000 GBP 0.00000000 GBP 90963.00000000 GBP 21642.24000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 378.00000000 OU Notional Amount USD -24218.46000000 -0.01151841569 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 181.44000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 2076.00000000 OU Notional Amount USD -125764.08000000 -0.05981399945 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 2076.00000000 USD -4978.27000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 200.00000000 OU Notional Amount 8744.33000000 0.004158845275 N/A DE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Daifuku Co. Ltd. Daifuku Co. Ltd. Y equity-performance leg 2027-12-09 0.00000000 JPY 0.00000000 JPY 200.00000000 JPY 800.35000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 81.00000000 OU Notional Amount 4887.26000000 0.002324404289 N/A DE NO N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Salmar ASA Salmar ASA Y equity-performance leg 2028-04-24 0.00000000 NOK 0.00000000 NOK 81.00000000 NOK 191.96000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1035.00000000 OU Notional Amount 203275.75000000 0.096678921360 N/A DE FR N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Ipsen SA Ipsen SA Y equity-performance leg 2027-01-11 0.00000000 EUR 0.00000000 EUR 1035.00000000 EUR 8688.51000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 323.00000000 OU Notional Amount -85668.18000000 -0.04074419716 N/A DE GB N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Games Workshop Group PLC Games Workshop Group PLC Y equity-performance leg 2026-08-19 0.00000000 GBP 0.00000000 GBP 323.00000000 GBP -643.23000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 72.00000000 OU Notional Amount -4761.93000000 -0.00226479674 N/A DE FR N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Covivio SA Covivio SA Y equity-performance leg 2027-01-11 0.00000000 EUR 0.00000000 EUR 72.00000000 EUR 17.26000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 466.00000000 OU Notional Amount USD 34758.94000000 0.016531518525 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Henry Schein, Inc. Henry Schein, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 466.00000000 USD -831.85000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 18.00000000 OU Notional Amount USD -7124.40000000 -0.00338839879 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 18.00000000 USD -444.96000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 13441.00000000 OU Notional Amount -108150.11000000 -0.05143671087 N/A DE GB N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Land Securities Group PLC Land Securities Group PLC Y equity-performance leg 2026-11-11 0.00000000 GBP 0.00000000 GBP 13441.00000000 GBP 2474.44000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 6777.00000000 OU Notional Amount USD 569945.70000000 0.271068907679 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 6777.00000000 USD 11839.32000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 855.00000000 OU Notional Amount USD 99120.15000000 0.047142018598 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 855.00000000 USD 5416.69000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 2542.00000000 OU Notional Amount USD -442333.42000000 -0.21037589543 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 2542.00000000 USD -7411.11000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 633.00000000 OU Notional Amount USD -50551.38000000 -0.02404247871 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 633.00000000 USD 1850.50000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 1191.00000000 OU Notional Amount USD -111251.31000000 -0.05291165646 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 1191.00000000 USD 3977.94000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 700.00000000 OU Notional Amount -321066.15000000 -0.15270060037 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Keyence Corp. Keyence Corp. Y equity-performance leg 2026-12-11 0.00000000 JPY 0.00000000 JPY 700.00000000 JPY -41153.90000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1900.00000000 OU Notional Amount -50488.98000000 -0.02401280097 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Obic Co. Ltd. Obic Co. Ltd. Y equity-performance leg 2027-02-24 0.00000000 JPY 0.00000000 JPY 1900.00000000 JPY 4075.73000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1927.00000000 OU Notional Amount USD -45554.28000000 -0.02166583399 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 -134.89000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 363.00000000 OU Notional Amount USD 50496.93000000 0.024016582029 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Axcelis Technologies, Inc. Axcelis Technologies, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 363.00000000 USD -0.91000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1561.00000000 OU Notional Amount 78271.22000000 0.037226167524 N/A DE CA N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Atco Ltd. Atco Ltd. Y equity-performance leg 2028-02-22 0.00000000 CAD 0.00000000 CAD 1561.00000000 CAD 2129.71000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 3581.00000000 OU Notional Amount 332769.24000000 0.158266646096 N/A DE CH N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Holcim AG Holcim AG Y equity-performance leg 2027-12-09 0.00000000 CHF 0.00000000 CHF 3581.00000000 CHF 6304.31000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 2599.00000000 OU Notional Amount -13148.80000000 -0.00625363232 N/A DE GB N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 International Consolidated Airlines Group SA International Consolidated Airlines Group SA Y equity-performance leg 2027-01-11 0.00000000 GBP 0.00000000 GBP 2599.00000000 GBP 18.82000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 4346.00000000 OU Notional Amount USD -474496.28000000 -0.22567270586 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 4346.00000000 USD 14978.73000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 619.00000000 OU Notional Amount USD -37010.01000000 -0.01760213821 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 619.00000000 USD 662.33000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 1644.00000000 OU Notional Amount USD 714235.80000000 0.339693971077 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 1644.00000000 USD -54957.26000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 168.00000000 OU Notional Amount USD -17813.04000000 -0.00847196723 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 StoneX Group, Inc. StoneX Group, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 168.00000000 USD -346.08000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 1003.00000000 OU Notional Amount USD -384550.20000000 -0.18289391895 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 1003.00000000 USD -1003.73000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 3922.00000000 OU Notional Amount -46785.53000000 -0.02225142239 N/A DE SE N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Telefonaktiebolaget LM Ericsson Telefonaktiebolaget LM Ericsson Y equity-performance leg 2027-12-09 0.00000000 SEK 0.00000000 SEK 3922.00000000 SEK -2198.26000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 28.00000000 OU Notional Amount USD -7763.56000000 -0.00369238636 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 28.00000000 USD -1331.12000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1080.00000000 OU Notional Amount USD -10292.40000000 -0.00489511478 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 -302.40000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 46.00000000 OU Notional Amount USD -5830.96000000 -0.00277323253 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 46.00000000 USD -143.52000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 837.00000000 OU Notional Amount USD 366472.08000000 0.174295878398 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 837.00000000 USD 4239.93000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 255.00000000 OU Notional Amount USD -18219.75000000 -0.00866540045 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Everpure, Inc. Everpure, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 255.00000000 USD -103.46000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 1394.00000000 OU Notional Amount USD 183547.98000000 0.087296299358 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 1394.00000000 USD 906.78000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 187.00000000 OU Notional Amount USD -58531.00000000 -0.02783762424 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 187.00000000 USD -4832.08000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1466.00000000 OU Notional Amount USD 654642.30000000 0.311351016740 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 1466.00000000 USD -98031.05000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC -4842.96000000 -0.00230333499 N/A DFE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 66940000.00000000 JPY 424215.55000000 USD 2026-06-17 -4842.96000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 792.00000000 OU Notional Amount USD 80696.88000000 0.038379823051 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 792.00000000 USD -3666.96000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 27.00000000 OU Notional Amount USD 16175.43000000 0.007693112065 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 326.97000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 2536.00000000 OU Notional Amount USD 96469.44000000 0.045881328212 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 2536.00000000 USD -4899.65000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 981.00000000 OU Notional Amount USD -63009.63000000 -0.02996768214 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Darling Ingredients, Inc. Darling Ingredients, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 981.00000000 USD -5341.99000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -23212.95000000 -0.01104019032 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 922000.00000000 EUR 1061036.40000000 USD 2026-06-17 -23212.95000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 167.00000000 OU Notional Amount USD 9944.85000000 0.004729818343 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Dexcom, Inc. Dexcom, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 167.00000000 USD -153.94000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1573.00000000 OU Notional Amount USD 149859.71000000 0.071273996619 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 1573.00000000 USD -2251.10000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 5920.00000000 OU Notional Amount -205185.41000000 -0.09758716481 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 5920.00000000 CAD 15443.09000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 100.00000000 OU Notional Amount 3777.41000000 0.001796554307 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 100.00000000 JPY 20.25000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 139.00000000 OU Notional Amount USD 17008.04000000 0.008089105373 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 139.00000000 USD -442.05000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 10100.00000000 OU Notional Amount -48342.01000000 -0.02299169174 N/A DE GB N 2 Citibank NA E57ODZWZ7FF32TWEFA76 easyJet PLC easyJet PLC Y equity-performance leg 2026-11-11 0.00000000 GBP 0.00000000 GBP 10100.00000000 GBP 1438.63000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 7873.00000000 OU Notional Amount USD -226270.02000000 -0.10761510642 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 7873.00000000 USD 23744.03000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -8658.16000000 -0.00411786240 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 6916000.00000000 MXN 385831.65000000 USD 2026-06-17 -8658.16000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1300.00000000 OU Notional Amount -55663.40000000 -0.02647377993 N/A DE JP N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Komatsu Ltd. Komatsu Ltd. Y equity-performance leg 2026-08-19 0.00000000 JPY 0.00000000 JPY 1300.00000000 JPY -803.67000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 181.00000000 OU Notional Amount USD 7337.74000000 0.003489864326 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 1.81000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 3775.00000000 OU Notional Amount USD 339750.00000000 0.161586729023 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 3775.00000000 USD -5575.26000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 737.00000000 OU Notional Amount USD 84732.89000000 0.040299368758 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Zoetis, Inc. Zoetis, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 737.00000000 USD -291.33000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 200.00000000 OU Notional Amount 12170.31000000 0.005788257789 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Dowa Holdings Co. Ltd. Dowa Holdings Co. Ltd. Y equity-performance leg 2027-02-24 0.00000000 JPY 0.00000000 JPY 200.00000000 JPY -91.68000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 25616.00000000 OU Notional Amount -110376.77000000 -0.05249572104 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 25616.00000000 AUD 10840.69000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 310.00000000 OU Notional Amount -2822.48000000 -0.00134238502 N/A DE SE N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 SSAB AB SSAB AB Y equity-performance leg 2027-01-11 0.00000000 SEK 0.00000000 SEK 310.00000000 SEK -34.40000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1523.00000000 OU Notional Amount USD 86293.18000000 0.041041450164 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 1523.00000000 USD 148.69000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 347.00000000 OU Notional Amount -241935.34000000 -0.11506560772 N/A DE CH N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Zurich Insurance Group AG Zurich Insurance Group AG Y equity-performance leg 2026-08-19 0.00000000 CHF 0.00000000 CHF 347.00000000 CHF 5563.71000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 31462.00000000 OU Notional Amount 1236151.90000000 0.587919770706 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 31462.00000000 CAD -39032.73000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 305.00000000 OU Notional Amount USD -9464.15000000 -0.00450119511 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 SM Energy Co. SM Energy Co. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 305.00000000 USD -1251.26000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 265.00000000 OU Notional Amount USD -83509.45000000 -0.03971749482 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 265.00000000 USD 270.23000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 392.00000000 OU Notional Amount USD -71736.00000000 -0.03411798555 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 392.00000000 USD -3682.54000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 2184000.00000000 OU Notional Amount USD 15724.20000000 0.007478504913 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2028-03-18 2882.86000000 USD 0.00000000 USD 2184000.00000000 USD 12841.34000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 1.00000000 NC N/A 508.87000000 0.000242021011 N/A DFE PL N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 56569.21000000 EUR 243000.00000000 PLN 2026-06-17 508.87000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 3603.00000000 OU Notional Amount USD 268567.62000000 0.127732047792 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Archer-Daniels-Midland Co. Archer-Daniels-Midland Co. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 3603.00000000 USD 13796.97000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 4642.00000000 OU Notional Amount -17997.02000000 -0.00855946900 N/A DE ES N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Banco de Sabadell SA Banco de Sabadell SA Y equity-performance leg 2027-01-11 0.00000000 EUR 0.00000000 EUR 4642.00000000 EUR -25.76000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 17339.48000000 0.008246739826 N/A DFE BR N 2 Citibank NA E57ODZWZ7FF32TWEFA76 498111.81000000 USD 2580000.00000000 BRL 2026-06-17 17339.48000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 10400.00000000 OU Notional Amount 428501.71000000 0.203797467844 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 10400.00000000 JPY -2583.98000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 1121.00000000 OU Notional Amount USD -127401.65000000 -0.06059283560 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 1121.00000000 USD -4767.53000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 3152.00000000 OU Notional Amount USD -129956.96000000 -0.06180815329 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 3152.00000000 USD 9975.90000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 155.00000000 OU Notional Amount USD 7196.65000000 0.003422761246 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 155.00000000 USD -167.40000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 655.00000000 OU Notional Amount USD 45515.95000000 0.021647604058 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 655.00000000 USD 72.05000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 159.00000000 OU Notional Amount -27228.87000000 -0.01295018112 N/A DE AT N 2 Citibank NA E57ODZWZ7FF32TWEFA76 BAWAG Group AG BAWAG Group AG Y equity-performance leg 2026-11-11 0.00000000 EUR 0.00000000 EUR 159.00000000 EUR 855.05000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1791.00000000 OU Notional Amount 99916.80000000 0.047520909158 N/A DE CA N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Power Corp. of Canada Power Corp. of Canada Y equity-performance leg 2026-08-18 0.00000000 CAD 0.00000000 CAD 1791.00000000 CAD 3300.24000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 938.76000000 0.000446478757 N/A DFE CN N 2 Citibank NA E57ODZWZ7FF32TWEFA76 226397.48000000 USD 1554000.00000000 CNY 2026-06-17 938.76000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 25200.00000000 OU Notional Amount 486866.33000000 0.231555960961 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 25200.00000000 JPY 37524.07000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 3759.00000000 OU Notional Amount 270838.39000000 0.128812036892 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 3759.00000000 CAD 5511.22000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 40.00000000 OU Notional Amount USD 20045.60000000 0.009533783474 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 40.00000000 USD 128.00000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 21000.00000000 OU Notional Amount 89593.64000000 0.042611164765 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 21000.00000000 HKD -2143.18000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 2389.00000000 OU Notional Amount USD 976885.99000000 0.464611660789 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 2389.00000000 USD 5483.72000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 248.00000000 OU Notional Amount USD -36825.52000000 -0.01751439388 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Gartner, Inc. Gartner, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 248.00000000 USD 1427.54000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 18801.00000000 OU Notional Amount -115988.06000000 -0.05516447747 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 18801.00000000 CAD 16914.67000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 523.00000000 OU Notional Amount USD -75798.39000000 -0.03605007772 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Cullen/Frost Bankers, Inc. Cullen/Frost Bankers, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 523.00000000 USD -820.00000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 8837.00000000 OU Notional Amount -424561.14000000 -0.20192331385 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 8837.00000000 CAD 6162.26000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 634.00000000 OU Notional Amount 76956.54000000 0.036600899413 N/A DE CA N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Shopify, Inc. Shopify, Inc. Y equity-performance leg 2028-02-22 0.00000000 CAD 0.00000000 CAD 634.00000000 CAD -6791.64000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 7000.00000000 OU Notional Amount -11355.05000000 -0.00540051622 N/A DE HK N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 HKT Trust & HKT Ltd. HKT Trust & HKT Ltd. Y equity-performance leg 2026-08-19 0.00000000 HKD 0.00000000 HKD 7000.00000000 HKD -290.51000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1502.00000000 OU Notional Amount USD -25308.70000000 -0.01203693906 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 120.16000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 1066.00000000 OU Notional Amount USD -100715.68000000 -0.04790086031 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Intel Corp. Intel Corp. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 1066.00000000 USD -27131.80000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 2104.00000000 OU Notional Amount USD -161460.96000000 -0.07679160674 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 2104.00000000 USD -2837.43000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 800.00000000 OU Notional Amount -28746.73000000 -0.01367208262 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Osaka Gas Co. Ltd. Osaka Gas Co. Ltd. Y equity-performance leg 2026-12-11 0.00000000 JPY 0.00000000 JPY 800.00000000 JPY 490.50000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 257.00000000 OU Notional Amount USD -31844.87000000 -0.01514557286 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 3829.30000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 3968.00000000 OU Notional Amount USD 775744.00000000 0.368947565915 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 3968.00000000 USD 21834.35000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 600.00000000 OU Notional Amount -5422.28000000 -0.00257886236 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Sumitomo Forestry Co. Ltd. Sumitomo Forestry Co. Ltd. Y equity-performance leg 2026-12-11 0.00000000 JPY 0.00000000 JPY 600.00000000 JPY -109.55000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC 6123.98000000 0.002912594251 N/A DFE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 26764000.00000000 INR 286650.37000000 USD 2026-06-17 6123.98000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 3424.00000000 OU Notional Amount USD -68719.68000000 -0.03268340930 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 3424.00000000 USD 3047.36000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 3115.00000000 OU Notional Amount USD -283091.20000000 -0.13463953207 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Circle Internet Group, Inc. Circle Internet Group, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 3115.00000000 USD 36499.62000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 633.00000000 OU Notional Amount USD -44088.45000000 -0.02096867821 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 633.00000000 USD 82.29000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1990.00000000 OU Notional Amount 188332.31000000 0.089571749646 N/A DE GB N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Diploma PLC Diploma PLC Y equity-performance leg 2027-01-11 0.00000000 GBP 0.00000000 GBP 1990.00000000 GBP 882.46000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 4461.00000000 OU Notional Amount -154616.91000000 -0.07353654374 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 4461.00000000 CAD 24271.45000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 467.00000000 OU Notional Amount USD -30532.46000000 -0.01452138437 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 -1718.56000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 762.00000000 OU Notional Amount USD -100530.66000000 -0.04781286391 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 762.00000000 USD -1485.90000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 27.00000000 OU Notional Amount USD -4696.38000000 -0.00223362084 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Equifax, Inc. Equifax, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 27.00000000 USD 348.57000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 2832.00000000 OU Notional Amount USD -336441.60000000 -0.16001323812 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 2832.00000000 USD 14773.17000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 375.00000000 OU Notional Amount USD 61473.75000000 0.029237210252 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 375.00000000 USD -1170.00000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 7000.00000000 OU Notional Amount -11355.05000000 -0.00540051622 N/A DE HK N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 HKT Trust & HKT Ltd. HKT Trust & HKT Ltd. Y equity-performance leg 2026-12-11 0.00000000 HKD 0.00000000 HKD 7000.00000000 HKD -33.02000000 N N N New York Mercantile Exchange 5493008GFNDTXFPHWI47 000000000 7.00000000 NC USD 99631.25000000 0.047385100209 N/A DCO US N 1 New York Mercantile Exchange 5493008GFNDTXFPHWI47 Long NYMEX NY Harbor ULSD Futures HOM6 Comdty 2026-05-29 1100153.35000000 USD 99631.25000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 18.00000000 OU Notional Amount USD 9313.02000000 0.004429316965 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 18.00000000 USD -211.50000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 36.00000000 OU Notional Amount USD 5373.00000000 0.002555424562 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Advanced Drainage Systems, Inc. Advanced Drainage Systems, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 36.00000000 USD 102.15000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 67.00000000 OU Notional Amount USD -22386.71000000 -0.01064722661 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 LPL Financial Holdings, Inc. LPL Financial Holdings, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 67.00000000 USD -182.24000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 682.00000000 OU Notional Amount -769606.51000000 -0.36602854624 N/A DE NL N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Adyen NV Adyen NV Y equity-performance leg 2027-01-11 0.00000000 EUR 0.00000000 EUR 682.00000000 EUR 4433.68000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 1992.00000000 OU Notional Amount USD -95556.24000000 -0.04544700591 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 BrightSpring Health Services, Inc. BrightSpring Health Services, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 1992.00000000 USD -734.30000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 4464.00000000 OU Notional Amount 337759.83000000 0.160640194629 N/A DE DE N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Continental AG Continental AG Y equity-performance leg 2026-11-11 0.00000000 EUR 0.00000000 EUR 4464.00000000 EUR -230.89000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 1738.00000000 OU Notional Amount USD -118305.66000000 -0.05626673914 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 1738.00000000 USD -168.24000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 185.00000000 OU Notional Amount USD -36078.70000000 -0.01715920270 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 185.00000000 USD 445.26000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 619.00000000 OU Notional Amount USD 214328.75000000 0.101935781157 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 619.00000000 USD 655.14000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 37.00000000 OU Notional Amount USD -5494.13000000 -0.00261303457 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 37.00000000 USD 76.13000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 23534.00000000 OU Notional Amount -119062.65000000 -0.05662676721 N/A DE GB N 2 Citibank NA E57ODZWZ7FF32TWEFA76 International Consolidated Airlines Group SA International Consolidated Airlines Group SA Y equity-performance leg 2026-11-11 0.00000000 GBP 0.00000000 GBP 23534.00000000 GBP 701.27000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 3136.00000000 OU Notional Amount -26597.22000000 -0.01264976535 N/A DE GB N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Aviva PLC Aviva PLC Y equity-performance leg 2026-11-11 0.00000000 GBP 0.00000000 GBP 3136.00000000 GBP 276.64000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 299.00000000 OU Notional Amount 79168.16000000 0.037652756489 N/A DE DK N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Genmab AS Genmab AS Y equity-performance leg 2026-11-11 0.00000000 DKK 0.00000000 DKK 299.00000000 DKK -3984.31000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 100.00000000 OU Notional Amount -3666.44000000 -0.00174377644 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Secom Co. Ltd. Secom Co. Ltd. Y equity-performance leg 2027-02-24 0.00000000 JPY 0.00000000 JPY 100.00000000 JPY -28.71000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 11311.00000000 OU Notional Amount -256388.77000000 -0.12193972833 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 11311.00000000 CAD 9231.74000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 4900.00000000 OU Notional Amount 91308.74000000 0.043426874548 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 4900.00000000 JPY 8004.13000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 31700.00000000 OU Notional Amount -608494.43000000 -0.28940286850 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 31700.00000000 JPY 25505.57000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 7630.00000000 OU Notional Amount USD -170683.10000000 -0.08117770074 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 7630.00000000 USD 686.70000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC N/A -441.09000000 -0.00020978451 N/A DFE SE N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 99054.75000000 EUR 1069000.00000000 SEK 2026-06-17 -441.09000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC 14430.68000000 0.006863300599 N/A DFE ZA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 736246.55000000 USD 12545000.00000000 ZAR 2026-06-17 14430.68000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1647.00000000 OU Notional Amount USD -44748.99000000 -0.02128283420 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 1647.00000000 USD 3030.48000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 14204.00000000 OU Notional Amount -517967.74000000 -0.24634794068 N/A DE GB N 2 Citibank NA E57ODZWZ7FF32TWEFA76 RELX PLC RELX PLC Y equity-performance leg 2026-11-11 0.00000000 GBP 0.00000000 GBP 14204.00000000 GBP 3421.00000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -2976.47000000 -0.00141562340 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 269000.00000000 GBP 363037.02000000 USD 2026-06-17 -2976.47000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 85.00000000 OU Notional Amount USD -13309.30000000 -0.00632996689 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 85.00000000 USD 626.45000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1314.00000000 OU Notional Amount USD 47947.86000000 0.022804232115 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 1314.00000000 USD 2404.62000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 95.00000000 OU Notional Amount USD 13334.20000000 0.006341809454 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 95.00000000 USD -245.77000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1886.00000000 OU Notional Amount -3812.91000000 -0.00181343827 N/A DE AU N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Sigma Healthcare Ltd. Sigma Healthcare Ltd. Y equity-performance leg 2026-08-19 0.00000000 AUD 0.00000000 AUD 1886.00000000 AUD -159.51000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 587.00000000 OU Notional Amount USD -32566.76000000 -0.01548890720 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 587.00000000 USD 17.61000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 94.00000000 OU Notional Amount USD -20212.82000000 -0.00961331410 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 94.00000000 USD -365.66000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 2436.00000000 OU Notional Amount USD 199654.56000000 0.094956666034 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 2436.00000000 USD 14685.72000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 14496.00000000 OU Notional Amount USD -316882.56000000 -0.15071086491 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 14496.00000000 USD -8659.61000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 2072.00000000 OU Notional Amount 120979.26000000 0.057538316123 N/A DE IT N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Recordati Industria Chimica e Farmaceutica SpA Recordati Industria Chimica e Farmaceutica SpA Y equity-performance leg 2026-08-19 0.00000000 EUR 0.00000000 EUR 2072.00000000 EUR -1268.69000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 385.00000000 OU Notional Amount USD -259351.40000000 -0.12334876937 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Seagate Technology Holdings PLC Seagate Technology Holdings PLC Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 385.00000000 USD -29831.65000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 3242.00000000 OU Notional Amount -111987.61000000 -0.05326184427 N/A DE FI N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Neste OYJ Neste OYJ Y equity-performance leg 2026-11-11 0.00000000 EUR 0.00000000 EUR 3242.00000000 EUR -13221.43000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 2000.00000000 OU Notional Amount -21753.97000000 -0.01034629243 N/A DE HK N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Swire Pacific Ltd. Swire Pacific Ltd. Y equity-performance leg 2027-02-24 0.00000000 HKD 0.00000000 HKD 2000.00000000 HKD -52.03000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 514.00000000 OU Notional Amount 5341.09000000 0.002540248013 N/A DE FI N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Sampo OYJ Sampo OYJ Y equity-performance leg 2027-12-09 0.00000000 EUR 0.00000000 EUR 514.00000000 EUR 1.21000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1749.00000000 OU Notional Amount USD -250684.17000000 -0.11922659322 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 1749.00000000 USD -3567.96000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 46.00000000 OU Notional Amount USD 1744.32000000 0.000829606955 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 46.00000000 USD -173.88000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 351.00000000 OU Notional Amount 20602.55000000 0.009798671564 N/A DE NL N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Akzo Nobel NV Akzo Nobel NV Y equity-performance leg 2027-12-09 0.00000000 EUR 0.00000000 EUR 351.00000000 EUR -165.89000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 2488.00000000 OU Notional Amount USD -25477.12000000 -0.01211704042 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 2488.00000000 USD 2465.65000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 12104.00000000 OU Notional Amount USD -73471.28000000 -0.03494329304 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 12104.00000000 USD -2714.15000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 609.00000000 OU Notional Amount -6291.83000000 -0.00299242451 N/A DE GB N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Mondi PLC Mondi PLC Y equity-performance leg 2026-08-19 0.00000000 GBP 0.00000000 GBP 609.00000000 GBP 809.50000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 254.00000000 OU Notional Amount USD 59817.00000000 0.028449252008 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 254.00000000 USD 1280.16000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 5200.00000000 OU Notional Amount -186853.73000000 -0.08886852990 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Osaka Gas Co. Ltd. Osaka Gas Co. Ltd. Y equity-performance leg 2027-02-24 0.00000000 JPY 0.00000000 JPY 5200.00000000 JPY 3136.30000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 250.00000000 OU Notional Amount USD 36507.50000000 0.017363142045 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 250.00000000 USD 1555.00000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 372.00000000 OU Notional Amount USD -36124.92000000 -0.01718118516 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 372.00000000 USD 1424.02000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -42.55000000 -0.00002023698 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 10000.00000000 NZD 5873.57000000 USD 2026-06-17 -42.55000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 965.00000000 OU Notional Amount 81431.48000000 0.038729202333 N/A DE FR N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 BioMerieux BioMerieux Y equity-performance leg 2026-08-19 0.00000000 EUR 0.00000000 EUR 965.00000000 EUR -13012.42000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC -2187.07000000 -0.00104018097 N/A DFE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 80000.00000000 AUD 55362.54000000 USD 2026-06-17 -2187.07000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1916.00000000 OU Notional Amount USD -826236.68000000 -0.39296212662 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 1916.00000000 USD 2814.06000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 425.00000000 OU Notional Amount USD -37009.00000000 -0.01760165784 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 425.00000000 USD -1097.47000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 100.00000000 OU Notional Amount -8553.01000000 -0.00406785256 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Ibiden Co. Ltd. Ibiden Co. Ltd. Y equity-performance leg 2027-02-24 0.00000000 JPY 0.00000000 JPY 100.00000000 JPY -1533.27000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 3440.00000000 OU Notional Amount USD 291987.20000000 0.138870512332 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Sea Ltd. Sea Ltd. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 3440.00000000 USD -4541.27000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 2800.00000000 OU Notional Amount -113964.86000000 -0.05420223385 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Yokohama Rubber Co. Ltd. Yokohama Rubber Co. Ltd. Y equity-performance leg 2027-02-24 0.00000000 JPY 0.00000000 JPY 2800.00000000 JPY 831.82000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 468.00000000 OU Notional Amount USD 32643.00000000 0.015525167315 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Amkor Technology, Inc. Amkor Technology, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 468.00000000 USD -1170.00000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC 729.53000000 0.000346967965 N/A DFE SG N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 134027.77000000 USD 171000.00000000 SGD 2026-06-17 729.53000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC N/A 373.86000000 0.000177809608 N/A DFE XX N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 3351000.00000000 SEK 309649.58000000 EUR 2026-06-17 373.86000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 802.00000000 OU Notional Amount 61980.46000000 0.029478203958 N/A DE IT N 2 Citibank NA E57ODZWZ7FF32TWEFA76 UniCredit SpA UniCredit SpA Y equity-performance leg 2026-11-11 0.00000000 EUR 0.00000000 EUR 802.00000000 EUR 320.96000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 285.00000000 OU Notional Amount USD -330594.30000000 -0.15723223420 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 285.00000000 USD 7914.45000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 848.00000000 OU Notional Amount -83229.17000000 -0.03958419231 N/A DE AU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Pro Medicus Ltd. Pro Medicus Ltd. Y equity-performance leg 2026-12-11 0.00000000 AUD 0.00000000 AUD 848.00000000 AUD 1915.73000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 719.00000000 OU Notional Amount USD 244042.98000000 0.116068011418 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 719.00000000 USD -20633.78000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 315.00000000 OU Notional Amount USD 50289.75000000 0.023918046227 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 315.00000000 USD 411.32000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 48.00000000 OU Notional Amount USD -8784.00000000 -0.00417771251 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 -561.12000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1046.00000000 OU Notional Amount -61603.96000000 -0.02929913875 N/A DE GB N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 British American Tobacco PLC British American Tobacco PLC Y equity-performance leg 2027-01-11 0.00000000 GBP 0.00000000 GBP 1046.00000000 GBP -91.50000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 3007.00000000 OU Notional Amount USD 137480.04000000 0.065386166209 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 3007.00000000 USD -7672.82000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 5418.00000000 OU Notional Amount -495818.26000000 -0.23581354179 N/A DE DE N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Bayerische Motoren Werke AG Bayerische Motoren Werke AG Y equity-performance leg 2026-11-11 0.00000000 EUR 0.00000000 EUR 5418.00000000 EUR 23445.64000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 37.00000000 OU Notional Amount -4832.46000000 -0.00229834114 N/A DE CA N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Sprott, Inc. Sprott, Inc. Y equity-performance leg 2026-08-18 0.00000000 CAD 0.00000000 CAD 37.00000000 CAD 524.93000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 3161.00000000 OU Notional Amount USD 176162.53000000 0.083783743927 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 3161.00000000 USD 1121.65000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1400.00000000 OU Notional Amount -15489.04000000 -0.00736666169 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 1400.00000000 JPY 1108.27000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC N/A -578.15000000 -0.00027497091 N/A DFE XX N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 78000.00000000 CHF 84791.83000000 EUR 2026-06-17 -578.15000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC -1834.98000000 -0.00087272528 N/A DFE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 452000.00000000 AUD 323320.30000000 USD 2026-06-17 -1834.98000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 575.00000000 OU Notional Amount USD 15548.00000000 0.007394703349 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 -1339.75000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 209.00000000 OU Notional Amount USD -195331.40000000 -0.09290055040 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 209.00000000 USD -2545.32000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 421.00000000 OU Notional Amount USD 37376.38000000 0.017776385539 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 421.00000000 USD 736.21000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 21500.19000000 0.010225593452 N/A DFE BR N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 2229104.01000000 USD 11265000.00000000 BRL 2026-06-17 21500.19000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 2197.00000000 OU Notional Amount USD 179956.27000000 0.085588064861 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 2197.00000000 USD 1757.65000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 800.00000000 OU Notional Amount -17466.18000000 -0.00830699895 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 SKY Perfect JSAT Holdings, Inc. SKY Perfect JSAT Holdings, Inc. Y equity-performance leg 2027-02-24 0.00000000 JPY 0.00000000 JPY 800.00000000 JPY -1571.48000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 56.00000000 OU Notional Amount -10349.44000000 -0.00492224328 N/A DE FR N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Sartorius Stedim Biotech Sartorius Stedim Biotech Y equity-performance leg 2027-01-11 0.00000000 EUR 0.00000000 EUR 56.00000000 EUR -52.49000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 2434.00000000 OU Notional Amount USD 264819.20000000 0.125949281267 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 United Parcel Service, Inc. United Parcel Service, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 2434.00000000 USD 7161.95000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 3100.00000000 OU Notional Amount -90397.17000000 -0.04299332748 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 3100.00000000 CAD 6965.49000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC -353.44000000 -0.00016809775 N/A DFE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 6210000.00000000 JPY 39450.17000000 USD 2026-06-17 -353.44000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1826.00000000 OU Notional Amount 66183.95000000 0.031477403956 N/A DE GB N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Weir Group PLC Weir Group PLC Y equity-performance leg 2026-11-11 0.00000000 GBP 0.00000000 GBP 1826.00000000 GBP -8232.03000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 423.00000000 OU Notional Amount USD -70361.82000000 -0.03346441896 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 423.00000000 USD 630.27000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 3200.00000000 OU Notional Amount -74385.51000000 -0.03537810521 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Shimadzu Corp. Shimadzu Corp. Y equity-performance leg 2027-02-24 0.00000000 JPY 0.00000000 JPY 3200.00000000 JPY -638.10000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 1439.00000000 OU Notional Amount USD -87894.12000000 -0.04180286490 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 1439.00000000 USD 535.83000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 46.00000000 OU Notional Amount USD 5076.10000000 0.002414217498 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Weatherford International PLC Weatherford International PLC Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 46.00000000 USD 485.76000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 351.00000000 OU Notional Amount USD -98322.12000000 -0.04676247170 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Bio-Rad Laboratories, Inc. Bio-Rad Laboratories, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 351.00000000 USD 4144.30000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 5189.00000000 OU Notional Amount -474861.75000000 -0.22584652515 N/A DE DE N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Bayerische Motoren Werke AG Bayerische Motoren Werke AG Y equity-performance leg 2026-08-19 0.00000000 EUR 0.00000000 EUR 5189.00000000 EUR 15794.56000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 485.00000000 OU Notional Amount USD -148637.95000000 -0.07069292170 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 485.00000000 USD 9898.45000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 4062.00000000 OU Notional Amount USD -107318.04000000 -0.05104097438 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 4062.00000000 USD -2127.10000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 534.00000000 OU Notional Amount USD 231227.34000000 0.109972831586 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 534.00000000 USD 9502.39000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 2152.00000000 OU Notional Amount -125523.80000000 -0.05969972113 N/A DE GB N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Coca-Cola HBC AG Coca-Cola HBC AG Y equity-performance leg 2026-08-19 0.00000000 GBP 0.00000000 GBP 2152.00000000 GBP -486.93000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 243.00000000 OU Notional Amount USD 47190.60000000 0.022444075628 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 -2381.40000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 6175.00000000 OU Notional Amount USD 208159.25000000 0.099001537376 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 6175.00000000 USD -166.61000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1732.00000000 OU Notional Amount USD -158374.08000000 -0.07532347181 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 PVH Corp. PVH Corp. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 1732.00000000 USD 1627.52000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1318.00000000 OU Notional Amount 13559.70000000 0.006449058335 N/A DE GB N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Phoenix Group Holdings PLC Phoenix Group Holdings PLC Y equity-performance leg 2026-11-11 0.00000000 GBP 0.00000000 GBP 1318.00000000 GBP -222.76000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 2000.00000000 OU Notional Amount -19691.26000000 -0.00936525767 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Asahi Group Holdings Ltd. Asahi Group Holdings Ltd. Y equity-performance leg 2027-02-24 0.00000000 JPY 0.00000000 JPY 2000.00000000 JPY 21.91000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 4601.00000000 OU Notional Amount USD 1162120.58000000 0.552710119951 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 4601.00000000 USD 75820.37000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 3164.00000000 OU Notional Amount 145860.55000000 0.069371976948 N/A DE CA N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Loblaw Cos. Ltd. Loblaw Cos. Ltd. Y equity-performance leg 2028-02-22 0.00000000 CAD 0.00000000 CAD 3164.00000000 CAD 2147.09000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 423.00000000 OU Notional Amount USD -74921.76000000 -0.03563314828 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 423.00000000 USD 5018.28000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 2127000.00000000 OU Notional Amount USD 2901.81000000 0.001380114749 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2028-09-16 2620.44000000 USD 0.00000000 USD 2127000.00000000 USD 281.37000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 7700.00000000 OU Notional Amount 268021.25000000 0.127472191600 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Trend Micro, Inc. Trend Micro, Inc. Y equity-performance leg 2027-02-24 0.00000000 JPY 0.00000000 JPY 7700.00000000 JPY -15703.60000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC -973.61000000 -0.00046305358 N/A DFE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 50000.00000000 EUR 57825.16000000 USD 2026-06-17 -973.61000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 44536.00000000 OU Notional Amount 531164.75000000 0.252624501913 N/A DE GB N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Sage Group PLC Sage Group PLC Y equity-performance leg 2027-12-09 0.00000000 GBP 0.00000000 GBP 44536.00000000 GBP -24113.42000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 7707.00000000 OU Notional Amount -281991.59000000 -0.13411655228 N/A DE GB N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Experian PLC Experian PLC Y equity-performance leg 2026-08-19 0.00000000 GBP 0.00000000 GBP 7707.00000000 GBP 3554.39000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 754.00000000 OU Notional Amount USD 112376.16000000 0.053446640514 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 754.00000000 USD -3815.62000000 N N N United States Treasury 254900HROIFWPRGM1V77 912797TE7 16000000.00000000 PA USD 15911303.36000000 7.567492169091 Long STIV UST US N 2 2026-06-25 None 0.00000000 N N N N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 107.00000000 OU Notional Amount -64004.38000000 -0.03044079001 N/A DE DE N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen Y equity-performance leg 2026-11-11 0.00000000 EUR 0.00000000 EUR 107.00000000 EUR 5981.67000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 8431.00000000 OU Notional Amount USD 198887.29000000 0.094591748743 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 8431.00000000 USD -66.64000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 26900.00000000 OU Notional Amount 802854.11000000 0.381841264218 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 26900.00000000 JPY 41456.11000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 17137.00000000 OU Notional Amount 519150.11000000 0.246910281522 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 17137.00000000 CAD -36271.12000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 7379.00000000 OU Notional Amount USD -157910.60000000 -0.07510303850 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 BitMine Immersion Technologies, Inc. BitMine Immersion Technologies, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 7379.00000000 USD -1144.96000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 89.00000000 OU Notional Amount USD 38672.28000000 0.018392721792 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 89.00000000 USD 5589.45000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 220.00000000 OU Notional Amount USD 36896.20000000 0.017548009628 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 220.00000000 USD -1713.80000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 11886.00000000 OU Notional Amount USD 570884.58000000 0.271515443509 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Verizon Communications, Inc. Verizon Communications, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 11886.00000000 USD 21714.11000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 3684.00000000 OU Notional Amount USD 517859.88000000 0.246296641948 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 3684.00000000 USD 23650.06000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 315.00000000 OU Notional Amount USD -100210.95000000 -0.04766080830 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 315.00000000 USD 10410.75000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 2404.00000000 OU Notional Amount USD 116065.12000000 0.055201127577 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 2404.00000000 USD 1411.96000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 310.00000000 OU Notional Amount USD -34131.00000000 -0.01623286725 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 310.00000000 USD -3509.20000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 6278.00000000 OU Notional Amount -288575.34000000 -0.13724781535 N/A DE GB N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Admiral Group PLC Admiral Group PLC Y equity-performance leg 2026-11-11 0.00000000 GBP 0.00000000 GBP 6278.00000000 GBP 1278.32000000 N N N United States Treasury 254900HROIFWPRGM1V77 912797UG0 12600000.00000000 PA USD 12425151.94000000 5.909461838437 Long STIV UST US N 2 2026-09-17 None 0.00000000 N N N N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 249.00000000 OU Notional Amount USD -12955.47000000 -0.00616168365 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 249.00000000 USD -356.07000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC 37.04000000 0.000017616401 N/A DFE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 69440000.00000000 INR 727871.16000000 USD 2026-06-17 37.04000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 4620.00000000 OU Notional Amount USD -324324.00000000 -0.15425004945 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 4620.00000000 USD 3659.30000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 173.00000000 OU Notional Amount USD 16239.51000000 0.007723588820 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 173.00000000 USD 1830.34000000 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 49952000.00000000 OU Notional Amount 1200700.16000000 0.571058753179 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 iTraxx Europe S45 2I666VDN2 Y sell protection 2031-06-20 975738.67000000 EUR 0.00000000 EUR 49952000.00000000 EUR 57330.67000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 4222.00000000 OU Notional Amount USD -567225.70000000 -0.26977526263 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 4222.00000000 USD -30564.08000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 757.00000000 OU Notional Amount USD -48826.50000000 -0.02322211751 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 757.00000000 USD -2687.35000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 957.00000000 OU Notional Amount USD -83211.15000000 -0.03957562191 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Boyd Gaming Corp. Boyd Gaming Corp. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 957.00000000 USD -910.76000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 1914.00000000 OU Notional Amount USD 72578.88000000 0.034518863327 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Southwest Airlines Co. Southwest Airlines Co. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 1914.00000000 USD -1221.98000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -4969.31000000 -0.00236342766 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 1157000.00000000 NZD 679525.42000000 USD 2026-06-17 -4969.31000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC -629.05000000 -0.00029917919 N/A DFE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 249000.00000000 SGD 195596.49000000 USD 2026-06-17 -629.05000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 2327.00000000 OU Notional Amount 448388.84000000 0.213255882226 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 2327.00000000 CAD 8415.89000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 185.00000000 OU Notional Amount USD -22388.70000000 -0.01064817306 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 -514.30000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1409.00000000 OU Notional Amount USD -85357.22000000 -0.04059630310 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Occidental Petroleum Corp. Occidental Petroleum Corp. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 1409.00000000 USD -6962.36000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 263.00000000 OU Notional Amount 29060.45000000 0.013821289358 N/A DE AT N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Erste Group Bank AG Erste Group Bank AG Y equity-performance leg 2026-11-11 0.00000000 EUR 0.00000000 EUR 263.00000000 EUR -1621.88000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 557.00000000 OU Notional Amount USD -106158.63000000 -0.05048955343 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 557.00000000 USD 256.22000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1237.00000000 OU Notional Amount -32455.36000000 -0.01543592483 N/A DE IE N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Ryanair Holdings PLC Ryanair Holdings PLC Y equity-performance leg 2026-08-19 0.00000000 EUR 0.00000000 EUR 1237.00000000 EUR 4795.15000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1170.00000000 OU Notional Amount USD 41874.30000000 0.019915617857 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 1170.00000000 USD -587.83000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 593.00000000 OU Notional Amount USD 137902.15000000 0.065586923749 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Waste Management, Inc. Waste Management, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 593.00000000 USD 1440.79000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 199.00000000 OU Notional Amount USD 48364.96000000 0.023002606874 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 199.00000000 USD 429.84000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 100.00000000 OU Notional Amount USD 15430.00000000 0.007338581983 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 305.00000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 111.00000000 OU Notional Amount USD -27919.83000000 -0.01327880501 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 JB Hunt Transport Services, Inc. JB Hunt Transport Services, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 111.00000000 USD -290.43000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -9278.51000000 -0.00441290384 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 2073000.00000000 CAD 1519844.86000000 USD 2026-06-17 -9278.51000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 422.00000000 OU Notional Amount USD -12039.66000000 -0.00572612002 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 261.64000000 N N N ICE Futures Europe - Financial Products Division 549300UF4R84F48NCH34 000000000 -55.00000000 NC 154569.72000000 0.073514099958 N/A DIR GB N 1 ICE Futures Europe - Financial Products Division 549300UF4R84F48NCH34 Short Long Gilt Futures G M6 Comdty 2026-06-26 -4876041.59000000 GBP 154569.72000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 500.00000000 OU Notional Amount -52457.44000000 -0.02494900998 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Shimano, Inc. Shimano, Inc. Y equity-performance leg 2027-02-24 0.00000000 JPY 0.00000000 JPY 500.00000000 JPY 269.27000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 2034.00000000 OU Notional Amount USD -35493.30000000 -0.01688078366 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 2034.00000000 USD 1490.22000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 1.00000000 NC -6813.16000000 -0.00324037156 N/A DFE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 3982000.00000000 MXN 220320.79000000 USD 2026-06-17 -6813.16000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 9048.00000000 OU Notional Amount -50778.52000000 -0.02415050758 N/A DE NZ N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Contact Energy Ltd. Contact Energy Ltd. Y equity-performance leg 2027-02-24 0.00000000 NZD 0.00000000 NZD 9048.00000000 NZD -604.98000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 113.00000000 OU Notional Amount USD 16147.70000000 0.007679923544 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 113.00000000 USD 313.01000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 375.00000000 OU Notional Amount USD 184702.50000000 0.087845394606 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 375.00000000 USD 5756.25000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 474.00000000 OU Notional Amount USD 55638.12000000 0.026461756644 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 474.00000000 USD 658.86000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 194.00000000 OU Notional Amount USD -57532.64000000 -0.02736279943 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 194.00000000 USD 15479.26000000 N N N United States Treasury 254900HROIFWPRGM1V77 912797QX8 3360000.00000000 PA USD 3346224.00000000 1.591480178781 Long STIV UST US N 2 2026-06-11 None 0.00000000 N N N N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC N/A 1979.83000000 0.000941616640 N/A DFE NO N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 48406.62000000 EUR 546000.00000000 NOK 2026-06-17 1979.83000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 127.00000000 OU Notional Amount USD -7269.48000000 -0.00345739954 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Vaxcyte, Inc. Vaxcyte, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 127.00000000 USD 453.39000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 535.00000000 OU Notional Amount USD 67292.30000000 0.032004540531 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 535.00000000 USD 1701.30000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 2997.00000000 OU Notional Amount 201417.99000000 0.095795361797 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 2997.00000000 CAD -31047.60000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 738800.00000000 OU Notional Amount -719635.95000000 -0.34226230831 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 NTT, Inc. NTT, Inc. Y equity-performance leg 2026-12-11 0.00000000 JPY 0.00000000 JPY 738800.00000000 JPY -15706.67000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 8104.00000000 OU Notional Amount -192584.47000000 -0.09159409733 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 8104.00000000 CAD 653.18000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 365.00000000 OU Notional Amount USD -63039.15000000 -0.02998172199 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Arista Networks, Inc. Arista Networks, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 365.00000000 USD 944.36000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 656.00000000 OU Notional Amount 6648.40000000 0.003162010917 N/A DE AU N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Transurban Group Transurban Group Y equity-performance leg 2027-12-09 0.00000000 AUD 0.00000000 AUD 656.00000000 AUD 40.63000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 40300.00000000 OU Notional Amount -366138.63000000 -0.17413728797 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 40300.00000000 JPY -1340.70000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 641.00000000 OU Notional Amount USD 79060.94000000 0.037601762143 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 641.00000000 USD 294.86000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 107.00000000 OU Notional Amount USD -16899.58000000 -0.00803752127 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 107.00000000 USD -354.17000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 13312.00000000 OU Notional Amount USD 619407.36000000 0.294593110333 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 13312.00000000 USD -13910.79000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 609.00000000 OU Notional Amount USD -103767.51000000 -0.04935232529 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Armstrong World Industries, Inc. Armstrong World Industries, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 609.00000000 USD 3867.15000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 191691.00000000 OU Notional Amount 236823.75000000 0.112634511015 N/A DE AU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Mirvac Group Mirvac Group Y equity-performance leg 2026-12-11 0.00000000 AUD 0.00000000 AUD 191691.00000000 AUD -7448.50000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC N/A 14356.40000000 0.006827972675 N/A DFE CH N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 2240150.19000000 EUR 2060000.00000000 CHF 2026-06-17 14356.40000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 451.00000000 OU Notional Amount USD 7856.42000000 0.003736551021 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 -581.79000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 106.00000000 OU Notional Amount USD 94517.02000000 0.044952747899 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 106.00000000 USD 3357.02000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1172.00000000 OU Notional Amount USD 257992.36000000 0.122702403430 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 1172.00000000 USD 8590.34000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 102.00000000 OU Notional Amount USD -9636.96000000 -0.00458338438 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Intel Corp. Intel Corp. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 102.00000000 USD -3013.08000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 3284.00000000 OU Notional Amount USD 253229.24000000 0.120437040720 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 3284.00000000 USD 1403.36000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 58.00000000 OU Notional Amount USD 8292.90000000 0.003944143002 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 58.00000000 USD 74.30000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 1384000.00000000 OU Notional Amount USD 10963.39000000 0.005214240850 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2031-09-16 494.75000000 USD 0.00000000 USD 1384000.00000000 USD 10468.64000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1585.00000000 OU Notional Amount -127138.31000000 -0.06046758983 N/A DE CH N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Sandoz Group AG Sandoz Group AG Y equity-performance leg 2027-12-09 0.00000000 CHF 0.00000000 CHF 1585.00000000 CHF 183.97000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 37000.00000000 OU Notional Amount -34255.42000000 -0.01629204199 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 83.44000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 350.00000000 OU Notional Amount USD -80160.50000000 -0.03812471815 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 350.00000000 USD 787.50000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 117.00000000 OU Notional Amount USD 71593.47000000 0.034050197606 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 117.00000000 USD -7281.22000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 5000.00000000 OU Notional Amount -142491.12000000 -0.06776945988 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Mitsubishi Estate Co. Ltd. Mitsubishi Estate Co. Ltd. Y equity-performance leg 2027-02-24 0.00000000 JPY 0.00000000 JPY 5000.00000000 JPY -3506.48000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1806.00000000 OU Notional Amount 230810.62000000 0.109774637556 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 1806.00000000 CAD 5600.50000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 205.00000000 OU Notional Amount USD 110183.40000000 0.052403753344 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 205.00000000 USD -4505.25000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 177.00000000 OU Notional Amount USD 45453.60000000 0.021617950099 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 177.00000000 USD -2800.14000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 2387.00000000 OU Notional Amount 43920.36000000 0.020888733804 N/A DE GB N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 HSBC Holdings PLC HSBC Holdings PLC Y equity-performance leg 2027-12-09 0.00000000 GBP 0.00000000 GBP 2387.00000000 GBP 650.99000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 582.00000000 OU Notional Amount 110418.33000000 0.052515487178 N/A DE GB N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 AstraZeneca PLC AstraZeneca PLC Y equity-performance leg 2027-12-09 0.00000000 GBP 0.00000000 GBP 582.00000000 GBP 1475.10000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 18708.00000000 OU Notional Amount 496583.74000000 0.236177607749 N/A DE IT N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Poste Italiane SpA Poste Italiane SpA Y equity-performance leg 2027-12-09 0.00000000 EUR 0.00000000 EUR 18708.00000000 EUR 5832.78000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1395.00000000 OU Notional Amount USD 56678.85000000 0.026956732822 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 1395.00000000 USD -2008.80000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 406.00000000 OU Notional Amount USD -55816.88000000 -0.02654677575 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Allegion PLC Allegion PLC Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 406.00000000 USD 1832.43000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 4955.00000000 OU Notional Amount 233233.43000000 0.110926937609 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 4955.00000000 AUD 25100.19000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 7762.00000000 OU Notional Amount 98797.38000000 0.046988507638 N/A DE ES N 2 Citibank NA E57ODZWZ7FF32TWEFA76 CaixaBank SA CaixaBank SA Y equity-performance leg 2026-11-11 0.00000000 EUR 0.00000000 EUR 7762.00000000 EUR 2058.15000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 117.00000000 OU Notional Amount USD -5345.73000000 -0.00254245481 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 117.00000000 USD -219.96000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 871.00000000 OU Notional Amount USD -31652.14000000 -0.01505390954 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 -1593.93000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 336.00000000 OU Notional Amount USD 61088.16000000 0.029053821799 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 CH Robinson Worldwide, Inc. CH Robinson Worldwide, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 336.00000000 USD -181.44000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 3913.00000000 OU Notional Amount 247106.52000000 0.117525045731 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 3913.00000000 CAD 1540.62000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 21700.00000000 OU Notional Amount -929150.59000000 -0.44190847566 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 21700.00000000 JPY 4269.03000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 6500.00000000 OU Notional Amount -109736.11000000 -0.05219102007 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Nexon Co. Ltd. Nexon Co. Ltd. Y equity-performance leg 2026-12-11 0.00000000 JPY 0.00000000 JPY 6500.00000000 JPY 1523.68000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1900.00000000 OU Notional Amount -102689.78000000 -0.04883975174 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Kurita Water Industries Ltd. Kurita Water Industries Ltd. Y equity-performance leg 2027-02-24 0.00000000 JPY 0.00000000 JPY 1900.00000000 JPY -9589.18000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 36.00000000 OU Notional Amount USD -4875.48000000 -0.00231880166 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 36.00000000 USD -17.73000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -210.96000000 -0.00010033358 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 1070000.00000000 SEK 115942.45000000 USD 2026-06-17 -210.96000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 73900.00000000 OU Notional Amount 809354.54000000 0.384932899894 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 73900.00000000 JPY 12753.80000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 789.00000000 OU Notional Amount -18863.13000000 -0.00897139507 N/A DE AU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Woodside Energy Group Ltd. Woodside Energy Group Ltd. Y equity-performance leg 2026-12-11 0.00000000 AUD 0.00000000 AUD 789.00000000 AUD -91.38000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 1328.00000000 OU Notional Amount USD 534201.28000000 0.254068690141 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Analog Devices, Inc. Analog Devices, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 1328.00000000 USD 20767.73000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 8284.00000000 OU Notional Amount -67084.33000000 -0.03190562900 N/A DE CA N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Novagold Resources, Inc. Novagold Resources, Inc. Y equity-performance leg 2026-08-18 0.00000000 CAD 0.00000000 CAD 8284.00000000 CAD 15511.32000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1648.00000000 OU Notional Amount USD 650119.52000000 0.309199960887 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 1648.00000000 USD 483.62000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1313.00000000 OU Notional Amount USD -78136.63000000 -0.03716215587 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 1313.00000000 USD -56.07000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 10056.00000000 OU Notional Amount USD -184628.16000000 -0.08781003814 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 10056.00000000 USD -2143.50000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 141.00000000 OU Notional Amount -6322.12000000 -0.00300683058 N/A DE DE N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Bayer AG Bayer AG Y equity-performance leg 2027-01-11 0.00000000 EUR 0.00000000 EUR 141.00000000 EUR -26.69000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 200.00000000 OU Notional Amount USD 16502.00000000 0.007848430323 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 200.00000000 USD 626.74000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 218.00000000 OU Notional Amount USD 44827.34000000 0.021320097840 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 2563.68000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 271.00000000 OU Notional Amount -12146.68000000 -0.00577701924 N/A DE ES N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Endesa SA Endesa SA Y equity-performance leg 2027-01-11 0.00000000 EUR 0.00000000 EUR 271.00000000 EUR 33.76000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 87.00000000 OU Notional Amount USD -22341.60000000 -0.01062577208 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Labcorp Holdings, Inc. Labcorp Holdings, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 87.00000000 USD 202.58000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC -3261.27000000 -0.00155107564 N/A DFE ZA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 548512.04000000 USD 9112000.00000000 ZAR 2026-06-17 -3261.27000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 2007.00000000 OU Notional Amount -694524.02000000 -0.33031895399 N/A DE IT N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Ferrari NV Ferrari NV Y equity-performance leg 2026-11-11 0.00000000 EUR 0.00000000 EUR 2007.00000000 EUR 20236.49000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1363.00000000 OU Notional Amount -38867.99000000 -0.01848580240 N/A DE ES N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Solaria Energia y Medio Ambiente SA Solaria Energia y Medio Ambiente SA Y equity-performance leg 2026-11-11 0.00000000 EUR 0.00000000 EUR 1363.00000000 EUR 393.02000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 199.00000000 OU Notional Amount USD 60844.25000000 0.028937817034 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 199.00000000 USD 2695.24000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1589.00000000 OU Notional Amount USD -112993.79000000 -0.05374038830 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 1589.00000000 USD 10471.51000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 32863.00000000 OU Notional Amount USD 1756855.98000000 0.835569127812 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 32863.00000000 USD 12750.35000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 3512.00000000 OU Notional Amount USD -64831.52000000 -0.03083418176 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 3512.00000000 USD -7094.24000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 229.00000000 OU Notional Amount USD 73648.69000000 0.035027670092 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 229.00000000 USD -3100.66000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 316.00000000 OU Notional Amount USD -11404.44000000 -0.00542400634 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 316.00000000 USD 319.16000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 641.00000000 OU Notional Amount USD -25165.66000000 -0.01196890855 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Antero Resources Corp. Antero Resources Corp. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 641.00000000 USD -1871.72000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1930.00000000 OU Notional Amount 102526.13000000 0.048761919017 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 1930.00000000 AUD -160.86000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 196.00000000 OU Notional Amount USD -9964.64000000 -0.00473923056 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 123.48000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC 3880.09000000 0.001845389408 N/A DFE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 13001000.00000000 MXN 745459.33000000 USD 2026-06-17 3880.09000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 5100.00000000 OU Notional Amount 952264.52000000 0.452901571603 N/A DE JP N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Advantest Corp. Advantest Corp. Y equity-performance leg 2026-08-19 0.00000000 JPY 0.00000000 JPY 5100.00000000 JPY 62455.06000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 2100.00000000 OU Notional Amount -252153.63000000 -0.11992547544 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Konami Group Corp. Konami Group Corp. Y equity-performance leg 2027-02-24 0.00000000 JPY 0.00000000 JPY 2100.00000000 JPY 13375.08000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 3051.17000000 0.001451151081 N/A DFE KR N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 533804.03000000 USD 790062000.00000000 KRW 2026-06-17 3051.17000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -6692.35000000 -0.00318291374 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 265000.00000000 EUR 304941.14000000 USD 2026-06-17 -6692.35000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 95.00000000 OU Notional Amount 48078.43000000 0.022866331833 N/A DE CH N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Swissquote Group Holding SA Swissquote Group Holding SA Y equity-performance leg 2026-11-11 0.00000000 CHF 0.00000000 CHF 95.00000000 CHF -2320.35000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC N/A -3222.87000000 -0.00153281242 N/A DFE XX N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 2942000.00000000 SEK 268836.18000000 EUR 2026-06-17 -3222.87000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 396.00000000 OU Notional Amount USD -270654.12000000 -0.12872439719 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 396.00000000 USD 89.17000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 2398.00000000 OU Notional Amount USD 595591.26000000 0.283266058980 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 2398.00000000 USD -21698.23000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 523.00000000 OU Notional Amount USD 75855.92000000 0.036077439263 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 523.00000000 USD -329.83000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 657.00000000 OU Notional Amount USD 36470.07000000 0.017345340157 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 972.36000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 53410.00000000 OU Notional Amount -260303.72000000 -0.12380169732 N/A DE NZ N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Auckland International Airport Ltd. Auckland International Airport Ltd. Y equity-performance leg 2027-02-24 0.00000000 NZD 0.00000000 NZD 53410.00000000 NZD -1034.48000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 5527.00000000 OU Notional Amount USD -21113.14000000 -0.01004151061 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Grab Holdings Ltd. Grab Holdings Ltd. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 5527.00000000 USD 1326.48000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 4900.00000000 OU Notional Amount 226992.33000000 0.107958640524 N/A DE JP N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Recruit Holdings Co. Ltd. Recruit Holdings Co. Ltd. Y equity-performance leg 2026-08-19 0.00000000 JPY 0.00000000 JPY 4900.00000000 JPY 6151.26000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 3468.00000000 OU Notional Amount USD -140592.72000000 -0.06686657174 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 3468.00000000 USD -6727.92000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 450130.88000000 0.214084404803 N/A DFE BR N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 8379469.87000000 USD 44195000.00000000 BRL 2026-06-17 450130.88000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 337.00000000 OU Notional Amount USD 22255.48000000 0.010584812997 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 337.00000000 USD -1061.55000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 1445.00000000 OU Notional Amount USD 332133.25000000 0.157964166203 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Johnson & Johnson Johnson & Johnson Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 1445.00000000 USD 3123.64000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 643.00000000 OU Notional Amount -20525.25000000 -0.00976190731 N/A DE CA N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Triple Flag Precious Metals Corp. Triple Flag Precious Metals Corp. Y equity-performance leg 2026-08-18 0.00000000 CAD 0.00000000 CAD 643.00000000 CAD 1337.42000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 471.00000000 OU Notional Amount USD 64484.61000000 0.030669189705 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 471.00000000 USD -2604.63000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 1013.00000000 OU Notional Amount USD -174377.82000000 -0.08293492729 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Insulet Corp. Insulet Corp. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 1013.00000000 USD 8757.46000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1678.00000000 OU Notional Amount USD -84806.12000000 -0.04033419729 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 1678.00000000 USD -4195.00000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 1.00000000 NC -4382.00000000 -0.00208410021 N/A DFE ZA N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 424450.09000000 USD 7020000.00000000 ZAR 2026-06-17 -4382.00000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 14256.00000000 OU Notional Amount 976882.60000000 0.464610048489 N/A DE CA N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Suncor Energy, Inc. Suncor Energy, Inc. Y equity-performance leg 2028-02-22 0.00000000 CAD 0.00000000 CAD 14256.00000000 CAD 61816.54000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 477.00000000 OU Notional Amount USD 191878.02000000 0.091258106323 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 477.00000000 USD 9940.68000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 3604.00000000 OU Notional Amount USD 164558.64000000 0.078264878205 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 3604.00000000 USD -1011.29000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1483.00000000 OU Notional Amount 5050.73000000 0.002402151405 N/A DE GB N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Barratt Redrow PLC Barratt Redrow PLC Y equity-performance leg 2026-08-19 0.00000000 GBP 0.00000000 GBP 1483.00000000 GBP -329.10000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 3584.00000000 OU Notional Amount USD 1039109.12000000 0.494205279763 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 3584.00000000 USD 46831.71000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1767.00000000 OU Notional Amount -61452.24000000 -0.02922697999 N/A DE GB N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 3i Group PLC 3i Group PLC Y equity-performance leg 2026-08-19 0.00000000 GBP 0.00000000 GBP 1767.00000000 GBP 6101.81000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 3167.00000000 OU Notional Amount USD 294245.97000000 0.139944794174 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Microchip Technology, Inc. Microchip Technology, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 3167.00000000 USD 20507.80000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC N/A 795.84000000 0.000378505319 N/A DFE XX N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 153000.00000000 CHF 167963.55000000 EUR 2026-06-17 795.84000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 2388.00000000 OU Notional Amount USD 174156.84000000 0.082829828146 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 2388.00000000 USD 311.19000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 718.00000000 OU Notional Amount USD 37307.28000000 0.017743521247 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Zurn Elkay Water Solutions Corp. Zurn Elkay Water Solutions Corp. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 718.00000000 USD 2575.91000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC 42736.24000000 0.020325560654 N/A DFE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 178642000.00000000 INR 1915169.16000000 USD 2026-06-17 42736.24000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1500.00000000 OU Notional Amount USD 42825.00000000 0.020367775336 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Regions Financial Corp. Regions Financial Corp. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 1500.00000000 USD 554.01000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1403.00000000 OU Notional Amount USD 123702.51000000 0.058833506881 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 1403.00000000 USD 2158.06000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 84718.00000000 OU Notional Amount -391216.61000000 -0.18606449551 N/A DE GB N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Haleon PLC Haleon PLC Y equity-performance leg 2026-11-11 0.00000000 GBP 0.00000000 GBP 84718.00000000 GBP 4489.22000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 1.00000000 NC -5248.24000000 -0.00249608810 N/A DFE ZA N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 1823209.58000000 USD 30381000.00000000 ZAR 2026-06-17 -5248.24000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 16062.00000000 OU Notional Amount USD -130102.20000000 -0.06187723013 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 16062.00000000 USD 1390.70000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1864.00000000 OU Notional Amount USD 49358.72000000 0.023475243895 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 1864.00000000 USD -3150.16000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 1444.00000000 OU Notional Amount USD 125757.96000000 0.059811088756 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 1444.00000000 USD -14579.10000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 2577.00000000 OU Notional Amount USD 454917.81000000 0.216361091663 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 2577.00000000 USD -5855.30000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 128.00000000 OU Notional Amount USD -148477.44000000 -0.07061658237 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 128.00000000 USD 2878.93000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 987.00000000 OU Notional Amount USD 89126.10000000 0.042388800499 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 987.00000000 USD -2954.29000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 500.00000000 OU Notional Amount -11246.51000000 -0.00534889408 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Daito Trust Construction Co. Ltd. Daito Trust Construction Co. Ltd. Y equity-performance leg 2026-12-11 0.00000000 JPY 0.00000000 JPY 500.00000000 JPY -13.08000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 21769.00000000 OU Notional Amount -63997.26000000 -0.03043740370 N/A DE GB N 2 Citibank NA E57ODZWZ7FF32TWEFA76 BT Group PLC BT Group PLC Y equity-performance leg 2026-11-11 0.00000000 GBP 0.00000000 GBP 21769.00000000 GBP -446.91000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 9255.00000000 OU Notional Amount -938533.09000000 -0.44637083765 N/A DE DE N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Volkswagen AG Volkswagen AG Y equity-performance leg 2027-01-11 0.00000000 EUR 0.00000000 EUR 9255.00000000 EUR 14246.00000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 9973.00000000 OU Notional Amount 77508.46000000 0.036863395211 N/A DE GB N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Glencore PLC Glencore PLC Y equity-performance leg 2026-08-19 0.00000000 GBP 0.00000000 GBP 9973.00000000 GBP 2296.15000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 540.00000000 OU Notional Amount USD -330431.40000000 -0.15715475818 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 540.00000000 USD 31518.57000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 2694.00000000 OU Notional Amount 59726.63000000 0.028406271603 N/A DE DE N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 E.ON SE E.ON SE Y equity-performance leg 2027-01-11 0.00000000 EUR 0.00000000 EUR 2694.00000000 EUR 1002.49000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 657.00000000 OU Notional Amount USD 117570.15000000 0.055916927062 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 657.00000000 USD -2573.36000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 9827.00000000 OU Notional Amount -260236.82000000 -0.12376987936 N/A DE SE N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Essity AB Essity AB Y equity-performance leg 2027-01-11 0.00000000 SEK 0.00000000 SEK 9827.00000000 SEK 262.03000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 320.00000000 OU Notional Amount USD -115740.80000000 -0.05504687943 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Marriott International, Inc. Marriott International, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 320.00000000 USD -884.72000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1994.00000000 OU Notional Amount -423711.24000000 -0.20151909734 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 1994.00000000 CAD -57421.83000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 83.00000000 OU Notional Amount USD -11924.61000000 -0.00567140169 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 83.00000000 USD -2020.05000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 8669.00000000 OU Notional Amount USD 600761.70000000 0.285725145035 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 8669.00000000 USD -7650.13000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 13324.00000000 OU Notional Amount 1347584.88000000 0.640917830290 N/A DE CH N 2 Citibank NA E57ODZWZ7FF32TWEFA76 ABB Ltd. ABB Ltd. Y equity-performance leg 2026-11-11 0.00000000 CHF 0.00000000 CHF 13324.00000000 CHF 43748.24000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 25765.00000000 OU Notional Amount -52885.20000000 -0.02515245469 N/A DE GB N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Tritax Big Box REIT PLC Tritax Big Box REIT PLC Y equity-performance leg 2026-11-11 0.00000000 GBP 0.00000000 GBP 25765.00000000 GBP 648.81000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 36700.00000000 OU Notional Amount -125164.01000000 -0.05952860328 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 36700.00000000 SGD -8150.59000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 3240.00000000 OU Notional Amount -46719.08000000 -0.02221981845 N/A DE GB N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Persimmon PLC Persimmon PLC Y equity-performance leg 2027-12-09 0.00000000 GBP 0.00000000 GBP 3240.00000000 GBP 3026.18000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC N/A -1915.16000000 -0.00091085927 N/A DFE XX N 2 Morgan Stanley & Co. 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International PLC 4PQUHN3JPFGFNF3BB653 000000000 16094.00000000 OU Notional Amount -318535.17000000 -0.15149685415 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 16094.00000000 SEK -1540.66000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 586.00000000 OU Notional Amount USD 303055.76000000 0.144134772539 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 586.00000000 USD 17392.48000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 306.00000000 OU Notional Amount USD -26505.72000000 -0.01260624752 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 306.00000000 USD 1239.62000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 4350.00000000 OU Notional Amount USD 777388.50000000 0.369729698000 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Accenture PLC Accenture PLC Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 4350.00000000 USD -37122.96000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 6000.00000000 OU Notional Amount 11792.80000000 0.005608712223 N/A DE SG N 2 Citibank NA E57ODZWZ7FF32TWEFA76 CapitaLand Ascendas REIT CapitaLand Ascendas REIT Y equity-performance leg 2027-02-24 0.00000000 SGD 0.00000000 SGD 6000.00000000 SGD -291.84000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 1264.00000000 OU Notional Amount USD 498079.20000000 0.236888855696 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 1264.00000000 USD 21937.46000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC 4289.94000000 0.002040316033 N/A DFE CN N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 818889.62000000 USD 5627000.00000000 CNY 2026-06-17 4289.94000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1000.00000000 OU Notional Amount -276378.31000000 -0.13144684940 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 1000.00000000 JPY 3595.36000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1300.00000000 OU Notional Amount 52170.27000000 0.024812430556 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 1300.00000000 JPY 4652.97000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 3779.00000000 OU Notional Amount 53146.25000000 0.025276611324 N/A DE IT N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Fincantieri SpA Fincantieri SpA Y equity-performance leg 2027-12-09 0.00000000 EUR 0.00000000 EUR 3779.00000000 EUR -3671.28000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 58017.00000000 OU Notional Amount -391136.43000000 -0.18602636151 N/A DE GB N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Rentokil Initial PLC Rentokil Initial PLC Y equity-performance leg 2027-12-09 0.00000000 GBP 0.00000000 GBP 58017.00000000 GBP -1613.90000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 301.00000000 OU Notional Amount USD 7356.44000000 0.003498758136 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 301.00000000 USD 162.54000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 222.00000000 OU Notional Amount USD 15584.40000000 0.007412015363 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 -215.34000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 924.00000000 OU Notional Amount USD -46329.36000000 -0.02203446575 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 924.00000000 USD 997.92000000 N N N Nasdaq Stockholm AB 549300KBQIVNEJEZVL96 000000000 -2.00000000 NC -593.17000000 -0.00028211449 N/A DE SE N 2 Nasdaq Stockholm AB 549300KBQIVNEJEZVL96 Short OML Stockholm OMXS30 Index Futures QCK6 Index 2026-05-15 -611899.06000000 SEK -593.17000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 270.00000000 OU Notional Amount USD 5613.30000000 0.002669712394 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Campbell's Co. Campbell's Co. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 270.00000000 USD -8.10000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 18300.00000000 OU Notional Amount -386379.03000000 -0.18376371926 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 18300.00000000 JPY 14947.83000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 780.00000000 OU Notional Amount USD -96454.80000000 -0.04587436535 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 780.00000000 USD -8790.71000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 800.00000000 OU Notional Amount USD 25384.00000000 0.012072752110 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 200.00000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 7725.00000000 OU Notional Amount USD -103901.25000000 -0.04941593268 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Crescent Energy Co. Crescent Energy Co. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 7725.00000000 USD -8793.24000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 2846.00000000 OU Notional Amount USD -113697.70000000 -0.05407517127 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 2846.00000000 USD 4345.58000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 3583.00000000 OU Notional Amount -118104.75000000 -0.05617118538 N/A DE FR N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Engie SA Engie SA Y equity-performance leg 2026-11-11 0.00000000 EUR 0.00000000 EUR 3583.00000000 EUR 615.07000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 77.00000000 OU Notional Amount USD -24917.97000000 -0.01185110600 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 77.00000000 USD 2648.03000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 165.00000000 OU Notional Amount 29561.96000000 0.014059809918 N/A DE FR N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Legrand SA Legrand SA Y equity-performance leg 2026-08-19 0.00000000 EUR 0.00000000 EUR 165.00000000 EUR 548.34000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 76702.21000000 0.036479938845 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 523065000.00000000 INR 5559198.64000000 USD 2026-06-17 76702.21000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 380.00000000 OU Notional Amount USD 55491.40000000 0.026391975908 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Johnson Controls International PLC Johnson Controls International PLC Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 380.00000000 USD 3351.60000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 38385.00000000 OU Notional Amount 265968.12000000 0.126495713128 N/A DE AU N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 AGL Energy Ltd. AGL Energy Ltd. Y equity-performance leg 2026-08-19 0.00000000 AUD 0.00000000 AUD 38385.00000000 AUD 2312.43000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 258.00000000 OU Notional Amount USD 37995.66000000 0.018070918076 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 258.00000000 USD 143.94000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 307.00000000 OU Notional Amount USD -24876.21000000 -0.01183124475 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Service Corp. International Service Corp. International Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 307.00000000 USD 1080.61000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 310.00000000 OU Notional Amount USD 119288.00000000 0.056733944758 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 310.00000000 USD 13515.98000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 161.00000000 OU Notional Amount USD -30799.30000000 -0.01464829475 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 1880.48000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 468.00000000 OU Notional Amount USD 195932.88000000 0.093186617181 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 468.00000000 USD -42026.40000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 10902.00000000 OU Notional Amount -214740.92000000 -0.10213181118 N/A DE IE N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Bank of Ireland Group PLC Bank of Ireland Group PLC Y equity-performance leg 2026-11-11 0.00000000 EUR 0.00000000 EUR 10902.00000000 EUR -2082.40000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 5500.00000000 OU Notional Amount 45926.02000000 0.021842635316 N/A DE HK N 2 Citibank NA E57ODZWZ7FF32TWEFA76 CK Hutchison Holdings Ltd. CK Hutchison Holdings Ltd. Y equity-performance leg 2027-02-24 0.00000000 HKD 0.00000000 HKD 5500.00000000 HKD 639.17000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 6093.00000000 OU Notional Amount 77421.09000000 0.036821841620 N/A DE FI N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Nokia OYJ Nokia OYJ Y equity-performance leg 2026-11-11 0.00000000 EUR 0.00000000 EUR 6093.00000000 EUR 16729.01000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 10300.00000000 OU Notional Amount -176750.78000000 -0.08406351844 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Japan Post Bank Co. Ltd. Japan Post Bank Co. Ltd. Y equity-performance leg 2026-12-11 0.00000000 JPY 0.00000000 JPY 10300.00000000 JPY -10997.56000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 48.00000000 OU Notional Amount USD -6211.68000000 -0.00295430479 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 -89.28000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 203.00000000 OU Notional Amount USD -208075.00000000 -0.09896146767 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 203.00000000 USD -10923.21000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 1256.00000000 OU Notional Amount USD -207453.52000000 -0.09866588880 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 1256.00000000 USD 44892.62000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1189.00000000 OU Notional Amount USD -24802.54000000 -0.01179620694 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 -499.38000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1000.00000000 OU Notional Amount 28154.72000000 0.013390519827 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Mitsubishi Gas Chemical Co., Inc. Mitsubishi Gas Chemical Co., Inc. Y equity-performance leg 2027-02-24 0.00000000 JPY 0.00000000 JPY 1000.00000000 JPY 1022.16000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 665.00000000 OU Notional Amount USD -64125.95000000 -0.03049860928 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 665.00000000 USD -605.15000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 450.00000000 OU Notional Amount USD 70735.50000000 0.033642142960 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 450.00000000 USD -2036.86000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 500.00000000 OU Notional Amount -4132.04000000 -0.00196521803 N/A DE HK N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Power Assets Holdings Ltd. Power Assets Holdings Ltd. Y equity-performance leg 2026-12-11 0.00000000 HKD 0.00000000 HKD 500.00000000 HKD -53.35000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 22100.00000000 OU Notional Amount -627587.20000000 -0.29848348145 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Asics Corp. Asics Corp. Y equity-performance leg 2027-02-24 0.00000000 JPY 0.00000000 JPY 22100.00000000 JPY 4637.25000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 126.00000000 OU Notional Amount USD 11113.20000000 0.005285491205 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Veralto Corp. Veralto Corp. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 126.00000000 USD 131.98000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 9922.00000000 OU Notional Amount -1466369.10000000 -0.69741217486 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 9922.00000000 CHF 25862.41000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 114.00000000 OU Notional Amount USD -9351.42000000 -0.00444758018 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 114.00000000 USD 169.57000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 3269.00000000 OU Notional Amount 692772.25000000 0.329485803785 N/A DE DE N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Siemens Energy AG Siemens Energy AG Y equity-performance leg 2026-11-11 0.00000000 EUR 0.00000000 EUR 3269.00000000 EUR 10418.90000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 3260.00000000 OU Notional Amount 53828.82000000 0.025601244888 N/A DE GB N 2 Citibank NA E57ODZWZ7FF32TWEFA76 St. James's Place PLC St. James's Place PLC Y equity-performance leg 2026-11-11 0.00000000 GBP 0.00000000 GBP 3260.00000000 GBP -1051.48000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 52.00000000 OU Notional Amount USD 32191.64000000 0.015310498335 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Martin Marietta Materials, Inc. Martin Marietta Materials, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 52.00000000 USD 163.18000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 1260.00000000 OU Notional Amount USD -49064.40000000 -0.02333526389 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 MGM Resorts International MGM Resorts International Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 1260.00000000 USD 456.77000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 15.00000000 OU Notional Amount USD 13641.30000000 0.006487867686 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Parker-Hannifin Corp. Parker-Hannifin Corp. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 15.00000000 USD -815.10000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 241.00000000 OU Notional Amount USD 62474.43000000 0.029713138458 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 241.00000000 USD 6949.46000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 339.00000000 OU Notional Amount USD 22655.37000000 0.010775002599 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 247.47000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 19267.15000000 0.009163548921 N/A DFE GB N 2 Citibank NA E57ODZWZ7FF32TWEFA76 3092527.83000000 USD 2287000.00000000 GBP 2026-06-17 19267.15000000 N N N Singapore Exchange Derivatives Clearing Ltd. 549300ZLWT3FK3F0FW61 000000000 63.00000000 NC USD 2402.09000000 0.001142445521 N/A DE SG N 2 Singapore Exchange Derivatives Clearing Ltd. 549300ZLWT3FK3F0FW61 Long SGX FTSE China A50 Futures Contract XUK6 Index 2026-05-28 980630.11000000 USD 2402.09000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1839.00000000 OU Notional Amount -26796.13000000 -0.01274436790 N/A DE IT N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Banco BPM SpA Banco BPM SpA Y equity-performance leg 2027-12-09 0.00000000 EUR 0.00000000 EUR 1839.00000000 EUR -91.80000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 54.00000000 OU Notional Amount USD 8394.84000000 0.003992626155 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 ATI, Inc. ATI, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 54.00000000 USD -0.14000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 189.00000000 OU Notional Amount USD 5518.80000000 0.002624767741 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 VICI Properties, Inc. VICI Properties, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 189.00000000 USD 202.23000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 548.00000000 OU Notional Amount USD 223463.44000000 0.106280283520 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 548.00000000 USD -13328.47000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 508.00000000 OU Notional Amount USD -25674.32000000 -0.01221082969 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 508.00000000 USD -1905.00000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 373.00000000 OU Notional Amount 160646.97000000 0.076404469197 N/A DE FR N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 L'Oreal SA L'Oreal SA Y equity-performance leg 2027-12-09 0.00000000 EUR 0.00000000 EUR 373.00000000 EUR 9282.37000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 706.00000000 OU Notional Amount USD -90353.88000000 -0.04297273855 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 1235.50000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 757.00000000 OU Notional Amount USD 70862.77000000 0.033702673182 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 757.00000000 USD 280.09000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 5700.00000000 OU Notional Amount -134135.16000000 -0.06379532524 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Seibu Holdings, Inc. Seibu Holdings, Inc. Y equity-performance leg 2027-02-24 0.00000000 JPY 0.00000000 JPY 5700.00000000 JPY 8731.03000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 500.00000000 OU Notional Amount -6253.83000000 -0.00297435153 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Resona Holdings, Inc. Resona Holdings, Inc. Y equity-performance leg 2027-02-24 0.00000000 JPY 0.00000000 JPY 500.00000000 JPY -439.04000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 2003.00000000 OU Notional Amount USD -117095.38000000 -0.05569112417 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 2003.00000000 USD -429.65000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 1275.00000000 OU Notional Amount USD -318329.25000000 -0.15139891761 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 1275.00000000 USD -27514.62000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 7106.00000000 OU Notional Amount USD 1050906.34000000 0.499816094160 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 7106.00000000 USD -3550.57000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 215.07000000 0.000102288323 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 445000.00000000 NZD 263482.28000000 USD 2026-06-17 215.07000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 3202.00000000 OU Notional Amount USD -695922.68000000 -0.33098416339 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 3202.00000000 USD -50914.08000000 N N N National Stock Exchange Of India N/A 000000000 139.00000000 NC USD 17823.14000000 0.008476770841 N/A DE IN N 2 National Stock Exchange Of India N/A Long IFSC NIFTY 50 Index Futures JGSK6 INDEX 2026-05-26 6731809.99000000 USD 17823.14000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1398.00000000 OU Notional Amount -24447.09000000 -0.01162715322 N/A DE ES N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Merlin Properties Socimi SA Merlin Properties Socimi SA Y equity-performance leg 2026-11-11 0.00000000 EUR 0.00000000 EUR 1398.00000000 EUR 5.16000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 63.00000000 OU Notional Amount USD 73165.05000000 0.034797648589 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 63.00000000 USD 372.81000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 579.00000000 OU Notional Amount USD 162745.32000000 0.077402454518 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Texas Instruments, Inc. Texas Instruments, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 579.00000000 USD 3442.26000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1409.00000000 OU Notional Amount USD -54824.19000000 -0.02607464763 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 CNX Resources Corp. CNX Resources Corp. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 1409.00000000 USD 619.96000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 706.00000000 OU Notional Amount USD -34629.30000000 -0.01646986111 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Glacier Bancorp, Inc. Glacier Bancorp, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 706.00000000 USD -150.96000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 2042.00000000 OU Notional Amount USD 410319.48000000 0.195149912076 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 2042.00000000 USD 441.28000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 188.00000000 OU Notional Amount -7291.84000000 -0.00346803406 N/A DE GB N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Croda International PLC Croda International PLC Y equity-performance leg 2026-11-11 0.00000000 GBP 0.00000000 GBP 188.00000000 GBP 263.73000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 228.00000000 OU Notional Amount USD -7923.00000000 -0.00376821678 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 335.16000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 3600.00000000 OU Notional Amount -133975.45000000 -0.06371936640 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Sompo Holdings, Inc. Sompo Holdings, Inc. Y equity-performance leg 2027-02-24 0.00000000 JPY 0.00000000 JPY 3600.00000000 JPY -2656.11000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 78.00000000 OU Notional Amount USD 492637.86000000 0.234300928302 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 78.00000000 USD -21439.01000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 229.00000000 OU Notional Amount USD 95591.47000000 0.045463761471 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 229.00000000 USD -1195.38000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 200.00000000 OU Notional Amount 22099.13000000 0.010510452188 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Tokyo Seimitsu Co. Ltd. Tokyo Seimitsu Co. Ltd. Y equity-performance leg 2027-02-24 0.00000000 JPY 0.00000000 JPY 200.00000000 JPY 1227.93000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 254.00000000 OU Notional Amount USD 90040.46000000 0.042823674499 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 254.00000000 USD 12961.62000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 327.00000000 OU Notional Amount USD -6458.25000000 -0.00307157466 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Mirion Technologies, Inc. Mirion Technologies, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 327.00000000 USD 3.27000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 152.00000000 OU Notional Amount -5250.50000000 -0.00249716297 N/A DE FI N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Neste OYJ Neste OYJ Y equity-performance leg 2027-01-11 0.00000000 EUR 0.00000000 EUR 152.00000000 EUR -12.09000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC N/A 1598.95000000 0.000760468286 N/A DFE NO N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 44418.72000000 EUR 499000.00000000 NOK 2026-06-17 1598.95000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 33300.00000000 OU Notional Amount -270210.65000000 -0.12851348073 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Honda Motor Co. Ltd. Honda Motor Co. Ltd. Y equity-performance leg 2026-12-11 0.00000000 JPY 0.00000000 JPY 33300.00000000 JPY 3399.63000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 774.00000000 OU Notional Amount -46570.51000000 -0.02214915785 N/A DE IL N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Phoenix Financial Ltd. Phoenix Financial Ltd. Y equity-performance leg 2026-11-11 0.00000000 ILS 0.00000000 ILS 774.00000000 ILS -544.58000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 2118.00000000 OU Notional Amount USD 85757.82000000 0.040786830381 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 2118.00000000 USD 3295.52000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 529.00000000 OU Notional Amount USD -87523.05000000 -0.04162638223 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 529.00000000 USD -11590.39000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 683.00000000 OU Notional Amount USD -62774.53000000 -0.02985586745 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 683.00000000 USD -2049.36000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 5352.00000000 OU Notional Amount USD -113515.92000000 -0.05398871583 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Rayonier, Inc. Rayonier, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 5352.00000000 USD -479.56000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1784.00000000 OU Notional Amount USD 98690.88000000 0.046937855728 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 1784.00000000 USD -4974.01000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 2000.00000000 OU Notional Amount -1851.64000000 -0.00088064886 N/A DE HK N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Hong Kong & China Gas Co. Ltd. Hong Kong & China Gas Co. Ltd. Y equity-performance leg 2027-02-24 0.00000000 HKD 0.00000000 HKD 2000.00000000 HKD 4.51000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 3596.00000000 OU Notional Amount USD -38513.16000000 -0.01831704355 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 -863.04000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 2411.00000000 OU Notional Amount USD 46194.76000000 0.021970449349 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 144.66000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 125.00000000 OU Notional Amount USD -64942.50000000 -0.03088696438 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 125.00000000 USD -1427.55000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 10246.00000000 OU Notional Amount 171958.11000000 0.081784101615 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 10246.00000000 SEK -12728.63000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 402.00000000 OU Notional Amount USD 170841.96000000 0.081253255324 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 402.00000000 USD 20619.56000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 8428.00000000 OU Notional Amount USD -993745.48000000 -0.47263011507 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 8428.00000000 USD -49557.28000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 OU Notional Amount -12038.41000000 -0.00572552551 N/A DE BE N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Lotus Bakeries NV Lotus Bakeries NV Y equity-performance leg 2026-11-11 0.00000000 EUR 0.00000000 EUR 1.00000000 EUR -333.41000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 577.00000000 OU Notional Amount USD 415555.40000000 0.197640140733 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 577.00000000 USD 5348.79000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 68.00000000 OU Notional Amount USD -17314.84000000 -0.00823502092 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 68.00000000 USD -100.64000000 N N N United States Treasury 254900HROIFWPRGM1V77 912797UR6 500000.00000000 PA USD 495641.10000000 0.235729283646 Long STIV UST US N 2 2026-07-28 None 0.00000000 N N N N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 278.00000000 OU Notional Amount USD -17080.32000000 -0.00812348208 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 -1495.64000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 341.00000000 OU Notional Amount USD -28855.42000000 -0.01372377610 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 341.00000000 USD -593.34000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 3217.00000000 OU Notional Amount 76804.44000000 0.036528559923 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 3217.00000000 CAD 576.33000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 919.00000000 OU Notional Amount USD -96798.27000000 -0.04603772133 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 919.00000000 USD -4475.53000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 40.00000000 OU Notional Amount -9731.76000000 -0.00462847171 N/A DE FR N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Gaztransport Et Technigaz SA Gaztransport Et Technigaz SA Y equity-performance leg 2027-01-11 0.00000000 EUR 0.00000000 EUR 40.00000000 EUR -15.89000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 8743.00000000 OU Notional Amount USD -563923.50000000 -0.26820472048 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 8743.00000000 USD -27192.96000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 554.00000000 OU Notional Amount USD -81565.42000000 -0.03879290483 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 554.00000000 USD 4494.44000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 727.00000000 OU Notional Amount USD -210917.24000000 -0.10031325064 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 727.00000000 USD -9825.94000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 4079.00000000 OU Notional Amount USD -66895.60000000 -0.03181586810 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 4079.00000000 USD 5465.86000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1858.00000000 OU Notional Amount -63913.87000000 -0.03039774302 N/A DE SE N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Holmen AB Holmen AB Y equity-performance leg 2026-11-11 0.00000000 SEK 0.00000000 SEK 1858.00000000 SEK 3269.60000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1800.00000000 OU Notional Amount -43794.37000000 -0.02082881235 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 1800.00000000 JPY 1700.02000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 398.00000000 OU Notional Amount USD 80801.96000000 0.038429799602 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 398.00000000 USD 1468.62000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1005.00000000 OU Notional Amount USD -12793.65000000 -0.00608472128 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 1005.00000000 USD -20.10000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 267.00000000 OU Notional Amount USD 28630.41000000 0.013616760272 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 267.00000000 USD -1204.17000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 8124.00000000 OU Notional Amount USD -89526.48000000 -0.04257922314 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 8124.00000000 USD -893.64000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 53.00000000 OU Notional Amount USD -16269.41000000 -0.00773780940 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 RenaissanceRe Holdings Ltd. RenaissanceRe Holdings Ltd. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 53.00000000 USD 216.24000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 46.00000000 OU Notional Amount -18885.62000000 -0.00898209142 N/A DE CA N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Celestica, Inc. Celestica, Inc. Y equity-performance leg 2026-08-18 0.00000000 CAD 0.00000000 CAD 46.00000000 CAD -2.78000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 2758.00000000 OU Notional Amount USD -186882.08000000 -0.08888201330 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 2758.00000000 USD -6556.26000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 993.00000000 OU Notional Amount USD 299627.82000000 0.142504427839 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 993.00000000 USD 9431.25000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 849.00000000 OU Notional Amount USD 177457.98000000 0.084399866158 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 849.00000000 USD 1383.87000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 210.00000000 OU Notional Amount USD 34490.40000000 0.016403799613 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 210.00000000 USD -949.20000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 23534.00000000 OU Notional Amount 358952.73000000 0.170719639484 N/A DE AU N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Orica Ltd. Orica Ltd. Y equity-performance leg 2027-02-24 0.00000000 AUD 0.00000000 AUD 23534.00000000 AUD 5437.06000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1923.00000000 OU Notional Amount USD -55324.71000000 -0.02631269734 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 1923.00000000 USD -577.76000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1996.00000000 OU Notional Amount 301839.59000000 0.143556356256 N/A DE FR N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Vinci SA Vinci SA Y equity-performance leg 2026-11-11 0.00000000 EUR 0.00000000 EUR 1996.00000000 EUR 1305.76000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 556.00000000 OU Notional Amount USD 16913.52000000 0.008044151208 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 International Paper Co. International Paper Co. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 556.00000000 USD -3386.04000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 1546.00000000 OU Notional Amount USD -516564.98000000 -0.24568078129 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 1546.00000000 USD -9366.47000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 227.00000000 OU Notional Amount USD 50339.52000000 0.023941717078 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 227.00000000 USD 712.78000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 397.00000000 OU Notional Amount USD 174294.91000000 0.082895494900 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 397.00000000 USD 90.66000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 2209.00000000 OU Notional Amount -61440.12000000 -0.02922121566 N/A DE GB N 2 Citibank NA E57ODZWZ7FF32TWEFA76 BAE Systems PLC BAE Systems PLC Y equity-performance leg 2026-11-11 0.00000000 GBP 0.00000000 GBP 2209.00000000 GBP 1589.02000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1400.00000000 OU Notional Amount -128118.41000000 -0.06093373009 N/A DE DE N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Bayerische Motoren Werke AG Bayerische Motoren Werke AG Y equity-performance leg 2027-01-11 0.00000000 EUR 0.00000000 EUR 1400.00000000 EUR -160.99000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 9031.00000000 OU Notional Amount USD 1003253.79000000 0.477152312897 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Newmont Corp. Newmont Corp. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 9031.00000000 USD -8207.51000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 3165.00000000 OU Notional Amount -246394.49000000 -0.11718640084 N/A DE NL N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Heineken NV Heineken NV Y equity-performance leg 2026-11-11 0.00000000 EUR 0.00000000 EUR 3165.00000000 EUR 2560.54000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 34.00000000 OU Notional Amount USD 4023.22000000 0.001913462722 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 34.00000000 USD 98.60000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 500.00000000 OU Notional Amount 41340.37000000 0.019661678189 N/A DE JP N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Modec, Inc. Modec, Inc. Y equity-performance leg 2026-08-19 0.00000000 JPY 0.00000000 JPY 500.00000000 JPY -2753.23000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 466.00000000 OU Notional Amount -77532.30000000 -0.03687473362 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 WSP Global, Inc. WSP Global, Inc. Y equity-performance leg 2027-12-09 0.00000000 CAD 0.00000000 CAD 466.00000000 CAD -464.28000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 6449.00000000 OU Notional Amount 410340.60000000 0.195159956849 N/A DE GB N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Reckitt Benckiser Group PLC Reckitt Benckiser Group PLC Y equity-performance leg 2027-12-09 0.00000000 GBP 0.00000000 GBP 6449.00000000 GBP 1785.78000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1627.00000000 OU Notional Amount USD -250151.25000000 -0.11897313391 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 1627.00000000 USD -649.90000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 2143.00000000 OU Notional Amount USD -43674.34000000 -0.02077172551 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 -642.90000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 619.00000000 OU Notional Amount USD -4927.24000000 -0.00234341896 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 160.94000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 2144.00000000 OU Notional Amount USD -115111.36000000 -0.05474751474 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 2144.00000000 USD -31645.44000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 346.00000000 OU Notional Amount -140994.94000000 -0.06705786950 N/A DE CH N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Roche Holding AG Roche Holding AG Y equity-performance leg 2026-11-11 0.00000000 CHF 0.00000000 CHF 346.00000000 CHF -2974.05000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 6918.00000000 OU Notional Amount USD -1136212.32000000 -0.54038802727 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 6918.00000000 USD 28314.91000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 2737.00000000 OU Notional Amount USD 211460.62000000 0.100571684777 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 2737.00000000 USD 1105.53000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 5585.00000000 OU Notional Amount 437573.70000000 0.208112149786 N/A DE FR N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Danone SA Danone SA Y equity-performance leg 2026-11-11 0.00000000 EUR 0.00000000 EUR 5585.00000000 EUR -4825.18000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 54.00000000 OU Notional Amount USD 28884.06000000 0.013737397428 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 2437.02000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 4000.00000000 OU Notional Amount -113916.24000000 -0.05417910994 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 4000.00000000 SGD 2087.94000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -27802.63000000 -0.01322306413 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 237017000.00000000 JPY 1491381.13000000 USD 2026-06-17 -27802.63000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 6574.00000000 OU Notional Amount USD 490420.40000000 0.233246293694 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 6574.00000000 USD 15394.99000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 121.00000000 OU Notional Amount USD 21304.47000000 0.010132508082 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 121.00000000 USD -585.64000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 26861.00000000 OU Notional Amount 1221282.90000000 0.580848003013 N/A DE GB N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Shell PLC Shell PLC Y equity-performance leg 2026-11-11 0.00000000 GBP 0.00000000 GBP 26861.00000000 GBP 24341.35000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 3584.00000000 OU Notional Amount USD 654832.64000000 0.311441543357 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 3584.00000000 USD 19222.30000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 2332.00000000 OU Notional Amount USD 347981.04000000 0.165501451113 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 2332.00000000 USD -17582.09000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 520.00000000 OU Notional Amount USD -117150.80000000 -0.05571748219 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Nucor Corp. Nucor Corp. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 520.00000000 USD -3306.37000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 10700.00000000 OU Notional Amount 203148.21000000 0.096618262725 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Dentsu Group, Inc. Dentsu Group, Inc. Y equity-performance leg 2027-02-24 0.00000000 JPY 0.00000000 JPY 10700.00000000 JPY -3072.41000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC -1713.14000000 -0.00081477759 N/A DFE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 987000.00000000 NZD 582207.61000000 USD 2026-06-17 -1713.14000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 485.00000000 OU Notional Amount USD -108155.00000000 -0.05143903657 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 485.00000000 USD 814.88000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC N/A 4315.49000000 0.002052467735 N/A DFE XX N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 8693000.00000000 SEK 806122.77000000 EUR 2026-06-17 4315.49000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 2791.00000000 OU Notional Amount USD -285240.20000000 -0.13566160678 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Deckers Outdoor Corp. Deckers Outdoor Corp. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 2791.00000000 USD 11904.39000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 249.00000000 OU Notional Amount USD 101537.22000000 0.048291588679 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Microsoft Corp. Microsoft Corp. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 249.00000000 USD -3415.95000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 25500.00000000 OU Notional Amount 466252.19000000 0.221751777137 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 25500.00000000 JPY 99396.69000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 896.00000000 OU Notional Amount 110929.16000000 0.052758440376 N/A DE AU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 REA Group Ltd. REA Group Ltd. Y equity-performance leg 2026-12-11 0.00000000 AUD 0.00000000 AUD 896.00000000 AUD -1920.52000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 1942.00000000 OU Notional Amount USD 104693.22000000 0.049792597412 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 1942.00000000 USD -370.14000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 11428.00000000 OU Notional Amount USD -125936.56000000 -0.05989603177 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 11428.00000000 USD -1257.08000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 33915.00000000 OU Notional Amount -135765.41000000 -0.06457067996 N/A DE AU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Lottery Corp. Ltd. Lottery Corp. Ltd. Y equity-performance leg 2026-12-11 0.00000000 AUD 0.00000000 AUD 33915.00000000 AUD 167.58000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 4873.00000000 OU Notional Amount -524950.19000000 -0.24966882738 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Toronto-Dominion Bank Toronto-Dominion Bank Y equity-performance leg 2027-12-09 0.00000000 CAD 0.00000000 CAD 4873.00000000 CAD -8866.03000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 2290.73000000 0.001089482171 N/A DFE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 209373.43000000 USD 33023000.00000000 JPY 2026-06-17 2290.73000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 215.00000000 OU Notional Amount USD 108127.80000000 0.051426100128 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 215.00000000 USD -1556.60000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 46232.00000000 OU Notional Amount 181798.28000000 0.086464133649 N/A DE GB N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Kingfisher PLC Kingfisher PLC Y equity-performance leg 2027-12-09 0.00000000 GBP 0.00000000 GBP 46232.00000000 GBP -778.65000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 256.00000000 OU Notional Amount USD -8901.12000000 -0.00423341535 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 389.12000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC -6160.45000000 -0.00292993955 N/A DFE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 683000.00000000 NZD 397910.34000000 USD 2026-06-17 -6160.45000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC 13725.11000000 0.006527728124 N/A DFE ZA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 471028.68000000 USD 8101000.00000000 ZAR 2026-06-17 13725.11000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 804.00000000 OU Notional Amount 32720.57000000 0.015562059979 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 804.00000000 NOK 2492.02000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 738.00000000 OU Notional Amount USD 190300.68000000 0.090507915856 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 738.00000000 USD -2830.02000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1006.00000000 OU Notional Amount -117332.73000000 -0.05580400897 N/A DE DE N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Knorr-Bremse AG Knorr-Bremse AG Y equity-performance leg 2026-08-19 0.00000000 EUR 0.00000000 EUR 1006.00000000 EUR 3505.78000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 91.00000000 OU Notional Amount USD 19120.01000000 0.009093568432 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 549.64000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 300.00000000 OU Notional Amount 4708.25000000 0.002239266274 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Square Enix Holdings Co. Ltd. Square Enix Holdings Co. Ltd. Y equity-performance leg 2027-02-24 0.00000000 JPY 0.00000000 JPY 300.00000000 JPY -125.97000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 856.00000000 OU Notional Amount USD 152136.88000000 0.072357029589 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 856.00000000 USD -1404.33000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 54.00000000 OU Notional Amount USD -5274.18000000 -0.00250842529 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 54.00000000 USD -0.14000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 700.00000000 OU Notional Amount -17999.85000000 -0.00856081496 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 MS&AD Insurance Group Holdings, Inc. MS&AD Insurance Group Holdings, Inc. Y equity-performance leg 2027-02-24 0.00000000 JPY 0.00000000 JPY 700.00000000 JPY -468.04000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 280.00000000 OU Notional Amount USD 42151.20000000 0.020047312825 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Kirby Corp. Kirby Corp. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 280.00000000 USD 1304.99000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 708.00000000 OU Notional Amount USD -354807.12000000 -0.16874796749 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Linde PLC Linde PLC Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 708.00000000 USD -3129.30000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 3572.00000000 OU Notional Amount USD -96229.68000000 -0.04576729720 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 3572.00000000 USD 2936.06000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 447.00000000 OU Notional Amount USD 62740.92000000 0.029839882380 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 447.00000000 USD -984.83000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1073.00000000 OU Notional Amount USD -43467.23000000 -0.02067322300 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 1073.00000000 USD 6588.22000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 849.00000000 OU Notional Amount -6318.07000000 -0.00300490438 N/A DE DE N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 TUI AG TUI AG Y equity-performance leg 2027-01-11 0.00000000 EUR 0.00000000 EUR 849.00000000 EUR 26.68000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 100.00000000 OU Notional Amount USD 108346.00000000 0.051529877094 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 100.00000000 USD -4410.00000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 219.00000000 OU Notional Amount USD -13017.36000000 -0.00619111883 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Century Aluminum Co. Century Aluminum Co. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 219.00000000 USD 1018.35000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 3008.00000000 OU Notional Amount -48723.18000000 -0.02317297802 N/A DE AU N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 QBE Insurance Group Ltd. QBE Insurance Group Ltd. Y equity-performance leg 2026-08-19 0.00000000 AUD 0.00000000 AUD 3008.00000000 AUD 409.45000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 16.00000000 OU Notional Amount -4356.66000000 -0.00207204838 N/A DE BE N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 UCB SA UCB SA Y equity-performance leg 2027-12-09 0.00000000 EUR 0.00000000 EUR 16.00000000 EUR 123.98000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1186.00000000 OU Notional Amount USD -136520.46000000 -0.06492978536 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 1186.00000000 USD 5640.78000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 96.00000000 OU Notional Amount USD 13001.28000000 0.006183471106 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 96.00000000 USD 47.04000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 253.00000000 OU Notional Amount USD 4073.30000000 0.001937281010 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 SoFi Technologies, Inc. SoFi Technologies, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 253.00000000 USD -748.88000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 552000.00000000 OU Notional Amount USD 3012.18000000 0.001432607250 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2031-09-16 1555.13000000 USD 0.00000000 USD 552000.00000000 USD 1457.05000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 1902.00000000 OU Notional Amount USD -101148.36000000 -0.04810664499 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 1902.00000000 USD 3918.12000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 1222.00000000 OU Notional Amount USD -245866.40000000 -0.11693523871 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 1222.00000000 USD -492.86000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 62.00000000 OU Notional Amount USD -19939.82000000 -0.00948347399 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 62.00000000 USD 839.32000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 27.00000000 OU Notional Amount USD -5534.19000000 -0.00263208729 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 -400.68000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 159.00000000 OU Notional Amount -11951.07000000 -0.00568398619 N/A DE GB N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Sunbelt Rentals Holdings, Inc. Sunbelt Rentals Holdings, Inc. Y equity-performance leg 2026-11-11 0.00000000 GBP 0.00000000 GBP 159.00000000 GBP -953.85000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 3147.00000000 OU Notional Amount 544612.11000000 0.259020130807 N/A DE DE N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 adidas AG adidas AG Y equity-performance leg 2026-08-19 0.00000000 EUR 0.00000000 EUR 3147.00000000 EUR 22040.32000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 5500.00000000 OU Notional Amount -46302.21000000 -0.02202155308 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 248.46000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 7259.00000000 OU Notional Amount -387866.32000000 -0.18447108152 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Great-West Lifeco, Inc. Great-West Lifeco, Inc. Y equity-performance leg 2027-12-09 0.00000000 CAD 0.00000000 CAD 7259.00000000 CAD -6077.26000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 362.00000000 OU Notional Amount USD 96911.02000000 0.046091345778 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 362.00000000 USD 1660.40000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 7200.00000000 OU Notional Amount -14061.96000000 -0.00668793559 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Mitsubishi Motors Corp. Mitsubishi Motors Corp. Y equity-performance leg 2027-02-24 0.00000000 JPY 0.00000000 JPY 7200.00000000 JPY 414.76000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 373.00000000 OU Notional Amount USD 29049.24000000 0.013815957828 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 373.00000000 USD 0.00000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 24400.00000000 OU Notional Amount 744467.35000000 0.354072241211 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Daiwa House Industry Co. Ltd. Daiwa House Industry Co. Ltd. Y equity-performance leg 2027-02-24 0.00000000 JPY 0.00000000 JPY 24400.00000000 JPY 4304.61000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 284.00000000 OU Notional Amount -85811.42000000 -0.04081232279 N/A DE DE N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Hannover Rueck SE Hannover Rueck SE Y equity-performance leg 2026-08-19 0.00000000 EUR 0.00000000 EUR 284.00000000 EUR 3694.66000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1801.00000000 OU Notional Amount USD 120360.83000000 0.057244187850 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 1801.00000000 USD -263.36000000 N N N 2026-05-26 BlackRock ETF Trust Chuck Pulsfort Chuck Pulsfort Assistant Treasurer