NPORT-P false 0000812015 XXXXXXXX S000010512 C000029015 C000029017 C000029018 C000029021 AB PORTFOLIOS 811-05088 0000812015 549300SL79FN46SWRF45 ALLIANCEBERNSTEIN LP 66 Hudson Boulevard East NEW YORK 10001 212-969-1000 AB All Market Total Return Portfolio S000010512 549300MLR3FD8Z8LJS86 2026-08-31 2025-11-30 N 457172690.43 25327877.04 431844813.39 0.00000000 11397135.53000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 343914.64000000 0.00000000 0.00000000 10203427.06000000 AUD CAD EUR GBP JPY USD UST 60% MSCI ACWI Index (Net, Unhedged) /40% Bloomberg Global Aggregate (Hedged to USD) .MIWD00000GUS,LEGATRUH:IND AGL CLO Ltd. 254900WK97J0UDI0DQ10 00121RAA2 275000.00000000 PA USD 275248.33000000 0.063737787618 Long ABS-CBDO CORP KY N 2 2037-10-22 Floating 5.35000000 N N N N N N AIB GROUP PLC 635400AKJBGNS5WNQL34 00135TAD6 200000.00000000 PA USD 212788.00000000 0.049274182160 Long DBT CORP IE N 2 2029-09-13 Fixed 6.60800000 N N N N N N AIB GROUP PLC 635400AKJBGNS5WNQL34 00135TAE4 269000.00000000 PA USD 285643.03000000 0.066144832852 Long DBT CORP IE N 2 2035-03-28 Fixed 5.87100000 N N N N N N AS MILEAGE PLAN IP LTD N/A 00218QAA8 41000.00000000 PA USD 41216.48000000 0.009544280427 Long DBT CORP KY N 2 2029-10-20 Fixed 5.02100000 N N N N N N AbbVie Inc FR5LCKFTG8054YNNRU85 00287Y109 2254.00000000 NS USD 513235.80000000 0.118847276634 Long EC CORP US N 1 N N N CONTRA ABIOMED INC N/A 003CVR016 3960.00000000 NS USD 9999.00000000 0.002315415095 N/A DE US N 3 N/A N/A ABIOMED Inc. ABIOMED Inc. 2099-12-31 XXXX 5959.80000000 N N N Accelerated Assets N/A 00440MAA7 291998.57000000 PA USD 293624.97000000 0.067993168123 Long ABS-O CORP US N 2 2044-08-22 Fixed 4.68000000 N N N N N N Adobe Inc FU4LY2G4933NH2E1CP29 00724F101 1147.00000000 NS USD 367189.11000000 0.085028023635 Long EC CORP US N 1 N N N ADVENTIST HEALTH SYS/W 5493008YM33UCY5QPW83 007944AN1 285000.00000000 PA USD 288300.30000000 0.066760162692 Long DBT CORP US N 2 2030-12-01 Fixed 4.74200000 N N N N N N Affirm Inc N/A 00835AAA6 109000.00000000 PA USD 109251.72000000 0.025298838057 Long ABS-O CORP US N 2 2029-09-15 Fixed 4.62000000 N N N N N N Agnico Eagle Mines Ltd 254900BFJ2DOHPMEXN45 008474108 413.00000000 NS 72049.28000000 0.016684067462 Long EC CORP CA N 1 N N N Akero Therapeutics Inc 549300SI3KG74LBE2955 00973Y108 4711.00000000 NS USD 256089.96000000 0.059301386067 Long EC CORP US N 1 N N N ALA Trust N/A 009920AA7 221735.00000000 PA USD 222565.57000000 0.051538321892 Long ABS-MBS CORP US N 2 2040-06-15 Floating 5.70200000 N N N N N N OVINTIV INC 2549003MEX7YMKLGI239 012873AK1 321000.00000000 PA USD 358951.83000000 0.083120560643 Long DBT CORP US N 2 2031-11-01 Fixed 7.37500000 N N N N N N ALLETE Inc 549300NNLSIMY6Z8OT86 018522300 15281.00000000 NS USD 1033301.22000000 0.239276051942 Long EC CORP US N 1 N N N Alliance Bernstein 5493006YWHO7MNK2U579 018616748 20370783.73000000 NS USD 20370783.73000000 4.717153731704 Long STIV RF US N 1 N N N UMBS, TBA N/A 01F0206C8 1398000.00000000 PA USD 1138059.38000000 0.263534340279 Long ABS-MBS USGSE US N 2 2054-12-01 Fixed 2.00000000 N N N N N N UMBS, TBA N/A 01F0226C4 1643000.00000000 PA USD 1398347.11000000 0.323807781555 Long ABS-MBS USGSE US N 2 2055-12-01 Fixed 2.50000000 N N N N N N UMBS, TBA N/A 01F0606C4 1354839.00000000 PA USD 1387334.00000000 0.321257534415 Long ABS-MBS USGSE US N 2 2054-12-01 Fixed 6.00000000 N N N N N N UMBS, TBA N/A 01F0626C0 364000.00000000 PA USD 377052.82000000 0.087312110348 Long ABS-MBS USGSE US N 2 2054-12-01 Fixed 6.50000000 N N N N N N Allstate Corp/The OBT0W1ED8G0NWVOLOJ77 020002101 562.00000000 NS USD 119694.76000000 0.027717077127 Long EC CORP US N 1 N N N Ally Financial Inc 549300JBN1OSM8YNAI90 02005N100 7899.00000000 NS USD 326228.70000000 0.075543039972 Long EC CORP US N 1 N N N ALLY FINANCIAL INC 549300JBN1OSM8YNAI90 02005NBU3 39000.00000000 PA USD 41227.68000000 0.009546873951 Long DBT CORP US N 2 2030-01-03 Fixed 6.84800000 N N N N N N ALLY FINANCIAL INC 549300JBN1OSM8YNAI90 02005NBW9 96000.00000000 PA USD 98028.48000000 0.022699932235 Long DBT CORP US N 2 2031-01-17 Fixed 5.54300000 N N N N N N Ally Bank Auto Credit-Linked Notes N/A 02007GZ48 131137.21000000 PA USD 133386.10000000 0.030887507702 Long ABS-O CORP US N 2 2032-05-17 Fixed 5.68100000 N N N N N N Alphabet Inc 5493006MHB84DD0ZWV18 02079K107 9299.00000000 NS USD 2976795.88000000 0.689320743864 Long EC CORP US N 1 N N N Alphabet Inc 5493006MHB84DD0ZWV18 02079K305 3886.00000000 NS USD 1244219.48000000 0.288117268384 Long EC CORP US N 1 N N N ALPHABET INC 5493006MHB84DD0ZWV18 02079KBB2 142000.00000000 PA USD 145903.58000000 0.033786113778 Long DBT CORP US N 2 2075-11-15 Fixed 5.70000000 N N N N N N Altria Group Inc XSGZFLO9YTNO9VCQV219 02209S103 6478.00000000 NS USD 382266.78000000 0.088519479254 Long EC CORP US N 1 N N N ALTRIA GROUP INC XSGZFLO9YTNO9VCQV219 02209SBV4 154000.00000000 PA USD 156772.00000000 0.036302855826 Long DBT CORP US N 2 2035-08-06 Fixed 5.25000000 N N N N N N Amazon.com Inc ZXTILKJKG63JELOEG630 023135106 9135.00000000 NS USD 2130464.70000000 0.493340346796 Long EC CORP US N 1 N N N Ameren Corp XRZQ5S7HYJFPHJ78L959 023608102 1883.00000000 NS USD 200257.05000000 0.046372456908 Long EC CORP US N 1 N N N American Electric Power Co Inc 1B4S6S7G0TW5EE83BO58 025537101 3738.00000000 NS USD 462652.26000000 0.107133916086 Long EC CORP US N 1 N N N BAE Systems PLC 8SVCSVKSGDWMW2QHOH83 000000000 11191.00000000 NS 243723.48000000 0.056437746255 Long EC CORP GB N 2 N N N American Woodmark Corp 5299007PFSDWMA74RB56 030506109 7687.00000000 NS USD 423784.31000000 0.098133472224 Long EC CORP US N 1 N N N Cencora Inc AI8GXW8LG5WK7E9UD086 03073E105 989.00000000 NS USD 364871.77000000 0.084491409572 Long EC CORP US N 1 N N N Ameriprise Financial Inc 6ZLKQF7QB6JAEKQS5388 03076C106 725.00000000 NS USD 330411.50000000 0.076511628658 Long EC CORP US N 1 N N N AMETEK Inc 549300WZDEF9KKE40E98 031100100 1736.00000000 NS USD 343537.04000000 0.079551039944 Long EC CORP US N 1 N N N Analog Devices Inc GYVOE5EZ4GDAVTU4CQ61 032654105 1165.00000000 NS USD 309121.10000000 0.071581524291 Long EC CORP US N 1 N N N Angel Oak Mortgage Trust 254900VBIBOATGC48K85 034935AA4 98338.60000000 PA USD 99387.49000000 0.023014630931 Long ABS-MBS CORP US N 2 2070-04-25 Variable 5.85500000 N N N N N N Angel Oak Mortgage Trust 254900GRN1I3WMM1H095 034937AA0 144641.53000000 PA USD 145682.96000000 0.033735025982 Long ABS-MBS CORP US N 2 2070-04-25 Variable 5.51500000 N N N N N N Angel Oak Mortgage Trust 254900CFOEUA52TRVZ51 034940AA4 273239.47000000 PA USD 272862.32000000 0.063185272009 Long ABS-MBS CORP US N 2 2070-09-25 Variable 4.96000000 N N N N N N Apidos CLO Ltd 549300CXPXW83QGWOL98 03768RAQ9 472494.58000000 PA USD 472817.77000000 0.109487889014 Long ABS-CBDO CORP KY N 2 2033-01-20 Floating 4.98400000 N N N N N N Apple Inc HWUPKR0MPOU8FGXBT394 037833100 15911.00000000 NS USD 4436782.35000000 1.027402023234 Long EC CORP US N 1 N N N APL Finance LLC 6354009RKO5CXUKYBH41 03790CAF8 389601.11000000 PA USD 390567.36000000 0.090441600290 Long ABS-O CORP US N 2 2036-03-20 Fixed 4.81000000 N N N N N N AppLovin Corp 549300LLVXMUAOL3SQ07 03831W108 72.00000000 NS USD 43162.56000000 0.009994923792 Long EC CORP US N 1 N N N ASCENSION HEALTH N/A 04351LAD2 127000.00000000 PA USD 127922.02000000 0.029622219842 Long DBT CORP US N 2 2030-11-15 Fixed 4.29400000 N N N N N N Imperial Brands PLC 549300DFVPOB67JL3A42 000000000 7814.00000000 NS 331944.16000000 0.076866538559 Long EC CORP GB N 2 N N N Astria Therapeutics Inc N/A 04635X102 50631.00000000 NS USD 640482.15000000 0.148313035178 Long EC CORP US N 1 N N N ATHENE GLOBAL FUNDING 549300LM1QSI4MSIL320 04685A2Y6 17000.00000000 PA USD 15163.15000000 0.003511249766 Long DBT CORP US N 2 2031-06-07 Fixed 2.67300000 N N N N N N ATHENE GLOBAL FUNDING 549300LM1QSI4MSIL320 04685A3Z2 316000.00000000 PA USD 324402.44000000 0.075120142685 Long DBT CORP US N 2 2031-07-11 Fixed 5.52600000 N N N N N N ATHENE GLOBAL FUNDING 549300LM1QSI4MSIL320 04685A4G3 54000.00000000 PA USD 55205.28000000 0.012783592227 Long DBT CORP US N 2 2030-01-07 Fixed 5.38000000 N N N N N ATHENE GLOBAL FUNDING 549300LM1QSI4MSIL320 04685A4R9 166000.00000000 PA USD 167855.88000000 0.038869490797 Long DBT CORP US N 2 2030-07-17 Fixed 5.03300000 N N N N N N AUST & NZ BANKING GROUP JHE42UYNWWTJB8YTTU19 052528AR7 273000.00000000 PA USD 283060.05000000 0.065546705951 Long DBT CORP AU N 2 2034-09-18 Fixed 5.73100000 N N N N Y Australia & New Zealand Banking Group Ltd USD XXXX N N N Autodesk Inc FRKKVKAIQEF3FCSTPG55 052769106 1182.00000000 NS USD 358547.88000000 0.083027020096 Long EC CORP US N 1 N N N Automatic Data Processing Inc HGBOLILQXWER4SAL2I23 053015103 840.00000000 NS USD 214452.00000000 0.049659505764 Long EC CORP US N 1 N N N AUTONATION INC N/A 05329WAU6 90000.00000000 PA USD 90261.00000000 0.020901258322 Long DBT CORP US N 2 2029-01-15 Fixed 4.45000000 N N N N N N AutoZone Inc GA3JGKJ41LJKXDN23E90 053332102 121.00000000 NS USD 478473.93000000 0.110797655816 Long EC CORP US N 1 N N N AVALONBAY COMMUNITIES K9G90K85RBWD2LAGQX17 053484AH4 194000.00000000 PA USD 194966.12000000 0.045147264469 Long DBT US N 2 2030-12-01 Fixed 4.35000000 N N N N N N AVIATION CAPITAL GROUP 549300ODEK8HY3445C77 05369AAL5 215000.00000000 PA USD 211078.40000000 0.048878299207 Long DBT CORP US N 2 2026-09-20 Fixed 1.95000000 N N N N N N AVIATION CAPITAL GROUP 549300ODEK8HY3445C77 05369AAR2 37000.00000000 PA USD 37184.63000000 0.008610646428 Long DBT CORP US N 2 2027-04-14 Fixed 4.75000000 N N N N N N Avidity Biosciences Inc N/A 05370A108 19387.00000000 NS USD 1390047.90000000 0.321885977763 Long EC CORP US N 1 N N N Banc of America Merrill Lynch Large Loan Inc N/A 05494CAA3 437000.00000000 PA USD 436999.87000000 0.101193728962 Long ABS-MBS CORP US N 2 2042-02-15 Floating 5.80900000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05578QAF0 250000.00000000 PA USD 224930.00000000 0.052085840335 Long DBT CORP FR N 2 2032-10-19 Fixed 3.11600000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05583JAJ1 329000.00000000 PA USD 292556.67000000 0.067745787590 Long DBT CORP FR N 2 2032-01-20 Fixed 2.27700000 N N N N N N BX Trust N/A 05608BAA8 190077.89000000 PA USD 189024.16000000 0.043771316486 Long ABS-MBS CORP US N 2 2034-04-15 Floating 5.00500000 N N N N N N BX Trust N/A 05613GAA0 280986.00000000 PA USD 285336.20000000 0.066073781866 Long ABS-MBS CORP US N 2 2041-08-13 Variable 5.41300000 N N N N N N BX Trust N/A 05613QAA8 147713.75000000 PA USD 147898.08000000 0.034247969505 Long ABS-MBS CORP US N 2 2041-10-15 Floating 5.45100000 N N N N N N BAITEREK NATIONAL MANAGI 984500B4F78F04253804 05709VAA2 275000.00000000 PA USD 278220.25000000 0.064425979280 Long DBT NUSS KZ N 2 2028-05-08 Fixed 5.45000000 N N N N N N BANCO BILBAO VIZCAYA ARG K8MS7FD7N5Z2WQ51AZ71 05946KAL5 200000.00000000 PA USD 206804.00000000 0.047888499198 Long DBT CORP ES N 2 2028-09-14 Fixed 6.13800000 N N N N N N BANCO BILBAO VIZCAYA ARG K8MS7FD7N5Z2WQ51AZ71 05946KAN1 200000.00000000 PA USD 234514.00000000 0.054305156095 Long DBT CORP ES N 2 2034-11-15 Fixed 7.88300000 N N N N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 05964HAQ8 200000.00000000 PA USD 199818.00000000 0.046270788441 Long DBT CORP ES N 2 2028-03-24 Fixed 4.17500000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 060505104 5275.00000000 NS USD 283003.75000000 0.065533668860 Long EC CORP US N 1 N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EBK0 202000.00000000 PA USD 205537.02000000 0.047595111398 Long DBT CORP GB N 2 2030-06-20 Fixed 5.08800000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EDD4 200000.00000000 PA USD 201176.00000000 0.046585253258 Long DBT CORP GB N 2 2029-11-11 Fixed 4.47600000 N N N N N N Pearson PLC 2138004JBXWWJKIURC57 000000000 16115.00000000 NS 212991.52000000 0.049321310201 Long EC CORP GB N 1 N N N BELL CANADA 5493000G3EFX9S7TDE29 07813ZCK8 260000.00000000 PA 206035.30000000 0.047710495439 Long DBT CORP CA N 2 2032-11-10 Fixed 5.85000000 N N N N N N BP PLC 213800LH1BZH3DI6G760 000000000 61826.00000000 NS 371304.96000000 0.085981109066 Long EC CORP GB N 2 N N N Berkshire Hathaway Inc 5493000C01ZX7D35SD85 084670702 334.00000000 NS USD 171612.54000000 0.039739400515 Long EC CORP US N 1 N N N Bankers Healthcare Group Securitization Trust N/A 08860AAA7 135794.73000000 PA USD 137210.77000000 0.031773166134 Long ABS-O CORP US N 2 2036-04-17 Fixed 4.82000000 N N N N N N BHMS Mortgage Trust N/A 088928AA4 202000.00000000 PA USD 202379.13000000 0.046863855654 Long ABS-MBS CORP US N 2 2042-08-15 Floating 5.80900000 N N N N N N Biogen Inc W8J5WZB5IY3K0NDQT671 09062X103 1412.00000000 NS USD 257111.08000000 0.059537841379 Long EC CORP US N 1 N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 09659W2K9 200000.00000000 PA USD 189372.00000000 0.043851863940 Long DBT CORP FR N 2 2031-01-13 Fixed 3.05200000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 09659W2R4 304000.00000000 PA USD 286814.88000000 0.066416191906 Long DBT CORP FR N 2 2029-09-15 Fixed 2.15900000 N N N N N N Boca Commercial Mortgage Trust N/A 096817AA9 408270.00000000 PA USD 408779.48000000 0.094658883776 Long ABS-MBS CORP US N 2 2041-08-15 Floating 5.88000000 N N N N N N CONTRA BLUEPRINT MEDIC 5299004CC60O9T5HVM83 096CVR048 6638.00000000 NS USD 3053.48000000 0.000707078076 N/A DE US N 3 N/A N/A Blueprint Medicines Corp. Blueprint Medicines Corp. 2099-12-31 XXXX 0.00000000 N N N Booking Holdings Inc FXM8FAOHMYDIPD38UZ17 09857L108 101.00000000 NS USD 496383.69000000 0.114944923409 Long EC CORP US N 1 N N N AstraZeneca PLC PY6ZZQWO2IZFZC3IOL08 000000000 1554.00000000 NS 288125.49000000 0.066719682873 Long EC CORP GB N 2 N N N BRAVO Residential Funding Trust 254900HGOJX787MBR512 10569RAC6 134865.81000000 PA USD 135727.17000000 0.031429616795 Long ABS-MBS CORP US N 2 2065-02-25 Variable 5.49600000 N N N N N N BRAVO Residential Funding Trust 254900I1LYOO3G3UAT10 10570TAP0 142463.95000000 PA USD 143854.85000000 0.033311700300 Long ABS-MBS CORP US N 2 2065-07-25 Variable 5.45900000 N N N N N N Brighthouse Financial Inc 5493003T8SZSHOGGAW52 10922N103 13315.00000000 NS USD 872798.25000000 0.202109235294 Long EC CORP US N 1 N N N BRIXMOR OPERATING PART 549300CJHBL7JBUA6503 11120VAP8 127000.00000000 PA USD 127364.49000000 0.029493115594 Long DBT US N 2 2033-02-15 Fixed 4.85000000 N N N N N N BROADRIDGE FINANCIAL SOL 549300KZDJZQ2YIHRC28 11133TAE3 397000.00000000 PA USD 361464.53000000 0.083702413179 Long DBT CORP US N 2 2031-05-01 Fixed 2.60000000 N N N N N N Broadcom Inc 549300WV6GIDOZJTV909 11135F101 5007.00000000 NS USD 2017620.72000000 0.467209668251 Long EC CORP US N 1 N N N BX Trust N/A 12433GAA4 127000.00000000 PA USD 127237.79000000 0.029463776350 Long ABS-MBS CORP US N 2 2042-07-15 Floating 5.55900000 N N N N N N Cboe Global Markets Inc 529900RLNSGA90UPEH54 12503M108 911.00000000 NS USD 235192.87000000 0.054462358399 Long EC CORP US N 1 N N N CBRE Group Inc 52990016II9MJ2OSWA10 12504L109 2154.00000000 NS USD 348581.82000000 0.080719232740 Long EC CORP US N 1 N N N CCG Receivables Trust N/A 12515PAB3 242365.41000000 PA USD 244407.68000000 0.056596182800 Long ABS-O CORP US N 2 2032-03-15 Fixed 4.99000000 N N N N N N CF Industries Holdings Inc 529900CG8YAQFZ2JMV97 125269100 3832.00000000 NS USD 301578.40000000 0.069834901485 Long EC CORP US N 1 N N N CHC Group LLC N/A 12550E405 1138.00000000 NS USD 0.23000000 0.000000053259 Long EC CORP KY N 3 N N N CSG Systems International Inc 549300D7FJZUOHHXUA81 126349109 5589.00000000 NS USD 440245.53000000 0.101945309136 Long EC CORP US N 1 N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650DN7 164000.00000000 PA USD 145768.12000000 0.033754746029 Long DBT CORP US N 2 2030-08-21 Fixed 1.75000000 N N N N N N Cadence Bank Q7C315HKI8VX0SSKBS64 12740C103 38687.00000000 NS USD 1541290.08000000 0.356908322668 Long EC CORP US N 1 N N N CAIXABANK SA 7CUNS533WID6K7DGFI87 12803RAL8 421000.00000000 PA USD 428380.13000000 0.099197701747 Long DBT CORP ES N 2 2031-07-03 Fixed 4.88500000 N N N N N N State of California 9845007J7054602FF597 13063BJC7 465000.00000000 PA USD 578577.51000000 0.133978107889 Long DBT MUN US N 2 2040-11-01 Fixed 7.60000000 N N N N N N Canada Government Bonds 4BFD7AQU0A75QLAHK410 135087P99 3168000.00000000 PA 1919241.57000000 0.444428533234 Long DBT NUSS CA N 2 2055-12-01 Fixed 2.75000000 N N N N N N Canada Government Bonds 4BFD7AQU0A75QLAHK410 135087S47 3123000.00000000 PA 2241800.64000000 0.519121816562 Long DBT NUSS CA N 2 2030-03-01 Fixed 2.75000000 N N N N N N CANADA HOUSING TRUST 549300M44WH89JG50067 13509PJC8 930000.00000000 PA 683901.86000000 0.158367505824 Long DBT NUSS CA N 2 2032-09-15 Fixed 3.55000000 N N N N N N CANADA HOUSING TRUST 549300M44WH89JG50067 13509PJS3 370000.00000000 PA 283422.33000000 0.065630597198 Long DBT NUSS CA N 2 2034-03-15 Fixed 4.25000000 N N N N N N Cantaloupe Inc 529900O54DBQQVWO9Q85 138103106 74997.00000000 NS USD 800217.99000000 0.185302211625 Long EC CORP US N 1 N N N Capital Street Master Trust N/A 14051LAA0 99517.00000000 PA USD 99610.51000000 0.023066274483 Long ABS-O CORP US N 2 2028-10-16 Floating 5.49200000 N N N N N N Cardinal Health Inc CCU46N3GJMF4OK4N7U60 14149Y108 1704.00000000 NS USD 361691.04000000 0.083754864892 Long EC CORP US N 1 N N N Celestica Inc 549300J3CG5T6RZWLN53 15101Q207 1025.00000000 NS 352150.52000000 0.081545617564 Long EC CORP CA N 1 N N N CENOVUS ENERGY INC 549300F4XPHJ7NOSP309 15135UBA6 106000.00000000 PA USD 106357.22000000 0.024628574131 Long DBT CORP CA N 2 2031-03-20 Fixed 4.65000000 N N N N N N CENOVUS ENERGY INC 549300F4XPHJ7NOSP309 15135UBB4 109000.00000000 PA USD 110130.33000000 0.025502293088 Long DBT CORP CA N 2 2036-03-20 Fixed 5.40000000 N N N N N CENTERPOINT ENER HOUSTON 549300S8SEQBOJLKHW63 15189XBH0 168000.00000000 PA USD 170231.04000000 0.039419493929 Long DBT CORP US N 2 2035-08-15 Fixed 4.95000000 N N N N N N Dayforce Inc 549300T64GVCHFJ8L449 15677J108 14734.00000000 NS USD 1018119.40000000 0.235760478864 Long EC CORP US N 1 N N N Chart Industries Inc EM7QGKC1GYOF3LSZSL80 16115Q308 6484.00000000 NS USD 1322411.80000000 0.306223846853 Long EC CORP US N 1 N N N Chenango Park CLO, Ltd. N/A 16409TAS8 250000.00000000 PA USD 250261.25000000 0.057951662782 Long ABS-CBDO CORP KY N 2 2030-04-15 Floating 5.70500000 N N N N N N CHILE ELECTRICITY LUX N/A 168829AA7 288190.00000000 PA USD 302059.14000000 0.069946223882 Long DBT CORP LU N 2 2033-01-20 Fixed 6.01000000 N N N N N N CONTRA CHINOOK THERAPE 549300X0O3003W5QYQ48 169CVR016 30997.00000000 NS USD 309.97000000 0.000071778099 N/A DE US N 3 N/A N/A Chinook Therapeutics, Inc. Chinook Therapeutics, Inc. 2099-12-31 XXXX 309.97000000 N N N Cidara Therapeutics Inc 549300IHQ9Z7RI1X2D22 171757206 3556.00000000 NS USD 781893.28000000 0.181058856273 Long EC CORP US N 1 N N N Cisco Systems Inc 549300LKFJ962MZ46593 17275R102 4473.00000000 NS USD 344152.62000000 0.079693586522 Long EC CORP US N 1 N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967424 4197.00000000 NS USD 434809.20000000 0.100686447195 Long EC CORP US N 1 N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967PN5 404000.00000000 PA USD 415893.76000000 0.096306299648 Long DBT CORP US N 2 2034-11-19 Fixed 5.59200000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 17327CAT0 205000.00000000 PA USD 207031.55000000 0.047941191738 Long DBT CORP US N 2 2030-09-19 Fixed 4.54200000 N N N N N N Clarus Capital Funding LLC N/A 18271JAB8 95652.81000000 PA USD 95950.62000000 0.022218773278 Long ABS-O CORP US N 2 2032-08-20 Fixed 4.71000000 N N N N N N Clarus Capital Funding LLC N/A 18271JAC6 140000.00000000 PA USD 140468.29000000 0.032527492665 Long ABS-O CORP US N 2 2032-08-20 Fixed 4.79000000 N N N N N N Clover CLO N/A 18915FAC6 255517.00000000 PA USD 255756.93000000 0.059224268086 Long ABS-CBDO CORP US N 2 2035-01-25 Floating 5.78000000 N N N N N N Coca-Cola Co/The UWJKFUJFZ02DKWI3RY53 191216100 2312.00000000 NS USD 169053.44000000 0.039146803378 Long EC CORP US N 1 N N N Colgate-Palmolive Co YMEGZFW4SBUSS5BQXF88 194162103 2020.00000000 NS USD 162387.80000000 0.037603276678 Long EC CORP US N 1 N N N COLT Funding LLC 213800S6EGXVNRKXHN58 19689AAA3 100968.09000000 PA USD 102068.27000000 0.023635404857 Long ABS-MBS CORP US N 2 2070-05-25 Variable 5.53600000 N N N N N N Comerica Inc I9Q57JVPWHHZ3ZGBW498 200340107 19390.00000000 NS USD 1558568.20000000 0.360909324756 Long EC CORP US N 1 N N N COMMONSPIRIT HEALTH 4SXHN5XW08IBO0UG2V58 20268JAS2 337000.00000000 PA USD 346944.87000000 0.080340172960 Long DBT CORP US N 2 2034-12-01 Fixed 5.31800000 N N N N N N COMMONSPIRIT HEALTH 4SXHN5XW08IBO0UG2V58 20268JAY9 81000.00000000 PA USD 81117.45000000 0.018783935220 Long DBT CORP US N 2 2030-09-01 Fixed 4.35200000 N N N N N N Fannie Mae - CAS N/A 20754GAE0 262443.00000000 PA USD 263427.16000000 0.061000422335 Long ABS-MBS USGSE US N 2 2044-02-25 Floating 5.87200000 N N N N N N Fannie Mae - CAS N/A 20754TAB8 102791.74000000 PA USD 102962.50000000 0.023842476928 Long ABS-MBS USGSE US N 2 2045-02-25 Floating 5.07200000 N N N N N N Fannie Mae - CAS N/A 20754VAA5 210804.37000000 PA USD 212125.38000000 0.049120742781 Long ABS-MBS USGSE US N 2 2045-03-25 Floating 5.52200000 N N N N N N Fannie Mae - CAS N/A 20754YAA9 144972.08000000 PA USD 144977.79000000 0.033571733526 Long ABS-MBS USGSE US N 2 2045-09-25 Floating 4.97200000 N N N N N N Fannie Mae - CAS N/A 20754YAB7 198167.74000000 PA USD 197930.73000000 0.045833763394 Long ABS-MBS USGSE US N 2 2045-09-25 Floating 5.02200000 N N N N N N Fannie Mae - CAS N/A 20755DAB2 400000.00000000 PA USD 415538.44000000 0.096224020091 Long ABS-MBS USGSE US N 2 2042-07-25 Floating 7.67200000 N N N N N N Fannie Mae - CAS N/A 20755JAB9 92719.40000000 PA USD 92777.54000000 0.021484000067 Long ABS-MBS USGSE US N 2 2045-01-25 Floating 5.17200000 N N N N N N Fannie Mae - CAS N/A 20755TAA9 68240.14000000 PA USD 68351.47000000 0.015827785324 Long ABS-MBS USGSE US N 2 2045-05-25 Floating 5.07200000 N N N N N N Fannie Mae - CAS N/A 20755TAB7 112499.13000000 PA USD 113392.44000000 0.026257682501 Long ABS-MBS USGSE US N 2 2045-05-25 Floating 5.27200000 N N N N N N Fannie Mae - CAS N/A 207932AA2 295752.47000000 PA USD 302034.84000000 0.069940596861 Long ABS-MBS USGSE US N 2 2042-12-25 Floating 6.47200000 N N N N N N Consolidated Edison Inc 54930033SBW53OO8T749 209115104 3399.00000000 NS USD 341123.64000000 0.078992181779 Long EC CORP US N 1 N N N Constellation Software Inc/Canada 549300B6PYHMCTDWQV29 21037X100 121.00000000 NS 292856.45000000 0.067815206046 Long EC CORP CA N 1 N N N CONSTELLATION SOFTWARE INC 549300B6PYHMCTDWQV29 000000000 541.00000000 NS 0.00000000 0.000000 N/A DE CA N 3 N/A N/A Call Purchased Constellation Software, Inc. Constellation Software, Inc. 1.00000000 1.00000000 CAD 2040-03-31 XXXX 0.00000000 N N CONTINENTAL RESOURCES XXRTID9RYWOZ0UPIVR53 212015AT8 198000.00000000 PA USD 204076.62000000 0.047256934359 Long DBT CORP US N 2 2031-01-15 Fixed 5.75000000 N N N N N N CONTINENTAL RESOURCES XXRTID9RYWOZ0UPIVR53 212015AV3 176000.00000000 PA USD 153839.84000000 0.035623871175 Long DBT CORP US N 2 2032-04-01 Fixed 2.87500000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 21H0226C0 1675000.00000000 PA USD 1453847.74000000 0.336659766407 Long ABS-MBS USGA US N 2 2055-12-20 Fixed 2.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 21H0306C3 1919111.00000000 PA USD 1731547.84000000 0.400965297326 Long ABS-MBS USGA US N 2 2055-12-20 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 21H0406C2 1869000.00000000 PA USD 1772921.81000000 0.410546046873 Long ABS-MBS USGA US N 2 2054-12-01 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 21H0426C8 1521359.00000000 PA USD 1488079.27000000 0.344586579220 Long ABS-MBS USGA US N 2 2054-12-01 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 21H0506C1 4935000.00000000 PA USD 4929602.10000000 1.141521664067 Long ABS-MBS USGA US N 2 2054-12-01 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 21H0526C7 5821785.00000000 PA USD 5880912.21000000 1.361811472004 Long ABS-MBS USGA US N 2 2054-12-01 Fixed 5.50000000 N N N N N N CREDIT AGRICOLE SA 969500TJ5KRTCJQWXH05 22535WAR8 274000.00000000 PA USD 282395.36000000 0.065392787233 Long DBT CORP FR N 2 2031-05-27 Fixed 5.22200000 N N N N N N Cross Country Healthcare Inc 54930037L0NBIPZ5S663 227483104 35617.00000000 NS USD 365430.42000000 0.084620773173 Long EC CORP US N 1 N N N Cross Mortgage Trust N/A 22790AAA3 154581.73000000 PA USD 155686.79000000 0.036051559535 Long ABS-MBS CORP US N 2 2070-06-25 Variable 5.59600000 N N N N N N Crossroads Asset Trust N/A 227927AB6 141477.00000000 PA USD 142941.97000000 0.033100309548 Long ABS-O CORP US N 2 2030-08-20 Fixed 5.90000000 N N N N N N Crown Holdings Inc NYLWZIOY8PUNIT4JOE22 228368106 3229.00000000 NS USD 312664.07000000 0.072401950956 Long EC CORP US N 1 N N N CURO GROUP HLDGS LLC N/A 23132H105 7850.00000000 NS USD 60837.50000000 0.014087815371 Long EC CORP US N 3 N N N DLLMT LLC N/A 23347AAC5 164465.73000000 PA USD 164860.51000000 0.038175868943 Long ABS-O CORP US N 2 2027-02-22 Fixed 5.08000000 N N N N N N DANSKE BANK A/S MAES062Z21O4RZ2U7M96 23636ABJ9 206000.00000000 PA USD 207930.22000000 0.048149291956 Long DBT CORP DK N 2 2030-10-02 Fixed 4.61300000 N N N N N N Deckers Outdoor Corp 5493008LG4W3I6K8J118 243537107 2364.00000000 NS USD 208102.92000000 0.048189283174 Long EC CORP US N 1 N N N Denny's Corp 54930037V56XOULXM917 24869P104 3272.00000000 NS USD 20188.24000000 0.004674883053 Long EC CORP US N 1 N N N DEUTSCHE BANK NY 7LTWFZYICNSX8D621K86 251526CD9 200000.00000000 PA USD 190570.00000000 0.044129278409 Long DBT CORP DE N 2 2031-09-18 Fixed 3.54700000 N N N N N DEUTSCHE BANK NY 7LTWFZYICNSX8D621K86 251526CF4 231000.00000000 PA USD 218953.35000000 0.050701859374 Long DBT CORP DE N 2 2032-01-14 Fixed 3.72900000 N N N N N N DEVON ENERGY CORPORATION 54930042348RKR3ZPN35 251799AA0 139000.00000000 PA USD 161833.53000000 0.037474927330 Long DBT CORP US N 2 2032-04-15 Fixed 7.95000000 N N N N N N Docusign Inc 549300Q7PVDWRZ39JG09 256163106 3542.00000000 NS USD 245637.70000000 0.056881011970 Long EC CORP US N 1 N N N Dogwood State Bank 549300D3SGJ9UCUF2779 25660B103 4169.00000000 NS USD 95261.65000000 0.022059232170 Long EC CORP US N 1 N N N Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 000000000 1.00000000 NC 189235.94000000 0.043820357251 N/A DFE US N 2 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 10174807.90000000 EUR 11996218.58000000 USD 2025-12-03 189235.94000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 1446322.19000000 0.334917114934 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 3250000000.00000000 JPY 22284316.61000000 USD 2025-12-17 1446322.19000000 N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC 16506.70000000 0.003822368473 N/A DFE US N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 1018000.00000000 SGD 803053.88000000 USD 2025-12-18 16506.70000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC -82696.94000000 -0.01914968929 N/A DFE GB N 2 Bank of America NA B4TYDEB6GKMZO031MB27 2618901.84000000 USD 1916000.00000000 GBP 2025-12-05 -82696.94000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC 278684.52000000 0.064533487808 N/A DFE US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 6456823.00000000 GBP 8825566.63000000 USD 2025-12-05 278684.52000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC 107600.99000000 0.024916587316 N/A DFE US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 2493000.00000000 GBP 3407579.49000000 USD 2025-12-05 107600.99000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC 267120.11000000 0.061855579068 N/A DFE US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 6188887.97000000 GBP 8459337.22000000 USD 2025-12-05 267120.11000000 N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC 28714.53000000 0.006649270550 N/A DFE US N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 687101.00000000 GBP 938228.58000000 USD 2025-12-05 28714.53000000 N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC 9772.68000000 0.002263007380 N/A DFE US N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 232000.00000000 GBP 316870.56000000 USD 2025-12-05 9772.68000000 N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC 1726.46000000 0.000399787133 N/A DFE US N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 73000.00000000 GBP 98356.40000000 USD 2025-12-05 1726.46000000 N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC -1869.58000000 -0.00043292866 N/A DFE GB N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 89233.63000000 USD 66000.00000000 GBP 2025-12-05 -1869.58000000 N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC 257.33000000 0.000059588535 N/A DFE US N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 12200.00000000 GBP 16406.44000000 USD 2025-12-05 257.33000000 N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC 1672.78000000 0.000387356742 N/A DFE US N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 79800.00000000 GBP 107303.86000000 USD 2025-12-05 1672.78000000 N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC -6686.30000000 -0.00154831082 N/A DFE GB N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 371767.81000000 USD 275804.28000000 GBP 2025-12-05 -6686.30000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC -203818.95000000 -0.04719726709 N/A DFE KR N 2 Bank of America NA B4TYDEB6GKMZO031MB27 4421561.44000000 USD 6177673000.00000000 KRW 2026-01-09 -203818.95000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC 78652.06000000 0.018213038008 N/A DFE US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 2383913436.00000000 KRW 1706244.36000000 USD 2026-01-09 78652.06000000 N N N Australia & New Zealand Banking Group Ltd. JHE42UYNWWTJB8YTTU19 000000000 1.00000000 NC -29435.07000000 -0.00681612215 N/A DFE GB N 2 Australia & New Zealand Banking Group Ltd. JHE42UYNWWTJB8YTTU19 1705178.91000000 USD 1265956.55000000 GBP 2025-12-05 -29435.07000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC 130084.79000000 0.030123040955 N/A DFE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 10257062.98000000 EUR 12037083.95000000 USD 2025-12-10 130084.79000000 N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC 5128.22000000 0.001187514551 N/A DFE US N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 266556.87000000 GBP 357968.95000000 USD 2025-12-05 5128.22000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC -15947.04000000 -0.00369277099 N/A DFE KR N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 459908.76000000 USD 650265000.00000000 KRW 2026-01-09 -15947.04000000 N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC 80.20000000 0.000018571486 N/A DFE US N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 13000.44000000 GBP 17288.85000000 USD 2025-12-05 80.20000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -19371.90000000 -0.00448584755 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 33300000.00000000 ZAR 1924243.74000000 USD 2025-12-19 -19371.90000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC 322.36000000 0.000074647185 N/A DFE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 2943125000.00000000 IDR 176998.14000000 USD 2026-01-23 322.36000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 35427.88000000 0.008203845201 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 1728594000.00000000 KRW 1215607.59000000 USD 2026-01-09 35427.88000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 9327.63000000 0.002159949526 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 995049.10000000 GBP 1326471.89000000 USD 2025-12-05 9327.63000000 N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC 2531.35000000 0.000586171217 N/A DFE CN N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 391171.37000000 USD 2775000.00000000 CNY 2026-01-16 2531.35000000 N N N Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 000000000 1.00000000 NC -4063.86000000 -0.00094104638 N/A DFE US N 2 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 4197068.88000000 CNY 591394.68000000 USD 2026-01-16 -4063.86000000 N N N Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 000000000 1.00000000 NC -13108.38000000 -0.00303543763 N/A DFE US N 2 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 13538049.00000000 CNY 1907600.36000000 USD 2026-01-16 -13108.38000000 N N N Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 000000000 1.00000000 NC 128.72000000 0.000029807003 N/A DFE ID N 2 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 321900.03000000 USD 5364464000.00000000 IDR 2026-01-23 128.72000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -7645.49000000 -0.00177042533 N/A DFE GB N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 560951.15000000 USD 418000.00000000 GBP 2025-12-05 -7645.49000000 N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC 3251.40000000 0.000752909355 N/A DFE MX N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 410521.35000000 USD 7588000.00000000 MXN 2025-12-22 3251.40000000 N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC -3417.35000000 -0.00079133751 N/A DFE US N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 776000.00000000 ILS 234908.46000000 USD 2025-12-22 -3417.35000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC -25682.71000000 -0.00594720816 N/A DFE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 60276411.70000000 MXN 3261182.94000000 USD 2025-12-22 -25682.71000000 N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC 1763.19000000 0.000408292503 N/A DFE US N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 95724.49000000 GBP 128473.48000000 USD 2025-12-05 1763.19000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC 12492.84000000 0.002892900322 N/A DFE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 692000.00000000 GBP 928491.69000000 USD 2025-12-05 12492.84000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC 8559.15000000 0.001981996711 N/A DFE MX N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 669574.47000000 USD 12436000.00000000 MXN 2025-12-22 8559.15000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 3901.10000000 0.000903356918 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 208618605.00000000 KRW 146333.30000000 USD 2026-01-09 3901.10000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 8816.82000000 0.002041663978 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 471495845.00000000 KRW 330725.74000000 USD 2026-01-09 8816.82000000 N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC 2083.11000000 0.000482374671 N/A DFE CN N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 414177.71000000 USD 2934000.00000000 CNY 2026-01-16 2083.11000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC -10030.81000000 -0.00232278116 N/A DFE US N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 8835000.00000000 ZAR 505640.19000000 USD 2025-12-19 -10030.81000000 N N N Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 000000000 1.00000000 NC 5468.96000000 0.001266417896 N/A DFE US N 2 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 85800000.00000000 PHP 1467481.93000000 USD 2026-01-16 5468.96000000 N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC 909.45000000 0.000210596485 N/A DFE US N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 82000.00000000 GBP 109452.67000000 USD 2025-12-05 909.45000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 9454.17000000 0.002189251718 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 852000.00000000 GBP 1137244.66000000 USD 2025-12-05 9454.17000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -19145.10000000 -0.00443332868 N/A DFE JP N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 775998.31000000 USD 117617000.00000000 JPY 2026-01-23 -19145.10000000 N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC 17693.23000000 0.004097126896 N/A DFE US N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 88789721.00000000 JPY 589045.89000000 USD 2026-01-23 17693.23000000 N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC -16166.47000000 -0.00374358322 N/A DFE JP N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 538216.75000000 USD 81128000.00000000 JPY 2026-01-23 -16166.47000000 N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC 16410.17000000 0.003800015535 N/A DFE US N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 82350909.00000000 JPY 546329.74000000 USD 2026-01-23 16410.17000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC 425930.72000000 0.098630504939 N/A DFE US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 2128129450.00000000 JPY 14120223.27000000 USD 2026-01-23 425930.72000000 N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC 306.60000000 0.000070997726 N/A DFE US N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 72000.00000000 GBP 95612.84000000 USD 2025-12-05 306.60000000 N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC 13473.85000000 0.003120067575 N/A DFE US N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 71445000.00000000 JPY 473215.02000000 USD 2026-01-23 13473.85000000 N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC -96.36000000 -0.00002231357 N/A DFE SG N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 94667.46000000 USD 122400.00000000 SGD 2025-12-18 -96.36000000 N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC 549.80000000 0.000127314253 N/A DFE CN N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 295414.75000000 USD 2086095.89000000 CNY 2026-01-16 549.80000000 N N N Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 000000000 1.00000000 NC 15171.52000000 0.003513187962 N/A DFE BR N 2 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 1984884.68000000 USD 10676000.00000000 BRL 2025-12-02 15171.52000000 N N N Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 000000000 1.00000000 NC 9796.38000000 0.002268495463 N/A DFE GB N 2 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 1031953.75000000 USD 787000.00000000 GBP 2025-12-05 9796.38000000 N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC 4765.52000000 0.001103526047 N/A DFE US N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 46172000.00000000 JPY 301877.56000000 USD 2026-01-23 4765.52000000 N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC -2918.36000000 -0.00067578905 N/A DFE JP N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 145888.89000000 USD 22218000.00000000 JPY 2026-01-23 -2918.36000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC -9903.62000000 -0.00229332845 N/A DFE US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 1432000.00000000 NZD 813953.10000000 USD 2026-01-28 -9903.62000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC 34351.63000000 0.007954623729 N/A DFE AU N 2 Bank of America NA B4TYDEB6GKMZO031MB27 4049593.23000000 USD 6231313.00000000 AUD 2026-01-28 34351.63000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC -22573.99000000 -0.00522733845 N/A DFE US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 4094873.51000000 AUD 2661168.21000000 USD 2026-01-28 -22573.99000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -38726.41000000 -0.00896766819 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 4774000.00000000 NZD 2707846.22000000 USD 2026-01-28 -38726.41000000 N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC 5773.07000000 0.001336839026 N/A DFE AU N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 640442.20000000 USD 986000.00000000 AUD 2026-01-28 5773.07000000 N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC 995.36000000 0.000230490206 N/A DFE AU N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 110421.07000000 USD 170000.00000000 AUD 2026-01-28 995.36000000 N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC 105.98000000 0.000024541223 N/A DFE AU N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 11757.90000000 USD 18102.00000000 AUD 2026-01-28 105.98000000 N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC 4806.10000000 0.001112922941 N/A DFE GB N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 438632.65000000 USD 335000.00000000 GBP 2025-12-05 4806.10000000 N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC 3025.81000000 0.000700670682 N/A DFE US N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 22218000.00000000 JPY 145996.34000000 USD 2026-01-23 3025.81000000 N N N HSBC Bank USA NA 1IE8VN30JCEQV1H4R804 000000000 1.00000000 NC -7336.57000000 -0.00169889038 N/A DFE US N 2 HSBC Bank USA NA 1IE8VN30JCEQV1H4R804 986000.00000000 AUD 638878.70000000 USD 2026-01-28 -7336.57000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC -10942.08000000 -0.00253379910 N/A DFE US N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 2627279000.18000000 COP 685454.62000000 USD 2026-01-09 -10942.08000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC -35454.11000000 -0.00820991914 N/A DFE US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 2346521621.00000000 CLP 2494176.89000000 USD 2026-01-09 -35454.11000000 N N N Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 000000000 1.00000000 NC 9954.21000000 0.002305043314 N/A DFE PE N 2 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 1828605.20000000 USD 6188000.00000000 PEN 2026-01-09 9954.21000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC 2739.56000000 0.000634385296 N/A DFE BR N 2 Bank of America NA B4TYDEB6GKMZO031MB27 413532.91000000 USD 2222000.00000000 BRL 2025-12-02 2739.56000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC -3059.07000000 -0.00070837252 N/A DFE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 2272000.00000000 PEN 671990.54000000 USD 2026-01-09 -3059.07000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC 5355.88000000 0.001240232563 N/A DFE CO N 2 UBS AG BFM8T61CT2L1QCEMIK50 541364.83000000 USD 2062600000.00000000 COP 2026-01-09 5355.88000000 N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC 819.59000000 0.000189788084 N/A DFE GB N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 107723.63000000 USD 82000.00000000 GBP 2025-12-05 819.59000000 N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC 1262.30000000 0.000292304077 N/A DFE CN N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 193106.25000000 USD 1370000.00000000 CNY 2026-01-16 1262.30000000 N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC -3475.01000000 -0.00080468953 N/A DFE US N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 4909000.00000000 MXN 264212.18000000 USD 2025-12-22 -3475.01000000 N N N Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 000000000 1.00000000 NC -14533.17000000 -0.00336536865 N/A DFE US N 2 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 10930000.00000000 MYR 2638057.54000000 USD 2026-02-12 -14533.17000000 N N N NatWest Markets PLC RR3QWICWWIPCS8A4S074 000000000 1.00000000 NC -4424.79000000 -0.00102462501 N/A DFE US N 2 NatWest Markets PLC RR3QWICWWIPCS8A4S074 22369082.19000000 THB 692693.51000000 USD 2026-01-15 -4424.79000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -56931.57000000 -0.01318333999 N/A DFE TW N 2 Citibank NA E57ODZWZ7FF32TWEFA76 3558708.92000000 USD 109594000.00000000 TWD 2026-02-12 -56931.57000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC -2400.79000000 -0.00055593813 N/A DFE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 2764067.65000000 MYR 668408.01000000 USD 2026-02-12 -2400.79000000 N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC -30770.99000000 -0.00712547402 N/A DFE US N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 117438000.00000000 THB 3629110.01000000 USD 2026-01-15 -30770.99000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC 5945.78000000 0.001376832560 N/A DFE CA N 2 UBS AG BFM8T61CT2L1QCEMIK50 3788920.79000000 USD 5286056.00000000 CAD 2026-02-05 5945.78000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC -8202.68000000 -0.00189945085 N/A DFE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 7292534.29000000 CAD 5227117.30000000 USD 2026-02-05 -8202.68000000 N N N Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 000000000 1.00000000 NC -9811.10000000 -0.00227190409 N/A DFE US N 2 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 7347000.00000000 CAD 5264609.88000000 USD 2026-02-05 -9811.10000000 N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC 259.45000000 0.000060079452 N/A DFE AU N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 303841.86000000 USD 464000.00000000 AUD 2026-01-28 259.45000000 N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC 129.09000000 0.000029892682 N/A DFE CA N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 187243.15000000 USD 261000.00000000 CAD 2026-02-05 129.09000000 N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC -237.09000000 -0.00005490166 N/A DFE US N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 143487.00000000 CAD 102772.42000000 USD 2026-02-05 -237.09000000 N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC -66.53000000 -0.00001540599 N/A DFE US N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 47000.00000000 CAD 33674.83000000 USD 2026-02-05 -66.53000000 N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC -111.20000000 -0.00002574999 N/A DFE US N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 7306000.00000000 MXN 398284.12000000 USD 2025-12-22 -111.20000000 N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC 2663.14000000 0.000616689124 N/A DFE TH N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 1185696.52000000 USD 38132000.00000000 THB 2026-01-15 2663.14000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 2265.83000000 0.000524686167 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 1521867000.00000000 KRW 1041304.82000000 USD 2026-01-09 2265.83000000 N N N HSBC Bank USA NA 1IE8VN30JCEQV1H4R804 000000000 1.00000000 NC -192.90000000 -0.00004466882 N/A DFE CO N 2 HSBC Bank USA NA 1IE8VN30JCEQV1H4R804 149868.89000000 USD 564679000.00000000 COP 2026-01-09 -192.90000000 N N N HSBC Bank USA NA 1IE8VN30JCEQV1H4R804 000000000 1.00000000 NC -364.49000000 -0.00008440300 N/A DFE CO N 2 HSBC Bank USA NA 1IE8VN30JCEQV1H4R804 283188.69000000 USD 1067004000.00000000 COP 2026-01-09 -364.49000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC -1198.66000000 -0.00027756730 N/A DFE US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 2259000.00000000 PEN 669988.43000000 USD 2026-01-09 -1198.66000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC 15496.69000000 0.003588485844 N/A DFE US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 33881000.00000000 TWD 1098071.63000000 USD 2026-02-12 15496.69000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -1190.39000000 -0.00027565226 N/A DFE MY N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 333674.31000000 USD 1370000.00000000 MYR 2026-02-12 -1190.39000000 N N N HSBC Bank USA NA 1IE8VN30JCEQV1H4R804 000000000 1.00000000 NC 22314.28000000 0.005167198796 N/A DFE US N 2 HSBC Bank USA NA 1IE8VN30JCEQV1H4R804 222913000.00000000 JPY 1456736.34000000 USD 2026-01-23 22314.28000000 N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC -669.70000000 -0.00015507885 N/A DFE CZ N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 714061.62000000 USD 14848847.85000000 CZK 2026-01-22 -669.70000000 N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC 665.66000000 0.000154143335 N/A DFE GB N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 111848.65000000 USD 85000.00000000 GBP 2025-12-05 665.66000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC 4689.43000000 0.001085906291 N/A DFE AU N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 1527614.13000000 USD 2338000.00000000 AUD 2026-01-28 4689.43000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC -7760.24000000 -0.00179699738 N/A DFE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 986409.21000000 GBP 1297947.42000000 USD 2025-12-05 -7760.24000000 N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC 1628.94000000 0.000377204947 N/A DFE US N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 13758000.00000000 CZK 662612.62000000 USD 2026-01-22 1628.94000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -13006.11000000 -0.00301175551 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 1912000.00000000 GBP 2517904.00000000 USD 2025-12-05 -13006.11000000 N N N Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 000000000 1.00000000 NC 32104.52000000 0.007434272452 N/A DFE NZ N 2 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 3538324.83000000 USD 6206000.00000000 NZD 2026-01-28 32104.52000000 N N N Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 000000000 1.00000000 NC 12767.32000000 0.002956460192 N/A DFE NZ N 2 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 1407119.83000000 USD 2468000.00000000 NZD 2026-01-28 12767.32000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -6829.57000000 -0.00158148709 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 1004000.00000000 GBP 1322162.98000000 USD 2025-12-05 -6829.57000000 N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC 784.71000000 0.000181711109 N/A DFE CA N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 302887.55000000 USD 423000.00000000 CAD 2026-02-05 784.71000000 N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC 1829.06000000 0.000423545668 N/A DFE GB N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 368806.31000000 USD 280000.00000000 GBP 2025-12-05 1829.06000000 N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC 110.71000000 0.000025636524 N/A DFE GB N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 22392.15000000 USD 17000.00000000 GBP 2025-12-05 110.71000000 N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC 2146.01000000 0.000496940088 N/A DFE US N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 33743000.00000000 JPY 219278.72000000 USD 2026-01-23 2146.01000000 N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC -1160.76000000 -0.00026879100 N/A DFE US N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 285000.00000000 AUD 185625.60000000 USD 2026-01-28 -1160.76000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 6899.96000000 0.001597786933 N/A DFE CA N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 1798621.86000000 USD 2515000.00000000 CAD 2026-02-05 6899.96000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC 14766.71000000 0.003419448269 N/A DFE NZ N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 1138747.77000000 USD 2005000.00000000 NZD 2026-01-28 14766.71000000 N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC 1327.51000000 0.000307404409 N/A DFE US N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 3387303.16000000 PLN 929059.37000000 USD 2026-01-22 1327.51000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -6278.92000000 -0.00145397601 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 1023000.00000000 GBP 1347863.88000000 USD 2025-12-05 -6278.92000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC -10560.70000000 -0.00244548496 N/A DFE IN N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 1313248.68000000 USD 116866000.00000000 INR 2026-02-10 -10560.70000000 N N N Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 000000000 1.00000000 NC 1836.31000000 0.000425224511 N/A DFE US N 2 Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 13536000.00000000 NOK 1339210.45000000 USD 2026-02-13 1836.31000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC 23467.41000000 0.005434222959 N/A DFE HU N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 2427490.91000000 USD 808136000.00000000 HUF 2026-01-22 23467.41000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC 1320.34000000 0.000305744091 N/A DFE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 8813000.00000000 PLN 2415069.73000000 USD 2026-01-22 1320.34000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC -19596.94000000 -0.00453795886 N/A DFE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 674850491.00000000 HUF 2027125.92000000 USD 2026-01-22 -19596.94000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC 7464.73000000 0.001728567709 N/A DFE SE N 2 UBS AG BFM8T61CT2L1QCEMIK50 3697979.42000000 USD 34837000.00000000 SEK 2026-02-13 7464.73000000 N N N Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 000000000 1.00000000 NC 945.72000000 0.000218995335 N/A DFE US N 2 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 24868000.00000000 NOK 2457935.97000000 USD 2026-02-13 945.72000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC 8519.47000000 0.001972808225 N/A DFE SE N 2 UBS AG BFM8T61CT2L1QCEMIK50 4220487.87000000 USD 39759317.00000000 SEK 2026-02-13 8519.47000000 N N N Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 000000000 1.00000000 NC -1642.86000000 -0.00038042832 N/A DFE NO N 2 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 4269827.36000000 USD 43199688.00000000 NOK 2026-02-13 -1642.86000000 N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC 443.09000000 0.000102603987 N/A DFE IL N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 88007.73000000 USD 288000.00000000 ILS 2025-12-22 443.09000000 N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC -498.37000000 -0.00011540488 N/A DFE US N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 108291.50000000 AUD 70474.88000000 USD 2026-01-28 -498.37000000 N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC -8.48000000 -0.00000196366 N/A DFE CA N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 54879.50000000 USD 76432.54000000 CAD 2026-02-05 -8.48000000 N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC 301.53000000 0.000069823693 N/A DFE SE N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 116700.18000000 USD 1100000.00000000 SEK 2026-02-13 301.53000000 N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC -25.36000000 -0.00000587247 N/A DFE US N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 325000.00000000 CAD 233292.57000000 USD 2026-02-05 -25.36000000 N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC 392.30000000 0.000090842818 N/A DFE CH N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 369409.26000000 USD 295000.00000000 CHF 2026-01-29 392.30000000 N N N Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 000000000 1.00000000 NC 14532.30000000 0.003365167196 N/A DFE XX N 2 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 5155598.42000000 USD 4442000.00000000 EUR 2026-01-29 14532.30000000 N N N Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 000000000 1.00000000 NC -6215.98000000 -0.00143940133 N/A DFE US N 2 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 1900000.00000000 EUR 2205231.20000000 USD 2026-01-29 -6215.98000000 N N N Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 000000000 1.00000000 NC -2855.28000000 -0.00066118195 N/A DFE US N 2 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 872758.00000000 EUR 1012964.83000000 USD 2026-01-29 -2855.28000000 N N N Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 000000000 1.00000000 NC -3687.05000000 -0.00085379050 N/A DFE US N 2 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 1127000.00000000 EUR 1308050.30000000 USD 2026-01-29 -3687.05000000 N N N Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 000000000 1.00000000 NC -33793.94000000 -0.00782548243 N/A DFE US N 2 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 10329586.25000000 EUR 11989013.62000000 USD 2026-01-29 -33793.94000000 N N N Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 000000000 1.00000000 NC -31615.72000000 -0.00732108364 N/A DFE US N 2 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 9663784.00000000 EUR 11216251.57000000 USD 2026-01-29 -31615.72000000 N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC 1421.45000000 0.000329157594 N/A DFE GB N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 111092.86000000 USD 85000.00000000 GBP 2025-12-05 1421.45000000 N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC -246.99000000 -0.00005719415 N/A DFE US N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 22005611.00000000 JPY 141356.84000000 USD 2026-01-23 -246.99000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC 21482.09000000 0.004974492997 N/A DFE US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 8656226.00000000 CHF 10872620.58000000 USD 2026-01-29 21482.09000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC 8333.52000000 0.001929748775 N/A DFE US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 3358000.00000000 CHF 4217803.45000000 USD 2026-01-29 8333.52000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC -15857.32000000 -0.00367199501 N/A DFE US N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 619266598.00000000 JPY 3969059.09000000 USD 2026-01-23 -15857.32000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -12278.10000000 -0.00284317412 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 2106645.26000000 CAD 1500085.31000000 USD 2026-02-05 -12278.10000000 N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC 1919.08000000 0.000444391119 N/A DFE XX N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 236352.94000000 USD 204715.19000000 EUR 2026-01-29 1919.08000000 N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC 811.87000000 0.000188000405 N/A DFE XX N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 117907.93000000 USD 102000.00000000 EUR 2026-01-29 811.87000000 N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC 1016.80000000 0.000235454952 N/A DFE CN N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 214207.35000000 USD 1517000.00000000 CNY 2026-01-16 1016.80000000 N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC 1452.66000000 0.000336384727 N/A DFE CZ N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 280322.98000000 USD 5865000.00000000 CZK 2026-01-22 1452.66000000 N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC -4232.27000000 -0.00098004418 N/A DFE US N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 7809000.00000000 MXN 421591.58000000 USD 2025-12-22 -4232.27000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -374.76000000 -0.00008678117 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 2421339000.00000000 IDR 144978.21000000 USD 2026-01-23 -374.76000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC 286.65000000 0.000066378011 N/A DFE MY N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 656187.08000000 USD 2705000.00000000 MYR 2026-02-12 286.65000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -2880.94000000 -0.00066712390 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 1136000.00000000 BRL 209938.83000000 USD 2025-12-02 -2880.94000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC -668.91000000 -0.00015489592 N/A DFE IN N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 424305.01000000 USD 38005000.00000000 INR 2026-02-10 -668.91000000 N N N HSBC Bank USA NA 1IE8VN30JCEQV1H4R804 000000000 1.00000000 NC 5642.15000000 0.001306522580 N/A DFE CO N 2 HSBC Bank USA NA 1IE8VN30JCEQV1H4R804 417994.04000000 USD 1598242000.00000000 COP 2026-01-09 5642.15000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC 5974.55000000 0.001383494675 N/A DFE ZA N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 520552.68000000 USD 9021000.00000000 ZAR 2025-12-19 5974.55000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC -3964.33000000 -0.00091799875 N/A DFE US N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 1657000.00000000 PEN 488358.38000000 USD 2026-01-09 -3964.33000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC -4387.79000000 -0.00101605712 N/A DFE US N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 1834000.00000000 PEN 540524.61000000 USD 2026-01-09 -4387.79000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -8639.14000000 -0.00200051956 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 13442479.08000000 MXN 724377.67000000 USD 2025-12-22 -8639.14000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC 2810.68000000 0.000650854175 N/A DFE CO N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 210542.66000000 USD 804913000.00000000 COP 2026-01-09 2810.68000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC -307.77000000 -0.00007126865 N/A DFE IN N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 202377.90000000 USD 18128000.00000000 INR 2026-02-10 -307.77000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC -3211.87000000 -0.00074375560 N/A DFE US N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 1819000.00000000 PEN 537243.78000000 USD 2026-01-09 -3211.87000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC 320.27000000 0.000074163215 N/A DFE US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 4788666000.00000000 IDR 287783.87000000 USD 2026-01-23 320.27000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -359.21000000 -0.00008318034 N/A DFE MY N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 246688.54000000 USD 1015000.00000000 MYR 2026-02-12 -359.21000000 N N N Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 000000000 1.00000000 NC -22857.04000000 -0.00529288283 N/A DFE US N 2 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 11762000.00000000 BRL 2180651.86000000 USD 2025-12-02 -22857.04000000 N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC -1138.03000000 -0.00026352753 N/A DFE US N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 145461.25000000 AUD 94195.93000000 USD 2026-01-28 -1138.03000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC -30839.28000000 -0.00714128757 N/A DFE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 3324364.00000000 AUD 2147918.12000000 USD 2026-01-28 -30839.28000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -5557.15000000 -0.00128683958 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 343956014.00000000 JPY 2207764.17000000 USD 2026-01-23 -5557.15000000 N N N HSBC Bank USA NA 1IE8VN30JCEQV1H4R804 000000000 1.00000000 NC 46238.29000000 0.010707154182 N/A DFE NZ N 2 HSBC Bank USA NA 1IE8VN30JCEQV1H4R804 2119862.84000000 USD 3765044.00000000 NZD 2026-01-28 46238.29000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC 16471.82000000 0.003814291497 N/A DFE GB N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 1683390.39000000 USD 1284177.00000000 GBP 2025-12-05 16471.82000000 N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC 203.09000000 0.000047028468 N/A DFE CZ N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 233913.31000000 USD 4873000.00000000 CZK 2026-01-22 203.09000000 N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC 3266.66000000 0.000756443032 N/A DFE ZA N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 374133.30000000 USD 6466000.00000000 ZAR 2025-12-19 3266.66000000 N N N Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 000000000 1.00000000 NC 22527.90000000 0.005216665640 N/A DFE BR N 2 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 2164599.36000000 USD 11762000.00000000 BRL 2026-01-05 22527.90000000 N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC 23.21000000 0.000005374615 N/A DFE SG N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 44480.84000000 USD 57600.00000000 SGD 2025-12-18 23.21000000 N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC 29.44000000 0.000006817263 N/A DFE SG N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 55137.03000000 USD 71400.00000000 SGD 2025-12-18 29.44000000 N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC -42.58000000 -0.00000986002 N/A DFE US N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 80200.00000000 EUR 93303.77000000 USD 2026-01-29 -42.58000000 N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC -4.12000000 -0.00000095404 N/A DFE US N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 7800.00000000 EUR 9074.45000000 USD 2026-01-29 -4.12000000 N N N Dryden Senior Loan Fund 254900XN9Y85HJGYJ219 26253EBK3 255000.00000000 PA USD 254744.24000000 0.058989764864 Long ABS-CBDO CORP JE N 2 2037-10-15 Floating 4.99500000 N N N N N N ECN Capital Corp 549300E2G773NN59KY61 26829L107 122182.00000000 NS 267542.25000000 0.061953331776 Long EC CORP CA N 1 N N N ELECTRICITE DE FRANCE SA 549300X3UK4GG3FNMO06 268317AW4 262000.00000000 PA 203860.72000000 0.047206939548 Long DBT CORP FR N 2 2030-05-23 Fixed 5.99300000 N N N N N N ENI SPA BUCRF72VH5RBN7X3VL35 26874RAQ1 343000.00000000 PA USD 359803.57000000 0.083317793532 Long DBT CORP IT N 2 2035-05-19 Fixed 5.75000000 N N N N N N EOG RESOURCES INC XWTZDRYZPBUHIQBKDB46 26875PBB6 191000.00000000 PA USD 192014.21000000 0.044463706416 Long DBT CORP US N 2 2031-01-15 Fixed 4.40000000 N N N N N N EQT CORP 4NT01YGM4X7ZX86ISY52 26884LBB4 317000.00000000 PA USD 349736.59000000 0.080986636670 Long DBT CORP US N 2 2030-06-01 Fixed 7.50000000 N N N N N N EPR PROPERTIES 549300YSSXFHMPOWZ492 26884UAD1 234000.00000000 PA USD 234042.12000000 0.054195885360 Long DBT US N 2 2027-06-01 Fixed 4.50000000 N N N N N N EPR PROPERTIES 549300YSSXFHMPOWZ492 26884UAF6 71000.00000000 PA USD 68759.24000000 0.015922210448 Long DBT US N 2 2029-08-15 Fixed 3.75000000 N N N N N N EAGLE FUNDING LUXCO SARL 894500VDP08MVIZ6OA60 26951TAA8 416000.00000000 PA USD 421986.24000000 0.097717102745 Long DBT NUSS LU N 2 2030-08-17 Fixed 5.50000000 N N N N N N Edison International 549300I7ROF15MAEVP56 281020107 5595.00000000 NS USD 329489.55000000 0.076298137614 Long EC CORP US N 1 N N N Edwards Lifesciences Corp YA13X31F3V31L8TMPR58 28176E108 2665.00000000 NS USD 230975.55000000 0.053485776102 Long EC CORP US N 1 N N N Electronic Arts Inc 549300O7A67PUEYKDL45 285512109 4643.00000000 NS USD 938025.29000000 0.217213513029 Long EC CORP US N 1 N N N EMCOR Group Inc 529900X0SQJB2J7YDU43 29084Q100 477.00000000 NS USD 293388.39000000 0.067938384554 Long EC CORP US N 1 N N N ENBRIDGE INC 98TPTUM4IVMFCZBCUR27 29251ZBW6 171000.00000000 PA 137509.54000000 0.031842350709 Long DBT CORP CA N 2 2032-11-09 Fixed 6.10000000 N N N N N N ENEL FINANCE INTL NV 0YQH6LCEF474UTUV4B96 29278GBF4 206000.00000000 PA USD 206057.68000000 0.047715677857 Long DBT CORP NL N 2 2028-09-30 Fixed 4.12500000 N N N N N N ESSENTIAL PROPER 254900XX9FNFCDE1NX02 29670VAA7 381000.00000000 PA USD 348207.33000000 0.080632514089 Long DBT US N 2 2031-07-15 Fixed 2.95000000 N N N N N N Exact Sciences Corp 549300VM3X1FYD4N9Z14 30063P105 11542.00000000 NS USD 1169089.18000000 0.270719745554 Long EC CORP US N 1 N N N Expedia Group Inc CI7MUJI4USF3V0NJ1H64 30212P303 1226.00000000 NS USD 313475.94000000 0.072589951362 Long EC CORP US N 1 N N N Extended Stay America Trust N/A 30227TAA8 210000.00000000 PA USD 210327.68000000 0.048704458981 Long ABS-MBS CORP US N 2 2042-10-15 Floating 5.25900000 N N N N N N Exxon Mobil Corp J3WHBG0MTS7O8ZVMDC91 30231G102 561.00000000 NS USD 65031.12000000 0.015058909585 Long EC CORP US N 1 N N N EXIDE TECHNOLOGIES 549300KITCGPNNNXQP63 000000000 24220.00000000 PA USD 0.00000000 0.000000 Long DBT CORP US N 3 2049-01-31 Fixed 11.00000000 N N N N N N EXIDE TECHNOLOGIES 549300KITCGPNNNXQP63 302ESCAD0 59012.00000000 PA USD 0.00000000 0.000000 Long DBT CORP US N 3 2025-12-31 Fixed 11.00000000 N N N N N N Meta Platforms Inc BQ4BKCS1HXDV9HN80Z93 30303M102 2089.00000000 NS USD 1353567.55000000 0.313438417697 Long EC CORP US N 1 N N N META PLATFORMS INC BQ4BKCS1HXDV9HN80Z93 30303M8X3 129000.00000000 PA USD 128947.11000000 0.029859594465 Long DBT CORP US N 2 2045-11-15 Fixed 5.50000000 N N N N N N META PLATFORMS INC BQ4BKCS1HXDV9HN80Z93 30303M8Y1 162000.00000000 PA USD 161125.20000000 0.037310903130 Long DBT CORP US N 2 2065-11-15 Fixed 5.75000000 N N N N N N META PLATFORMS INC BQ4BKCS1HXDV9HN80Z93 30303MAE2 142000.00000000 PA USD 141585.36000000 0.032786166606 Long DBT CORP US N 2 2055-11-15 Fixed 5.62500000 N N N N N N Barclays PLC 213800LBQA1Y9L22JB70 000000000 56070.00000000 NS 318074.40000000 0.073654792216 Long EC CORP GB N 2 N N N First Citizens BancShares Inc/NC 549300N3Z00ZHE2XC526 31946M103 33.00000000 NS USD 61970.37000000 0.014350148034 Long EC CORP US N 1 N N N FISERV INC GI7UBEJLXYLGR2C7GV83 337738BH0 261000.00000000 PA USD 269769.60000000 0.062469107335 Long DBT CORP US N 2 2033-08-21 Fixed 5.62500000 N N N N N N Forge Global Holdings Inc N/A 34629L202 11591.00000000 NS USD 514176.76000000 0.119065169722 Long EC CORP US N 1 N N N FOUNDRY JV HOLDCO LLC 21380048QROAMGM6EP30 350930AC7 268000.00000000 PA USD 286317.80000000 0.066301085742 Long DBT CORP US N 2 2032-01-25 Fixed 6.15000000 N N N N N N Fox Corp 549300DDU6FDRBIELS05 35137L204 5338.00000000 NS USD 310991.88000000 0.072014730837 Long EC CORP US N 1 N N N Freddie Mac - STACR 5493000KIGZAWUOW4E32 35564K2G3 326381.00000000 PA USD 336980.32000000 0.078032735267 Long ABS-MBS USGSE US N 2 2043-06-25 Floating 7.42200000 N N N N N N Freddie Mac - STACR 5493000IS30HKV5IAS29 35564KH36 82417.95000000 PA USD 82830.04000000 0.019180510551 Long ABS-MBS USGSE US N 2 2042-09-25 Floating 6.22200000 N N N N N N Freddie Mac - STACR 5493000ISONLNOUKGB71 35564KKY4 177622.79000000 PA USD 178301.10000000 0.041288234678 Long ABS-MBS USGSE US N 2 2041-10-25 Floating 5.57200000 N N N N N N Freddie Mac - STACR 5493000ISOMSKCX2AW62 35564KMH9 400000.00000000 PA USD 402473.64000000 0.093198674042 Long ABS-MBS USGSE US N 2 2041-11-25 Floating 5.87200000 N N N N N N Freddie Mac - STACR 5493000ISA3AUOXQEF68 35564KRE1 141092.02000000 PA USD 141134.74000000 0.032681818936 Long ABS-MBS USGSE US N 2 2042-02-25 Floating 5.37200000 N N N N N N Freddie Mac - STACR 5493000IRI80KQJUNK40 35564KT66 250000.00000000 PA USD 260425.40000000 0.060305320783 Long ABS-MBS USGSE US N 2 2043-04-25 Floating 7.29200000 N N N N N N Freddie Mac - STACR 529900P3PHNE8PW64Z68 35564NEZ2 6225.74000000 PA USD 6223.85000000 0.001441223746 Long ABS-MBS USGSE US N 2 2044-10-25 Floating 5.07200000 N N N N N N Freddie Mac - STACR 529900WZAMS87JCAOC53 35564NFY4 62662.16000000 PA USD 62723.73000000 0.014524599591 Long ABS-MBS USGSE US N 2 2045-01-25 Floating 5.02200000 N N N N N N Freddie Mac - STACR 529900XX8WXEM4FBIH80 35564NHY2 50891.93000000 PA USD 51023.10000000 0.011815147112 Long ABS-MBS USGSE US N 2 2045-05-25 Floating 5.17200000 N N N N N N Frontier Communications Parent Inc N/A 35909D109 36715.00000000 NS USD 1392232.80000000 0.322391923402 Long EC CORP US N 1 N N N GCAT N/A 36171HAA7 117765.96000000 PA USD 118694.38000000 0.027485424467 Long ABS-MBS CORP US N 2 2070-04-25 Variable 5.60400000 N N N N N N GFH Mortgage Trust N/A 36171JAA3 170000.00000000 PA USD 171903.18000000 0.039806702470 Long ABS-MBS CORP US N 2 2033-06-15 Fixed 5.14800000 N N N N N N GLP Capital LP / GLP Financing II Inc 5493006GWRDBCZYWTM57 361841AP4 217000.00000000 PA USD 210294.70000000 0.048696821978 Long DBT US N 2 2030-01-15 Fixed 4.00000000 N N N N N N ESC GCI LIBERTY INC SR 5493003JDENERRDYFN86 361ESC049 2664.00000000 NS USD 0.00000000 0.000000 Long EC CORP US N 3 N N N Galaxy CLO Ltd N/A 362937AA2 150000.00000000 PA USD 150040.65000000 0.034744113011 Long ABS-CBDO CORP KY N 2 2038-10-15 Floating 5.08000000 N N N N N N General Motors Co 54930070NSV60J38I987 37045V100 4998.00000000 NS USD 367452.96000000 0.085089121973 Long EC CORP US N 1 N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XDH6 16000.00000000 PA USD 15359.68000000 0.003556759169 Long DBT CORP US N 2 2028-04-10 Fixed 2.40000000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XFL5 84000.00000000 PA USD 84057.96000000 0.019464853436 Long DBT CORP US N 2 2028-10-27 Fixed 4.20000000 N N N N N N GM FINANCIAL CAD 5493001CSMJPUBB7NS44 37045YAM6 280000.00000000 PA 209045.91000000 0.048407646339 Long DBT CORP CA N 2 2028-07-14 Fixed 5.10000000 N N N N N N Gilead Sciences Inc 549300WTZWR07K8MNV44 375558103 6727.00000000 NS USD 846525.68000000 0.196025436395 Long EC CORP US N 1 N N N Global Payments Inc 549300NOMHGVQBX6S778 37940X102 4219.00000000 NS USD 319631.44000000 0.074015347664 Long EC CORP US N 1 N N N GLOBAL PAYMENTS INC 549300NOMHGVQBX6S778 37940XAV4 120000.00000000 PA USD 120420.00000000 0.027885017086 Long DBT CORP US N 2 2028-11-15 Fixed 4.50000000 N N N N N N GLOBAL PAYMENTS INC 549300NOMHGVQBX6S778 37940XAW2 170000.00000000 PA USD 170545.70000000 0.039492358067 Long DBT CORP US N 2 2030-11-15 Fixed 4.87500000 N N N N N N Goldman Sachs Group Inc/The 784F5XWPLTWKTBV3E584 38141G104 571.00000000 NS USD 471668.84000000 0.109221837422 Long EC CORP US N 1 N N N GRUPO TELEVISA SAB 549300O4AF0C816ILN62 40049JAT4 175000.00000000 PA USD 193266.50000000 0.044753692532 Long DBT CORP MX N 2 2032-03-11 Fixed 8.50000000 N N N N N N GRUPO ENERGIA BOGOTA 529900LG618OWYVHI655 40053XAB5 200000.00000000 PA USD 228574.00000000 0.052929661978 Long DBT CORP CO N 2 2033-11-09 Fixed 7.85000000 N N N N N N Airbus SE MINO79WLOO247M1IL051 000000000 342.00000000 NS 80435.79000000 0.018626086850 Long EC CORP NL N 2 N N N HLTN Commercial Mortgage Trust 2024-DPLO N/A 40424UAA5 303572.00000000 PA USD 304093.84000000 0.070417388508 Long ABS-MBS CORP US N 2 2041-06-15 Floating 5.60000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280ER6 288000.00000000 PA USD 295963.20000000 0.068534619572 Long DBT CORP GB N 2 2031-03-03 Fixed 5.13000000 N N N N N N Hanesbrands Inc GX5LWVWZLL5S4W1L2F20 410345102 37306.00000000 NS USD 241369.82000000 0.055892721763 Long EC CORP US N 1 N N N Hanover Insurance Group Inc/The JJYR6MFKFF6CF8DBZ078 410867105 775.00000000 NS USD 143801.25000000 0.033299288434 Long EC CORP US N 1 N N N Hawaii Hotel Trust N/A 419909AA4 207000.00000000 PA USD 207182.97000000 0.047976255260 Long ABS-MBS CORP US N 2 2042-03-15 Floating 5.35200000 N N N N N N HEICO Corp 529900O1DTDLCJ7L0I14 422806208 1279.00000000 NS USD 315874.63000000 0.073145403211 Long EC CORP US N 1 N N N Heidrick & Struggles International Inc 5493006284N2J367VB57 422819102 27.00000000 NS USD 1589.49000000 0.000368069721 Long EC CORP US N 1 N N N Hertz Vehicle Financing LLC 549300MNOMKDMDFI8J66 42806MCT4 205000.00000000 PA USD 207322.20000000 0.048008496008 Long ABS-O CORP US N 2 2029-09-25 Fixed 4.91000000 N N N N N N HIGHWOODS REALTY LP JUJNVZX73BIYHLR58F51 431282AV4 96000.00000000 PA USD 96400.32000000 0.022322907908 Long DBT US N 2 2033-01-15 Fixed 5.35000000 N N N N N N Hillenbrand Inc U246OE781574J2BUD366 431571108 10679.00000000 NS USD 340019.36000000 0.078736469550 Long EC CORP US N 1 N N N Hologic Inc 549300DYP6F5ZJL0LB74 436440101 7836.00000000 NS USD 587464.92000000 0.136036118018 Long EC CORP US N 1 N N N Home Depot Inc/The QEKMOTMBBKA8I816DO57 437076102 302.00000000 NS USD 107789.84000000 0.024960318303 Long EC CORP US N 1 N N N QHEL GENERIC STRIP 6THEVG93PYJH84S4D167 44882ZXK4 143527.00000000 PA 50515.94000000 0.011697706776 Long DBT NUSS CA N 2 2042-02-15 None 0.00000000 N N N N N N QHEL GENERIC STRIP 6THEVG93PYJH84S4D167 44882ZXL2 143527.00000000 PA 49241.85000000 0.011402672551 Long DBT NUSS CA N 2 2042-08-15 None 0.00000000 N N N N N N QHEL GENERIC STRIP 6THEVG93PYJH84S4D167 44882ZXP3 143527.00000000 PA 45563.33000000 0.010550857295 Long DBT NUSS CA N 2 2044-02-15 None 0.00000000 N N N N N N QHEL GENERIC STRIP 6THEVG93PYJH84S4D167 44882ZXQ1 143527.00000000 PA 44409.32000000 0.010283629355 Long DBT NUSS CA N 2 2044-08-15 None 0.00000000 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891ABT3 374000.00000000 PA USD 355988.16000000 0.082434279389 Long DBT CORP US N 2 2028-01-10 Fixed 1.80000000 N N N N N N KBC Group NV 213800X3Q9LSAKRUWY91 000000000 2033.00000000 NS 250266.96000000 0.057952985016 Long EC CORP BE N 1 N N N Hannover Rueck SE 529900KIN5BE45V5KB18 000000000 412.00000000 NS 123873.80000000 0.028684795129 Long EC CORP DE N 2 N N N IDEXX Laboratories Inc OGMTXK0LUU1HKV2P0J84 45168D104 495.00000000 NS USD 372675.60000000 0.086298500860 Long EC CORP US N 1 N N N Illumina Inc SQ95QG8SR5Q56LSNF682 452327109 424.00000000 NS USD 55734.80000000 0.012906210349 Long EC CORP US N 1 N N N IMPERIAL BRANDS FIN PLC 2138008L3B3MCG1DFS50 45262BAH6 267000.00000000 PA USD 279818.67000000 0.064796116874 Long DBT CORP GB N 2 2034-07-01 Fixed 5.87500000 N N N N N N IMPERIAL BRANDS FIN PLC 2138008L3B3MCG1DFS50 45262BAJ2 200000.00000000 PA USD 201802.00000000 0.046730212739 Long DBT CORP GB N 2 2028-06-30 Fixed 4.50000000 N N N N N N Integral Ad Science Holding Corp N/A 45828L108 16224.00000000 NS USD 166782.72000000 0.038620984860 Long EC CORP US N 1 N N N Genmab A/S 529900MTJPDPE4MHJ122 000000000 461.00000000 NS 148112.07000000 0.034297522028 Long EC CORP DK N 2 N N N International Money Express Inc N/A 46005L101 39066.00000000 NS USD 595365.84000000 0.137865691919 Long EC CORP US N 1 N N N INTESA SANPAOLO SPA 2W8N8UU78PMDQKZENC08 46115HBB2 416000.00000000 PA USD 414182.08000000 0.095909935040 Long DBT CORP US N 2 2027-07-14 Fixed 3.87500000 N N N N N N Intuit Inc VI90HBPH7XSFMB9E4M29 461202103 738.00000000 NS USD 467951.04000000 0.108360926307 Long EC CORP US N 1 N N N iShares Core S&P 500 ETF 5493007M4YMN8XL48C14 464287200 19126.00000000 NS USD 13137266.88000000 3.042126817935 Long EC RF US N 1 N N N iShares Core MSCI EAFE ETF 5493009FT582MI7Y3I36 46432F842 415993.00000000 NS USD 36956818.12000000 8.557893246392 Long EC RF US N 1 N N N iShares Core MSCI Emerging Markets ETF 5493007C24Z3ZDJ0VD06 46434G103 407352.00000000 NS USD 27333319.20000000 6.329430932707 Long EC RF US N 1 N N N iShares Core International Aggregate Bond ETF 549300FPQU8XYG8LAX15 46435G672 585171.00000000 NS USD 30288450.96000000 7.013735031858 Long EC RF US N 1 N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46625H100 2403.00000000 NS USD 752331.24000000 0.174213332352 Long EC CORP US N 1 N N N Johnson & Johnson 549300G0CFPGEF6X2043 478160104 196.00000000 NS USD 40556.32000000 0.009391410697 Long EC CORP US N 1 N N N Juniper Valley Park CLO, Ltd 213800ACSV8GAJ4CCO70 48206KAY2 250000.00000000 PA USD 249748.50000000 0.057832928000 Long ABS-CBDO CORP JE N 2 2036-07-20 Floating 5.09000000 N N N N N N KLA Corp 549300H0BF5JCG96TJ81 482480100 348.00000000 NS USD 409063.56000000 0.094724666666 Long EC CORP US N 1 N N N KNDR Trust 2021-KIND N/A 482606AA8 99171.99000000 PA USD 98559.00000000 0.022822781921 Long ABS-MBS CORP US N 2 2038-08-15 Floating 5.03000000 N N N N N N Schneider Electric SE 969500A1YF1XUYYXS284 000000000 1194.00000000 NS 321311.95000000 0.074404494401 Long EC CORP FR N 2 N N N SAP SE 529900D6BF99LW9R2E68 000000000 1471.00000000 NS 355114.04000000 0.082231864083 Long EC CORP DE N 2 N N N Kellanova LONOZNOJYIBXOHXWDB86 487836108 15973.00000000 NS USD 1335981.72000000 0.309366160846 Long EC CORP US N 1 N N N Kenvue Inc 5493008HSF8L4M2LIJ82 49177J102 82875.00000000 NS USD 1437881.25000000 0.332962491482 Long EC CORP US N 1 N N N L3Harris Technologies Inc 549300UTE50ZMDBG8A20 502431109 480.00000000 NS USD 133771.20000000 0.030976683255 Long EC CORP US N 1 N N N LV Trust N/A 50245XAA5 300000.00000000 PA USD 305797.47000000 0.070811889020 Long ABS-MBS CORP US N 2 2041-10-10 Variable 5.10400000 N N N N N N Lam Research Corp 549300I4GMO6D34U1T02 512807306 2771.00000000 NS USD 432276.00000000 0.100099847583 Long EC CORP US N 1 N N N Leidos Holdings Inc 549300IUTGTP6EJP8124 525327102 2322.00000000 NS USD 443734.20000000 0.102753161839 Long EC CORP US N 1 N N N Lendmark Funding Trust N/A 52590AAB0 106000.00000000 PA USD 106479.48000000 0.024656885227 Long ABS-O CORP US N 2 2034-02-21 Fixed 4.86000000 N N N N N N Liberty Broadband Corp 549300MIX43II8JLN536 530307107 3620.00000000 NS USD 167642.20000000 0.038820010059 Long EC CORP US N 1 N N N Eli Lilly & Co FRDRIPF3EKNDJ2CQJL29 532457108 877.00000000 NS USD 943187.19000000 0.218408826679 Long EC CORP US N 1 N N N LOBLAW COMPANIES LIMITED 5493008LN3O1DIDTSH67 53947ZAT4 165000.00000000 PA 135618.18000000 0.031404378562 Long DBT CORP CA N 2 2033-02-17 Fixed 6.54000000 N N N N N N Banco Bilbao Vizcaya Argentaria SA K8MS7FD7N5Z2WQ51AZ71 000000000 18050.00000000 NS 390126.03000000 0.090339403856 Long EC CORP ES N 2 N N N Lundin Gold Inc 549300ZOV16K515FC525 550371108 4040.00000000 NS 340470.71000000 0.078840986262 Long EC CORP CA N 1 N N N Lundin Mining Corp 549300FQDIM6C8HTN269 550372106 5549.00000000 NS 103677.69000000 0.024008089662 Long EC CORP CA N 1 N N N MDC HOLDINGS INC 5299005FV4VNV75R8R35 552676AQ1 197000.00000000 PA USD 184762.36000000 0.042784434192 Long DBT CORP US N 2 2043-01-15 Fixed 6.00000000 N N N N N N MSCI Inc 549300HTIN2PD78UB763 55354G100 195.00000000 NS USD 109925.40000000 0.025454838541 Long EC CORP US N 1 N N N M&T Equipment Notes N/A 55376YAB1 105023.23000000 PA USD 105341.84000000 0.024393448001 Long ABS-O CORP US N 2 2031-08-18 Fixed 4.99000000 N N N N N N Madison Avenue Trust N/A 55616AAA5 210000.00000000 PA USD 211001.15000000 0.048860410836 Long ABS-MBS CORP US N 2 2042-10-15 Variable 4.91200000 N N N N N N WARNERMEDIA HOLDINGS INC 549300DXR29GD4N0A520 55903VBQ5 74000.00000000 PA USD 67673.00000000 0.015670675645 Long DBT CORP US N 2 2032-03-15 Fixed 4.27900000 N N N N N N WARNERMEDIA HOLDINGS INC 549300DXR29GD4N0A520 55903VBU6 33000.00000000 PA USD 24762.54000000 0.005734129305 Long DBT CORP US N 2 2052-03-15 Fixed 5.14100000 N N N N N N MAGNETATION LLC/FIN CORP N/A 559417AA8 145972.00000000 PA USD 0.00000000 0.000000 Long DBT CORP US N 3 2018-05-15 Fixed 11.00000000 Y Y N N N N Magnetite CLO Ltd 5493000OP4ZUZOOM1U45 55954KAY1 250000.00000000 PA USD 250074.25000000 0.057908360190 Long ABS-CBDO CORP KY N 2 2034-04-17 Floating 5.78000000 N N N N N N MAGYAR EXPORT-IMPORT BAN 529900O4UGETQ9Q3AA63 55977YAA6 255000.00000000 PA USD 262809.38000000 0.060857366315 Long DBT NUSS HU N 2 2027-12-04 Fixed 6.12500000 N N N N N N Manhattan Associates Inc 529900Q1GJP7KD52SW51 562750109 1793.00000000 NS USD 316374.85000000 0.073261236488 Long EC CORP US N 1 N N N Wolters Kluwer NV 724500TEM53I0U077B74 000000000 3322.00000000 NS 352342.83000000 0.081590149765 Long EC CORP NL N 1 N N N Marsh & McLennan Cos Inc 549300XMP3KDCKJXIU47 571748102 1160.00000000 NS USD 212802.00000000 0.049277424065 Long EC CORP US N 1 N N N Mastercard Inc AR5L2ODV9HN37376R084 57636Q104 1790.00000000 NS USD 985448.70000000 0.228195099129 Long EC CORP US N 1 N N N McKesson Corp 549300WZWOM80UCFSF54 58155Q103 1271.00000000 NS USD 1119903.52000000 0.259330084621 Long EC CORP US N 1 N N N Merck & Co Inc 4YV9Y5M8S0BRK1RP0397 58933Y105 8409.00000000 NS USD 881515.47000000 0.204127835432 Long EC CORP US N 1 N N N Microsoft Corp INR2EJN1ERAN0W5ZP974 594918104 8653.00000000 NS USD 4257362.53000000 0.985854732532 Long EC CORP US N 1 N N N Micron Technology Inc B3DXGBC8GAIYWI2Z0172 595112103 2005.00000000 NS USD 474142.40000000 0.109794626518 Long EC CORP US N 1 N N N Telefonaktiebolaget LM Ericsson 549300W9JLPW15XIFM52 000000000 17480.00000000 NS 168674.32000000 0.039059012582 Long EC CORP SE N 2 N N N MidWestOne Financial Group Inc N/A 598511103 2616.00000000 NS USD 103515.12000000 0.023970444194 Long EC CORP US N 1 N N N CONTRA MIRATI THERAPEU 529900GYRW59IDQV6N54 604CVR027 25914.00000000 NS USD 18139.80000000 0.004200536729 N/A DE US N 3 N/A N/A Mirati Therapeutics, Inc. Mirati Therapeutics, Inc. 2099-12-31 XXXX 0.00000000 N N N AGC Inc JE4WFFEELMVPFZ0G1E77 000000000 9400.00000000 NS 325265.75000000 0.075320054777 Long EC CORP JP N 2 N N N MIZUHO FINANCIAL GROUP 353800CI5L6DDAN5XZ33 60687YAX7 512000.00000000 PA USD 493312.00000000 0.114233628540 Long DBT CORP JP N 2 2030-07-16 Fixed 3.15300000 N N N N N N LY Corp 52990078MD2OL792YM35 000000000 115400.00000000 NS 309925.46000000 0.071767785646 Long EC CORP JP N 2 N N N Monolithic Power Systems Inc 529900TB7O85LSZ1XU31 609839105 323.00000000 NS USD 299798.91000000 0.069422834477 Long EC CORP US N 1 N N N MONITRONICS INTERNATIONAL, INC SCAKOG18M6QWWML8YF46 609ESCAB4 120000.00000000 PA USD 0.00000000 0.000000 Long DBT CORP US N 3 2025-12-31 Fixed 9.12500000 N N N N N N Monster Beverage Corp 52990090AP0E7HCB6F33 61174X109 4906.00000000 NS USD 367900.94000000 0.085192858312 Long EC CORP US N 1 N N N Obic Co Ltd N/A 000000000 8100.00000000 NS 260584.49000000 0.060342160405 Long EC CORP JP N 1 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 617446448 651.00000000 NS USD 110448.66000000 0.025576007069 Long EC CORP US N 1 N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFZ3 135000.00000000 PA USD 139823.55000000 0.032378193662 Long DBT CORP US N 2 2031-04-17 Fixed 5.19200000 N N N N N N Morgan Stanley Residential Mortgage Loan Trust N/A 61778LAA3 113354.88000000 PA USD 113968.36000000 0.026391045224 Long ABS-MBS CORP US N 2 2070-05-25 Variable 5.53000000 N N N N N N Motorola Solutions Inc 6S552MUG6KGJVEBSEC55 620076307 1373.00000000 NS USD 507570.64000000 0.117535425750 Long EC CORP US N 1 N N N Daiwa Securities Group Inc 353800WRC7Y23PWFJG38 000000000 39100.00000000 NS 324368.91000000 0.075112378322 Long EC CORP JP N 2 N N Aristocrat Leisure Ltd 529900TE2HO3OZKYKC27 000000000 6443.00000000 NS 246255.14000000 0.057023989258 Long EC CORP AU N 1 N N N Hong Kong Exchanges & Clearing Ltd 213800YTVSXYQN17BW16 000000000 6400.00000000 NS 340355.14000000 0.078814224334 Long EC CORP HK N 2 N N N MVW Owner Trust N/A 627924AA1 98256.99000000 PA USD 99782.50000000 0.023106101290 Long ABS-O CORP US N 2 2042-09-22 Fixed 4.97000000 N N N N N N NMEF Funding LLC 549300LKWL3P0UPHKL72 62919UAB9 178044.94000000 PA USD 179084.81000000 0.041469714223 Long ABS-O CORP US N 2 2031-12-15 Fixed 5.15000000 N N N N N N NRG Energy Inc 5E2UPK5SW04M13XY7I38 629377508 629.00000000 NS USD 106609.21000000 0.024686926111 Long EC CORP US N 1 N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 629377DA7 76000.00000000 PA USD 75825.96000000 0.017558613105 Long DBT CORP US N 2 2030-10-15 Fixed 4.73400000 N N N N N N Singapore Exchange Ltd 549300IQ650PPXM76X03 000000000 9400.00000000 NS 122572.70000000 0.028383506342 Long EC CORP SG N 2 N N N Natera Inc 529900CQ3OZ0A0VYVU59 632307104 1087.00000000 NS USD 259586.47000000 0.060111054237 Long EC CORP US N 1 N N N Mitsubishi UFJ Financial Group Inc 353800V2V8PUY9TK3E06 000000000 20300.00000000 NS 318294.41000000 0.073705738758 Long EC CORP JP N 1 N N N ESC CB NATIONAL CINEME 5493000MOLIVSOGKEB48 635ESCAA4 33304.00000000 PA USD 0.00000000 0.000000 Long DBT CORP US N 3 2026-08-15 Fixed 5.75000000 N N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 639057AB4 239000.00000000 PA USD 220472.72000000 0.051053691780 Long DBT CORP GB N 2 2035-11-28 Fixed 3.03200000 N N N N N N Nomura Research Institute Ltd 5299005F1HCVF4M4QN79 000000000 8000.00000000 NS 319552.11000000 0.073996977639 Long EC CORP JP N 1 N N N Netflix Inc 549300Y7VHGU0I7CE873 64110L106 7450.00000000 NS USD 801471.00000000 0.185592364467 Long EC CORP US N 1 N N N Neurocrine Biosciences Inc 549300FECER0XBN49756 64125C109 1562.00000000 NS USD 237673.92000000 0.055036881914 Long EC CORP US N 1 N N N Dentsu Group Inc 5299007PBBE83ZLJZG91 000000000 8500.00000000 NS 193127.32000000 0.044721463361 Long EC CORP JP N 2 N N N New Gold Inc 5493005G0GNCHP0H6L96 644535106 66360.00000000 NS USD 554106.00000000 0.128311370848 Long EC CORP CA N 1 N N N Isuzu Motors Ltd 529900C0QSXVCC7AR494 000000000 8100.00000000 NS 124126.68000000 0.028743353202 Long EC CORP JP N 2 N N N Jardine Matheson Holdings Ltd 2138009KENVUNWOLPK41 000000000 4891.00000000 NS USD 321216.97000000 0.074382500389 Long EC CORP BM N 2 N N N New York Times Co/The 529900J1WEMMIW7BOH57 650111107 1831.00000000 NS USD 118099.50000000 0.027347671278 Long EC CORP US N 1 N N N Newmont Corp 549300VSP3RIX7FGDZ51 651639106 4062.00000000 NS USD 368545.26000000 0.085342060057 Long EC CORP US N 1 N N N NEXA RESOURCES SA 549300QRMRHM7GAU7L47 65290DAB9 200000.00000000 PA USD 212416.00000000 0.049188040104 Long DBT CORP LU N 2 2034-04-09 Fixed 6.75000000 N N N N N NextEra Energy Inc 254900RHL9MEUS5NKX63 65339F101 2077.00000000 NS USD 179224.33000000 0.041502022125 Long EC CORP US N 1 N N N NIAGARA MOHAWK POWER 3T97Y9RR5EN5Y18QHB56 653522DT6 209000.00000000 PA USD 210701.26000000 0.048790966909 Long DBT CORP US N 2 2030-10-03 Fixed 4.64700000 N N N N N N NIAGARA MOHAWK POWER 3T97Y9RR5EN5Y18QHB56 65364UAT3 205000.00000000 PA USD 209294.75000000 0.048465268890 Long DBT CORP US N 2 2034-01-17 Fixed 5.29000000 N N N N N N Norfolk Southern Corp 54930036C8MWP850MI84 655844108 4915.00000000 NS USD 1435622.35000000 0.332439410058 Long EC CORP US N 1 N N N Sumitomo Mitsui Financial Group Inc 35380028MYWPB6AUO129 000000000 10200.00000000 NS 308636.52000000 0.071469312686 Long EC CORP JP N 2 N N N Nice Ltd 254900YTY4EF5Z4W0A51 000000000 2060.00000000 NS 215573.08000000 0.049919108280 Long EC CORP IL N 1 N N N Northwestern Energy Group Inc 254900N1WG46G1VMDM34 668074305 15479.00000000 NS USD 1069444.11000000 0.247645468196 Long EC CORP US N 1 N N N NVIDIA Corp 549300S4KLFTLO7GSQ80 67066G104 23904.00000000 NS USD 4231008.00000000 0.979751954593 Long EC CORP US N 1 N N N OCP CLO Ltd 2549004IE8HHQL34D058 671026AL6 250000.00000000 PA USD 250417.75000000 0.057987902652 Long ABS-CBDO CORP KY N 2 2037-01-17 Floating 5.94000000 N N N N N N Qantas Airways Ltd YLXNW6TI6QSK1H8H0N82 000000000 42692.00000000 NS 279423.35000000 0.064704574730 Long EC CORP AU N 2 N N N ORL TRUST N/A 67120DAA3 260569.00000000 PA USD 260783.37000000 0.060388213986 Long ABS-MBS CORP US N 2 2039-12-15 Floating 5.45100000 N N N N N N Onslow Bay Financial LLC 2549008GB179CC65SK60 67121DAA2 319448.70000000 PA USD 321887.31000000 0.074537727447 Long ABS-MBS CORP US N 2 2055-05-25 Variable 5.56000000 N N N N N N Onslow Bay Financial LLC 254900NDJVO62R77II89 67121LAA4 250491.13000000 PA USD 253149.92000000 0.058620576686 Long ABS-MBS CORP US N 2 2065-05-25 Variable 5.45300000 N N N N N N Onslow Bay Financial LLC 2549006UJL1L84XG2C80 67449AAA3 104227.37000000 PA USD 104907.38000000 0.024292842416 Long ABS-MBS CORP US N 2 2065-03-25 Variable 5.47200000 N N N N N N Olympic Steel Inc 549300GQ061U6N6KWJ49 68162K106 1394.00000000 NS USD 54212.66000000 0.012553736508 Long EC CORP US N 1 N N N Omnicom Group Inc HKUPACFHSSASQK8HLS17 681919106 18261.00000000 NS USD 1307852.82000000 0.302852501511 Long EC CORP US N 1 N N N Sony Group Corp 529900R5WX9N2OI2N910 000000000 8600.00000000 NS 252354.83000000 0.058436461936 Long EC CORP JP N 2 N N N ONEOK PARTNERS LP T4DHW82NMF6BXJT50795 68268NAC7 314000.00000000 PA USD 344439.16000000 0.079759939061 Long DBT CORP US N 2 2036-10-01 Fixed 6.65000000 N N N N N N Oracle Corp 1Z4GXXU7ZHVWFCD8TV52 68389X105 1922.00000000 NS USD 388147.90000000 0.089881338843 Long EC CORP US N 1 N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XCU7 119000.00000000 PA USD 101796.17000000 0.023572396111 Long DBT CORP US N 2 2054-09-27 Fixed 5.37500000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XDR3 345000.00000000 PA USD 322109.25000000 0.074589120909 Long DBT CORP US N 2 2055-09-26 Fixed 5.95000000 N N N N N N Sumitomo Chemical Co Ltd 353800RSAU9BD8U4DM91 000000000 107600.00000000 NS 329143.03000000 0.076217895826 Long EC CORP JP N 2 N N N Taisei Corp 529900TF7XJKIOWMLQ79 000000000 3600.00000000 NS 307898.13000000 0.071298327652 Long EC CORP JP N 2 N N N Taiwan Semiconductor Manufacturing Co Ltd 549300KB6NK5SBD14S87 000000000 15400.00000000 NS 710038.28000000 0.164419777194 Long EC CORP TW N 2 N N N TXNM Energy Inc 5493003JOBJGLZSDDQ28 69349H107 14147.00000000 NS USD 826892.15000000 0.191479004577 Long EC CORP US N 1 N N N PEAC Solutions Receivables LLC N/A 69392HAB9 44000.00000000 PA USD 44267.25000000 0.010250730963 Long ABS-O CORP US N 2 2028-10-20 Fixed 4.94000000 N N N N N N PEAC Solutions Receivables LLC N/A 69392HAD5 72000.00000000 PA USD 73330.08000000 0.016980655486 Long ABS-O CORP US N 2 2032-07-20 Fixed 5.20000000 N N N N N N OVINTIV INC 2549003MEX7YMKLGI239 698900AG2 52000.00000000 PA USD 57727.28000000 0.013367598315 Long DBT CORP US N 2 2031-11-01 Fixed 7.20000000 N N N N N N Paramount Group Inc 5493006GJU1CFI7Z5J17 69924R108 18392.00000000 NS USD 121203.28000000 0.028066397057 Long EC US N 1 N N N PenFed Auto Receivables Owner Trust N/A 70687FAC3 163000.00000000 PA USD 163641.57000000 0.037893605509 Long ABS-O CORP US N 2 2029-06-15 Fixed 4.70000000 N N N N N N AXA SA F5WCUMTUM4RKZ1MAIE39 000000000 9643.00000000 NS 435648.93000000 0.100880898992 Long EC CORP FR N 2 N N N Novartis AG 5493007HIVTX6SY6XD66 000000000 2168.00000000 NS 282837.32000000 0.065495129553 Long EC CORP CH N 1 N N N ABB Ltd 5493000LKVGOO9PELI61 000000000 8192.00000000 NS 589527.29000000 0.136513690038 Long EC CORP CH N 2 N N N Roche Holding AG 549300U41AUUVOAAOB37 000000000 702.00000000 NS 268938.46000000 0.062276644679 Long EC CORP CH N 2 N N N Holcim AG 529900EHPFPYHV6IQO98 000000000 3712.00000000 NS 348222.89000000 0.080636117235 Long EC CORP CH N 2 N N N PepsiCo Inc FJSUNZKFNQ5YPJ5OT455 713448108 3058.00000000 NS USD 454846.92000000 0.105326475135 Long EC CORP US N 1 N N N Philip Morris International Inc HL3H1H2BGXWVG3BSWR90 718172109 1665.00000000 NS USD 262204.20000000 0.060717228011 Long EC CORP US N 1 N N N PHILIP MORRIS INTL INC HL3H1H2BGXWVG3BSWR90 718172CL1 350000.00000000 PA 354959.16000000 0.082195999348 Long DBT CORP US N 2 2031-08-01 Fixed 0.80000000 N N N N N N Pikes Peak CLO 635400BKNXKWEO3G2J74 72132YAY1 250000.00000000 PA USD 249747.25000000 0.057832638544 Long ABS-CBDO CORP KY N 2 2034-05-18 Floating 4.81500000 N N N N N N Credit Agricole SA 969500TJ5KRTCJQWXH05 000000000 17485.00000000 NS 335177.32000000 0.077615224174 Long EC CORP FR N 2 N N N PLAINS ALL AMER PIPELINE N/A 72650RBS0 210000.00000000 PA USD 213555.30000000 0.049451861728 Long DBT CORP US N 2 2036-01-15 Fixed 5.60000000 N N N N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 4095.00000000 NS 350035.43000000 0.081055837455 Long EC CORP FR N 2 N N N E.ON INTL FINANCE BV 549300TG53AWJ719M814 000000000 101000.00000000 PA 143135.18000000 0.033145050157 Long DBT CORP NL N 2 2030-06-03 Fixed 6.25000000 N N N N N N ProAssurance Corp 54930015E5J57R675E89 74267C106 50217.00000000 NS USD 1209225.36000000 0.280013866672 Long EC CORP US N 1 N N N PROS Holdings Inc 549300LPE1KNL5RWKQ48 74346Y103 18707.00000000 NS USD 434750.68000000 0.100672896031 Long EC CORP US N 1 N N N Prudential Financial Inc 5PRBRS5FEH7NREC8OR45 744320102 595.00000000 NS USD 64408.75000000 0.014914790684 Long EC CORP US N 1 N N N Qorvo Inc 254900YAUJV2EUEVBR11 74736K101 8122.00000000 NS USD 697598.58000000 0.161539182217 Long EC CORP US N 1 N N N PROVINCE OF QUEBEC 549300WN65YFEQH74Y36 74814ZFQ1 245000.00000000 PA 175497.58000000 0.040639038506 Long DBT NUSS CA N 2 2055-12-01 Fixed 4.40000000 N N N N N N REV Group Inc 549300SRD0SIG5ZZ3X20 749527107 15087.00000000 NS USD 803684.49000000 0.186104930539 Long EC CORP US N 1 N N N COOPERATIEVE RABOBANK UA DG3RU1DBUFHT4ZF9WN62 74977RDV3 414000.00000000 PA USD 424536.30000000 0.098307606537 Long DBT CORP NL N 2 2031-05-27 Fixed 4.99000000 N N N N N N RAIZEN FUELS FINANCE 52990010NH26VC32Q522 75102XAB2 200000.00000000 PA USD 172200.00000000 0.039875435494 Long DBT CORP LU N 2 2034-03-05 Fixed 6.45000000 N N N N N N RAIZEN FUELS FINANCE 52990010NH26VC32Q522 75102XAE6 200000.00000000 PA USD 167000.00000000 0.038671299231 Long DBT CORP LU N 2 2037-02-25 Fixed 6.70000000 N N N N N Raymond James Financial Inc RGUZHJ05YTITL6D76949 754730109 251.00000000 NS USD 39291.54000000 0.009098532338 Long EC CORP US N 1 N N N Anywhere Real Estate Inc 5493004HBTOTE9DI9P12 75605Y106 60826.00000000 NS USD 866770.50000000 0.200713421378 Long EC CORP US N 1 N N N Regatta XX Funding Ltd N/A 75884YAK4 300000.00000000 PA USD 300108.90000000 0.069494617208 Long ABS-CBDO CORP KY N 2 2038-01-15 Floating 5.08500000 N N N N N N Regeneron Pharmaceuticals Inc 549300RCBFWIRX3HYQ56 75886F107 376.00000000 NS USD 293351.44000000 0.067929828240 Long EC CORP US N 1 N N N CONTRA RESOLUTE FOREST N/A 761CVR042 14789.00000000 NS USD 21000.38000000 0.004862945981 N/A DE US N 3 N/A N/A Resolute Forest Products, Inc. Resolute Forest Products, Inc. 2099-12-31 XXXX 0.00000000 N N N Rockwell Automation Inc VH3R4HHBHH12O0EXZJ88 773903109 875.00000000 NS USD 346377.50000000 0.080208790116 Long EC CORP US N 1 N N N ROMANIA 315700IASY927EDWBK92 77586RAY6 328000.00000000 PA USD 336214.76000000 0.077855458621 Long DBT NUSS RO N 2 2030-09-16 Fixed 5.75000000 N N N N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 780087102 1708.00000000 NS 264171.97000000 0.061172894013 Long EC CORP CA N 1 N N N S&P Global Inc Y6X4K52KMJMZE7I7MY94 78409V104 721.00000000 NS USD 359656.43000000 0.083283721107 Long EC CORP US N 1 N N N SS&C Technologies Holdings Inc 529900POY8H7NPPNKK71 78467J100 2999.00000000 NS USD 257734.06000000 0.059682101534 Long EC CORP US N 1 N N N SWCH Commercial Mortgage Trust N/A 78489CAA7 386930.00000000 PA USD 383427.97000000 0.088788369828 Long ABS-MBS CORP US N 2 2042-02-15 Floating 5.40200000 N N N N N N SANTANDER UK GROUP HLDGS 549300F5XIFGNNW4CF72 80281LAT2 200000.00000000 PA USD 209182.00000000 0.048439159974 Long DBT CORP GB N 2 2029-01-10 Fixed 6.53400000 N N N N N N SAPUTO INC 549300HH4U1DPY0TBT90 802912AA3 118000.00000000 PA 85870.69000000 0.019884617653 Long DBT CORP CA N 2 2030-07-02 Fixed 3.87900000 N N N N N N SAUDI INTERNATIONAL BOND 635400FMICXSM3SI3H65 80413TBJ7 307000.00000000 PA USD 313907.50000000 0.072689885409 Long DBT NUSS SA N 2 2028-01-13 Fixed 5.12500000 N N N N N N Charles Schwab Corp/The 549300VSGCJ7E698NM85 808513105 4323.00000000 NS USD 400871.79000000 0.092827742181 Long EC CORP US N 1 N N N CHARLES SCHWAB CORP 549300VSGCJ7E698NM85 808513CL7 355000.00000000 PA USD 355699.35000000 0.082367401198 Long DBT CORP US N 2 2036-11-14 Fixed 4.91400000 N N N N N N Sea Ltd 529900OM6JLLW44YKI15 81141R100 1991.00000000 NS USD 276768.91000000 0.064089900218 Long EC CORP KY N 1 N N N ServiceNow Inc 549300HJTQM36M0E1G39 81762P102 467.00000000 NS USD 379395.47000000 0.087854585313 Long EC CORP US N 1 N N N Sierra Receivables Funding Co LLC N/A 82650DAA0 78274.40000000 PA USD 79624.53000000 0.018438227699 Long ABS-O CORP US N 2 2041-06-20 Fixed 5.14000000 N N N N N N Signal Peak CLO, LLC N/A 82666XAA8 500000.00000000 PA USD 501903.50000000 0.116223116369 Long ABS-CBDO CORP KY N 2 2037-07-18 Floating 5.33400000 N N N N N N DELTA AIR LINES/SKYMILES N/A 830867AB3 270000.00000000 PA USD 271790.10000000 0.062936983743 Long DBT CORP XX N 2 2028-10-20 Fixed 4.75000000 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 83368RCG5 411000.00000000 PA USD 425257.59000000 0.098474631815 Long DBT CORP FR N 2 2031-05-22 Fixed 5.51200000 N N N N N N Solventum Corp 254900I70403OSGY4M28 83444M101 4384.00000000 NS USD 373779.84000000 0.086554203827 Long EC CORP US N 1 N N N ESC SOUTHEASTERN GROCE N/A 841ESC015 8714.00000000 NS USD 348.56000000 0.000080714179 Long EC CORP US N 3 N N N SOUTHWEST AIRLINES CO UDTZ87G0STFETI6HGH41 844741BL1 102000.00000000 PA USD 101961.24000000 0.023610620491 Long DBT CORP US N 2 2028-11-15 Fixed 4.37500000 N N N N N N STAAR Surgical Co 5299006LRHI7OJ8BY308 852312305 4092.00000000 NS USD 108601.68000000 0.025148311762 Long EC CORP US N 1 N N N STANDARD CHARTERED PLC U4LOSYZ7YG4W3S5F2G91 853254BU3 233000.00000000 PA USD 216582.82000000 0.050152928386 Long DBT CORP GB N 2 2036-02-18 Fixed 3.26500000 N N N N N N Stantec Inc 549300MZ7NGUZDCP2T16 85472N109 3569.00000000 NS 343223.66000000 0.079478472209 Long EC CORP CA N 1 N N N Steelcase Inc GIE4CCPBJDI8SMV1OX95 858155203 45737.00000000 NS USD 745055.73000000 0.172528581309 Long EC CORP US N 1 N N N Stellantis Financial Underwritten Enhanced Lease Trust N/A 858928AF1 140000.00000000 PA USD 141635.76000000 0.032797837465 Long ABS-O CORP US N 2 2029-04-20 Fixed 4.74000000 N N N N N N SYNCHRONY FINANCIAL 549300RS7EWPM9MA6C78 87165BAV5 137000.00000000 PA USD 142359.44000000 0.032965416183 Long DBT CORP US N 2 2030-08-02 Fixed 5.93500000 N N N N N N Sysco Corp 5RGWIFLMGH3YS7KWI652 871829107 2663.00000000 NS USD 202920.60000000 0.046989240974 Long EC CORP US N 1 N N N TJX Cos Inc/The V167QI9I69W364E2DY52 872540109 2815.00000000 NS USD 427654.80000000 0.099029740948 Long EC CORP US N 1 N N N Tapestry Inc 549300LJNVY5SW3VTN33 876030107 2201.00000000 NS USD 240525.28000000 0.055697156140 Long EC CORP US N 1 N N N TARGA RESOURCES CORP 5493003QENHHS261UR94 87612GAP6 68000.00000000 PA USD 69323.96000000 0.016052979646 Long DBT CORP US N 2 2030-09-15 Fixed 4.90000000 N N N N N N TARGA RESOURCES CORP 5493003QENHHS261UR94 87612GAQ4 67000.00000000 PA USD 69188.22000000 0.016021547059 Long DBT CORP US N 2 2036-02-15 Fixed 5.65000000 N N N N N N TEGNA Inc 549300YC5EDBGX85AO10 87901J105 46140.00000000 NS USD 900652.80000000 0.208559364863 Long EC CORP US N 1 N N N TELUS CORP 894500WE70KKZRQMBU11 87971MBX0 277000.00000000 PA 212575.57000000 0.049224990878 Long DBT CORP CA N 2 2032-11-15 Fixed 5.25000000 N N N N N N TELUS CORP 894500WE70KKZRQMBU11 87971MCF8 18000.00000000 PA 13622.35000000 0.003154454928 Long DBT CORP CA N 2 2031-02-18 Fixed 4.95000000 N N N N N N Teradyne Inc C3X4YJ278QNZHRJULN75 880770102 1117.00000000 NS USD 203171.13000000 0.047047254870 Long EC CORP US N 1 N N N Tesla Inc 54930043XZGB27CTOV49 88160R101 1279.00000000 NS USD 550187.43000000 0.127403968495 Long EC CORP US N 1 N N N Tesla Auto Lease Trust N/A 881934AF0 203000.00000000 PA USD 204493.25000000 0.047353411146 Long ABS-O CORP US N 2 2028-08-21 Fixed 5.11000000 N N N N N N ODP Corp/The N/A 88337F105 9021.00000000 NS USD 252317.37000000 0.058427787523 Long EC CORP US N 1 N N N Thermo Fisher Scientific Inc HCHV7422L5HDJZCRFL38 883556102 275.00000000 NS USD 162478.25000000 0.037624221702 Long EC CORP US N 1 N N N Toronto-Dominion Bank/The PT3QB789TSUIDF371261 891160509 7725.00000000 NS 650360.48000000 0.150600507366 Long EC CORP CA N 1 N N N US Bancorp N1GZ7BBF3NP8GI976H15 902973304 5487.00000000 NS USD 269137.35000000 0.062322700575 Long EC CORP US N 1 N N N UNICREDIT SPA 549300TRUWO2CD2G5692 904678AF6 275000.00000000 PA USD 279548.50000000 0.064733555048 Long DBT CORP IT N 2 2032-06-19 Fixed 5.86100000 N N N N N N UNICREDIT SPA 549300TRUWO2CD2G5692 904678AW9 200000.00000000 PA USD 197712.00000000 0.045783113254 Long DBT CORP IT N 2 2027-06-03 Fixed 1.98200000 N N N N N N United Airlines Holdings Inc 98450079DA0B78DD6764 910047109 1449.00000000 NS USD 147740.04000000 0.034211373025 Long EC CORP US N 1 N N N UNITED MEXICAN STATES 254900EGTWEU67VP6075 91087BBK5 285000.00000000 PA USD 284287.50000000 0.065830940000 Long DBT NUSS MX N 2 2033-03-22 Fixed 5.37500000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810RK6 135000.00000000 PA USD 97790.63000000 0.022644854579 Long DBT UST US N 2 2045-02-15 Fixed 2.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810SQ2 7479300.00000000 PA USD 4785583.36000000 1.108172012634 Long DBT UST US N 2 2040-08-15 Fixed 1.12500000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810SZ2 933600.00000000 PA USD 552902.72000000 0.128032733717 Long DBT UST US N 2 2051-08-15 Fixed 2.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810UM8 232300.00000000 PA USD 235212.82000000 0.054466978115 Long DBT UST US N 2 2055-08-15 Fixed 4.75000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CCE9 1257800.00000000 PA USD 1190831.97000000 0.275754607460 Long DBT UST US N 2 2028-05-31 Fixed 1.25000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CGJ4 802400.00000000 PA USD 800331.31000000 0.185328452533 Long DBT UST US N 2 2030-01-31 Fixed 3.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CMY4 548300.00000000 PA USD 549670.75000000 0.127284323663 Long DBT UST US N 2 2027-04-30 Fixed 3.75000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CNB3 3769786.80000000 PA USD 3814258.48000000 0.883247491166 Long DBT UST US N 2 2030-04-15 Fixed 1.62500000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CNR8 631000.00000000 PA USD 639676.25000000 0.148126417214 Long DBT UST US N 2 2032-07-31 Fixed 4.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CPD7 1834000.00000000 PA USD 1835862.65000000 0.425120921469 Long DBT UST US N 2 2030-10-31 Fixed 3.62500000 N N N N N N United Therapeutics Corp 5299005C4HZL4UWROC14 91307C102 493.00000000 NS USD 239598.00000000 0.055482430857 Long EC CORP US N 1 N N N UnitedHealth Group Inc 549300GHBMY8T5GXDE41 91324P102 705.00000000 NS USD 232487.85000000 0.053835971346 Long EC CORP US N 1 N N N Universal Health Services Inc 549300YGMGQDO0NMJD09 913903100 1420.00000000 NS USD 345954.60000000 0.080110861418 Long EC CORP US N 1 N N N Valero Energy Corp 549300XTO5VR8SKV1V74 91913Y100 356.00000000 NS USD 62926.56000000 0.014571567852 Long EC CORP US N 1 N N N VAR ENERGI ASA 549300LIVN3FFOJN2K47 92212WAD2 245000.00000000 PA USD 259386.40000000 0.060064725095 Long DBT CORP NO N 2 2028-01-15 Fixed 7.50000000 N N N N N N VAR ENERGI ASA 549300LIVN3FFOJN2K47 92212WAF7 200000.00000000 PA USD 208624.00000000 0.048309946890 Long DBT CORP NO N 2 2030-05-22 Fixed 5.87500000 N N N N N N Veeco Instruments Inc 5493004201F72ADDZW04 922417100 1923.00000000 NS USD 56209.29000000 0.013016085468 Long EC CORP US N 1 N N N Veralto Corp 635400FJE6GSOJUSNY27 92338C103 3033.00000000 NS USD 307000.26000000 0.071090412685 Long EC CORP US N 1 N N N VeriSign Inc LMPL4N8ZOJRMF0KOF759 92343E102 1311.00000000 NS USD 330358.89000000 0.076499446040 Long EC CORP US N 1 N N N Verus Securitization Trust 2138002AFCEWDDRL8N22 92490EAA1 99167.83000000 PA USD 99200.94000000 0.022971432543 Long ABS-MBS CORP US N 2 2070-10-27 Variable 4.93500000 N N N N N N Vertiv Holdings Co 549300KTTIRAOGXCRV69 92537N108 2027.00000000 NS USD 364312.71000000 0.084361951030 Long EC CORP US N 1 N N N Verus Securitization Trust 213800Z7TIVJRAYLRV98 92540XAA9 124541.27000000 PA USD 125297.10000000 0.029014381119 Long ABS-MBS CORP US N 2 2070-06-25 Variable 5.42700000 N N N N N N VICI Properties Inc 254900RKH6RY9KCJQH63 925652109 10543.00000000 NS USD 303849.26000000 0.070360752422 Long EC US N 1 N N N Visa Inc 549300JZ4OKEHW3DPJ59 92826C839 2192.00000000 NS USD 733092.48000000 0.169758315318 Long EC CORP US N 1 N N N Voya CLO Ltd 5493007ASGBOUR3XJY69 92916WAA7 39635.86000000 PA USD 39635.98000000 0.009178292472 Long ABS-CBDO CORP KY N 2 2031-04-25 Floating 5.09000000 N N N N N N Voya CLO Ltd N/A 92917AAA4 109543.22000000 PA USD 109546.07000000 0.025366999117 Long ABS-CBDO CORP KY N 2 2031-04-19 Floating 5.09600000 N N N N N N Voya CLO Ltd N/A 92917JAC1 500000.00000000 PA USD 499911.50000000 0.115761839554 Long ABS-CBDO CORP KY N 2 2031-07-15 Floating 5.41600000 N N N N N N WEA FINANCE LLC 3CYEJKBUJZO3UW777J80 92928QAH1 212000.00000000 PA USD 208067.40000000 0.048181057997 Long DBT US N 2 2027-01-15 Fixed 2.87500000 N N N N N N WB Commercial Mortgage Trust N/A 92943PAA9 192000.00000000 PA USD 192103.01000000 0.044484269358 Long ABS-MBS CORP US N 2 2040-03-15 Variable 6.13400000 N N N N N N Walmart Inc Y87794H0US1R65VBXU25 931142103 354.00000000 NS USD 39120.54000000 0.009058934780 Long EC CORP US N 1 N N N CONTRA WALGREENS BOOTS 549300RPTUOIXG4LIH86 931CVR013 35236.00000000 NS USD 18675.08000000 0.004324488663 N/A DE US N 3 N/A N/A Walgreens Boots Alliance, Inc. Walgreens Boots Alliance, Inc. 2099-12-31 XXXX 0.00000000 N N N K2016470219 (SOUTH AFRICA) LTD 378900DECAC8CFA88345 000000000 465862.00000000 NS USD 0.47000000 0.000000108835 Long EC CORP US N 3 N N N ARTSONIG EQUITY N/A 000000000 51133.00000000 NS USD 0.05000000 0.000000011578 Long EC CORP US N 3 N N N ENERGY TECHNOLOGY N/A 000000000 13.00000000 NS USD 4394.00000000 0.001017495142 Long EC CORP US N 3 N N N ENERGY TECHNOLOGY N/A 000000000 117.00000000 NS USD 128700.00000000 0.029802372521 Long EP CORP US N 3 N N N EDCON TRANCHE D 213800QFMH6S1TYEKJ66 000000000 1648.04000000 PA 0.00000000 0.000000 Long DBT CORP ZA N 3 2023-06-25 None 0.00000000 Y N N N N N Wells Fargo Commercial Mortgage Trust 54930012YCNUERXJ1I74 95003TAS2 132430.43000000 PA USD 132434.93000000 0.030667250339 Long ABS-MBS CORP US N 2 2041-08-15 Floating 5.65000000 N N N N N N EACY0C8 CURO SVP LLC N/A 000000000 257115.64000000 PA USD 254544.48000000 0.058943507507 Long DBT CORP US N 3 2028-08-01 Variable 13.00000000 N N N N N N K2016470219 (SOUTH AFRICA) LTD 378900DECAC8CFA88345 000000000 73623.00000000 NS USD 0.07000000 0.000000016209 Long EC CORP US N 3 N N N Wheels Fleet Lease Funding LLC 549300BSFY0E0XXREF43 96328GBT3 197293.14000000 PA USD 198909.33000000 0.046060372576 Long ABS-O CORP US N 2 2039-06-21 Fixed 4.87000000 N N N N N N Japan Government Forty Year Bonds 353800WZS8AXZXFUC241 000000000 161700000.00000000 PA 852914.32000000 0.197504819683 Long DBT NUSS JP N 2 2051-03-20 Fixed 2.20000000 N N N N N N Bundesrepublik Deutschland Bundesanleihe 529900AQBND3S6YJLY83 000000000 924971.00000000 PA 1092566.31000000 0.252999752717 Long DBT NUSS DE N 2 2042-07-04 Fixed 3.25000000 N N N N N N Yum! Brands Inc 549300JE8XHZZ7OHN517 988498101 1492.00000000 NS USD 228589.32000000 0.052933209549 Long EC CORP US N 1 N N N Zoetis Inc 549300HD9Q1LOC9KLJ48 98978V103 1225.00000000 NS USD 157020.50000000 0.036360399646 Long EC CORP US N 1 N N N Zoom Communications Inc 549300T9GCHU0ODOM055 98980L101 3999.00000000 NS USD 339755.04000000 0.078675262377 Long EC CORP US N 1 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 57257.10000000 OU Notional Amount USD 16020.44000000 0.003709767838 N/A DE US N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Omnicom Group, Inc. Omnicom Group, Inc. Y equity-performance leg 2027-07-15 0.00000000 USD 0.00000000 USD 57257.10000000 USD 16020.44000000 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 94653.01000000 OU Notional Amount USD 26372.42000000 0.006106920630 N/A DE US N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Omnicom Group, Inc. Omnicom Group, Inc. Y equity-performance leg 2027-07-15 0.00000000 USD 0.00000000 USD 94653.01000000 USD 26372.42000000 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 33710.72000000 OU Notional Amount USD 9029.48000000 0.002090908520 N/A DE US N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Omnicom Group, Inc. Omnicom Group, Inc. Y equity-performance leg 2027-07-15 0.00000000 USD 0.00000000 USD 33710.72000000 USD 9029.48000000 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 53502.26000000 OU Notional Amount USD 12354.63000000 0.002860895770 N/A DE US N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Omnicom Group, Inc. Omnicom Group, Inc. Y equity-performance leg 2027-07-15 0.00000000 USD 0.00000000 USD 53502.26000000 USD 12354.63000000 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 53559.64000000 OU Notional Amount USD 12694.33000000 0.002939558287 N/A DE US N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Omnicom Group, Inc. Omnicom Group, Inc. Y equity-performance leg 2027-07-15 0.00000000 USD 0.00000000 USD 53559.64000000 USD 12694.33000000 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 31240.43000000 OU Notional Amount USD 7141.76000000 0.001653779269 N/A DE US N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Omnicom Group, Inc. Omnicom Group, Inc. Y equity-performance leg 2027-07-15 0.00000000 USD 0.00000000 USD 31240.43000000 USD 7141.76000000 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 13244.31000000 OU Notional Amount USD 3069.83000000 0.000710864158 N/A DE US N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Omnicom Group, Inc. Omnicom Group, Inc. Y equity-performance leg 2027-07-15 0.00000000 USD 0.00000000 USD 13244.31000000 USD 3069.83000000 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 8255.13000000 OU Notional Amount USD 1759.93000000 0.000407537602 N/A DE US N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Omnicom Group, Inc. Omnicom Group, Inc. Y equity-performance leg 2027-07-15 0.00000000 USD 0.00000000 USD 8255.13000000 USD 1759.93000000 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 3102.74000000 OU Notional Amount USD 639.56000000 0.000148099497 N/A DE US N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Omnicom Group, Inc. Omnicom Group, Inc. Y equity-performance leg 2027-07-15 0.00000000 USD 0.00000000 USD 3102.74000000 USD 639.56000000 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 6472.69000000 OU Notional Amount USD 1412.73000000 0.000327138350 N/A DE US N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Omnicom Group, Inc. Omnicom Group, Inc. Y equity-performance leg 2027-07-15 0.00000000 USD 0.00000000 USD 6472.69000000 USD 1412.73000000 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 1310.24000000 OU Notional Amount USD 284.53000000 0.000065887094 N/A DE US N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Omnicom Group, Inc. Omnicom Group, Inc. Y equity-performance leg 2027-07-15 0.00000000 USD 0.00000000 USD 1310.24000000 USD 284.53000000 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 42551.55000000 OU Notional Amount USD 8878.12000000 0.002055858892 N/A DE US N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Omnicom Group, Inc. Omnicom Group, Inc. Y equity-performance leg 2027-07-15 0.00000000 USD 0.00000000 USD 42551.55000000 USD 8878.12000000 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 16785.30000000 OU Notional Amount USD 3362.67000000 0.000778675555 N/A DE US N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Omnicom Group, Inc. Omnicom Group, Inc. Y equity-performance leg 2027-07-15 0.00000000 USD 0.00000000 USD 16785.30000000 USD 3362.67000000 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 16492.61000000 OU Notional Amount USD 3345.71000000 0.000774748218 N/A DE US N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Omnicom Group, Inc. Omnicom Group, Inc. Y equity-performance leg 2027-07-15 0.00000000 USD 0.00000000 USD 16492.61000000 USD 3345.71000000 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 51971.90000000 OU Notional Amount USD 8392.75000000 0.001943464351 N/A DE US N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Omnicom Group, Inc. Omnicom Group, Inc. Y equity-performance leg 2027-07-15 0.00000000 USD 0.00000000 USD 51971.90000000 USD 8392.75000000 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 88091.58000000 OU Notional Amount USD 14905.28000000 0.003451536185 N/A DE US N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Omnicom Group, Inc. Omnicom Group, Inc. Y equity-performance leg 2027-07-15 0.00000000 USD 0.00000000 USD 88091.58000000 USD 14905.28000000 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 171.78000000 OU Notional Amount USD 34.38000000 0.000007961193 N/A DE US N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Omnicom Group, Inc. Omnicom Group, Inc. Y equity-performance leg 2027-07-15 0.00000000 USD 0.00000000 USD 171.78000000 USD 34.38000000 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 30408.72000000 OU Notional Amount USD 5468.11000000 0.001266221066 N/A DE US N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Omnicom Group, Inc. Omnicom Group, Inc. Y equity-performance leg 2027-07-15 0.00000000 USD 0.00000000 USD 30408.72000000 USD 5468.11000000 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 8397.90000000 OU Notional Amount USD 1505.44000000 0.000348606710 N/A DE US N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Omnicom Group, Inc. Omnicom Group, Inc. Y equity-performance leg 2027-07-15 0.00000000 USD 0.00000000 USD 8397.90000000 USD 1505.44000000 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 77967.28000000 OU Notional Amount USD 12209.24000000 0.002827228583 N/A DE US N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Omnicom Group, Inc. Omnicom Group, Inc. Y equity-performance leg 2027-07-15 0.00000000 USD 0.00000000 USD 77967.28000000 USD 12209.24000000 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 66205.45000000 OU Notional Amount USD 10609.66000000 0.002456822374 N/A DE US N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Omnicom Group, Inc. Omnicom Group, Inc. Y equity-performance leg 2027-07-15 0.00000000 USD 0.00000000 USD 66205.45000000 USD 10609.66000000 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 60305.74000000 OU Notional Amount USD 9649.79000000 0.002234550398 N/A DE US N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Omnicom Group, Inc. Omnicom Group, Inc. Y equity-performance leg 2027-07-15 0.00000000 USD 0.00000000 USD 60305.74000000 USD 9649.79000000 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 40365.89000000 OU Notional Amount USD 7941.58000000 0.001838989320 N/A DE US N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Omnicom Group, Inc. Omnicom Group, Inc. Y equity-performance leg 2027-07-15 0.00000000 USD 0.00000000 USD 40365.89000000 USD 7941.58000000 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 40663.57000000 OU Notional Amount USD 5445.66000000 0.001261022439 N/A DE US N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Omnicom Group, Inc. Omnicom Group, Inc. Y equity-performance leg 2027-07-15 0.00000000 USD 0.00000000 USD 40663.57000000 USD 5445.66000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 1570000.00000000 OU Notional Amount 4291.97000000 0.000993868599 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2035-03-17 0.00000000 SEK 0.00000000 SEK 1570000.00000000 SEK 4291.97000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 966000.00000000 OU Notional Amount 14060.34000000 0.003255877936 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2035-03-18 0.00000000 NZD 0.00000000 NZD 966000.00000000 NZD 14060.34000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 1904000.00000000 OU Notional Amount 27490.54000000 0.006365837714 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2035-03-18 0.00000000 NZD 0.00000000 NZD 1904000.00000000 NZD 27490.54000000 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 13482.03000000 OU Notional Amount USD 1900.76000000 0.000440148854 N/A DE US N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Omnicom Group, Inc. Omnicom Group, Inc. Y equity-performance leg 2027-07-15 0.00000000 USD 0.00000000 USD 13482.03000000 USD 1900.76000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 1559000.00000000 OU Notional Amount 4919.59000000 0.001139203215 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2035-03-26 463.83000000 SEK 0.00000000 SEK 1559000.00000000 SEK 4873.13000000 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 28960.51000000 OU Notional Amount 568.43000000 0.000131628303 N/A DE DE N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Grupo Catalana Occidente SA Grupo Catalana Occidente SA Y equity-performance leg 2027-07-15 0.00000000 EUR 0.00000000 EUR 28960.51000000 EUR 568.43000000 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 51701.33000000 OU Notional Amount 1101.45000000 0.000255056901 N/A DE DE N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Grupo Catalana Occidente SA Grupo Catalana Occidente SA Y equity-performance leg 2027-07-15 0.00000000 EUR 0.00000000 EUR 51701.33000000 EUR 1101.45000000 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 19600.73000000 OU Notional Amount 266.51000000 0.000061714299 N/A DE DE N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Grupo Catalana Occidente SA Grupo Catalana Occidente SA Y equity-performance leg 2027-07-15 0.00000000 EUR 0.00000000 EUR 19600.73000000 EUR 266.51000000 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 21654.79000000 OU Notional Amount 320.59000000 0.000074237316 N/A DE DE N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Grupo Catalana Occidente SA Grupo Catalana Occidente SA Y equity-performance leg 2027-07-15 0.00000000 EUR 0.00000000 EUR 21654.79000000 EUR 320.59000000 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 21808.28000000 OU Notional Amount 87.97000000 0.000020370743 N/A DE DE N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Grupo Catalana Occidente SA Grupo Catalana Occidente SA Y equity-performance leg 2027-07-15 0.00000000 EUR 0.00000000 EUR 21808.28000000 EUR 87.97000000 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 14053.74000000 OU Notional Amount 73.92000000 0.000017117260 N/A DE DE N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Grupo Catalana Occidente SA Grupo Catalana Occidente SA Y equity-performance leg 2027-07-15 0.00000000 EUR 0.00000000 EUR 14053.74000000 EUR 73.92000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 416000.00000000 OU Notional Amount 3769.17000000 0.000872806592 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2035-04-22 0.00000000 NZD 0.00000000 NZD 416000.00000000 NZD 3769.17000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 2678.40000000 OU Notional Amount USD 94.49000000 0.000021880545 N/A DE US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 Omnicom Group, Inc. Omnicom Group, Inc. Y equity-performance leg 2027-05-20 0.00000000 USD 0.00000000 USD 2678.40000000 USD 94.49000000 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 20153.82000000 OU Notional Amount USD 1432.49000000 0.000331714068 N/A DE US N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Omnicom Group, Inc. Omnicom Group, Inc. Y equity-performance leg 2027-07-15 0.00000000 USD 0.00000000 USD 20153.82000000 USD 1432.49000000 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 342.86000000 OU Notional Amount -0.26000000 -0.00000006020 N/A DE DE N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Grupo Catalana Occidente SA Grupo Catalana Occidente SA Y equity-performance leg 2027-07-15 0.00000000 EUR 0.00000000 EUR 342.86000000 EUR -0.26000000 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 8695.91000000 OU Notional Amount -42.54000000 -0.00000985076 N/A DE DE N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Grupo Catalana Occidente SA Grupo Catalana Occidente SA Y equity-performance leg 2027-07-15 0.00000000 EUR 0.00000000 EUR 8695.91000000 EUR -42.54000000 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 17149.44000000 OU Notional Amount USD 1290.27000000 0.000298780941 N/A DE US N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Omnicom Group, Inc. Omnicom Group, Inc. Y equity-performance leg 2027-07-15 0.00000000 USD 0.00000000 USD 17149.44000000 USD 1290.27000000 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 16987.17000000 OU Notional Amount USD 1337.19000000 0.000309645955 N/A DE US N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Omnicom Group, Inc. Omnicom Group, Inc. Y equity-performance leg 2027-07-15 0.00000000 USD 0.00000000 USD 16987.17000000 USD 1337.19000000 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 2559.94000000 OU Notional Amount -18.80000000 -0.00000435341 N/A DE DE N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Grupo Catalana Occidente SA Grupo Catalana Occidente SA Y equity-performance leg 2027-07-15 0.00000000 EUR 0.00000000 EUR 2559.94000000 EUR -18.80000000 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 21562.53000000 OU Notional Amount -156.74000000 -0.00003629544 N/A DE DE N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Grupo Catalana Occidente SA Grupo Catalana Occidente SA Y equity-performance leg 2027-07-15 0.00000000 EUR 0.00000000 EUR 21562.53000000 EUR -156.74000000 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 17374.41000000 OU Notional Amount USD 1584.22000000 0.000366849375 N/A DE US N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Omnicom Group, Inc. Omnicom Group, Inc. Y equity-performance leg 2027-07-15 0.00000000 USD 0.00000000 USD 17374.41000000 USD 1584.22000000 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 16901.73000000 OU Notional Amount USD 1388.45000000 0.000321515960 N/A DE US N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Omnicom Group, Inc. Omnicom Group, Inc. Y equity-performance leg 2027-07-15 0.00000000 USD 0.00000000 USD 16901.73000000 USD 1388.45000000 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 17088.86000000 OU Notional Amount USD 1363.04000000 0.000315631902 N/A DE US N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Omnicom Group, Inc. Omnicom Group, Inc. Y equity-performance leg 2027-07-15 0.00000000 USD 0.00000000 USD 17088.86000000 USD 1363.04000000 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 17458.93000000 OU Notional Amount USD 1596.36000000 0.000369660570 N/A DE US N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Omnicom Group, Inc. Omnicom Group, Inc. Y equity-performance leg 2027-07-15 0.00000000 USD 0.00000000 USD 17458.93000000 USD 1596.36000000 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 17179.76000000 OU Notional Amount USD 1661.31000000 0.000384700695 N/A DE US N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Omnicom Group, Inc. Omnicom Group, Inc. Y equity-performance leg 2027-07-15 0.00000000 USD 0.00000000 USD 17179.76000000 USD 1661.31000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 2474000.00000000 OU Notional Amount 270.02000000 0.000062527091 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2035-06-10 0.00000000 NOK 0.00000000 NOK 2474000.00000000 NOK 270.02000000 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 000000000 33962.83000000 OU Notional Amount USD -2218.03000000 -0.00051361737 N/A DE US N 2 Morgan Stanley IGJSJL3JD5P30I6NJZ34 QUALCOMM, Inc. QUALCOMM, Inc. Y equity-performance leg 2026-10-20 0.00000000 USD 0.00000000 USD 33962.83000000 USD -2218.03000000 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 000000000 53166.08000000 OU Notional Amount USD 5198.19000000 0.001203717131 N/A DE US N 2 Morgan Stanley IGJSJL3JD5P30I6NJZ34 Alphawave IP Group PLC Alphawave IP Group PLC Y equity-performance leg 2026-10-20 0.00000000 USD 0.00000000 USD 53166.08000000 USD 5198.19000000 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 000000000 53286.97000000 OU Notional Amount USD 5538.62000000 0.001282548690 N/A DE US N 2 Morgan Stanley IGJSJL3JD5P30I6NJZ34 Alphawave IP Group PLC Alphawave IP Group PLC Y equity-performance leg 2026-10-20 0.00000000 USD 0.00000000 USD 53286.97000000 USD 5538.62000000 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 000000000 78867.65000000 OU Notional Amount USD 8728.16000000 0.002021133455 N/A DE US N 2 Morgan Stanley IGJSJL3JD5P30I6NJZ34 Alphawave IP Group PLC Alphawave IP Group PLC Y equity-performance leg 2026-10-20 0.00000000 USD 0.00000000 USD 78867.65000000 USD 8728.16000000 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 000000000 78324.04000000 OU Notional Amount USD 9319.35000000 0.002158032170 N/A DE US N 2 Morgan Stanley IGJSJL3JD5P30I6NJZ34 Alphawave IP Group PLC Alphawave IP Group PLC Y equity-performance leg 2026-10-20 0.00000000 USD 0.00000000 USD 78324.04000000 USD 9319.35000000 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 000000000 42749.50000000 OU Notional Amount USD -3017.36000000 -0.00069871396 N/A DE US N 2 Morgan Stanley IGJSJL3JD5P30I6NJZ34 QUALCOMM, Inc. QUALCOMM, Inc. Y equity-performance leg 2026-10-20 0.01000000 USD 0.00000000 USD 42749.50000000 USD -3017.37000000 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 000000000 50249.03000000 OU Notional Amount USD -3446.87000000 -0.00079817330 N/A DE US N 2 Morgan Stanley IGJSJL3JD5P30I6NJZ34 QUALCOMM, Inc. QUALCOMM, Inc. Y equity-performance leg 2026-10-20 0.00000000 USD 0.00000000 USD 50249.03000000 USD -3446.87000000 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 000000000 34618.67000000 OU Notional Amount USD -1553.84000000 -0.00035981444 N/A DE US N 2 Morgan Stanley IGJSJL3JD5P30I6NJZ34 QUALCOMM, Inc. QUALCOMM, Inc. Y equity-performance leg 2026-10-20 0.00000000 USD 0.00000000 USD 34618.67000000 USD -1553.84000000 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 000000000 53033.35000000 OU Notional Amount USD 6106.64000000 0.001414082052 N/A DE US N 2 Morgan Stanley IGJSJL3JD5P30I6NJZ34 Alphawave IP Group PLC Alphawave IP Group PLC Y equity-performance leg 2026-10-20 0.00000000 USD 0.00000000 USD 53033.35000000 USD 6106.64000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 1418000.00000000 OU Notional Amount -1578.36000000 -0.00036549240 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2035-06-19 0.00000000 SEK 0.00000000 SEK 1418000.00000000 SEK -1578.36000000 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 000000000 1408.84000000 OU Notional Amount USD 177.07000000 0.000041003155 N/A DE US N 2 Morgan Stanley IGJSJL3JD5P30I6NJZ34 Alphawave IP Group PLC Alphawave IP Group PLC Y equity-performance leg 2026-10-20 0.00000000 USD 0.00000000 USD 1408.84000000 USD 177.07000000 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 000000000 930.23000000 OU Notional Amount USD -62.35000000 -0.00001443805 N/A DE US N 2 Morgan Stanley IGJSJL3JD5P30I6NJZ34 QUALCOMM, Inc. QUALCOMM, Inc. Y equity-performance leg 2026-10-20 0.00000000 USD 0.00000000 USD 930.23000000 USD -62.35000000 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 000000000 22593.75000000 OU Notional Amount USD 3029.19000000 0.000701453370 N/A DE US N 2 Morgan Stanley IGJSJL3JD5P30I6NJZ34 Alphawave IP Group PLC Alphawave IP Group PLC Y equity-performance leg 2026-10-20 0.00000000 USD 0.00000000 USD 22593.75000000 USD 3029.19000000 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 000000000 14662.36000000 OU Notional Amount USD -1054.91000000 -0.00024427988 N/A DE US N 2 Morgan Stanley IGJSJL3JD5P30I6NJZ34 QUALCOMM, Inc. QUALCOMM, Inc. Y equity-performance leg 2026-10-20 0.00000000 USD 0.00000000 USD 14662.36000000 USD -1054.91000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 1220000.00000000 OU Notional Amount -2564.91000000 -0.00059394252 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2035-07-01 0.00000000 SEK 0.00000000 SEK 1220000.00000000 SEK -2564.91000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 613000.00000000 OU Notional Amount 10173.41000000 0.002355802289 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2035-07-11 0.00000000 NZD 0.00000000 NZD 613000.00000000 NZD 10173.41000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 378000.00000000 OU Notional Amount 6984.77000000 0.001617425932 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2035-07-18 0.00000000 NZD 0.00000000 NZD 378000.00000000 NZD 6984.77000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 459000.00000000 OU Notional Amount 7727.74000000 0.001789471532 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2035-07-22 0.00000000 NZD 0.00000000 NZD 459000.00000000 NZD 7727.74000000 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 000000000 13059.39000000 OU Notional Amount USD 2009.98000000 0.000465440347 N/A DE US N 2 Morgan Stanley IGJSJL3JD5P30I6NJZ34 Alphawave IP Group PLC Alphawave IP Group PLC Y equity-performance leg 2026-10-20 0.00000000 USD 0.00000000 USD 13059.39000000 USD 2009.98000000 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 000000000 15703.56000000 OU Notional Amount USD 2497.84000000 0.000578411485 N/A DE US N 2 Morgan Stanley IGJSJL3JD5P30I6NJZ34 Alphawave IP Group PLC Alphawave IP Group PLC Y equity-performance leg 2026-10-20 0.00000000 USD 0.00000000 USD 15703.56000000 USD 2497.84000000 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 000000000 1815.46000000 OU Notional Amount USD 295.95000000 0.000068531562 N/A DE US N 2 Morgan Stanley IGJSJL3JD5P30I6NJZ34 Alphawave IP Group PLC Alphawave IP Group PLC Y equity-performance leg 2026-10-20 0.00000000 USD 0.00000000 USD 1815.46000000 USD 295.95000000 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 6622.53000000 OU Notional Amount -483.81000000 -0.00011203330 N/A DE GB N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Bakkavor Group PLC Bakkavor Group PLC Y equity-performance leg 2027-07-15 0.00000000 GBP 0.00000000 GBP 6622.53000000 GBP -483.81000000 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 4474.95000000 OU Notional Amount 683.09000000 0.000158179507 N/A DE GB N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Greencore Group PLC Greencore Group PLC Y equity-performance leg 2027-07-15 0.00000000 GBP 0.00000000 GBP 4474.95000000 GBP 683.09000000 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 000000000 9027.12000000 OU Notional Amount USD -429.24000000 -0.00009939681 N/A DE US N 2 Morgan Stanley IGJSJL3JD5P30I6NJZ34 QUALCOMM, Inc. QUALCOMM, Inc. Y equity-performance leg 2026-10-20 0.00000000 USD 0.00000000 USD 9027.12000000 USD -429.24000000 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 000000000 61502.62000000 OU Notional Amount USD -3370.55000000 -0.00078050028 N/A DE US N 2 Morgan Stanley IGJSJL3JD5P30I6NJZ34 QUALCOMM, Inc. QUALCOMM, Inc. Y equity-performance leg 2026-10-20 0.00000000 USD 0.00000000 USD 61502.62000000 USD -3370.55000000 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 000000000 91855.48000000 OU Notional Amount USD 14095.15000000 0.003263938702 N/A DE US N 2 Morgan Stanley IGJSJL3JD5P30I6NJZ34 Alphawave IP Group PLC Alphawave IP Group PLC Y equity-performance leg 2026-10-20 0.00000000 USD 0.00000000 USD 91855.48000000 USD 14095.15000000 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 000000000 13681.15000000 OU Notional Amount USD 2099.37000000 0.000486139912 N/A DE US N 2 Morgan Stanley IGJSJL3JD5P30I6NJZ34 Alphawave IP Group PLC Alphawave IP Group PLC Y equity-performance leg 2026-10-20 0.00000000 USD 0.00000000 USD 13681.15000000 USD 2099.37000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 480000.00000000 OU Notional Amount 7029.63000000 0.001627813923 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2035-07-25 444.12000000 NZD 0.00000000 NZD 480000.00000000 NZD 6760.83000000 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 7390.44000000 OU Notional Amount -725.21000000 -0.00016793301 N/A DE GB N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Bakkavor Group PLC Bakkavor Group PLC Y equity-performance leg 2027-07-15 0.00000000 GBP 0.00000000 GBP 7390.44000000 GBP -725.21000000 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 5041.38000000 OU Notional Amount 943.18000000 0.000218407161 N/A DE GB N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Greencore Group PLC Greencore Group PLC Y equity-performance leg 2027-07-15 0.00000000 GBP 0.00000000 GBP 5041.38000000 GBP 943.18000000 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 1913.49000000 OU Notional Amount -183.80000000 -0.00004256158 N/A DE GB N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Bakkavor Group PLC Bakkavor Group PLC Y equity-performance leg 2027-07-15 0.00000000 GBP 0.00000000 GBP 1913.49000000 GBP -183.80000000 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 1305.47000000 OU Notional Amount 240.92000000 0.000055788559 N/A DE GB N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Greencore Group PLC Greencore Group PLC Y equity-performance leg 2027-07-15 0.00000000 GBP 0.00000000 GBP 1305.47000000 GBP 240.92000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 164000.00000000 OU Notional Amount 2130.38000000 0.000493320733 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2035-07-29 0.00000000 CHF 0.00000000 CHF 164000.00000000 CHF 2130.38000000 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 5401.78000000 OU Notional Amount -444.71000000 -0.00010297912 N/A DE GB N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Bakkavor Group PLC Bakkavor Group PLC Y equity-performance leg 2027-07-15 0.00000000 GBP 0.00000000 GBP 5401.78000000 GBP -444.71000000 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 3669.85000000 OU Notional Amount 614.22000000 0.000142231649 N/A DE GB N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Greencore Group PLC Greencore Group PLC Y equity-performance leg 2027-07-15 0.00000000 GBP 0.00000000 GBP 3669.85000000 GBP 614.22000000 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 3533.81000000 OU Notional Amount -233.75000000 -0.00005412824 N/A DE GB N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Bakkavor Group PLC Bakkavor Group PLC Y equity-performance leg 2027-07-15 0.00000000 GBP 0.00000000 GBP 3533.81000000 GBP -233.75000000 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 2384.59000000 OU Notional Amount 346.16000000 0.000080158424 N/A DE GB N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Greencore Group PLC Greencore Group PLC Y equity-performance leg 2027-07-15 0.00000000 GBP 0.00000000 GBP 2384.59000000 GBP 346.16000000 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 45153.94000000 OU Notional Amount USD -603.12000000 -0.00013966128 N/A DE US N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Union Pacific Corp. Union Pacific Corp. Y equity-performance leg 2027-07-15 0.00000000 USD 0.00000000 USD 45153.94000000 USD -603.12000000 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 205299.20000000 OU Notional Amount USD -6606.69000000 -0.00152987596 N/A DE US N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Union Pacific Corp. Union Pacific Corp. Y equity-performance leg 2027-07-15 0.00000000 USD 0.00000000 USD 205299.20000000 USD -6606.69000000 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 81316.78000000 OU Notional Amount USD -2013.47000000 -0.00046624850 N/A DE US N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Palo Alto Networks, Inc. Palo Alto Networks, Inc. Y equity-performance leg 2027-07-15 0.00000000 USD 0.00000000 USD 81316.78000000 USD -2013.47000000 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 81099.84000000 OU Notional Amount USD -1852.97000000 -0.00042908237 N/A DE US N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Palo Alto Networks, Inc. Palo Alto Networks, Inc. Y equity-performance leg 2027-07-15 0.00000000 USD 0.00000000 USD 81099.84000000 USD -1852.97000000 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 32565.15000000 OU Notional Amount -35.79000000 -0.00000828769 N/A DE GB N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Just Group PLC Just Group PLC Y equity-performance leg 2027-07-15 0.00000000 GBP 0.00000000 GBP 32565.15000000 GBP -35.79000000 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 000000000 77274.37000000 OU Notional Amount USD -5011.47000000 -0.00116047937 N/A DE US N 2 Morgan Stanley IGJSJL3JD5P30I6NJZ34 Palo Alto Networks, Inc. Palo Alto Networks, Inc. Y equity-performance leg 2026-10-20 0.00000000 USD 0.00000000 USD 77274.37000000 USD -5011.47000000 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 000000000 158778.48000000 OU Notional Amount USD -12013.19000000 -0.00278183033 N/A DE US N 2 Morgan Stanley IGJSJL3JD5P30I6NJZ34 Palo Alto Networks, Inc. Palo Alto Networks, Inc. Y equity-performance leg 2026-10-20 0.00000000 USD 0.00000000 USD 158778.48000000 USD -12013.19000000 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 000000000 158339.71000000 OU Notional Amount USD -12077.36000000 -0.00279668983 N/A DE US N 2 Morgan Stanley IGJSJL3JD5P30I6NJZ34 Palo Alto Networks, Inc. Palo Alto Networks, Inc. Y equity-performance leg 2026-10-20 0.00000000 USD 0.00000000 USD 158339.71000000 USD -12077.36000000 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 32781.88000000 OU Notional Amount 178.41000000 0.000041313452 N/A DE GB N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Just Group PLC Just Group PLC Y equity-performance leg 2027-07-15 0.00000000 GBP 0.00000000 GBP 32781.88000000 GBP 178.41000000 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 000000000 39681.05000000 OU Notional Amount USD -3172.80000000 -0.00073470837 N/A DE US N 2 Morgan Stanley IGJSJL3JD5P30I6NJZ34 Palo Alto Networks, Inc. Palo Alto Networks, Inc. Y equity-performance leg 2026-10-20 0.00000000 USD 0.00000000 USD 39681.05000000 USD -3172.80000000 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 1096.09000000 OU Notional Amount USD -48.91000000 -0.00001132582 N/A DE US N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Union Pacific Corp. Union Pacific Corp. Y equity-performance leg 2027-07-15 0.00000000 USD 0.00000000 USD 1096.09000000 USD -48.91000000 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 58351.53000000 OU Notional Amount USD 7240.66000000 0.001676681014 N/A DE US N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 HNI Corp. HNI Corp. Y equity-performance leg 2027-07-15 0.00000000 USD 0.00000000 USD 58351.53000000 USD 7240.66000000 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 13966.88000000 OU Notional Amount 103.09000000 0.000023872001 N/A DE GB N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Just Group PLC Just Group PLC Y equity-performance leg 2027-07-15 0.00000000 GBP 0.00000000 GBP 13966.88000000 GBP 103.09000000 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 18494.17000000 OU Notional Amount 136.53000000 0.000031615523 N/A DE GB N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Just Group PLC Just Group PLC Y equity-performance leg 2027-07-15 0.00000000 GBP 0.00000000 GBP 18494.17000000 GBP 136.53000000 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 32339.02000000 OU Notional Amount 238.71000000 0.000055276801 N/A DE GB N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Just Group PLC Just Group PLC Y equity-performance leg 2027-07-15 0.00000000 GBP 0.00000000 GBP 32339.02000000 GBP 238.71000000 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 1409.77000000 OU Notional Amount USD 99.04000000 0.000022934164 N/A DE US N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 HNI Corp. HNI Corp. Y equity-performance leg 2027-07-15 0.00000000 USD 0.00000000 USD 1409.77000000 USD 99.04000000 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 32347.44000000 OU Notional Amount 244.24000000 0.000056557354 N/A DE GB N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Just Group PLC Just Group PLC Y equity-performance leg 2027-07-15 0.00000000 GBP 0.00000000 GBP 32347.44000000 GBP 244.24000000 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 9934.59000000 OU Notional Amount 79.83000000 0.000018485807 N/A DE GB N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Just Group PLC Just Group PLC Y equity-performance leg 2027-07-15 0.00000000 GBP 0.00000000 GBP 9934.59000000 GBP 79.83000000 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 000000000 67602.68000000 OU Notional Amount USD -6486.32000000 -0.00150200252 N/A DE US N 2 Morgan Stanley IGJSJL3JD5P30I6NJZ34 Palo Alto Networks, Inc. Palo Alto Networks, Inc. Y equity-performance leg 2026-10-20 0.00000000 USD 0.00000000 USD 67602.68000000 USD -6486.32000000 N N N UBS Switzerland AG 549300WOIFUSNYH0FL22 000000000 15558.45000000 OU Notional Amount USD 933.69000000 0.000216209613 N/A DE US N 2 UBS Switzerland AG 549300WOIFUSNYH0FL22 HNI Corp. HNI Corp. Y equity-performance leg 2029-08-22 0.00000000 USD 0.00000000 USD 15558.45000000 USD 933.69000000 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 6940.46000000 OU Notional Amount 66.91000000 0.000015493991 N/A DE GB N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Just Group PLC Just Group PLC Y equity-performance leg 2027-07-15 0.00000000 GBP 0.00000000 GBP 6940.46000000 GBP 66.91000000 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 380.18000000 OU Notional Amount 3.88000000 0.000000898470 N/A DE GB N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Just Group PLC Just Group PLC Y equity-performance leg 2027-07-15 0.00000000 GBP 0.00000000 GBP 380.18000000 GBP 3.88000000 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 13453.72000000 OU Notional Amount USD 3215.33000000 0.000744556817 N/A DE US N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Charter Communications, Inc. Charter Communications, Inc. Y equity-performance leg 2027-07-15 0.00000000 USD 0.00000000 USD 13453.72000000 USD 3215.33000000 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 9576.54000000 OU Notional Amount USD 2288.36000000 0.000529903319 N/A DE US N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Charter Communications, Inc. Charter Communications, Inc. Y equity-performance leg 2027-07-15 0.00000000 USD 0.00000000 USD 9576.54000000 USD 2288.36000000 N N N UBS Switzerland AG 549300WOIFUSNYH0FL22 000000000 16778.39000000 OU Notional Amount USD 832.89000000 0.000192867894 N/A DE US N 2 UBS Switzerland AG 549300WOIFUSNYH0FL22 HNI Corp. HNI Corp. Y equity-performance leg 2029-08-22 0.00000000 USD 0.00000000 USD 16778.39000000 USD 832.89000000 N N N UBS Switzerland AG 549300WOIFUSNYH0FL22 000000000 35099.32000000 OU Notional Amount USD 1396.40000000 0.000323356899 N/A DE US N 2 UBS Switzerland AG 549300WOIFUSNYH0FL22 HNI Corp. HNI Corp. Y equity-performance leg 2029-08-22 0.00000000 USD 0.00000000 USD 35099.32000000 USD 1396.40000000 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 6689.20000000 OU Notional Amount USD 1566.51000000 0.000362748365 N/A DE US N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Charter Communications, Inc. Charter Communications, Inc. Y equity-performance leg 2027-07-15 0.00000000 USD 0.00000000 USD 6689.20000000 USD 1566.51000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 1765000.00000000 OU Notional Amount -2206.73000000 -0.00051100069 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2035-08-15 0.00000000 SEK 0.00000000 SEK 1765000.00000000 SEK -2206.73000000 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 15018.29000000 OU Notional Amount USD 3790.40000000 0.000877722710 N/A DE US N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Charter Communications, Inc. Charter Communications, Inc. Y equity-performance leg 2027-07-15 0.00000000 USD 0.00000000 USD 15018.29000000 USD 3790.40000000 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 8682.55000000 OU Notional Amount USD 2182.03000000 0.000505281048 N/A DE US N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Charter Communications, Inc. Charter Communications, Inc. Y equity-performance leg 2027-07-15 0.00000000 USD 0.00000000 USD 8682.55000000 USD 2182.03000000 N N N UBS Switzerland AG 549300WOIFUSNYH0FL22 000000000 12109.33000000 OU Notional Amount USD 962.14000000 0.000222797627 N/A DE US N 2 UBS Switzerland AG 549300WOIFUSNYH0FL22 HNI Corp. HNI Corp. Y equity-performance leg 2029-08-22 0.00000000 USD 0.00000000 USD 12109.33000000 USD 962.14000000 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 1064.51000000 OU Notional Amount USD 276.58000000 0.000064046155 N/A DE US N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Charter Communications, Inc. Charter Communications, Inc. Y equity-performance leg 2027-07-15 0.00000000 USD 0.00000000 USD 1064.51000000 USD 276.58000000 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 000000000 62870.03000000 OU Notional Amount USD -3320.73000000 -0.00076896373 N/A DE US N 2 Morgan Stanley IGJSJL3JD5P30I6NJZ34 QUALCOMM, Inc. QUALCOMM, Inc. Y equity-performance leg 2026-10-20 0.00000000 USD 0.00000000 USD 62870.03000000 USD -3320.73000000 N N N UBS Switzerland AG 549300WOIFUSNYH0FL22 000000000 356.61000000 OU Notional Amount USD 28.68000000 0.000006641274 N/A DE US N 2 UBS Switzerland AG 549300WOIFUSNYH0FL22 HNI Corp. HNI Corp. Y equity-performance leg 2029-08-22 0.00000000 USD 0.00000000 USD 356.61000000 USD 28.68000000 N N N UBS Switzerland AG 549300WOIFUSNYH0FL22 000000000 6242.84000000 OU Notional Amount USD 377.04000000 0.000087309141 N/A DE US N 2 UBS Switzerland AG 549300WOIFUSNYH0FL22 HNI Corp. HNI Corp. Y equity-performance leg 2029-08-22 0.00000000 USD 0.00000000 USD 6242.84000000 USD 377.04000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 3990000.00000000 OU Notional Amount -4208.45000000 -0.00097452831 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2035-08-21 2443.18000000 SEK 0.00000000 SEK 3990000.00000000 SEK -4463.21000000 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 000000000 210557.81000000 OU Notional Amount USD 30686.82000000 0.007105983225 N/A DE US N 2 Morgan Stanley IGJSJL3JD5P30I6NJZ34 Alphawave IP Group PLC Alphawave IP Group PLC Y equity-performance leg 2026-10-20 0.00000000 USD 0.00000000 USD 210557.81000000 USD 30686.82000000 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 000000000 139324.00000000 OU Notional Amount USD -8445.64000000 -0.00195571180 N/A DE US N 2 Morgan Stanley IGJSJL3JD5P30I6NJZ34 QUALCOMM, Inc. QUALCOMM, Inc. Y equity-performance leg 2026-10-20 0.00000000 USD 0.00000000 USD 139324.00000000 USD -8445.64000000 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 000000000 324699.10000000 OU Notional Amount USD -10439.96000000 -0.00241752585 N/A DE US N 2 Morgan Stanley IGJSJL3JD5P30I6NJZ34 Palo Alto Networks, Inc. Palo Alto Networks, Inc. Y equity-performance leg 2026-10-20 0.00000000 USD 0.00000000 USD 324699.10000000 USD -10439.96000000 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 113409.12000000 OU Notional Amount USD -3330.42000000 -0.00077120759 N/A DE US N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Union Pacific Corp. Union Pacific Corp. Y equity-performance leg 2027-07-15 0.00000000 USD 0.00000000 USD 113409.12000000 USD -3330.42000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 447080.93000000 OU Notional Amount USD 36116.13000000 0.008363219582 N/A DE US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 Omnicom Group, Inc. Omnicom Group, Inc. Y equity-performance leg 2027-05-20 0.00000000 USD 0.00000000 USD 447080.93000000 USD 36116.13000000 N N N UBS Switzerland AG 549300WOIFUSNYH0FL22 000000000 80238.12000000 OU Notional Amount USD 5850.13000000 0.001354683399 N/A DE US N 2 UBS Switzerland AG 549300WOIFUSNYH0FL22 HNI Corp. HNI Corp. Y equity-performance leg 2029-08-22 0.00000000 USD 0.00000000 USD 80238.12000000 USD 5850.13000000 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 75246.91000000 OU Notional Amount USD -1123.58000000 -0.00026018142 N/A DE US N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Union Pacific Corp. Union Pacific Corp. Y equity-performance leg 2027-07-15 0.00000000 USD 0.00000000 USD 75246.91000000 USD -1123.58000000 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 000000000 54195.61000000 OU Notional Amount USD -747.06000000 -0.00017299269 N/A DE US N 2 Morgan Stanley IGJSJL3JD5P30I6NJZ34 Palo Alto Networks, Inc. Palo Alto Networks, Inc. Y equity-performance leg 2026-10-20 0.00000000 USD 0.00000000 USD 54195.61000000 USD -747.06000000 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 26762.35000000 OU Notional Amount USD 7045.14000000 0.001631405491 N/A DE US N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Charter Communications, Inc. Charter Communications, Inc. Y equity-performance leg 2027-07-15 0.00000000 USD 0.00000000 USD 26762.35000000 USD 7045.14000000 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 81093.73000000 OU Notional Amount 471.80000000 0.000109252209 N/A DE GB N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Just Group PLC Just Group PLC Y equity-performance leg 2027-07-15 0.00000000 GBP 0.00000000 GBP 81093.73000000 GBP 471.80000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 67762.54000000 OU Notional Amount USD -1345.25000000 -0.00031151236 N/A DE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 Gildan Activewear, Inc. Gildan Activewear, Inc. Y equity-performance leg 2026-08-12 0.00000000 USD 0.00000000 USD 67762.54000000 USD -1345.25000000 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 56963.68000000 OU Notional Amount USD -391.72000000 -0.00009070851 N/A DE US N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Union Pacific Corp. Union Pacific Corp. Y equity-performance leg 2027-07-15 0.00000000 USD 0.00000000 USD 56963.68000000 USD -391.72000000 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 8655.64000000 OU Notional Amount USD 2543.44000000 0.000588970834 N/A DE US N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Charter Communications, Inc. Charter Communications, Inc. Y equity-performance leg 2027-07-15 0.00000000 USD 0.00000000 USD 8655.64000000 USD 2543.44000000 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 000000000 108146.97000000 OU Notional Amount USD -1598.70000000 -0.00037020243 N/A DE US N 2 Morgan Stanley IGJSJL3JD5P30I6NJZ34 Palo Alto Networks, Inc. Palo Alto Networks, Inc. Y equity-performance leg 2026-10-20 0.00000000 USD 0.00000000 USD 108146.97000000 USD -1598.70000000 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 3847.05000000 OU Notional Amount USD 1085.56000000 0.000251377338 N/A DE US N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Charter Communications, Inc. Charter Communications, Inc. Y equity-performance leg 2027-07-15 0.00000000 USD 0.00000000 USD 3847.05000000 USD 1085.56000000 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 111723.55000000 OU Notional Amount USD -3255.06000000 -0.00075375688 N/A DE US N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Union Pacific Corp. Union Pacific Corp. Y equity-performance leg 2027-07-15 0.00000000 USD 0.00000000 USD 111723.55000000 USD -3255.06000000 N N N UBS Switzerland AG 549300WOIFUSNYH0FL22 000000000 2940.22000000 OU Notional Amount USD 230.99000000 0.000053489122 N/A DE US N 2 UBS Switzerland AG 549300WOIFUSNYH0FL22 HNI Corp. HNI Corp. Y equity-performance leg 2029-08-22 0.00000000 USD 0.00000000 USD 2940.22000000 USD 230.99000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 3880000.00000000 OU Notional Amount -2682.24000000 -0.00062111200 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2035-08-29 0.00000000 SEK 0.00000000 SEK 3880000.00000000 SEK -2682.24000000 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 800.14000000 OU Notional Amount USD 208.06000000 0.000048179344 N/A DE US N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Charter Communications, Inc. Charter Communications, Inc. Y equity-performance leg 2027-07-15 0.00000000 USD 0.00000000 USD 800.14000000 USD 208.06000000 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 10890.31000000 OU Notional Amount -510.47000000 -0.00011820681 N/A DE GB N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Bakkavor Group PLC Bakkavor Group PLC Y equity-performance leg 2027-07-15 0.00000000 GBP 0.00000000 GBP 10890.31000000 GBP -510.47000000 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 7128.07000000 OU Notional Amount 638.23000000 0.000147791516 N/A DE GB N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Greencore Group PLC Greencore Group PLC Y equity-performance leg 2027-07-15 0.00000000 GBP 0.00000000 GBP 7128.07000000 GBP 638.23000000 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 000000000 91563.98000000 OU Notional Amount USD -508.53000000 -0.00011775757 N/A DE US N 2 Morgan Stanley IGJSJL3JD5P30I6NJZ34 Palo Alto Networks, Inc. Palo Alto Networks, Inc. Y equity-performance leg 2026-10-20 0.00000000 USD 0.00000000 USD 91563.98000000 USD -508.53000000 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 539.20000000 OU Notional Amount USD 144.47000000 0.000033454147 N/A DE US N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Charter Communications, Inc. Charter Communications, Inc. Y equity-performance leg 2027-07-15 0.00000000 USD 0.00000000 USD 539.20000000 USD 144.47000000 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 2600.72000000 OU Notional Amount -90.11000000 -0.00002086629 N/A DE GB N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Bakkavor Group PLC Bakkavor Group PLC Y equity-performance leg 2027-07-15 0.00000000 GBP 0.00000000 GBP 2600.72000000 GBP -90.11000000 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 1697.46000000 OU Notional Amount 126.08000000 0.000029195673 N/A DE GB N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Greencore Group PLC Greencore Group PLC Y equity-performance leg 2027-07-15 0.00000000 GBP 0.00000000 GBP 1697.46000000 GBP 126.08000000 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 1245.41000000 OU Notional Amount -25.75000000 -0.00000596279 N/A DE GB N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Bakkavor Group PLC Bakkavor Group PLC Y equity-performance leg 2027-07-15 0.00000000 GBP 0.00000000 GBP 1245.41000000 GBP -25.75000000 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 807.99000000 OU Notional Amount 43.51000000 0.000010075378 N/A DE GB N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Greencore Group PLC Greencore Group PLC Y equity-performance leg 2027-07-15 0.00000000 GBP 0.00000000 GBP 807.99000000 GBP 43.51000000 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 8998.31000000 OU Notional Amount USD 2280.24000000 0.000528023014 N/A DE US N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Charter Communications, Inc. Charter Communications, Inc. Y equity-performance leg 2027-07-15 0.00000000 USD 0.00000000 USD 8998.31000000 USD 2280.24000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 1214000.00000000 OU Notional Amount -1459.90000000 -0.00033806125 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2035-09-04 0.00000000 SEK 0.00000000 SEK 1214000.00000000 SEK -1459.90000000 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 1387.99000000 OU Notional Amount 1.31000000 0.000000303349 N/A DE GB N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Greencore Group PLC Greencore Group PLC Y equity-performance leg 2027-07-15 0.00000000 GBP 0.00000000 GBP 1387.99000000 GBP 1.31000000 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 2166.29000000 OU Notional Amount 30.61000000 0.000007088194 N/A DE GB N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Bakkavor Group PLC Bakkavor Group PLC Y equity-performance leg 2027-07-15 0.00000000 GBP 0.00000000 GBP 2166.29000000 GBP 30.61000000 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 2120.48000000 OU Notional Amount USD 539.82000000 0.000125003238 N/A DE US N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Charter Communications, Inc. Charter Communications, Inc. Y equity-performance leg 2027-07-15 0.00000000 USD 0.00000000 USD 2120.48000000 USD 539.82000000 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 4320.95000000 OU Notional Amount 62.31000000 0.000014428794 N/A DE GB N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Bakkavor Group PLC Bakkavor Group PLC Y equity-performance leg 2027-07-15 0.00000000 GBP 0.00000000 GBP 4320.95000000 GBP 62.31000000 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 2789.26000000 OU Notional Amount 35.90000000 0.000008313171 N/A DE GB N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Greencore Group PLC Greencore Group PLC Y equity-performance leg 2027-07-15 0.00000000 GBP 0.00000000 GBP 2789.26000000 GBP 35.90000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 1774000.00000000 OU Notional Amount -2973.30000000 -0.00068851122 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2035-09-08 0.00000000 SEK 0.00000000 SEK 1774000.00000000 SEK -2973.30000000 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 3358.58000000 OU Notional Amount USD 788.40000000 0.000182565582 N/A DE US N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Charter Communications, Inc. Charter Communications, Inc. Y equity-performance leg 2027-07-15 0.00000000 USD 0.00000000 USD 3358.58000000 USD 788.40000000 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 2601.96000000 OU Notional Amount 44.89000000 0.000010394937 N/A DE GB N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Greencore Group PLC Greencore Group PLC Y equity-performance leg 2027-07-15 0.00000000 GBP 0.00000000 GBP 2601.96000000 GBP 44.89000000 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 3993.13000000 OU Notional Amount 87.14000000 0.000020178544 N/A DE GB N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Bakkavor Group PLC Bakkavor Group PLC Y equity-performance leg 2027-07-15 0.00000000 GBP 0.00000000 GBP 3993.13000000 GBP 87.14000000 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 10285.71000000 OU Notional Amount 136.52000000 0.000031613208 N/A DE GB N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Bakkavor Group PLC Bakkavor Group PLC Y equity-performance leg 2027-07-15 0.00000000 GBP 0.00000000 GBP 10285.71000000 GBP 136.52000000 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 6801.79000000 OU Notional Amount 305.78000000 0.000070807843 N/A DE GB N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Greencore Group PLC Greencore Group PLC Y equity-performance leg 2027-07-15 0.00000000 GBP 0.00000000 GBP 6801.79000000 GBP 305.78000000 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 000000000 435597898.00000000 OU Notional Amount 81801.99000000 0.018942450496 N/A DE KR N 2 Morgan Stanley IGJSJL3JD5P30I6NJZ34 KFE KOSPI 200 Index Futures KMZ5 Index Y equity-performance leg 2025-12-11 0.00000000 KRW 0.00000000 KRW 435597898.00000000 KRW 81801.99000000 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 18877.80000000 OU Notional Amount USD 4636.76000000 0.001073709780 N/A DE US N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Charter Communications, Inc. Charter Communications, Inc. Y equity-performance leg 2027-07-15 0.00000000 USD 0.00000000 USD 18877.80000000 USD 4636.76000000 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 13193.00000000 OU Notional Amount USD 3304.14000000 0.000765122075 N/A DE US N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Charter Communications, Inc. Charter Communications, Inc. Y equity-performance leg 2027-07-15 0.00000000 USD 0.00000000 USD 13193.00000000 USD 3304.14000000 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 262.45000000 OU Notional Amount USD 64.59000000 0.000014956761 N/A DE US N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Charter Communications, Inc. Charter Communications, Inc. Y equity-performance leg 2027-07-15 0.00000000 USD 0.00000000 USD 262.45000000 USD 64.59000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 2076000.00000000 OU Notional Amount -4185.40000000 -0.00096919075 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2035-09-16 994.72000000 SEK 0.00000000 SEK 2076000.00000000 SEK -4292.02000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 4256155.92000000 OU Notional Amount USD 184626.30000000 0.042752927504 N/A DCO US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Bloomberg Commodity Index 3 Month Forward BCOMF3 Index Y equity-performance leg 2025-12-15 0.00000000 USD 0.00000000 USD 4256155.92000000 USD 184626.30000000 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 85392.15000000 OU Notional Amount 972.89000000 0.000225286947 N/A DE DE N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Grupo Catalana Occidente SA Grupo Catalana Occidente SA Y equity-performance leg 2027-07-15 0.00000000 EUR 0.00000000 EUR 85392.15000000 EUR 972.89000000 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 11328.39000000 OU Notional Amount 142.75000000 0.000033055856 N/A DE DE N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Grupo Catalana Occidente SA Grupo Catalana Occidente SA Y equity-performance leg 2027-07-15 0.00000000 EUR 0.00000000 EUR 11328.39000000 EUR 142.75000000 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 7021.04000000 OU Notional Amount 130.17000000 0.000030142772 N/A DE GB N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Greencore Group PLC Greencore Group PLC Y equity-performance leg 2027-07-15 0.00000000 GBP 0.00000000 GBP 7021.04000000 GBP 130.17000000 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 3696.56000000 OU Notional Amount 68.56000000 0.000015876073 N/A DE GB N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Greencore Group PLC Greencore Group PLC Y equity-performance leg 2027-07-15 0.00000000 GBP 0.00000000 GBP 3696.56000000 GBP 68.56000000 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 10591.37000000 OU Notional Amount 470.82000000 0.000109025276 N/A DE GB N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Bakkavor Group PLC Bakkavor Group PLC Y equity-performance leg 2027-07-15 0.00000000 GBP 0.00000000 GBP 10591.37000000 GBP 470.82000000 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 5576.37000000 OU Notional Amount 247.93000000 0.000057411827 N/A DE GB N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Bakkavor Group PLC Bakkavor Group PLC Y equity-performance leg 2027-07-15 0.00000000 GBP 0.00000000 GBP 5576.37000000 GBP 247.93000000 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 7949.58000000 OU Notional Amount 353.38000000 0.000081830321 N/A DE GB N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Bakkavor Group PLC Bakkavor Group PLC Y equity-performance leg 2027-07-15 0.00000000 GBP 0.00000000 GBP 7949.58000000 GBP 353.38000000 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 5269.41000000 OU Notional Amount 97.72000000 0.000022628499 N/A DE GB N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Greencore Group PLC Greencore Group PLC Y equity-performance leg 2027-07-15 0.00000000 GBP 0.00000000 GBP 5269.41000000 GBP 97.72000000 N N N UBS Switzerland AG 549300WOIFUSNYH0FL22 000000000 10764.71000000 OU Notional Amount USD 1012.02000000 0.000234348073 N/A DE US N 2 UBS Switzerland AG 549300WOIFUSNYH0FL22 HNI Corp. HNI Corp. Y equity-performance leg 2029-08-22 0.00000000 USD 0.00000000 USD 10764.71000000 USD 1012.02000000 N N N UBS Switzerland AG 549300WOIFUSNYH0FL22 000000000 51748.23000000 OU Notional Amount USD 10404.16000000 0.002409235835 N/A DE US N 2 UBS Switzerland AG 549300WOIFUSNYH0FL22 Masterbrand, Inc. Masterbrand, Inc. Y equity-performance leg 2029-08-22 0.00000000 USD 0.00000000 USD 51748.23000000 USD 10404.16000000 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 2079.17000000 OU Notional Amount USD 494.80000000 0.000114578196 N/A DE US N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Charter Communications, Inc. Charter Communications, Inc. Y equity-performance leg 2027-07-15 0.00000000 USD 0.00000000 USD 2079.17000000 USD 494.80000000 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 188851.03000000 OU Notional Amount USD -12032.31000000 -0.00278625784 N/A DE US N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Union Pacific Corp. Union Pacific Corp. Y equity-performance leg 2027-07-15 0.00000000 USD 0.00000000 USD 188851.03000000 USD -12032.31000000 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 50692.81000000 OU Notional Amount USD -2925.68000000 -0.00067748411 N/A DE US N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Union Pacific Corp. Union Pacific Corp. Y equity-performance leg 2027-07-15 0.00000000 USD 0.00000000 USD 50692.81000000 USD -2925.68000000 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 3263.89000000 OU Notional Amount USD 888.07000000 0.000205645632 N/A DE US N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Charter Communications, Inc. Charter Communications, Inc. Y equity-performance leg 2027-07-15 0.00000000 USD 0.00000000 USD 3263.89000000 USD 888.07000000 N N N UBS Switzerland AG 549300WOIFUSNYH0FL22 000000000 32477.52000000 OU Notional Amount USD 6644.57000000 0.001538647633 N/A DE US N 2 UBS Switzerland AG 549300WOIFUSNYH0FL22 Masterbrand, Inc. Masterbrand, Inc. Y equity-performance leg 2029-08-22 0.00000000 USD 0.00000000 USD 32477.52000000 USD 6644.57000000 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 000000000 4415.73000000 OU Notional Amount -0.94000000 -0.00000021767 N/A DE CA N 2 Morgan Stanley IGJSJL3JD5P30I6NJZ34 Guardian Capital Group Ltd. Guardian Capital Group Ltd. Y equity-performance leg 2026-10-20 0.00000000 CAD 0.00000000 CAD 4415.73000000 CAD -0.94000000 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 7942.86000000 OU Notional Amount 122.97000000 0.000028475506 N/A DE DE N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Grupo Catalana Occidente SA Grupo Catalana Occidente SA Y equity-performance leg 2027-07-15 0.00000000 EUR 0.00000000 EUR 7942.86000000 EUR 122.97000000 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 000000000 47918.35000000 OU Notional Amount USD 31.52000000 0.000007298918 N/A DE US N 2 Morgan Stanley IGJSJL3JD5P30I6NJZ34 QUALCOMM, Inc. QUALCOMM, Inc. Y equity-performance leg 2026-10-20 0.00000000 USD 0.00000000 USD 47918.35000000 USD 31.52000000 N N N UBS Switzerland AG 549300WOIFUSNYH0FL22 000000000 142.30000000 OU Notional Amount USD 9.23000000 0.000002137341 N/A DE US N 2 UBS Switzerland AG 549300WOIFUSNYH0FL22 Towne Bank Towne Bank Y equity-performance leg 2029-08-22 0.00000000 USD 0.00000000 USD 142.30000000 USD 9.23000000 N N N UBS Switzerland AG 549300WOIFUSNYH0FL22 000000000 31957.67000000 OU Notional Amount USD 6105.87000000 0.001413903747 N/A DE US N 2 UBS Switzerland AG 549300WOIFUSNYH0FL22 Masterbrand, Inc. Masterbrand, Inc. Y equity-performance leg 2029-08-22 0.00000000 USD 0.00000000 USD 31957.67000000 USD 6105.87000000 N N N UBS Switzerland AG 549300WOIFUSNYH0FL22 000000000 2446.75000000 OU Notional Amount USD 184.80000000 0.000042793150 N/A DE US N 2 UBS Switzerland AG 549300WOIFUSNYH0FL22 Towne Bank Towne Bank Y equity-performance leg 2029-08-22 0.00000000 USD 0.00000000 USD 2446.75000000 USD 184.80000000 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 000000000 54644.26000000 OU Notional Amount -36.03000000 -0.00000834327 N/A DE CA N 2 Morgan Stanley IGJSJL3JD5P30I6NJZ34 Guardian Capital Group Ltd. Guardian Capital Group Ltd. Y equity-performance leg 2026-10-20 0.00000000 CAD 0.00000000 CAD 54644.26000000 CAD -36.03000000 N N N UBS Switzerland AG 549300WOIFUSNYH0FL22 000000000 10851.88000000 OU Notional Amount USD 1816.59000000 0.000420658056 N/A DE US N 2 UBS Switzerland AG 549300WOIFUSNYH0FL22 Masterbrand, Inc. Masterbrand, Inc. Y equity-performance leg 2029-08-22 0.00000000 USD 0.00000000 USD 10851.88000000 USD 1816.59000000 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 000000000 27739.16000000 OU Notional Amount -27.63000000 -0.00000639813 N/A DE CA N 2 Morgan Stanley IGJSJL3JD5P30I6NJZ34 Guardian Capital Group Ltd. Guardian Capital Group Ltd. Y equity-performance leg 2026-10-20 0.00000000 CAD 0.00000000 CAD 27739.16000000 CAD -27.63000000 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 000000000 334.73000000 OU Notional Amount -0.03000000 -0.00000000694 N/A DE CA N 2 Morgan Stanley IGJSJL3JD5P30I6NJZ34 Guardian Capital Group Ltd. Guardian Capital Group Ltd. Y equity-performance leg 2026-10-20 0.00000000 CAD 0.00000000 CAD 334.73000000 CAD -0.03000000 N N N UBS Switzerland AG 549300WOIFUSNYH0FL22 000000000 2769.37000000 OU Notional Amount USD 206.32000000 0.000047776421 N/A DE US N 2 UBS Switzerland AG 549300WOIFUSNYH0FL22 Towne Bank Towne Bank Y equity-performance leg 2029-08-22 0.00000000 USD 0.00000000 USD 2769.37000000 USD 206.32000000 N N N UBS Switzerland AG 549300WOIFUSNYH0FL22 000000000 251387.34000000 OU Notional Amount USD -78636.92000000 -0.01820953211 N/A DE US N 2 UBS Switzerland AG 549300WOIFUSNYH0FL22 Compass, Inc. Compass, Inc. Y equity-performance leg 2029-08-22 0.00000000 USD 0.00000000 USD 251387.34000000 USD -78636.92000000 N N N UBS Switzerland AG 549300WOIFUSNYH0FL22 000000000 72952.71000000 OU Notional Amount USD -16749.85000000 -0.00387867342 N/A DE US N 2 UBS Switzerland AG 549300WOIFUSNYH0FL22 Compass, Inc. Compass, Inc. Y equity-performance leg 2029-08-22 0.00000000 USD 0.00000000 USD 72952.71000000 USD -16749.85000000 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 13824.00000000 OU Notional Amount USD 3518.49000000 0.000814757961 N/A DE US N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Charter Communications, Inc. Charter Communications, Inc. Y equity-performance leg 2027-07-15 0.00000000 USD 0.00000000 USD 13824.00000000 USD 3518.49000000 N N N UBS Switzerland AG 549300WOIFUSNYH0FL22 000000000 42690.05000000 OU Notional Amount USD 6283.92000000 0.001455133836 N/A DE US N 2 UBS Switzerland AG 549300WOIFUSNYH0FL22 Masterbrand, Inc. Masterbrand, Inc. Y equity-performance leg 2029-08-22 0.00000000 USD 0.00000000 USD 42690.05000000 USD 6283.92000000 N N N UBS Switzerland AG 549300WOIFUSNYH0FL22 000000000 2764.89000000 OU Notional Amount USD 201.80000000 0.000046729749 N/A DE US N 2 UBS Switzerland AG 549300WOIFUSNYH0FL22 Towne Bank Towne Bank Y equity-performance leg 2029-08-22 0.00000000 USD 0.00000000 USD 2764.89000000 USD 201.80000000 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 000000000 48626.61000000 OU Notional Amount -33.03000000 -0.00000764858 N/A DE CA N 2 Morgan Stanley IGJSJL3JD5P30I6NJZ34 Guardian Capital Group Ltd. Guardian Capital Group Ltd. Y equity-performance leg 2026-10-20 0.00000000 CAD 0.00000000 CAD 48626.61000000 CAD -33.03000000 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 2945.04000000 OU Notional Amount 238.33000000 0.000055188806 N/A DE GB N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Bakkavor Group PLC Bakkavor Group PLC Y equity-performance leg 2027-07-15 0.00000000 GBP 0.00000000 GBP 2945.04000000 GBP 238.33000000 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 1911.53000000 OU Notional Amount -83.34000000 -0.00001929859 N/A DE GB N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Greencore Group PLC Greencore Group PLC Y equity-performance leg 2027-07-15 0.00000000 GBP 0.00000000 GBP 1911.53000000 GBP -83.34000000 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 14898.24000000 OU Notional Amount USD 3998.63000000 0.000925941420 N/A DE US N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Charter Communications, Inc. Charter Communications, Inc. Y equity-performance leg 2027-07-15 0.00000000 USD 0.00000000 USD 14898.24000000 USD 3998.63000000 N N N UBS Switzerland AG 549300WOIFUSNYH0FL22 000000000 2621.34000000 OU Notional Amount USD 224.70000000 0.000052032580 N/A DE US N 2 UBS Switzerland AG 549300WOIFUSNYH0FL22 Towne Bank Towne Bank Y equity-performance leg 2029-08-22 0.00000000 USD 0.00000000 USD 2621.34000000 USD 224.70000000 N N N UBS Switzerland AG 549300WOIFUSNYH0FL22 000000000 6152.94000000 OU Notional Amount USD 962.95000000 0.000222985195 N/A DE US N 2 UBS Switzerland AG 549300WOIFUSNYH0FL22 Masterbrand, Inc. Masterbrand, Inc. Y equity-performance leg 2029-08-22 0.00000000 USD 0.00000000 USD 6152.94000000 USD 962.95000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 3211000.00000000 OU Notional Amount -282.41000000 -0.00006539617 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2035-09-26 0.00000000 NOK 0.00000000 NOK 3211000.00000000 NOK -282.41000000 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 000000000 23132.49000000 OU Notional Amount 16.00000000 0.000003705034 N/A DE CA N 2 Morgan Stanley IGJSJL3JD5P30I6NJZ34 Guardian Capital Group Ltd. Guardian Capital Group Ltd. Y equity-performance leg 2026-10-20 0.00000000 CAD 0.00000000 CAD 23132.49000000 CAD 16.00000000 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 18544.08000000 OU Notional Amount 168.34000000 0.000038981595 N/A DE GB N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Just Group PLC Just Group PLC Y equity-performance leg 2027-07-15 0.00000000 GBP 0.00000000 GBP 18544.08000000 GBP 168.34000000 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 3098.46000000 OU Notional Amount 307.47000000 0.000071199187 N/A DE GB N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Bakkavor Group PLC Bakkavor Group PLC Y equity-performance leg 2027-07-15 0.00000000 GBP 0.00000000 GBP 3098.46000000 GBP 307.47000000 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 2001.06000000 OU Notional Amount -142.19000000 -0.00003292617 N/A DE GB N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Greencore Group PLC Greencore Group PLC Y equity-performance leg 2027-07-15 0.00000000 GBP 0.00000000 GBP 2001.06000000 GBP -142.19000000 N N N UBS Switzerland AG 549300WOIFUSNYH0FL22 000000000 2644.27000000 OU Notional Amount USD 214.07000000 0.000049571048 N/A DE US N 2 UBS Switzerland AG 549300WOIFUSNYH0FL22 Towne Bank Towne Bank Y equity-performance leg 2029-08-22 0.00000000 USD 0.00000000 USD 2644.27000000 USD 214.07000000 N N N UBS Switzerland AG 549300WOIFUSNYH0FL22 000000000 7448.21000000 OU Notional Amount USD 1191.37000000 0.000275879196 N/A DE US N 2 UBS Switzerland AG 549300WOIFUSNYH0FL22 Masterbrand, Inc. Masterbrand, Inc. Y equity-performance leg 2029-08-22 0.00000000 USD 0.00000000 USD 7448.21000000 USD 1191.37000000 N N N UBS Switzerland AG 549300WOIFUSNYH0FL22 000000000 82346.98000000 OU Notional Amount USD -23524.05000000 -0.00544733878 N/A DE US N 2 UBS Switzerland AG 549300WOIFUSNYH0FL22 Compass, Inc. Compass, Inc. Y equity-performance leg 2029-08-22 0.00000000 USD 0.00000000 USD 82346.98000000 USD -23524.05000000 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 3701.82000000 OU Notional Amount USD 926.32000000 0.000214502981 N/A DE US N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Charter Communications, Inc. Charter Communications, Inc. Y equity-performance leg 2027-07-15 0.00000000 USD 0.00000000 USD 3701.82000000 USD 926.32000000 N N N UBS Switzerland AG 549300WOIFUSNYH0FL22 000000000 39393.27000000 OU Notional Amount USD 32.63000000 0.000007555955 N/A DE US N 2 UBS Switzerland AG 549300WOIFUSNYH0FL22 Union Pacific Corp. Union Pacific Corp. Y equity-performance leg 2029-08-22 0.00000000 USD 0.00000000 USD 39393.27000000 USD 32.63000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 1423000.00000000 OU Notional Amount -674.34000000 -0.00015615331 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2035-09-30 888.75000000 NOK 0.00000000 NOK 1423000.00000000 NOK -763.59000000 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 000000000 24558.26000000 OU Notional Amount 50.82000000 0.000011768116 N/A DE CA N 2 Morgan Stanley IGJSJL3JD5P30I6NJZ34 Guardian Capital Group Ltd. Guardian Capital Group Ltd. Y equity-performance leg 2026-10-20 0.00000000 CAD 0.00000000 CAD 24558.26000000 CAD 50.82000000 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 5095.32000000 OU Notional Amount 550.04000000 0.000127369828 N/A DE GB N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Bakkavor Group PLC Bakkavor Group PLC Y equity-performance leg 2027-07-15 0.00000000 GBP 0.00000000 GBP 5095.32000000 GBP 550.04000000 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 3275.73000000 OU Notional Amount -275.08000000 -0.00006369880 N/A DE GB N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Greencore Group PLC Greencore Group PLC Y equity-performance leg 2027-07-15 0.00000000 GBP 0.00000000 GBP 3275.73000000 GBP -275.08000000 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 000000000 97637.99000000 OU Notional Amount USD 1470.61000000 0.000340541313 N/A DE US N 2 Morgan Stanley IGJSJL3JD5P30I6NJZ34 QUALCOMM, Inc. QUALCOMM, Inc. Y equity-performance leg 2026-10-20 0.00000000 USD 0.00000000 USD 97637.99000000 USD 1470.61000000 N N N UBS Switzerland AG 549300WOIFUSNYH0FL22 000000000 41007.20000000 OU Notional Amount USD -12293.37000000 -0.00284671011 N/A DE US N 2 UBS Switzerland AG 549300WOIFUSNYH0FL22 Compass, Inc. Compass, Inc. Y equity-performance leg 2029-08-22 0.00000000 USD 0.00000000 USD 41007.20000000 USD -12293.37000000 N N N UBS Switzerland AG 549300WOIFUSNYH0FL22 000000000 39321.06000000 OU Notional Amount USD 2978.00000000 0.000689599575 N/A DE US N 2 UBS Switzerland AG 549300WOIFUSNYH0FL22 HNI Corp. HNI Corp. Y equity-performance leg 2029-08-22 0.00000000 USD 0.00000000 USD 39321.06000000 USD 2978.00000000 N N N UBS Switzerland AG 549300WOIFUSNYH0FL22 000000000 26601.33000000 OU Notional Amount USD 3888.27000000 0.000900385944 N/A DE US N 2 UBS Switzerland AG 549300WOIFUSNYH0FL22 Masterbrand, Inc. Masterbrand, Inc. Y equity-performance leg 2029-08-22 0.00000000 USD 0.00000000 USD 26601.33000000 USD 3888.27000000 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 7900000.00000000 OU Notional Amount USD 664535.15000000 0.153882860091 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 CDX.NA.HY.S45 2I65BRAD5 Y sell protection 2030-12-20 584550.27000000 USD 0.00000000 USD 7900000.00000000 USD 79984.88000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 2788000.00000000 OU Notional Amount -1506.10000000 -0.00034875954 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2035-10-01 953.03000000 NOK 0.00000000 NOK 2788000.00000000 NOK -1601.46000000 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 000000000 24483.02000000 OU Notional Amount 12.96000000 0.000003001078 N/A DE CA N 2 Morgan Stanley IGJSJL3JD5P30I6NJZ34 Guardian Capital Group Ltd. Guardian Capital Group Ltd. Y equity-performance leg 2026-10-20 0.00000000 CAD 0.00000000 CAD 24483.02000000 CAD 12.96000000 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 2896.82000000 OU Notional Amount -252.76000000 -0.00005853028 N/A DE GB N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Greencore Group PLC Greencore Group PLC Y equity-performance leg 2027-07-15 0.00000000 GBP 0.00000000 GBP 2896.82000000 GBP -252.76000000 N N N UBS Switzerland AG 549300WOIFUSNYH0FL22 000000000 40716.30000000 OU Notional Amount USD -12463.94000000 -0.00288620810 N/A DE US N 2 UBS Switzerland AG 549300WOIFUSNYH0FL22 Compass, Inc. Compass, Inc. Y equity-performance leg 2029-08-22 0.00000000 USD 0.00000000 USD 40716.30000000 USD -12463.94000000 N N N UBS Switzerland AG 549300WOIFUSNYH0FL22 000000000 43036.68000000 OU Notional Amount USD 8204.63000000 0.001899902406 N/A DE US N 2 UBS Switzerland AG 549300WOIFUSNYH0FL22 Masterbrand, Inc. Masterbrand, Inc. Y equity-performance leg 2029-08-22 0.00000000 USD 0.00000000 USD 43036.68000000 USD 8204.63000000 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 275.73000000 OU Notional Amount USD 77.46000000 0.000017936999 N/A DE US N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Charter Communications, Inc. Charter Communications, Inc. Y equity-performance leg 2027-07-15 0.00000000 USD 0.00000000 USD 275.73000000 USD 77.46000000 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 4505.21000000 OU Notional Amount 502.34000000 0.000116324194 N/A DE GB N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Bakkavor Group PLC Bakkavor Group PLC Y equity-performance leg 2027-07-15 0.00000000 GBP 0.00000000 GBP 4505.21000000 GBP 502.34000000 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 000000000 24320.99000000 OU Notional Amount 36.15000000 0.000008371062 N/A DE CA N 2 Morgan Stanley IGJSJL3JD5P30I6NJZ34 Guardian Capital Group Ltd. Guardian Capital Group Ltd. Y equity-performance leg 2026-10-20 0.00000000 CAD 0.00000000 CAD 24320.99000000 CAD 36.15000000 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 000000000 117904080.00000000 OU Notional Amount 14327.62000000 0.003317770540 N/A DE KR N 2 Morgan Stanley IGJSJL3JD5P30I6NJZ34 KFE KOSPI 200 Index Futures KMZ5 Index Y equity-performance leg 2025-12-11 0.00000000 KRW 0.00000000 KRW 117904080.00000000 KRW 14327.62000000 N N N UBS Switzerland AG 549300WOIFUSNYH0FL22 000000000 2560.84000000 OU Notional Amount USD 128.12000000 0.000029668065 N/A DE US N 2 UBS Switzerland AG 549300WOIFUSNYH0FL22 Towne Bank Towne Bank Y equity-performance leg 2029-08-22 0.00000000 USD 0.00000000 USD 2560.84000000 USD 128.12000000 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 000000000 31681.54000000 OU Notional Amount 39.28000000 0.000009095860 N/A DE CA N 2 Morgan Stanley IGJSJL3JD5P30I6NJZ34 Guardian Capital Group Ltd. Guardian Capital Group Ltd. Y equity-performance leg 2026-10-20 0.00000000 CAD 0.00000000 CAD 31681.54000000 CAD 39.28000000 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 101.54000000 OU Notional Amount -7.85000000 -0.00000181778 N/A DE GB N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Greencore Group PLC Greencore Group PLC Y equity-performance leg 2027-07-15 0.00000000 GBP 0.00000000 GBP 101.54000000 GBP -7.85000000 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 154.33000000 OU Notional Amount 15.94000000 0.000003691140 N/A DE GB N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Bakkavor Group PLC Bakkavor Group PLC Y equity-performance leg 2027-07-15 0.00000000 GBP 0.00000000 GBP 154.33000000 GBP 15.94000000 N N N UBS Switzerland AG 549300WOIFUSNYH0FL22 000000000 2647.63000000 OU Notional Amount USD 115.19000000 0.000026673933 N/A DE US N 2 UBS Switzerland AG 549300WOIFUSNYH0FL22 Towne Bank Towne Bank Y equity-performance leg 2029-08-22 0.00000000 USD 0.00000000 USD 2647.63000000 USD 115.19000000 N N N UBS Switzerland AG 549300WOIFUSNYH0FL22 000000000 17355.83000000 OU Notional Amount USD 2697.73000000 0.000624698946 N/A DE US N 2 UBS Switzerland AG 549300WOIFUSNYH0FL22 Masterbrand, Inc. Masterbrand, Inc. Y equity-performance leg 2029-08-22 0.00000000 USD 0.00000000 USD 17355.83000000 USD 2697.73000000 N N N UBS Switzerland AG 549300WOIFUSNYH0FL22 000000000 62878.68000000 OU Notional Amount USD 6655.67000000 0.001541218000 N/A DE US N 2 UBS Switzerland AG 549300WOIFUSNYH0FL22 Axcelis Technologies, Inc. Axcelis Technologies, Inc. Y equity-performance leg 2029-08-22 0.00000000 USD 0.00000000 USD 62878.68000000 USD 6655.67000000 N N N UBS Switzerland AG 549300WOIFUSNYH0FL22 000000000 5934.26000000 OU Notional Amount USD 958.53000000 0.000221961679 N/A DE US N 2 UBS Switzerland AG 549300WOIFUSNYH0FL22 Masterbrand, Inc. Masterbrand, Inc. Y equity-performance leg 2029-08-22 0.00000000 USD 0.00000000 USD 5934.26000000 USD 958.53000000 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 000000000 21151.02000000 OU Notional Amount 7.12000000 0.000001648740 N/A DE CA N 2 Morgan Stanley IGJSJL3JD5P30I6NJZ34 Guardian Capital Group Ltd. Guardian Capital Group Ltd. Y equity-performance leg 2026-10-20 0.00000000 CAD 0.00000000 CAD 21151.02000000 CAD 7.12000000 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 2456.96000000 OU Notional Amount USD 671.19000000 0.000155423888 N/A DE US N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Charter Communications, Inc. Charter Communications, Inc. Y equity-performance leg 2027-07-15 0.00000000 USD 0.00000000 USD 2456.96000000 USD 671.19000000 N N N UBS Switzerland AG 549300WOIFUSNYH0FL22 000000000 38151.50000000 OU Notional Amount USD 4670.83000000 0.001081599189 N/A DE US N 2 UBS Switzerland AG 549300WOIFUSNYH0FL22 HNI Corp. HNI Corp. Y equity-performance leg 2029-08-22 0.00000000 USD 0.00000000 USD 38151.50000000 USD 4670.83000000 N N N UBS Switzerland AG 549300WOIFUSNYH0FL22 000000000 5965.29000000 OU Notional Amount USD 1055.68000000 0.000244458186 N/A DE US N 2 UBS Switzerland AG 549300WOIFUSNYH0FL22 Masterbrand, Inc. Masterbrand, Inc. Y equity-performance leg 2029-08-22 0.00000000 USD 0.00000000 USD 5965.29000000 USD 1055.68000000 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 000000000 2144.85000000 OU Notional Amount -1.01000000 -0.00000023388 N/A DE CA N 2 Morgan Stanley IGJSJL3JD5P30I6NJZ34 Guardian Capital Group Ltd. Guardian Capital Group Ltd. Y equity-performance leg 2026-10-20 0.00000000 CAD 0.00000000 CAD 2144.85000000 CAD -1.01000000 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 68.63000000 OU Notional Amount -7.24000000 -0.00000167652 N/A DE GB N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Greencore Group PLC Greencore Group PLC Y equity-performance leg 2027-07-15 0.00000000 GBP 0.00000000 GBP 68.63000000 GBP -7.24000000 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 106.40000000 OU Notional Amount 13.23000000 0.000003063600 N/A DE GB N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Bakkavor Group PLC Bakkavor Group PLC Y equity-performance leg 2027-07-15 0.00000000 GBP 0.00000000 GBP 106.40000000 GBP 13.23000000 N N N UBS Switzerland AG 549300WOIFUSNYH0FL22 000000000 22724.76000000 OU Notional Amount USD 2844.39000000 0.000658660220 N/A DE US N 2 UBS Switzerland AG 549300WOIFUSNYH0FL22 HNI Corp. HNI Corp. Y equity-performance leg 2029-08-22 0.00000000 USD 0.00000000 USD 22724.76000000 USD 2844.39000000 N N N UBS Switzerland AG 549300WOIFUSNYH0FL22 000000000 2616.00000000 OU Notional Amount USD 114.97000000 0.000026622989 N/A DE US N 2 UBS Switzerland AG 549300WOIFUSNYH0FL22 Towne Bank Towne Bank Y equity-performance leg 2029-08-22 0.00000000 USD 0.00000000 USD 2616.00000000 USD 114.97000000 N N N UBS Switzerland AG 549300WOIFUSNYH0FL22 000000000 3457.80000000 OU Notional Amount USD 649.98000000 0.000150512401 N/A DE US N 2 UBS Switzerland AG 549300WOIFUSNYH0FL22 Masterbrand, Inc. Masterbrand, Inc. Y equity-performance leg 2029-08-22 0.00000000 USD 0.00000000 USD 3457.80000000 USD 649.98000000 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 000000000 14340.65000000 OU Notional Amount -3.93000000 -0.00000091004 N/A DE CA N 2 Morgan Stanley IGJSJL3JD5P30I6NJZ34 Guardian Capital Group Ltd. Guardian Capital Group Ltd. Y equity-performance leg 2026-10-20 0.00000000 CAD 0.00000000 CAD 14340.65000000 CAD -3.93000000 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 2575.78000000 OU Notional Amount 241.22000000 0.000055858028 N/A DE GB N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Bakkavor Group PLC Bakkavor Group PLC Y equity-performance leg 2027-07-15 0.00000000 GBP 0.00000000 GBP 2575.78000000 GBP 241.22000000 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 1667.70000000 OU Notional Amount -99.83000000 -0.00002311710 N/A DE GB N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Greencore Group PLC Greencore Group PLC Y equity-performance leg 2027-07-15 0.00000000 GBP 0.00000000 GBP 1667.70000000 GBP -99.83000000 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 000000000 175590.38000000 OU Notional Amount USD 1749.50000000 0.000405122383 N/A DE US N 2 Morgan Stanley IGJSJL3JD5P30I6NJZ34 QUALCOMM, Inc. QUALCOMM, Inc. Y equity-performance leg 2026-10-20 0.00000000 USD 0.00000000 USD 175590.38000000 USD 1749.50000000 N N N UBS Switzerland AG 549300WOIFUSNYH0FL22 000000000 372.84000000 OU Notional Amount USD 42.82000000 0.000009915599 N/A DE US N 2 UBS Switzerland AG 549300WOIFUSNYH0FL22 HNI Corp. HNI Corp. Y equity-performance leg 2029-08-22 0.00000000 USD 0.00000000 USD 372.84000000 USD 42.82000000 N N N UBS Switzerland AG 549300WOIFUSNYH0FL22 000000000 29949.86000000 OU Notional Amount USD 3382.29000000 0.000783218854 N/A DE US N 2 UBS Switzerland AG 549300WOIFUSNYH0FL22 HNI Corp. HNI Corp. Y equity-performance leg 2029-08-22 0.00000000 USD 0.00000000 USD 29949.86000000 USD 3382.29000000 N N N UBS Switzerland AG 549300WOIFUSNYH0FL22 000000000 125734.85000000 OU Notional Amount USD 1332.71000000 0.000308608546 N/A DE US N 2 UBS Switzerland AG 549300WOIFUSNYH0FL22 Fifth Third Bancorp Fifth Third Bancorp Y equity-performance leg 2029-08-22 0.00000000 USD 0.00000000 USD 125734.85000000 USD 1332.71000000 N N N UBS Switzerland AG 549300WOIFUSNYH0FL22 000000000 3209.70000000 OU Notional Amount USD 522.10000000 0.000120899912 N/A DE US N 2 UBS Switzerland AG 549300WOIFUSNYH0FL22 Masterbrand, Inc. Masterbrand, Inc. Y equity-performance leg 2029-08-22 0.00000000 USD 0.00000000 USD 3209.70000000 USD 522.10000000 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 000000000 8241.66000000 OU Notional Amount -1.19000000 -0.00000027556 N/A DE CA N 2 Morgan Stanley IGJSJL3JD5P30I6NJZ34 Guardian Capital Group Ltd. Guardian Capital Group Ltd. Y equity-performance leg 2026-10-20 0.00000000 CAD 0.00000000 CAD 8241.66000000 CAD -1.19000000 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 000000000 15554.23000000 OU Notional Amount -8.65000000 -0.00000200303 N/A DE CA N 2 Morgan Stanley IGJSJL3JD5P30I6NJZ34 Guardian Capital Group Ltd. Guardian Capital Group Ltd. Y equity-performance leg 2026-10-20 0.00000000 CAD 0.00000000 CAD 15554.23000000 CAD -8.65000000 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 2004.51000000 OU Notional Amount -96.63000000 -0.00002237609 N/A DE GB N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Greencore Group PLC Greencore Group PLC Y equity-performance leg 2027-07-15 0.00000000 GBP 0.00000000 GBP 2004.51000000 GBP -96.63000000 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 3088.21000000 OU Notional Amount 266.85000000 0.000061793031 N/A DE GB N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Bakkavor Group PLC Bakkavor Group PLC Y equity-performance leg 2027-07-15 0.00000000 GBP 0.00000000 GBP 3088.21000000 GBP 266.85000000 N N N UBS Switzerland AG 549300WOIFUSNYH0FL22 000000000 2597.22000000 OU Notional Amount USD -1087.26000000 -0.00025177099 N/A DE US N 2 UBS Switzerland AG 549300WOIFUSNYH0FL22 Compass, Inc. Compass, Inc. Y equity-performance leg 2029-08-22 0.00000000 USD 0.00000000 USD 2597.22000000 USD -1087.26000000 N N N UBS Switzerland AG 549300WOIFUSNYH0FL22 000000000 66269.80000000 OU Notional Amount USD -26522.21000000 -0.00614160670 N/A DE US N 2 UBS Switzerland AG 549300WOIFUSNYH0FL22 Compass, Inc. Compass, Inc. Y equity-performance leg 2029-08-22 0.00000000 USD 0.00000000 USD 66269.80000000 USD -26522.21000000 N N N UBS Switzerland AG 549300WOIFUSNYH0FL22 000000000 37496.60000000 OU Notional Amount USD 3702.89000000 0.000857458486 N/A DE US N 2 UBS Switzerland AG 549300WOIFUSNYH0FL22 HNI Corp. HNI Corp. Y equity-performance leg 2029-08-22 0.00000000 USD 0.00000000 USD 37496.60000000 USD 3702.89000000 N N N UBS Switzerland AG 549300WOIFUSNYH0FL22 000000000 6387.13000000 OU Notional Amount USD 933.55000000 0.000216177193 N/A DE US N 2 UBS Switzerland AG 549300WOIFUSNYH0FL22 Masterbrand, Inc. Masterbrand, Inc. Y equity-performance leg 2029-08-22 0.00000000 USD 0.00000000 USD 6387.13000000 USD 933.55000000 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 000000000 9258.53000000 OU Notional Amount -9.21000000 -0.00000213271 N/A DE CA N 2 Morgan Stanley IGJSJL3JD5P30I6NJZ34 Guardian Capital Group Ltd. Guardian Capital Group Ltd. Y equity-performance leg 2026-10-20 0.00000000 CAD 0.00000000 CAD 9258.53000000 CAD -9.21000000 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 2853.93000000 OU Notional Amount -116.71000000 -0.00002702591 N/A DE GB N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Greencore Group PLC Greencore Group PLC Y equity-performance leg 2027-07-15 0.00000000 GBP 0.00000000 GBP 2853.93000000 GBP -116.71000000 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 4355.88000000 OU Notional Amount 392.56000000 0.000090903025 N/A DE GB N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Bakkavor Group PLC Bakkavor Group PLC Y equity-performance leg 2027-07-15 0.00000000 GBP 0.00000000 GBP 4355.88000000 GBP 392.56000000 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 50935.84000000 OU Notional Amount -1719.95000000 -0.00039827964 N/A DE GB N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Greencore Group PLC Greencore Group PLC Y equity-performance leg 2027-07-15 0.00000000 GBP 0.00000000 GBP 50935.84000000 GBP -1719.95000000 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 77540.08000000 OU Notional Amount 6739.05000000 0.001560525862 N/A DE GB N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Bakkavor Group PLC Bakkavor Group PLC Y equity-performance leg 2027-07-15 0.00000000 GBP 0.00000000 GBP 77540.08000000 GBP 6739.05000000 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 26882.96000000 OU Notional Amount 2422.55000000 0.000560976981 N/A DE GB N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Bakkavor Group PLC Bakkavor Group PLC Y equity-performance leg 2027-07-15 0.00000000 GBP 0.00000000 GBP 26882.96000000 GBP 2422.55000000 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 17955.85000000 OU Notional Amount -606.36000000 -0.00014041155 N/A DE GB N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Greencore Group PLC Greencore Group PLC Y equity-performance leg 2027-07-15 0.00000000 GBP 0.00000000 GBP 17955.85000000 GBP -606.36000000 N N N UBS Switzerland AG 549300WOIFUSNYH0FL22 000000000 26626.28000000 OU Notional Amount USD 4671.01000000 0.001081640870 N/A DE US N 2 UBS Switzerland AG 549300WOIFUSNYH0FL22 Masterbrand, Inc. Masterbrand, Inc. Y equity-performance leg 2029-08-22 0.00000000 USD 0.00000000 USD 26626.28000000 USD 4671.01000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 184182.39000000 OU Notional Amount USD 1046.41000000 0.000242311582 N/A DE US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 Fifth Third Bancorp Fifth Third Bancorp Y equity-performance leg 2027-05-20 0.00000000 USD 0.00000000 USD 184182.39000000 USD 1046.41000000 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 000000000 24681.65000000 OU Notional Amount -17.56000000 -0.00000406627 N/A DE CA N 2 Morgan Stanley IGJSJL3JD5P30I6NJZ34 Guardian Capital Group Ltd. Guardian Capital Group Ltd. Y equity-performance leg 2026-10-20 0.00000000 CAD 0.00000000 CAD 24681.65000000 CAD -17.56000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 138910.38000000 OU Notional Amount USD 1538.32000000 0.000356220557 N/A DE US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 Fifth Third Bancorp Fifth Third Bancorp Y equity-performance leg 2027-05-20 0.00000000 USD 0.00000000 USD 138910.38000000 USD 1538.32000000 N N N UBS Switzerland AG 549300WOIFUSNYH0FL22 000000000 63947.75000000 OU Notional Amount USD 10430.67000000 0.002415374615 N/A DE US N 2 UBS Switzerland AG 549300WOIFUSNYH0FL22 Masterbrand, Inc. Masterbrand, Inc. Y equity-performance leg 2029-08-22 0.00000000 USD 0.00000000 USD 63947.75000000 USD 10430.67000000 N N N UBS Switzerland AG 549300WOIFUSNYH0FL22 000000000 130607.64000000 OU Notional Amount USD 1544.88000000 0.000357739621 N/A DE US N 2 UBS Switzerland AG 549300WOIFUSNYH0FL22 Fifth Third Bancorp Fifth Third Bancorp Y equity-performance leg 2029-08-22 0.00000000 USD 0.00000000 USD 130607.64000000 USD 1544.88000000 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 000000000 17323.36000000 OU Notional Amount 75.06000000 0.000017381243 N/A DE CA N 2 Morgan Stanley IGJSJL3JD5P30I6NJZ34 Guardian Capital Group Ltd. Guardian Capital Group Ltd. Y equity-performance leg 2026-10-20 0.00000000 CAD 0.00000000 CAD 17323.36000000 CAD 75.06000000 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 000000000 18053.19000000 OU Notional Amount USD 2589.97000000 0.000599745538 N/A DE US N 2 Morgan Stanley IGJSJL3JD5P30I6NJZ34 Alphawave IP Group PLC Alphawave IP Group PLC Y equity-performance leg 2026-10-20 0.00000000 USD 0.00000000 USD 18053.19000000 USD 2589.97000000 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 000000000 20077.79000000 OU Notional Amount USD -1004.95000000 -0.00023271091 N/A DE US N 2 Morgan Stanley IGJSJL3JD5P30I6NJZ34 QUALCOMM, Inc. QUALCOMM, Inc. Y equity-performance leg 2026-10-20 0.00000000 USD 0.00000000 USD 20077.79000000 USD -1004.95000000 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 260.49000000 OU Notional Amount USD 61.69000000 0.000014285224 N/A DE US N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Charter Communications, Inc. Charter Communications, Inc. Y equity-performance leg 2027-07-15 0.00000000 USD 0.00000000 USD 260.49000000 USD 61.69000000 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 2730.45000000 OU Notional Amount 199.27000000 0.000046143891 N/A DE GB N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Bakkavor Group PLC Bakkavor Group PLC Y equity-performance leg 2027-07-15 0.00000000 GBP 0.00000000 GBP 2730.45000000 GBP 199.27000000 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 1751.94000000 OU Notional Amount -2.00000000 -0.00000046312 N/A DE GB N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Greencore Group PLC Greencore Group PLC Y equity-performance leg 2027-07-15 0.00000000 GBP 0.00000000 GBP 1751.94000000 GBP -2.00000000 N N N UBS Switzerland AG 549300WOIFUSNYH0FL22 000000000 9886.92000000 OU Notional Amount USD 511.56000000 0.000118459220 N/A DE US N 2 UBS Switzerland AG 549300WOIFUSNYH0FL22 HNI Corp. HNI Corp. Y equity-performance leg 2029-08-22 0.00000000 USD 0.00000000 USD 9886.92000000 USD 511.56000000 N N N UBS Switzerland AG 549300WOIFUSNYH0FL22 000000000 12002.97000000 OU Notional Amount USD 1671.94000000 0.000387162227 N/A DE US N 2 UBS Switzerland AG 549300WOIFUSNYH0FL22 Masterbrand, Inc. Masterbrand, Inc. Y equity-performance leg 2029-08-22 0.00000000 USD 0.00000000 USD 12002.97000000 USD 1671.94000000 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 000000000 7397.62000000 OU Notional Amount 30.66000000 0.000007099772 N/A DE CA N 2 Morgan Stanley IGJSJL3JD5P30I6NJZ34 Guardian Capital Group Ltd. Guardian Capital Group Ltd. Y equity-performance leg 2026-10-20 0.00000000 CAD 0.00000000 CAD 7397.62000000 CAD 30.66000000 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 9728.24000000 OU Notional Amount 488.56000000 0.000113133233 N/A DE GB N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Bakkavor Group PLC Bakkavor Group PLC Y equity-performance leg 2027-07-15 0.00000000 GBP 0.00000000 GBP 9728.24000000 GBP 488.56000000 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 6303.99000000 OU Notional Amount 157.64000000 0.000036503853 N/A DE GB N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Greencore Group PLC Greencore Group PLC Y equity-performance leg 2027-07-15 0.00000000 GBP 0.00000000 GBP 6303.99000000 GBP 157.64000000 N N N UBS Switzerland AG 549300WOIFUSNYH0FL22 000000000 4531.79000000 OU Notional Amount USD 319.12000000 0.000073896916 N/A DE US N 2 UBS Switzerland AG 549300WOIFUSNYH0FL22 HNI Corp. HNI Corp. Y equity-performance leg 2029-08-22 0.00000000 USD 0.00000000 USD 4531.79000000 USD 319.12000000 N N N UBS Switzerland AG 549300WOIFUSNYH0FL22 000000000 466.08000000 OU Notional Amount USD -62.94000000 -0.00001457468 N/A DE US N 2 UBS Switzerland AG 549300WOIFUSNYH0FL22 BioCryst Pharmaceuticals, Inc. BioCryst Pharmaceuticals, Inc. Y equity-performance leg 2029-08-22 0.00000000 USD 0.00000000 USD 466.08000000 USD -62.94000000 N N N UBS Switzerland AG 549300WOIFUSNYH0FL22 000000000 39236.40000000 OU Notional Amount USD -5286.93000000 -0.00122426617 N/A DE US N 2 UBS Switzerland AG 549300WOIFUSNYH0FL22 BioCryst Pharmaceuticals, Inc. BioCryst Pharmaceuticals, Inc. Y equity-performance leg 2029-08-22 0.00000000 USD 0.00000000 USD 39236.40000000 USD -5286.93000000 N N N UBS Switzerland AG 549300WOIFUSNYH0FL22 000000000 29041.36000000 OU Notional Amount USD 109.99000000 0.000025469797 N/A DE US N 2 UBS Switzerland AG 549300WOIFUSNYH0FL22 Fifth Third Bancorp Fifth Third Bancorp Y equity-performance leg 2029-08-22 0.00000000 USD 0.00000000 USD 29041.36000000 USD 109.99000000 N N N UBS Switzerland AG 549300WOIFUSNYH0FL22 000000000 12255.87000000 OU Notional Amount USD 1925.04000000 0.000445771244 N/A DE US N 2 UBS Switzerland AG 549300WOIFUSNYH0FL22 Masterbrand, Inc. Masterbrand, Inc. Y equity-performance leg 2029-08-22 0.00000000 USD 0.00000000 USD 12255.87000000 USD 1925.04000000 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 000000000 24967.98000000 OU Notional Amount 73.83000000 0.000017096419 N/A DE CA N 2 Morgan Stanley IGJSJL3JD5P30I6NJZ34 Guardian Capital Group Ltd. Guardian Capital Group Ltd. Y equity-performance leg 2026-10-20 0.00000000 CAD 0.00000000 CAD 24967.98000000 CAD 73.83000000 N N N UBS Switzerland AG 549300WOIFUSNYH0FL22 000000000 41779.77000000 OU Notional Amount USD -3295.52000000 -0.00076312598 N/A DE US N 2 UBS Switzerland AG 549300WOIFUSNYH0FL22 BioCryst Pharmaceuticals, Inc. BioCryst Pharmaceuticals, Inc. Y equity-performance leg 2029-08-22 0.00000000 USD 0.00000000 USD 41779.77000000 USD -3295.52000000 N N N UBS Switzerland AG 549300WOIFUSNYH0FL22 000000000 445.09000000 OU Notional Amount USD 32.05000000 0.000007421647 N/A DE US N 2 UBS Switzerland AG 549300WOIFUSNYH0FL22 HNI Corp. HNI Corp. Y equity-performance leg 2029-08-22 0.00000000 USD 0.00000000 USD 445.09000000 USD 32.05000000 N N N UBS Switzerland AG 549300WOIFUSNYH0FL22 000000000 29622.69000000 OU Notional Amount USD -1711.35000000 -0.00039628819 N/A DE US N 2 UBS Switzerland AG 549300WOIFUSNYH0FL22 BioCryst Pharmaceuticals, Inc. BioCryst Pharmaceuticals, Inc. Y equity-performance leg 2029-08-22 0.00000000 USD 0.00000000 USD 29622.69000000 USD -1711.35000000 N N N UBS Switzerland AG 549300WOIFUSNYH0FL22 000000000 20229.75000000 OU Notional Amount USD 3248.86000000 0.000752321180 N/A DE US N 2 UBS Switzerland AG 549300WOIFUSNYH0FL22 Masterbrand, Inc. Masterbrand, Inc. Y equity-performance leg 2029-08-22 0.00000000 USD 0.00000000 USD 20229.75000000 USD 3248.86000000 N N N UBS Switzerland AG 549300WOIFUSNYH0FL22 000000000 68811.00000000 OU Notional Amount USD -653.40000000 -0.00015130435 N/A DE US N 2 UBS Switzerland AG 549300WOIFUSNYH0FL22 Fifth Third Bancorp Fifth Third Bancorp Y equity-performance leg 2029-08-22 0.00000000 USD 0.00000000 USD 68811.00000000 USD -653.40000000 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 000000000 12209.16000000 OU Notional Amount 42.40000000 0.000009818341 N/A DE CA N 2 Morgan Stanley IGJSJL3JD5P30I6NJZ34 Guardian Capital Group Ltd. Guardian Capital Group Ltd. Y equity-performance leg 2026-10-20 0.00000000 CAD 0.00000000 CAD 12209.16000000 CAD 42.40000000 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 38976.03000000 OU Notional Amount USD -1178.53000000 -0.00027290590 N/A DE US N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Union Pacific Corp. Union Pacific Corp. Y equity-performance leg 2027-07-15 0.00000000 USD 0.00000000 USD 38976.03000000 USD -1178.53000000 N N N UBS Switzerland AG 549300WOIFUSNYH0FL22 000000000 114684.60000000 OU Notional Amount USD -7025.73000000 -0.00162691082 N/A DE US N 2 UBS Switzerland AG 549300WOIFUSNYH0FL22 Fifth Third Bancorp Fifth Third Bancorp Y equity-performance leg 2029-08-22 0.00000000 USD 0.00000000 USD 114684.60000000 USD -7025.73000000 N N N UBS Switzerland AG 549300WOIFUSNYH0FL22 000000000 3590.80000000 OU Notional Amount USD -197.60000000 -0.00004575717 N/A DE US N 2 UBS Switzerland AG 549300WOIFUSNYH0FL22 BioCryst Pharmaceuticals, Inc. BioCryst Pharmaceuticals, Inc. Y equity-performance leg 2029-08-22 0.00000000 USD 0.00000000 USD 3590.80000000 USD -197.60000000 N N N UBS Switzerland AG 549300WOIFUSNYH0FL22 000000000 2570.39000000 OU Notional Amount USD 31.98000000 0.000007405438 N/A DE US N 2 UBS Switzerland AG 549300WOIFUSNYH0FL22 Towne Bank Towne Bank Y equity-performance leg 2029-08-22 0.00000000 USD 0.00000000 USD 2570.39000000 USD 31.98000000 N N N UBS Switzerland AG 549300WOIFUSNYH0FL22 000000000 84387.84000000 OU Notional Amount USD -5026.42000000 -0.00116394126 N/A DE US N 2 UBS Switzerland AG 549300WOIFUSNYH0FL22 Fifth Third Bancorp Fifth Third Bancorp Y equity-performance leg 2029-08-22 0.00000000 USD 0.00000000 USD 84387.84000000 USD -5026.42000000 N N N UBS Switzerland AG 549300WOIFUSNYH0FL22 000000000 13137.00000000 OU Notional Amount USD -5685.80000000 -0.00131663037 N/A DE US N 2 UBS Switzerland AG 549300WOIFUSNYH0FL22 Compass, Inc. Compass, Inc. Y equity-performance leg 2029-08-22 0.00000000 USD 0.00000000 USD 13137.00000000 USD -5685.80000000 N N N UBS Switzerland AG 549300WOIFUSNYH0FL22 000000000 3501.07000000 OU Notional Amount USD -288.81000000 -0.00006687819 N/A DE US N 2 UBS Switzerland AG 549300WOIFUSNYH0FL22 BioCryst Pharmaceuticals, Inc. BioCryst Pharmaceuticals, Inc. Y equity-performance leg 2029-08-22 0.00000000 USD 0.00000000 USD 3501.07000000 USD -288.81000000 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 000000000 24703.75000000 OU Notional Amount 76.76000000 0.000017774903 N/A DE CA N 2 Morgan Stanley IGJSJL3JD5P30I6NJZ34 Guardian Capital Group Ltd. Guardian Capital Group Ltd. Y equity-performance leg 2026-10-20 0.00000000 CAD 0.00000000 CAD 24703.75000000 CAD 76.76000000 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 000000000 12804.86000000 OU Notional Amount 50.11000000 0.000011603705 N/A DE CA N 2 Morgan Stanley IGJSJL3JD5P30I6NJZ34 Guardian Capital Group Ltd. Guardian Capital Group Ltd. Y equity-performance leg 2026-10-20 0.00000000 CAD 0.00000000 CAD 12804.86000000 CAD 50.11000000 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 000000000 6007.66000000 OU Notional Amount 20.04000000 0.000004640555 N/A DE CA N 2 Morgan Stanley IGJSJL3JD5P30I6NJZ34 Guardian Capital Group Ltd. Guardian Capital Group Ltd. Y equity-performance leg 2026-10-20 0.00000000 CAD 0.00000000 CAD 6007.66000000 CAD 20.04000000 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 52.37000000 OU Notional Amount 3.32000000 0.000000768794 N/A DE GB N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Bakkavor Group PLC Bakkavor Group PLC Y equity-performance leg 2027-07-15 0.00000000 GBP 0.00000000 GBP 52.37000000 GBP 3.32000000 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 36.21000000 OU Notional Amount 0.42000000 0.000000097257 N/A DE GB N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Greencore Group PLC Greencore Group PLC Y equity-performance leg 2027-07-15 0.00000000 GBP 0.00000000 GBP 36.21000000 GBP 0.42000000 N N N UBS Switzerland AG 549300WOIFUSNYH0FL22 000000000 27933.95000000 OU Notional Amount USD 1938.89000000 0.000448978415 N/A DE US N 2 UBS Switzerland AG 549300WOIFUSNYH0FL22 HNI Corp. HNI Corp. Y equity-performance leg 2029-08-22 0.00000000 USD 0.00000000 USD 27933.95000000 USD 1938.89000000 N N N UBS Switzerland AG 549300WOIFUSNYH0FL22 000000000 2671.62000000 OU Notional Amount USD 66.30000000 0.000015352737 N/A DE US N 2 UBS Switzerland AG 549300WOIFUSNYH0FL22 Towne Bank Towne Bank Y equity-performance leg 2029-08-22 0.00000000 USD 0.00000000 USD 2671.62000000 USD 66.30000000 N N N UBS Switzerland AG 549300WOIFUSNYH0FL22 000000000 28684.50000000 OU Notional Amount USD -11527.06000000 -0.00266925979 N/A DE US N 2 UBS Switzerland AG 549300WOIFUSNYH0FL22 Compass, Inc. Compass, Inc. Y equity-performance leg 2029-08-22 0.00000000 USD 0.00000000 USD 28684.50000000 USD -11527.06000000 N N N UBS Switzerland AG 549300WOIFUSNYH0FL22 000000000 12902.78000000 OU Notional Amount USD -597.16000000 -0.00013828115 N/A DE US N 2 UBS Switzerland AG 549300WOIFUSNYH0FL22 BioCryst Pharmaceuticals, Inc. BioCryst Pharmaceuticals, Inc. Y equity-performance leg 2029-08-22 0.00000000 USD 0.00000000 USD 12902.78000000 USD -597.16000000 N N N UBS Switzerland AG 549300WOIFUSNYH0FL22 000000000 66891.54000000 OU Notional Amount USD -9634.06000000 -0.00223090788 N/A DE US N 2 UBS Switzerland AG 549300WOIFUSNYH0FL22 Black Hills Corp. Black Hills Corp. Y equity-performance leg 2029-08-22 0.00000000 USD 0.00000000 USD 66891.54000000 USD -9634.06000000 N N N UBS Switzerland AG 549300WOIFUSNYH0FL22 000000000 90455.01000000 OU Notional Amount USD -3939.37000000 -0.00091221889 N/A DE US N 2 UBS Switzerland AG 549300WOIFUSNYH0FL22 Fifth Third Bancorp Fifth Third Bancorp Y equity-performance leg 2029-08-22 0.00000000 USD 0.00000000 USD 90455.01000000 USD -3939.37000000 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 000000000 2871.79000000 OU Notional Amount 8.64000000 0.000002000718 N/A DE CA N 2 Morgan Stanley IGJSJL3JD5P30I6NJZ34 Guardian Capital Group Ltd. Guardian Capital Group Ltd. Y equity-performance leg 2026-10-20 0.00000000 CAD 0.00000000 CAD 2871.79000000 CAD 8.64000000 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 47231.02000000 OU Notional Amount USD -792.69000000 -0.00018355899 N/A DE US N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Union Pacific Corp. Union Pacific Corp. Y equity-performance leg 2027-07-15 0.00000000 USD 0.00000000 USD 47231.02000000 USD -792.69000000 N N N UBS Switzerland AG 549300WOIFUSNYH0FL22 000000000 2406.91000000 OU Notional Amount USD -67.15000000 -0.00001554956 N/A DE US N 2 UBS Switzerland AG 549300WOIFUSNYH0FL22 BioCryst Pharmaceuticals, Inc. BioCryst Pharmaceuticals, Inc. Y equity-performance leg 2029-08-22 0.00000000 USD 0.00000000 USD 2406.91000000 USD -67.15000000 N N N UBS Switzerland AG 549300WOIFUSNYH0FL22 000000000 8319.42000000 OU Notional Amount USD -1164.19000000 -0.00026958526 N/A DE US N 2 UBS Switzerland AG 549300WOIFUSNYH0FL22 Black Hills Corp. Black Hills Corp. Y equity-performance leg 2029-08-22 0.00000000 USD 0.00000000 USD 8319.42000000 USD -1164.19000000 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 000000000 10151.68000000 OU Notional Amount 31.09000000 0.000007199345 N/A DE CA N 2 Morgan Stanley IGJSJL3JD5P30I6NJZ34 Guardian Capital Group Ltd. Guardian Capital Group Ltd. Y equity-performance leg 2026-10-20 0.00000000 CAD 0.00000000 CAD 10151.68000000 CAD 31.09000000 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 111.08000000 OU Notional Amount 4.56000000 0.000001055934 N/A DE GB N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Greencore Group PLC Greencore Group PLC Y equity-performance leg 2027-07-15 0.00000000 GBP 0.00000000 GBP 111.08000000 GBP 4.56000000 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 165.85000000 OU Notional Amount 7.25000000 0.000001678843 N/A DE GB N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Bakkavor Group PLC Bakkavor Group PLC Y equity-performance leg 2027-07-15 0.00000000 GBP 0.00000000 GBP 165.85000000 GBP 7.25000000 N N N UBS Switzerland AG 549300WOIFUSNYH0FL22 000000000 9245.68000000 OU Notional Amount USD -200.85000000 -0.00004650976 N/A DE US N 2 UBS Switzerland AG 549300WOIFUSNYH0FL22 BioCryst Pharmaceuticals, Inc. BioCryst Pharmaceuticals, Inc. Y equity-performance leg 2029-08-22 0.00000000 USD 0.00000000 USD 9245.68000000 USD -200.85000000 N N N UBS Switzerland AG 549300WOIFUSNYH0FL22 000000000 2588.20000000 OU Notional Amount USD 49.10000000 0.000011369825 N/A DE US N 2 UBS Switzerland AG 549300WOIFUSNYH0FL22 Towne Bank Towne Bank Y equity-performance leg 2029-08-22 0.00000000 USD 0.00000000 USD 2588.20000000 USD 49.10000000 N N N UBS Switzerland AG 549300WOIFUSNYH0FL22 000000000 3641.98000000 OU Notional Amount USD 67.19000000 0.000015558829 N/A DE US N 2 UBS Switzerland AG 549300WOIFUSNYH0FL22 Towne Bank Towne Bank Y equity-performance leg 2029-08-22 0.00000000 USD 0.00000000 USD 3641.98000000 USD 67.19000000 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 000000000 4547.81000000 OU Notional Amount 9.69000000 0.000002243861 N/A DE CA N 2 Morgan Stanley IGJSJL3JD5P30I6NJZ34 Guardian Capital Group Ltd. Guardian Capital Group Ltd. Y equity-performance leg 2026-10-20 0.00000000 CAD 0.00000000 CAD 4547.81000000 CAD 9.69000000 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 2401.42000000 OU Notional Amount 122.37000000 0.000028336568 N/A DE GB N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Bakkavor Group PLC Bakkavor Group PLC Y equity-performance leg 2027-07-15 0.00000000 GBP 0.00000000 GBP 2401.42000000 GBP 122.37000000 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 1613.58000000 OU Notional Amount 49.68000000 0.000011504132 N/A DE GB N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Greencore Group PLC Greencore Group PLC Y equity-performance leg 2027-07-15 0.00000000 GBP 0.00000000 GBP 1613.58000000 GBP 49.68000000 N N N UBS Switzerland AG 549300WOIFUSNYH0FL22 000000000 13207.70000000 OU Notional Amount USD 49.72000000 0.000011513395 N/A DE US N 2 UBS Switzerland AG 549300WOIFUSNYH0FL22 BioCryst Pharmaceuticals, Inc. BioCryst Pharmaceuticals, Inc. Y equity-performance leg 2029-08-22 0.00000000 USD 0.00000000 USD 13207.70000000 USD 49.72000000 N N N UBS Switzerland AG 549300WOIFUSNYH0FL22 000000000 46090.57000000 OU Notional Amount USD -5745.65000000 -0.00133048952 N/A DE US N 2 UBS Switzerland AG 549300WOIFUSNYH0FL22 Black Hills Corp. Black Hills Corp. Y equity-performance leg 2029-08-22 0.00000000 USD 0.00000000 USD 46090.57000000 USD -5745.65000000 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 000000000 745981.71000000 OU Notional Amount -9697.40000000 -0.00224557519 N/A DE BR N 2 Morgan Stanley IGJSJL3JD5P30I6NJZ34 BMF Ibovespa Index Futures BZZ5 Index Y equity-performance leg 2025-12-17 0.00000000 BRL 0.00000000 BRL 745981.71000000 BRL -9697.40000000 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 000000000 2274.77000000 OU Notional Amount 4.64000000 0.000001074460 N/A DE CA N 2 Morgan Stanley IGJSJL3JD5P30I6NJZ34 Guardian Capital Group Ltd. Guardian Capital Group Ltd. Y equity-performance leg 2026-10-20 0.00000000 CAD 0.00000000 CAD 2274.77000000 CAD 4.64000000 N N N UBS Switzerland AG 549300WOIFUSNYH0FL22 000000000 12332.23000000 OU Notional Amount USD 71.99000000 0.000016670340 N/A DE US N 2 UBS Switzerland AG 549300WOIFUSNYH0FL22 BioCryst Pharmaceuticals, Inc. BioCryst Pharmaceuticals, Inc. Y equity-performance leg 2029-08-22 0.00000000 USD 0.00000000 USD 12332.23000000 USD 71.99000000 N N N UBS Switzerland AG 549300WOIFUSNYH0FL22 000000000 20419.54000000 OU Notional Amount USD -1298.37000000 -0.00030065661 N/A DE US N 2 UBS Switzerland AG 549300WOIFUSNYH0FL22 Nicolet Bankshares, Inc. Nicolet Bankshares, Inc. Y equity-performance leg 2029-08-22 0.00000000 USD 0.00000000 USD 20419.54000000 USD -1298.37000000 N N N UBS Switzerland AG 549300WOIFUSNYH0FL22 000000000 3604.91000000 OU Notional Amount USD 62.14000000 0.000014389428 N/A DE US N 2 UBS Switzerland AG 549300WOIFUSNYH0FL22 Towne Bank Towne Bank Y equity-performance leg 2029-08-22 0.00000000 USD 0.00000000 USD 3604.91000000 USD 62.14000000 N N N UBS Switzerland AG 549300WOIFUSNYH0FL22 000000000 46501.31000000 OU Notional Amount USD -5272.34000000 -0.00122088765 N/A DE US N 2 UBS Switzerland AG 549300WOIFUSNYH0FL22 Black Hills Corp. Black Hills Corp. Y equity-performance leg 2029-08-22 0.00000000 USD 0.00000000 USD 46501.31000000 USD -5272.34000000 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 000000000 1646283.87000000 OU Notional Amount -20374.34000000 -0.00471797723 N/A DE BR N 2 Morgan Stanley IGJSJL3JD5P30I6NJZ34 BMF Ibovespa Index Futures BZZ5 Index Y equity-performance leg 2025-12-17 0.00000000 BRL 0.00000000 BRL 1646283.87000000 BRL -20374.34000000 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 000000000 7024.74000000 OU Notional Amount 14.83000000 0.000003434103 N/A DE CA N 2 Morgan Stanley IGJSJL3JD5P30I6NJZ34 Guardian Capital Group Ltd. Guardian Capital Group Ltd. Y equity-performance leg 2026-10-20 0.00000000 CAD 0.00000000 CAD 7024.74000000 CAD 14.83000000 N N N UBS Switzerland AG 549300WOIFUSNYH0FL22 000000000 405.47000000 OU Notional Amount USD -16.85000000 -0.00000390186 N/A DE US N 2 UBS Switzerland AG 549300WOIFUSNYH0FL22 Huntington Bancshares, Inc. Huntington Bancshares, Inc. Y equity-performance leg 2029-08-22 0.00000000 USD 0.00000000 USD 405.47000000 USD -16.85000000 N N N UBS Switzerland AG 549300WOIFUSNYH0FL22 000000000 255573.34000000 OU Notional Amount USD -11059.46000000 -0.00256098016 N/A DE US N 2 UBS Switzerland AG 549300WOIFUSNYH0FL22 Huntington Bancshares, Inc. Huntington Bancshares, Inc. Y equity-performance leg 2029-08-22 0.00000000 USD 0.00000000 USD 255573.34000000 USD -11059.46000000 N N N UBS Switzerland AG 549300WOIFUSNYH0FL22 000000000 18546.91000000 OU Notional Amount USD -2268.04000000 -0.00052519792 N/A DE US N 2 UBS Switzerland AG 549300WOIFUSNYH0FL22 Black Hills Corp. Black Hills Corp. Y equity-performance leg 2029-08-22 0.00000000 USD 0.00000000 USD 18546.91000000 USD -2268.04000000 N N N UBS Switzerland AG 549300WOIFUSNYH0FL22 000000000 3612.08000000 OU Notional Amount USD 35.40000000 0.000008197389 N/A DE US N 2 UBS Switzerland AG 549300WOIFUSNYH0FL22 Towne Bank Towne Bank Y equity-performance leg 2029-08-22 0.00000000 USD 0.00000000 USD 3612.08000000 USD 35.40000000 N N N UBS Switzerland AG 549300WOIFUSNYH0FL22 000000000 5940.78000000 OU Notional Amount USD 816.68000000 0.000189114231 N/A DE US N 2 UBS Switzerland AG 549300WOIFUSNYH0FL22 Masterbrand, Inc. Masterbrand, Inc. Y equity-performance leg 2029-08-22 0.00000000 USD 0.00000000 USD 5940.78000000 USD 816.68000000 N N N UBS Switzerland AG 549300WOIFUSNYH0FL22 000000000 3466.21000000 OU Notional Amount USD -48.60000000 -0.00001125404 N/A DE US N 2 UBS Switzerland AG 549300WOIFUSNYH0FL22 Nicolet Bankshares, Inc. Nicolet Bankshares, Inc. Y equity-performance leg 2029-08-22 0.00000000 USD 0.00000000 USD 3466.21000000 USD -48.60000000 N N N UBS Switzerland AG 549300WOIFUSNYH0FL22 000000000 37037.86000000 OU Notional Amount USD -4370.89000000 -0.00101214368 N/A DE US N 2 UBS Switzerland AG 549300WOIFUSNYH0FL22 Black Hills Corp. Black Hills Corp. Y equity-performance leg 2029-08-22 0.00000000 USD 0.00000000 USD 37037.86000000 USD -4370.89000000 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 000000000 1649589.34000000 OU Notional Amount -19755.08000000 -0.00457457850 N/A DE BR N 2 Morgan Stanley IGJSJL3JD5P30I6NJZ34 BMF Ibovespa Index Futures BZZ5 Index Y equity-performance leg 2025-12-17 0.00000000 BRL 0.00000000 BRL 1649589.34000000 BRL -19755.08000000 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 000000000 8162.23000000 OU Notional Amount 17.58000000 0.000004070906 N/A DE CA N 2 Morgan Stanley IGJSJL3JD5P30I6NJZ34 Guardian Capital Group Ltd. Guardian Capital Group Ltd. Y equity-performance leg 2026-10-20 0.00000000 CAD 0.00000000 CAD 8162.23000000 CAD 17.58000000 N N N UBS Switzerland AG 549300WOIFUSNYH0FL22 000000000 40454.68000000 OU Notional Amount USD -5078.19000000 -0.00117592937 N/A DE US N 2 UBS Switzerland AG 549300WOIFUSNYH0FL22 Black Hills Corp. Black Hills Corp. Y equity-performance leg 2029-08-22 0.00000000 USD 0.00000000 USD 40454.68000000 USD -5078.19000000 N N N UBS Switzerland AG 549300WOIFUSNYH0FL22 000000000 65240.10000000 OU Notional Amount USD -7876.32000000 -0.00182387741 N/A DE US N 2 UBS Switzerland AG 549300WOIFUSNYH0FL22 Black Hills Corp. Black Hills Corp. Y equity-performance leg 2029-08-22 0.00000000 USD 0.00000000 USD 65240.10000000 USD -7876.32000000 N N N UBS Switzerland AG 549300WOIFUSNYH0FL22 000000000 5927.97000000 OU Notional Amount USD 814.28000000 0.000188558476 N/A DE US N 2 UBS Switzerland AG 549300WOIFUSNYH0FL22 Masterbrand, Inc. Masterbrand, Inc. Y equity-performance leg 2029-08-22 0.00000000 USD 0.00000000 USD 5927.97000000 USD 814.28000000 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 42728.83000000 OU Notional Amount USD -2332.39000000 -0.00054009911 N/A DE US N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Union Pacific Corp. Union Pacific Corp. Y equity-performance leg 2027-07-15 0.00000000 USD 0.00000000 USD 42728.83000000 USD -2332.39000000 N N N UBS Switzerland AG 549300WOIFUSNYH0FL22 000000000 100322.39000000 OU Notional Amount USD 20811.92000000 0.004819305304 N/A DE US N 2 UBS Switzerland AG 549300WOIFUSNYH0FL22 Skyworks Solutions, Inc. Skyworks Solutions, Inc. Y equity-performance leg 2029-08-22 0.00000000 USD 0.00000000 USD 100322.39000000 USD 20811.92000000 N N N UBS Switzerland AG 549300WOIFUSNYH0FL22 000000000 173034.58000000 OU Notional Amount USD -8978.37000000 -0.00207907325 N/A DE US N 2 UBS Switzerland AG 549300WOIFUSNYH0FL22 Huntington Bancshares, Inc. Huntington Bancshares, Inc. Y equity-performance leg 2029-08-22 0.00000000 USD 0.00000000 USD 173034.58000000 USD -8978.37000000 N N N UBS Switzerland AG 549300WOIFUSNYH0FL22 000000000 8771.63000000 OU Notional Amount USD 136.40000000 0.000031585420 N/A DE US N 2 UBS Switzerland AG 549300WOIFUSNYH0FL22 BioCryst Pharmaceuticals, Inc. BioCryst Pharmaceuticals, Inc. Y equity-performance leg 2029-08-22 0.00000000 USD 0.00000000 USD 8771.63000000 USD 136.40000000 N N N UBS Switzerland AG 549300WOIFUSNYH0FL22 000000000 47093.20000000 OU Notional Amount USD -5942.75000000 -0.00137613091 N/A DE US N 2 UBS Switzerland AG 549300WOIFUSNYH0FL22 Black Hills Corp. Black Hills Corp. Y equity-performance leg 2029-08-22 0.00000000 USD 0.00000000 USD 47093.20000000 USD -5942.75000000 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 000000000 1511425.54000000 OU Notional Amount -15748.75000000 -0.00364685403 N/A DE BR N 2 Morgan Stanley IGJSJL3JD5P30I6NJZ34 BMF Ibovespa Index Futures BZZ5 Index Y equity-performance leg 2025-12-17 0.00000000 BRL 0.00000000 BRL 1511425.54000000 BRL -15748.75000000 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 000000000 10584.59000000 OU Notional Amount 13.49000000 0.000003123807 N/A DE CA N 2 Morgan Stanley IGJSJL3JD5P30I6NJZ34 Guardian Capital Group Ltd. Guardian Capital Group Ltd. Y equity-performance leg 2026-10-20 0.00000000 CAD 0.00000000 CAD 10584.59000000 CAD 13.49000000 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 13333.88000000 OU Notional Amount 90.42000000 0.000020938077 N/A DE GB N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Just Group PLC Just Group PLC Y equity-performance leg 2027-07-15 0.00000000 GBP 0.00000000 GBP 13333.88000000 GBP 90.42000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 14984.52000000 OU Notional Amount USD 1470.48000000 0.000340511210 N/A DE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 Gildan Activewear, Inc. Gildan Activewear, Inc. Y equity-performance leg 2026-08-12 0.00000000 USD 0.00000000 USD 14984.52000000 USD 1470.48000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 23654.05000000 OU Notional Amount USD 2242.62000000 0.000519311551 N/A DE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 Gildan Activewear, Inc. Gildan Activewear, Inc. Y equity-performance leg 2026-08-12 0.00000000 USD 0.00000000 USD 23654.05000000 USD 2242.62000000 N N N UBS Switzerland AG 549300WOIFUSNYH0FL22 000000000 81273.05000000 OU Notional Amount USD -6353.27000000 -0.00147119284 N/A DE US N 2 UBS Switzerland AG 549300WOIFUSNYH0FL22 Huntington Bancshares, Inc. Huntington Bancshares, Inc. Y equity-performance leg 2029-08-22 0.00000000 USD 0.00000000 USD 81273.05000000 USD -6353.27000000 N N N UBS Switzerland AG 549300WOIFUSNYH0FL22 000000000 204214.93000000 OU Notional Amount USD -15963.87000000 -0.00369666822 N/A DE US N 2 UBS Switzerland AG 549300WOIFUSNYH0FL22 Huntington Bancshares, Inc. Huntington Bancshares, Inc. Y equity-performance leg 2029-08-22 0.00000000 USD 0.00000000 USD 204214.93000000 USD -15963.87000000 N N N UBS Switzerland AG 549300WOIFUSNYH0FL22 000000000 13488.86000000 OU Notional Amount USD 237.90000000 0.000055089234 N/A DE US N 2 UBS Switzerland AG 549300WOIFUSNYH0FL22 BioCryst Pharmaceuticals, Inc. BioCryst Pharmaceuticals, Inc. Y equity-performance leg 2029-08-22 0.00000000 USD 0.00000000 USD 13488.86000000 USD 237.90000000 N N N UBS Switzerland AG 549300WOIFUSNYH0FL22 000000000 10818.07000000 OU Notional Amount USD -3649.36000000 -0.00084506282 N/A DE US N 2 UBS Switzerland AG 549300WOIFUSNYH0FL22 Compass, Inc. Compass, Inc. Y equity-performance leg 2029-08-22 0.00000000 USD 0.00000000 USD 10818.07000000 USD -3649.36000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 36076.08000000 OU Notional Amount USD 3263.18000000 0.000755637186 N/A DE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 Gildan Activewear, Inc. Gildan Activewear, Inc. Y equity-performance leg 2026-08-12 0.00000000 USD 0.00000000 USD 36076.08000000 USD 3263.18000000 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 000000000 3926.21000000 OU Notional Amount USD -349.37000000 -0.00008090174 N/A DE US N 2 Morgan Stanley IGJSJL3JD5P30I6NJZ34 Ryerson Holding Corp. Ryerson Holding Corp. Y equity-performance leg 2026-10-20 0.00000000 USD 0.00000000 USD 3926.21000000 USD -349.37000000 N N N UBS Switzerland AG 549300WOIFUSNYH0FL22 000000000 3582.36000000 OU Notional Amount USD 4.83000000 0.000001118457 N/A DE US N 2 UBS Switzerland AG 549300WOIFUSNYH0FL22 Towne Bank Towne Bank Y equity-performance leg 2029-08-22 0.00000000 USD 0.00000000 USD 3582.36000000 USD 4.83000000 N N N UBS Switzerland AG 549300WOIFUSNYH0FL22 000000000 10332.82000000 OU Notional Amount USD -591.90000000 -0.00013706312 N/A DE US N 2 UBS Switzerland AG 549300WOIFUSNYH0FL22 Nicolet Bankshares, Inc. Nicolet Bankshares, Inc. Y equity-performance leg 2029-08-22 0.00000000 USD 0.00000000 USD 10332.82000000 USD -591.90000000 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 000000000 1211250.42000000 OU Notional Amount -12203.71000000 -0.00282594803 N/A DE BR N 2 Morgan Stanley IGJSJL3JD5P30I6NJZ34 BMF Ibovespa Index Futures BZZ5 Index Y equity-performance leg 2025-12-17 0.00000000 BRL 0.00000000 BRL 1211250.42000000 BRL -12203.71000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 21339.03000000 OU Notional Amount USD 1364.33000000 0.000315930620 N/A DE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 Gildan Activewear, Inc. Gildan Activewear, Inc. Y equity-performance leg 2026-08-12 0.00000000 USD 0.00000000 USD 21339.03000000 USD 1364.33000000 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 17667.95000000 OU Notional Amount USD 2915.40000000 0.000675103627 N/A DE US N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Charter Communications, Inc. Charter Communications, Inc. Y equity-performance leg 2027-07-15 0.00000000 USD 0.00000000 USD 17667.95000000 USD 2915.40000000 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 000000000 83959.87000000 OU Notional Amount USD 1822.30000000 0.000421980290 N/A DE US N 2 Morgan Stanley IGJSJL3JD5P30I6NJZ34 Terex Corp. Terex Corp. Y equity-performance leg 2026-10-20 0.00000000 USD 0.00000000 USD 83959.87000000 USD 1822.30000000 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 000000000 933.86000000 OU Notional Amount USD -72.23000000 -0.00001672591 N/A DE US N 2 Morgan Stanley IGJSJL3JD5P30I6NJZ34 Ryerson Holding Corp. Ryerson Holding Corp. Y equity-performance leg 2026-10-20 0.00000000 USD 0.00000000 USD 933.86000000 USD -72.23000000 N N N UBS Switzerland AG 549300WOIFUSNYH0FL22 000000000 204880.14000000 OU Notional Amount USD 36884.64000000 0.008541179344 N/A DE US N 2 UBS Switzerland AG 549300WOIFUSNYH0FL22 Skyworks Solutions, Inc. Skyworks Solutions, Inc. Y equity-performance leg 2029-08-22 0.00000000 USD 0.00000000 USD 204880.14000000 USD 36884.64000000 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 000000000 16738.57000000 OU Notional Amount USD 431.05000000 0.000099815949 N/A DE US N 2 Morgan Stanley IGJSJL3JD5P30I6NJZ34 Terex Corp. Terex Corp. Y equity-performance leg 2026-10-20 0.00000000 USD 0.00000000 USD 16738.57000000 USD 431.05000000 N N N UBS Switzerland AG 549300WOIFUSNYH0FL22 000000000 68543.13000000 OU Notional Amount USD -4185.71000000 -0.00096926253 N/A DE US N 2 UBS Switzerland AG 549300WOIFUSNYH0FL22 Huntington Bancshares, Inc. Huntington Bancshares, Inc. Y equity-performance leg 2029-08-22 0.00000000 USD 0.00000000 USD 68543.13000000 USD -4185.71000000 N N N UBS Switzerland AG 549300WOIFUSNYH0FL22 000000000 11335.86000000 OU Notional Amount USD -4488.04000000 -0.00103927148 N/A DE US N 2 UBS Switzerland AG 549300WOIFUSNYH0FL22 Compass, Inc. Compass, Inc. Y equity-performance leg 2029-08-22 0.00000000 USD 0.00000000 USD 11335.86000000 USD -4488.04000000 N N N UBS Switzerland AG 549300WOIFUSNYH0FL22 000000000 6603.20000000 OU Notional Amount USD -557.08000000 -0.00012900004 N/A DE US N 2 UBS Switzerland AG 549300WOIFUSNYH0FL22 Nicolet Bankshares, Inc. Nicolet Bankshares, Inc. Y equity-performance leg 2029-08-22 0.00000000 USD 0.00000000 USD 6603.20000000 USD -557.08000000 N N N UBS Switzerland AG 549300WOIFUSNYH0FL22 000000000 5876.28000000 OU Notional Amount USD 748.83000000 0.000173402568 N/A DE US N 2 UBS Switzerland AG 549300WOIFUSNYH0FL22 Masterbrand, Inc. Masterbrand, Inc. Y equity-performance leg 2029-08-22 0.00000000 USD 0.00000000 USD 5876.28000000 USD 748.83000000 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 000000000 1060527.65000000 OU Notional Amount -10550.19000000 -0.00244305122 N/A DE BR N 2 Morgan Stanley IGJSJL3JD5P30I6NJZ34 BMF Ibovespa Index Futures BZZ5 Index Y equity-performance leg 2025-12-17 0.00000000 BRL 0.00000000 BRL 1060527.65000000 BRL -10550.19000000 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 9311.58000000 OU Notional Amount -3.47000000 -0.00000080352 N/A DE DE N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Grupo Catalana Occidente SA Grupo Catalana Occidente SA Y equity-performance leg 2027-07-15 0.00000000 EUR 0.00000000 EUR 9311.58000000 EUR -3.47000000 N N N UBS Switzerland AG 549300WOIFUSNYH0FL22 000000000 242691.89000000 OU Notional Amount USD -14686.40000000 -0.00340085131 N/A DE US N 2 UBS Switzerland AG 549300WOIFUSNYH0FL22 Huntington Bancshares, Inc. Huntington Bancshares, Inc. Y equity-performance leg 2029-08-22 0.00000000 USD 0.00000000 USD 242691.89000000 USD -14686.40000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 1036000.00000000 OU Notional Amount -9381.15000000 -0.00217234286 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2035-04-22 0.00000000 NZD -29314.59000000 NZD 1036000.00000000 NZD 7288.82000000 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 000000000 8045.18000000 OU Notional Amount USD -111.93000000 -0.00002591903 N/A DE US N 2 Morgan Stanley IGJSJL3JD5P30I6NJZ34 Terex Corp. Terex Corp. Y equity-performance leg 2026-10-20 0.00000000 USD 0.00000000 USD 8045.18000000 USD -111.93000000 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 000000000 277.01000000 OU Notional Amount USD -20.32000000 -0.00000470539 N/A DE US N 2 Morgan Stanley IGJSJL3JD5P30I6NJZ34 Ryerson Holding Corp. Ryerson Holding Corp. Y equity-performance leg 2026-10-20 0.00000000 USD 0.00000000 USD 277.01000000 USD -20.32000000 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 000000000 166906.02000000 OU Notional Amount USD -471.02000000 -0.00010907158 N/A DE US N 2 Morgan Stanley IGJSJL3JD5P30I6NJZ34 Terex Corp. Terex Corp. Y equity-performance leg 2026-10-20 0.00000000 USD 0.00000000 USD 166906.02000000 USD -471.02000000 N N N UBS Switzerland AG 549300WOIFUSNYH0FL22 000000000 15651.91000000 OU Notional Amount USD -5748.38000000 -0.00133112169 N/A DE US N 2 UBS Switzerland AG 549300WOIFUSNYH0FL22 Compass, Inc. Compass, Inc. Y equity-performance leg 2029-08-22 0.00000000 USD 0.00000000 USD 15651.91000000 USD -5748.38000000 N N N UBS Switzerland AG 549300WOIFUSNYH0FL22 000000000 3500.43000000 OU Notional Amount USD -46.02000000 -0.00001065660 N/A DE US N 2 UBS Switzerland AG 549300WOIFUSNYH0FL22 Towne Bank Towne Bank Y equity-performance leg 2029-08-22 0.00000000 USD 0.00000000 USD 3500.43000000 USD -46.02000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 18257.15000000 OU Notional Amount USD 891.29000000 0.000206391271 N/A DE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 Gildan Activewear, Inc. Gildan Activewear, Inc. Y equity-performance leg 2026-08-12 0.00000000 USD 0.00000000 USD 18257.15000000 USD 891.29000000 N N N UBS Switzerland AG 549300WOIFUSNYH0FL22 000000000 19917.16000000 OU Notional Amount USD -3123.03000000 -0.00072318339 N/A DE US N 2 UBS Switzerland AG 549300WOIFUSNYH0FL22 Black Hills Corp. Black Hills Corp. Y equity-performance leg 2029-08-22 0.00000000 USD 0.00000000 USD 19917.16000000 USD -3123.03000000 N N N UBS Switzerland AG 549300WOIFUSNYH0FL22 000000000 21260.33000000 OU Notional Amount USD -1608.17000000 -0.00037239534 N/A DE US N 2 UBS Switzerland AG 549300WOIFUSNYH0FL22 Nicolet Bankshares, Inc. Nicolet Bankshares, Inc. Y equity-performance leg 2029-08-22 0.00000000 USD 0.00000000 USD 21260.33000000 USD -1608.17000000 N N N UBS Switzerland AG 549300WOIFUSNYH0FL22 000000000 900.17000000 OU Notional Amount USD -10.74000000 -0.00000248700 N/A DE US N 2 UBS Switzerland AG 549300WOIFUSNYH0FL22 HNI Corp. HNI Corp. Y equity-performance leg 2029-08-22 0.00000000 USD 0.00000000 USD 900.17000000 USD -10.74000000 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 11540.42000000 OU Notional Amount -3.44000000 -0.00000079658 N/A DE DE N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Grupo Catalana Occidente SA Grupo Catalana Occidente SA Y equity-performance leg 2027-07-15 0.00000000 EUR 0.00000000 EUR 11540.42000000 EUR -3.44000000 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 000000000 118461.63000000 OU Notional Amount USD -4530.67000000 -0.00104914308 N/A DE US N 2 Morgan Stanley IGJSJL3JD5P30I6NJZ34 Kimberly-Clark Corp. Kimberly-Clark Corp. Y equity-performance leg 2026-10-20 0.00000000 USD 0.00000000 USD 118461.63000000 USD -4530.67000000 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 000000000 77022.85000000 OU Notional Amount USD -729.72000000 -0.00016897736 N/A DE US N 2 Morgan Stanley IGJSJL3JD5P30I6NJZ34 Terex Corp. Terex Corp. Y equity-performance leg 2026-10-20 0.00000000 USD 0.00000000 USD 77022.85000000 USD -729.72000000 N N N UBS Switzerland AG 549300WOIFUSNYH0FL22 000000000 83214.30000000 OU Notional Amount USD -5313.90000000 -0.00123051147 N/A DE US N 2 UBS Switzerland AG 549300WOIFUSNYH0FL22 Huntington Bancshares, Inc. Huntington Bancshares, Inc. Y equity-performance leg 2029-08-22 0.00000000 USD 0.00000000 USD 83214.30000000 USD -5313.90000000 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 000000000 12900.90000000 OU Notional Amount USD -1075.21000000 -0.00024898064 N/A DE US N 2 Morgan Stanley IGJSJL3JD5P30I6NJZ34 Ryerson Holding Corp. Ryerson Holding Corp. Y equity-performance leg 2026-10-20 0.00000000 USD 0.00000000 USD 12900.90000000 USD -1075.21000000 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 000000000 454249.40000000 OU Notional Amount USD -24677.23000000 -0.00571437452 N/A DE US N 2 Morgan Stanley IGJSJL3JD5P30I6NJZ34 Kimberly-Clark Corp. Kimberly-Clark Corp. Y equity-performance leg 2026-10-20 0.00000000 USD 0.00000000 USD 454249.40000000 USD -24677.23000000 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 000000000 128613.51000000 OU Notional Amount USD -18134.93000000 -0.00419940900 N/A DE US N 2 Morgan Stanley IGJSJL3JD5P30I6NJZ34 Coeur Mining, Inc. Coeur Mining, Inc. Y equity-performance leg 2026-10-20 0.00000000 USD 0.00000000 USD 128613.51000000 USD -18134.93000000 N N N UBS Switzerland AG 549300WOIFUSNYH0FL22 000000000 10327.16000000 OU Notional Amount USD -3649.36000000 -0.00084506282 N/A DE US N 2 UBS Switzerland AG 549300WOIFUSNYH0FL22 Compass, Inc. Compass, Inc. Y equity-performance leg 2029-08-22 0.00000000 USD 0.00000000 USD 10327.16000000 USD -3649.36000000 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 000000000 42669.87000000 OU Notional Amount USD -6557.67000000 -0.00151852466 N/A DE US N 2 Morgan Stanley IGJSJL3JD5P30I6NJZ34 Coeur Mining, Inc. Coeur Mining, Inc. Y equity-performance leg 2026-10-20 0.00000000 USD 0.00000000 USD 42669.87000000 USD -6557.67000000 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 000000000 5219.43000000 OU Notional Amount USD -794.00000000 -0.00018386234 N/A DE US N 2 Morgan Stanley IGJSJL3JD5P30I6NJZ34 Coeur Mining, Inc. Coeur Mining, Inc. Y equity-performance leg 2026-10-20 0.00000000 USD 0.00000000 USD 5219.43000000 USD -794.00000000 N N N UBS Switzerland AG 549300WOIFUSNYH0FL22 000000000 148359.45000000 OU Notional Amount USD -6477.98000000 -0.00150007127 N/A DE US N 2 UBS Switzerland AG 549300WOIFUSNYH0FL22 Fifth Third Bancorp Fifth Third Bancorp Y equity-performance leg 2029-08-22 0.00000000 USD 0.00000000 USD 148359.45000000 USD -6477.98000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 115.28000000 OU Notional Amount USD 3.94000000 0.000000912364 N/A DE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 Gildan Activewear, Inc. Gildan Activewear, Inc. Y equity-performance leg 2026-08-12 0.00000000 USD 0.00000000 USD 115.28000000 USD 3.94000000 N N N UBS Switzerland AG 549300WOIFUSNYH0FL22 000000000 35968.11000000 OU Notional Amount USD -5699.64000000 -0.00131983523 N/A DE US N 2 UBS Switzerland AG 549300WOIFUSNYH0FL22 Black Hills Corp. Black Hills Corp. Y equity-performance leg 2029-08-22 0.00000000 USD 0.00000000 USD 35968.11000000 USD -5699.64000000 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 000000000 32595.68000000 OU Notional Amount USD -6904.14000000 -0.00159875487 N/A DE US N 2 Morgan Stanley IGJSJL3JD5P30I6NJZ34 Coeur Mining, Inc. Coeur Mining, Inc. Y equity-performance leg 2026-10-20 0.00000000 USD 0.00000000 USD 32595.68000000 USD -6904.14000000 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 000000000 1570.81000000 OU Notional Amount USD -359.43000000 -0.00008323128 N/A DE US N 2 Morgan Stanley IGJSJL3JD5P30I6NJZ34 Coeur Mining, Inc. Coeur Mining, Inc. Y equity-performance leg 2026-10-20 0.00000000 USD 0.00000000 USD 1570.81000000 USD -359.43000000 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 000000000 196146.49000000 OU Notional Amount USD -42785.22000000 -0.00990754518 N/A DE US N 2 Morgan Stanley IGJSJL3JD5P30I6NJZ34 Coeur Mining, Inc. Coeur Mining, Inc. Y equity-performance leg 2026-10-20 0.00000000 USD 0.00000000 USD 196146.49000000 USD -42785.22000000 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 000000000 68084.83000000 OU Notional Amount USD 1022.69000000 0.000236818868 N/A DE US N 2 Morgan Stanley IGJSJL3JD5P30I6NJZ34 Terex Corp. Terex Corp. Y equity-performance leg 2026-10-20 0.00000000 USD 0.00000000 USD 68084.83000000 USD 1022.69000000 N N N UBS Switzerland AG 549300WOIFUSNYH0FL22 000000000 26268.17000000 OU Notional Amount USD 2331.04000000 0.000539786499 N/A DE US N 2 UBS Switzerland AG 549300WOIFUSNYH0FL22 Skyworks Solutions, Inc. Skyworks Solutions, Inc. Y equity-performance leg 2029-08-22 0.00000000 USD 0.00000000 USD 26268.17000000 USD 2331.04000000 N N N UBS Switzerland AG 549300WOIFUSNYH0FL22 000000000 47130.63000000 OU Notional Amount USD -1334.43000000 -0.00030900683 N/A DE US N 2 UBS Switzerland AG 549300WOIFUSNYH0FL22 Fifth Third Bancorp Fifth Third Bancorp Y equity-performance leg 2029-08-22 0.00000000 USD 0.00000000 USD 47130.63000000 USD -1334.43000000 N N N UBS Switzerland AG 549300WOIFUSNYH0FL22 000000000 10916.69000000 OU Notional Amount USD -1525.28000000 -0.00035320095 N/A DE US N 2 UBS Switzerland AG 549300WOIFUSNYH0FL22 Black Hills Corp. Black Hills Corp. Y equity-performance leg 2029-08-22 0.00000000 USD 0.00000000 USD 10916.69000000 USD -1525.28000000 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 000000000 927928.74000000 OU Notional Amount -5501.33000000 -0.00127391364 N/A DE BR N 2 Morgan Stanley IGJSJL3JD5P30I6NJZ34 BMF Ibovespa Index Futures BZZ5 Index Y equity-performance leg 2025-12-17 0.00000000 BRL 0.00000000 BRL 927928.74000000 BRL -5501.33000000 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 000000000 602.69000000 OU Notional Amount 1.14000000 0.000000263983 N/A DE CA N 2 Morgan Stanley IGJSJL3JD5P30I6NJZ34 Guardian Capital Group Ltd. Guardian Capital Group Ltd. Y equity-performance leg 2026-10-20 0.00000000 CAD 0.00000000 CAD 602.69000000 CAD 1.14000000 N N N UBS Switzerland AG 549300WOIFUSNYH0FL22 000000000 6011.57000000 OU Notional Amount USD -79.42000000 -0.00001839086 N/A DE US N 2 UBS Switzerland AG 549300WOIFUSNYH0FL22 Towne Bank Towne Bank Y equity-performance leg 2029-08-22 0.00000000 USD 0.00000000 USD 6011.57000000 USD -79.42000000 N N N UBS Switzerland AG 549300WOIFUSNYH0FL22 000000000 3561.84000000 OU Notional Amount USD -52.60000000 -0.00001218030 N/A DE US N 2 UBS Switzerland AG 549300WOIFUSNYH0FL22 Towne Bank Towne Bank Y equity-performance leg 2029-08-22 0.00000000 USD 0.00000000 USD 3561.84000000 USD -52.60000000 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 000000000 30699.70000000 OU Notional Amount USD -6614.67000000 -0.00153172384 N/A DE US N 2 Morgan Stanley IGJSJL3JD5P30I6NJZ34 Coeur Mining, Inc. Coeur Mining, Inc. Y equity-performance leg 2026-10-20 0.00000000 USD 0.00000000 USD 30699.70000000 USD -6614.67000000 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 000000000 104.03000000 OU Notional Amount USD -10.37000000 -0.00000240132 N/A DE US N 2 Morgan Stanley IGJSJL3JD5P30I6NJZ34 Ryerson Holding Corp. Ryerson Holding Corp. Y equity-performance leg 2026-10-20 0.00000000 USD 0.00000000 USD 104.03000000 USD -10.37000000 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 000000000 2019.32000000 OU Notional Amount USD 37.24000000 0.000008623468 N/A DE US N 2 Morgan Stanley IGJSJL3JD5P30I6NJZ34 Terex Corp. Terex Corp. Y equity-performance leg 2026-10-20 0.00000000 USD 0.00000000 USD 2019.32000000 USD 37.24000000 N N N UBS Switzerland AG 549300WOIFUSNYH0FL22 000000000 46724.22000000 OU Notional Amount USD -2824.42000000 -0.00065403587 N/A DE US N 2 UBS Switzerland AG 549300WOIFUSNYH0FL22 Huntington Bancshares, Inc. Huntington Bancshares, Inc. Y equity-performance leg 2029-08-22 0.00000000 USD 0.00000000 USD 46724.22000000 USD -2824.42000000 N N N UBS Switzerland AG 549300WOIFUSNYH0FL22 000000000 16849.28000000 OU Notional Amount USD -3083.50000000 -0.00071402964 N/A DE US N 2 UBS Switzerland AG 549300WOIFUSNYH0FL22 Compass, Inc. Compass, Inc. Y equity-performance leg 2029-08-22 0.00000000 USD 0.00000000 USD 16849.28000000 USD -3083.50000000 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 000000000 1071.44000000 OU Notional Amount 2.11000000 0.000000488601 N/A DE CA N 2 Morgan Stanley IGJSJL3JD5P30I6NJZ34 Guardian Capital Group Ltd. Guardian Capital Group Ltd. Y equity-performance leg 2026-10-20 0.00000000 CAD 0.00000000 CAD 1071.44000000 CAD 2.11000000 N N N UBS Switzerland AG 549300WOIFUSNYH0FL22 000000000 136317.92000000 OU Notional Amount USD -2946.62000000 -0.00068233307 N/A DE US N 2 UBS Switzerland AG 549300WOIFUSNYH0FL22 Fifth Third Bancorp Fifth Third Bancorp Y equity-performance leg 2029-08-22 0.00000000 USD 0.00000000 USD 136317.92000000 USD -2946.62000000 N N N UBS Switzerland AG 549300WOIFUSNYH0FL22 000000000 3347.63000000 OU Notional Amount USD -66.39000000 -0.00001537357 N/A DE US N 2 UBS Switzerland AG 549300WOIFUSNYH0FL22 Towne Bank Towne Bank Y equity-performance leg 2029-08-22 0.00000000 USD 0.00000000 USD 3347.63000000 USD -66.39000000 N N N UBS Switzerland AG 549300WOIFUSNYH0FL22 000000000 36438.51000000 OU Notional Amount USD -3836.68000000 -0.00088843952 N/A DE US N 2 UBS Switzerland AG 549300WOIFUSNYH0FL22 Black Hills Corp. Black Hills Corp. Y equity-performance leg 2029-08-22 0.00000000 USD 0.00000000 USD 36438.51000000 USD -3836.68000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 457.57000000 OU Notional Amount USD 12.08000000 0.000002797301 N/A DE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 Gildan Activewear, Inc. Gildan Activewear, Inc. Y equity-performance leg 2026-08-12 0.00000000 USD 0.00000000 USD 457.57000000 USD 12.08000000 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 000000000 14736.72000000 OU Notional Amount USD 76.58000000 0.000017733222 N/A DE US N 2 Morgan Stanley IGJSJL3JD5P30I6NJZ34 Terex Corp. Terex Corp. Y equity-performance leg 2026-10-20 0.00000000 USD 0.00000000 USD 14736.72000000 USD 76.58000000 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 000000000 5390.96000000 OU Notional Amount USD -604.02000000 -0.00013986968 N/A DE US N 2 Morgan Stanley IGJSJL3JD5P30I6NJZ34 Ryerson Holding Corp. Ryerson Holding Corp. Y equity-performance leg 2026-10-20 0.00000000 USD 0.00000000 USD 5390.96000000 USD -604.02000000 N N N UBS Switzerland AG 549300WOIFUSNYH0FL22 000000000 8196.48000000 OU Notional Amount USD -1776.52000000 -0.00041137926 N/A DE US N 2 UBS Switzerland AG 549300WOIFUSNYH0FL22 Compass, Inc. Compass, Inc. Y equity-performance leg 2029-08-22 0.00000000 USD 0.00000000 USD 8196.48000000 USD -1776.52000000 N N N UBS Switzerland AG 549300WOIFUSNYH0FL22 000000000 33658.60000000 OU Notional Amount USD -2006.07000000 -0.00046453492 N/A DE US N 2 UBS Switzerland AG 549300WOIFUSNYH0FL22 Huntington Bancshares, Inc. Huntington Bancshares, Inc. Y equity-performance leg 2029-08-22 0.00000000 USD 0.00000000 USD 33658.60000000 USD -2006.07000000 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 000000000 4352.54000000 OU Notional Amount 9.50000000 0.000002199864 N/A DE CA N 2 Morgan Stanley IGJSJL3JD5P30I6NJZ34 Guardian Capital Group Ltd. Guardian Capital Group Ltd. Y equity-performance leg 2026-10-20 0.00000000 CAD 0.00000000 CAD 4352.54000000 CAD 9.50000000 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 000000000 565221641.00000000 OU Notional Amount -6338.45000000 -0.00146776105 N/A DE KR N 2 Morgan Stanley IGJSJL3JD5P30I6NJZ34 KFE KOSPI 200 Index Futures KMZ5 Index Y equity-performance leg 2025-12-11 0.00000000 KRW 0.00000000 KRW 565221641.00000000 KRW -6338.45000000 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 000000000 11138.47000000 OU Notional Amount USD 1360.98000000 0.000315154879 N/A DE US N 2 Morgan Stanley IGJSJL3JD5P30I6NJZ34 Alphawave IP Group PLC Alphawave IP Group PLC Y equity-performance leg 2026-10-20 0.00000000 USD 0.00000000 USD 11138.47000000 USD 1360.98000000 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 000000000 11780.47000000 OU Notional Amount USD 1467.03000000 0.000339712312 N/A DE US N 2 Morgan Stanley IGJSJL3JD5P30I6NJZ34 Alphawave IP Group PLC Alphawave IP Group PLC Y equity-performance leg 2026-10-20 0.00000000 USD 0.00000000 USD 11780.47000000 USD 1467.03000000 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 000000000 13767.23000000 OU Notional Amount USD 180.28000000 0.000041746477 N/A DE US N 2 Morgan Stanley IGJSJL3JD5P30I6NJZ34 QUALCOMM, Inc. QUALCOMM, Inc. Y equity-performance leg 2026-10-20 0.00000000 USD 0.00000000 USD 13767.23000000 USD 180.28000000 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 000000000 12959.58000000 OU Notional Amount USD 379.51000000 0.000087881106 N/A DE US N 2 Morgan Stanley IGJSJL3JD5P30I6NJZ34 QUALCOMM, Inc. QUALCOMM, Inc. Y equity-performance leg 2026-10-20 0.00000000 USD 0.00000000 USD 12959.58000000 USD 379.51000000 N N N UBS Switzerland AG 549300WOIFUSNYH0FL22 000000000 71974.28000000 OU Notional Amount USD -1538.43000000 -0.00035624602 N/A DE US N 2 UBS Switzerland AG 549300WOIFUSNYH0FL22 Fifth Third Bancorp Fifth Third Bancorp Y equity-performance leg 2029-08-22 0.00000000 USD 0.00000000 USD 71974.28000000 USD -1538.43000000 N N N UBS Switzerland AG 549300WOIFUSNYH0FL22 000000000 72034.02000000 OU Notional Amount USD -3657.77000000 -0.00084701028 N/A DE US N 2 UBS Switzerland AG 549300WOIFUSNYH0FL22 Huntington Bancshares, Inc. Huntington Bancshares, Inc. Y equity-performance leg 2029-08-22 0.00000000 USD 0.00000000 USD 72034.02000000 USD -3657.77000000 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 000000000 249203.88000000 OU Notional Amount USD -13262.44000000 -0.00307111248 N/A DE US N 2 Morgan Stanley IGJSJL3JD5P30I6NJZ34 Kimberly-Clark Corp. Kimberly-Clark Corp. Y equity-performance leg 2026-10-20 0.00000000 USD 0.00000000 USD 249203.88000000 USD -13262.44000000 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 000000000 39927.45000000 OU Notional Amount USD -7120.21000000 -0.00164878905 N/A DE US N 2 Morgan Stanley IGJSJL3JD5P30I6NJZ34 Coeur Mining, Inc. Coeur Mining, Inc. Y equity-performance leg 2026-10-20 0.00000000 USD 0.00000000 USD 39927.45000000 USD -7120.21000000 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 000000000 44939.08000000 OU Notional Amount USD -439.07000000 -0.00010167309 N/A DE US N 2 Morgan Stanley IGJSJL3JD5P30I6NJZ34 Terex Corp. Terex Corp. Y equity-performance leg 2026-10-20 0.00000000 USD 0.00000000 USD 44939.08000000 USD -439.07000000 N N N UBS Switzerland AG 549300WOIFUSNYH0FL22 000000000 198074.52000000 OU Notional Amount USD -10923.23000000 -0.00252943410 N/A DE US N 2 UBS Switzerland AG 549300WOIFUSNYH0FL22 Black Hills Corp. Black Hills Corp. Y equity-performance leg 2029-08-22 0.00000000 USD 0.00000000 USD 198074.52000000 USD -10923.23000000 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 000000000 1891.33000000 OU Notional Amount USD -214.34000000 -0.00004963357 N/A DE US N 2 Morgan Stanley IGJSJL3JD5P30I6NJZ34 Ryerson Holding Corp. Ryerson Holding Corp. Y equity-performance leg 2026-10-20 0.00000000 USD 0.00000000 USD 1891.33000000 USD -214.34000000 N N N UBS Switzerland AG 549300WOIFUSNYH0FL22 000000000 12580.32000000 OU Notional Amount USD -68.98000000 -0.00001597333 N/A DE US N 2 UBS Switzerland AG 549300WOIFUSNYH0FL22 Masterbrand, Inc. Masterbrand, Inc. Y equity-performance leg 2029-08-22 0.00000000 USD 0.00000000 USD 12580.32000000 USD -68.98000000 N N N UBS Switzerland AG 549300WOIFUSNYH0FL22 000000000 1183.87000000 OU Notional Amount USD -251.59000000 -0.00005825935 N/A DE US N 2 UBS Switzerland AG 549300WOIFUSNYH0FL22 Compass, Inc. Compass, Inc. Y equity-performance leg 2029-08-22 0.00000000 USD 0.00000000 USD 1183.87000000 USD -251.59000000 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 000000000 1255909.08000000 OU Notional Amount -3837.29000000 -0.00088858077 N/A DE BR N 2 Morgan Stanley IGJSJL3JD5P30I6NJZ34 BMF Ibovespa Index Futures BZZ5 Index Y equity-performance leg 2025-12-17 0.00000000 BRL 0.00000000 BRL 1255909.08000000 BRL -3837.29000000 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 000000000 133.93000000 OU Notional Amount 0.29000000 0.000000067153 N/A DE CA N 2 Morgan Stanley IGJSJL3JD5P30I6NJZ34 Guardian Capital Group Ltd. Guardian Capital Group Ltd. Y equity-performance leg 2026-10-20 0.00000000 CAD 0.00000000 CAD 133.93000000 CAD 0.29000000 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 6941.16000000 OU Notional Amount -6.57000000 -0.00000152137 N/A DE DE N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Grupo Catalana Occidente SA Grupo Catalana Occidente SA Y equity-performance leg 2027-07-15 0.00000000 EUR 0.00000000 EUR 6941.16000000 EUR -6.57000000 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 000000000 50400.37000000 OU Notional Amount USD -711.37000000 -0.00016472815 N/A DE US N 2 Morgan Stanley IGJSJL3JD5P30I6NJZ34 Terex Corp. Terex Corp. Y equity-performance leg 2026-10-20 0.00000000 USD 0.00000000 USD 50400.37000000 USD -711.37000000 N N N UBS Switzerland AG 549300WOIFUSNYH0FL22 000000000 6147.18000000 OU Notional Amount USD -14.89000000 -0.00000344799 N/A DE US N 2 UBS Switzerland AG 549300WOIFUSNYH0FL22 Towne Bank Towne Bank Y equity-performance leg 2029-08-22 0.00000000 USD 0.00000000 USD 6147.18000000 USD -14.89000000 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 000000000 9313.85000000 OU Notional Amount USD -1125.80000000 -0.00026069550 N/A DE US N 2 Morgan Stanley IGJSJL3JD5P30I6NJZ34 Ryerson Holding Corp. Ryerson Holding Corp. Y equity-performance leg 2026-10-20 0.00000000 USD 0.00000000 USD 9313.85000000 USD -1125.80000000 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 000000000 1116742.92000000 OU Notional Amount -18.75000000 -0.00000434183 N/A DE BR N 2 Morgan Stanley IGJSJL3JD5P30I6NJZ34 BMF Ibovespa Index Futures BZZ5 Index Y equity-performance leg 2025-12-17 0.00000000 BRL 0.00000000 BRL 1116742.92000000 BRL -18.75000000 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 000000000 4821.03000000 OU Notional Amount 11.20000000 0.000002593524 N/A DE CA N 2 Morgan Stanley IGJSJL3JD5P30I6NJZ34 Guardian Capital Group Ltd. Guardian Capital Group Ltd. Y equity-performance leg 2026-10-20 0.00000000 CAD 0.00000000 CAD 4821.03000000 CAD 11.20000000 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 000000000 100950.37000000 OU Notional Amount USD -5690.10000000 -0.00131762610 N/A DE US N 2 Morgan Stanley IGJSJL3JD5P30I6NJZ34 Kimberly-Clark Corp. Kimberly-Clark Corp. Y equity-performance leg 2026-10-20 0.00000000 USD 0.00000000 USD 100950.37000000 USD -5690.10000000 N N N UBS Switzerland AG 549300WOIFUSNYH0FL22 000000000 18693.35000000 OU Notional Amount USD -2506.89000000 -0.00058050714 N/A DE US N 2 UBS Switzerland AG 549300WOIFUSNYH0FL22 Compass, Inc. Compass, Inc. Y equity-performance leg 2029-08-22 0.00000000 USD 0.00000000 USD 18693.35000000 USD -2506.89000000 N N N UBS Switzerland AG 549300WOIFUSNYH0FL22 000000000 83566.47000000 OU Notional Amount USD -2165.43000000 -0.00050143707 N/A DE US N 2 UBS Switzerland AG 549300WOIFUSNYH0FL22 Black Hills Corp. Black Hills Corp. Y equity-performance leg 2029-08-22 0.00000000 USD 0.00000000 USD 83566.47000000 USD -2165.43000000 N N N UBS Switzerland AG 549300WOIFUSNYH0FL22 000000000 39450.29000000 OU Notional Amount USD -1012.44000000 -0.00023444533 N/A DE US N 2 UBS Switzerland AG 549300WOIFUSNYH0FL22 Huntington Bancshares, Inc. Huntington Bancshares, Inc. Y equity-performance leg 2029-08-22 0.00000000 USD 0.00000000 USD 39450.29000000 USD -1012.44000000 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 000000000 4897.50000000 OU Notional Amount USD -642.43000000 -0.00014876408 N/A DE US N 2 Morgan Stanley IGJSJL3JD5P30I6NJZ34 Ryerson Holding Corp. Ryerson Holding Corp. Y equity-performance leg 2026-10-20 0.00000000 USD 0.00000000 USD 4897.50000000 USD -642.43000000 N N N UBS Switzerland AG 549300WOIFUSNYH0FL22 000000000 3388.70000000 OU Notional Amount USD 6.62000000 0.000001532958 N/A DE US N 2 UBS Switzerland AG 549300WOIFUSNYH0FL22 Towne Bank Towne Bank Y equity-performance leg 2029-08-22 0.00000000 USD 0.00000000 USD 3388.70000000 USD 6.62000000 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 000000000 3752.04000000 OU Notional Amount 7.24000000 0.000001676528 N/A DE CA N 2 Morgan Stanley IGJSJL3JD5P30I6NJZ34 Guardian Capital Group Ltd. Guardian Capital Group Ltd. Y equity-performance leg 2026-10-20 0.00000000 CAD 0.00000000 CAD 3752.04000000 CAD 7.24000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 114.30000000 OU Notional Amount USD 2.86000000 0.000000662274 N/A DE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 Gildan Activewear, Inc. Gildan Activewear, Inc. Y equity-performance leg 2026-08-12 0.00000000 USD 0.00000000 USD 114.30000000 USD 2.86000000 N N N UBS Switzerland AG 549300WOIFUSNYH0FL22 000000000 11106.82000000 OU Notional Amount USD 91.27000000 0.000021134907 N/A DE US N 2 UBS Switzerland AG 549300WOIFUSNYH0FL22 BioCryst Pharmaceuticals, Inc. BioCryst Pharmaceuticals, Inc. Y equity-performance leg 2029-08-22 0.00000000 USD 0.00000000 USD 11106.82000000 USD 91.27000000 N N N UBS Switzerland AG 549300WOIFUSNYH0FL22 000000000 3281.04000000 OU Notional Amount USD -0.92000000 -0.00000021303 N/A DE US N 2 UBS Switzerland AG 549300WOIFUSNYH0FL22 Towne Bank Towne Bank Y equity-performance leg 2029-08-22 0.00000000 USD 0.00000000 USD 3281.04000000 USD -0.92000000 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 000000000 336.72000000 OU Notional Amount USD -42.63000000 -0.00000987160 N/A DE US N 2 Morgan Stanley IGJSJL3JD5P30I6NJZ34 Coeur Mining, Inc. Coeur Mining, Inc. Y equity-performance leg 2026-10-20 0.00000000 USD 0.00000000 USD 336.72000000 USD -42.63000000 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 000000000 1753604.57000000 OU Notional Amount -268.73000000 -0.00006222837 N/A DE BR N 2 Morgan Stanley IGJSJL3JD5P30I6NJZ34 BMF Ibovespa Index Futures BZZ5 Index Y equity-performance leg 2025-12-17 0.00000000 BRL 0.00000000 BRL 1753604.57000000 BRL -268.73000000 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 000000000 536.04000000 OU Notional Amount 1.02000000 0.000000236195 N/A DE CA N 2 Morgan Stanley IGJSJL3JD5P30I6NJZ34 Guardian Capital Group Ltd. Guardian Capital Group Ltd. Y equity-performance leg 2026-10-20 0.00000000 CAD 0.00000000 CAD 536.04000000 CAD 1.02000000 N N N UBS Switzerland AG 549300WOIFUSNYH0FL22 000000000 816.19000000 OU Notional Amount USD -8.12000000 -0.00000188030 N/A DE US N 2 UBS Switzerland AG 549300WOIFUSNYH0FL22 BioCryst Pharmaceuticals, Inc. BioCryst Pharmaceuticals, Inc. Y equity-performance leg 2029-08-22 0.00000000 USD 0.00000000 USD 816.19000000 USD -8.12000000 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 000000000 2680.15000000 OU Notional Amount 5.67000000 0.000001312971 N/A DE CA N 2 Morgan Stanley IGJSJL3JD5P30I6NJZ34 Guardian Capital Group Ltd. Guardian Capital Group Ltd. Y equity-performance leg 2026-10-20 0.00000000 CAD 0.00000000 CAD 2680.15000000 CAD 5.67000000 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 23649.53000000 OU Notional Amount -11.73000000 -0.00000271625 N/A DE DE N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Grupo Catalana Occidente SA Grupo Catalana Occidente SA Y equity-performance leg 2027-07-15 0.00000000 EUR 0.00000000 EUR 23649.53000000 EUR -11.73000000 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 66883.06000000 OU Notional Amount -33.25000000 -0.00000769952 N/A DE DE N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Grupo Catalana Occidente SA Grupo Catalana Occidente SA Y equity-performance leg 2027-07-15 0.00000000 EUR 0.00000000 EUR 66883.06000000 EUR -33.25000000 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 000000000 292879585.00000000 OU Notional Amount -10151.69000000 -0.00235077270 N/A DE KR N 2 Morgan Stanley IGJSJL3JD5P30I6NJZ34 KFE KOSPI 200 Index Futures KMZ5 Index Y equity-performance leg 2025-12-11 0.00000000 KRW 0.00000000 KRW 292879585.00000000 KRW -10151.69000000 N N N UBS Switzerland AG 549300WOIFUSNYH0FL22 000000000 6134.28000000 OU Notional Amount USD -97.38000000 -0.00002254976 N/A DE US N 2 UBS Switzerland AG 549300WOIFUSNYH0FL22 Towne Bank Towne Bank Y equity-performance leg 2029-08-22 0.00000000 USD 0.00000000 USD 6134.28000000 USD -97.38000000 N N N UBS Switzerland AG 549300WOIFUSNYH0FL22 000000000 30393.09000000 OU Notional Amount USD -2579.05000000 -0.00059721685 N/A DE US N 2 UBS Switzerland AG 549300WOIFUSNYH0FL22 Masterbrand, Inc. Masterbrand, Inc. Y equity-performance leg 2029-08-22 0.00000000 USD 0.00000000 USD 30393.09000000 USD -2579.05000000 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 38819.90000000 OU Notional Amount USD -1463.49000000 -0.00033889257 N/A DE US N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Union Pacific Corp. Union Pacific Corp. Y equity-performance leg 2027-07-15 0.00000000 USD 0.00000000 USD 38819.90000000 USD -1463.49000000 N N N UBS Switzerland AG 549300WOIFUSNYH0FL22 000000000 71345.82000000 OU Notional Amount USD -3967.12000000 -0.00091864481 N/A DE US N 2 UBS Switzerland AG 549300WOIFUSNYH0FL22 Black Hills Corp. Black Hills Corp. Y equity-performance leg 2029-08-22 0.00000000 USD 0.00000000 USD 71345.82000000 USD -3967.12000000 N N N UBS Switzerland AG 549300WOIFUSNYH0FL22 000000000 6632.67000000 OU Notional Amount USD -34.44000000 -0.00000797508 N/A DE US N 2 UBS Switzerland AG 549300WOIFUSNYH0FL22 Towne Bank Towne Bank Y equity-performance leg 2029-08-22 0.00000000 USD 0.00000000 USD 6632.67000000 USD -34.44000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 38343.14000000 OU Notional Amount USD 2000.99000000 0.000463358581 N/A DE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 Gildan Activewear, Inc. Gildan Activewear, Inc. Y equity-performance leg 2026-08-12 0.00000000 USD 0.00000000 USD 38343.14000000 USD 2000.99000000 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 000000000 71640.23000000 OU Notional Amount USD -764.91000000 -0.00017712612 N/A DE US N 2 Morgan Stanley IGJSJL3JD5P30I6NJZ34 Terex Corp. Terex Corp. Y equity-performance leg 2026-10-20 0.00000000 USD 0.00000000 USD 71640.23000000 USD -764.91000000 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 000000000 58855.20000000 OU Notional Amount USD -3127.17000000 -0.00072414207 N/A DE US N 2 Morgan Stanley IGJSJL3JD5P30I6NJZ34 Black Hills Corp. Black Hills Corp. Y equity-performance leg 2026-10-20 0.00000000 USD 0.00000000 USD 58855.20000000 USD -3127.17000000 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 000000000 136964.40000000 OU Notional Amount USD -7554.13000000 -0.00174926959 N/A DE US N 2 Morgan Stanley IGJSJL3JD5P30I6NJZ34 Kimberly-Clark Corp. Kimberly-Clark Corp. Y equity-performance leg 2026-10-20 0.00000000 USD 0.00000000 USD 136964.40000000 USD -7554.13000000 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 1009.08000000 OU Notional Amount USD 9.82000000 0.000002273965 N/A DE US N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Charter Communications, Inc. Charter Communications, Inc. Y equity-performance leg 2027-07-15 0.00000000 USD 0.00000000 USD 1009.08000000 USD 9.82000000 N N N UBS Switzerland AG 549300WOIFUSNYH0FL22 000000000 81371.16000000 OU Notional Amount USD -5335.98000000 -0.00123562442 N/A DE US N 2 UBS Switzerland AG 549300WOIFUSNYH0FL22 Huntington Bancshares, Inc. Huntington Bancshares, Inc. Y equity-performance leg 2029-08-22 0.00000000 USD 0.00000000 USD 81371.16000000 USD -5335.98000000 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 000000000 1249.40000000 OU Notional Amount USD -77.23000000 -0.00001788373 N/A DE US N 2 Morgan Stanley IGJSJL3JD5P30I6NJZ34 Black Hills Corp. Black Hills Corp. Y equity-performance leg 2026-10-20 0.00000000 USD 0.00000000 USD 1249.40000000 USD -77.23000000 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 000000000 378340.61000000 OU Notional Amount 9064.11000000 0.002098927605 N/A DE CH N 2 Morgan Stanley IGJSJL3JD5P30I6NJZ34 Eurex Swiss Market New Index Futures SMZ5 Index Y equity-performance leg 2025-12-19 0.00000000 CHF 0.00000000 CHF 378340.61000000 CHF 9064.11000000 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 000000000 1541.12000000 OU Notional Amount 3.39000000 0.000000785004 N/A DE CA N 2 Morgan Stanley IGJSJL3JD5P30I6NJZ34 Guardian Capital Group Ltd. Guardian Capital Group Ltd. Y equity-performance leg 2026-10-20 0.00000000 CAD 0.00000000 CAD 1541.12000000 CAD 3.39000000 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 000000000 374669.87000000 OU Notional Amount 13634.82000000 0.003157342540 N/A DE CH N 2 Morgan Stanley IGJSJL3JD5P30I6NJZ34 Eurex Swiss Market New Index Futures SMZ5 Index Y equity-performance leg 2025-12-19 0.00000000 CHF 0.00000000 CHF 374669.87000000 CHF 13634.82000000 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 89477.90000000 OU Notional Amount -188.01000000 -0.00004353647 N/A DE DE N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Grupo Catalana Occidente SA Grupo Catalana Occidente SA Y equity-performance leg 2027-07-15 0.00000000 EUR 0.00000000 EUR 89477.90000000 EUR -188.01000000 N N N UBS Switzerland AG 549300WOIFUSNYH0FL22 000000000 62333.85000000 OU Notional Amount USD -3524.23000000 -0.00081608714 N/A DE US N 2 UBS Switzerland AG 549300WOIFUSNYH0FL22 Huntington Bancshares, Inc. Huntington Bancshares, Inc. Y equity-performance leg 2029-08-22 0.00000000 USD 0.00000000 USD 62333.85000000 USD -3524.23000000 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 202.44000000 OU Notional Amount USD 2.56000000 0.000000592805 N/A DE US N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Charter Communications, Inc. Charter Communications, Inc. Y equity-performance leg 2027-07-15 0.00000000 USD 0.00000000 USD 202.44000000 USD 2.56000000 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 000000000 67984.20000000 OU Notional Amount USD -3512.10000000 -0.00081327826 N/A DE US N 2 Morgan Stanley IGJSJL3JD5P30I6NJZ34 Black Hills Corp. Black Hills Corp. Y equity-performance leg 2026-10-20 0.00000000 USD 0.00000000 USD 67984.20000000 USD -3512.10000000 N N N UBS Switzerland AG 549300WOIFUSNYH0FL22 000000000 3269.37000000 OU Notional Amount USD -81.67000000 -0.00001891188 N/A DE US N 2 UBS Switzerland AG 549300WOIFUSNYH0FL22 Towne Bank Towne Bank Y equity-performance leg 2029-08-22 0.00000000 USD 0.00000000 USD 3269.37000000 USD -81.67000000 N N N UBS Switzerland AG 549300WOIFUSNYH0FL22 000000000 21359.41000000 OU Notional Amount USD -1040.11000000 -0.00024085272 N/A DE US N 2 UBS Switzerland AG 549300WOIFUSNYH0FL22 Fifth Third Bancorp Fifth Third Bancorp Y equity-performance leg 2029-08-22 0.00000000 USD 0.00000000 USD 21359.41000000 USD -1040.11000000 N N N UBS Switzerland AG 549300WOIFUSNYH0FL22 000000000 903.44000000 OU Notional Amount USD -34.87000000 -0.00000807465 N/A DE US N 2 UBS Switzerland AG 549300WOIFUSNYH0FL22 Towne Bank Towne Bank Y equity-performance leg 2029-08-22 0.00000000 USD 0.00000000 USD 903.44000000 USD -34.87000000 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 000000000 377113.95000000 OU Notional Amount 10591.52000000 0.002452621791 N/A DE CH N 2 Morgan Stanley IGJSJL3JD5P30I6NJZ34 Eurex Swiss Market New Index Futures SMZ5 Index Y equity-performance leg 2025-12-19 0.00000000 CHF 0.00000000 CHF 377113.95000000 CHF 10591.52000000 N N N UBS Switzerland AG 549300WOIFUSNYH0FL22 000000000 54696.33000000 OU Notional Amount USD -2817.35000000 -0.00065239871 N/A DE US N 2 UBS Switzerland AG 549300WOIFUSNYH0FL22 Skyworks Solutions, Inc. Skyworks Solutions, Inc. Y equity-performance leg 2029-08-22 0.00000000 USD 0.00000000 USD 54696.33000000 USD -2817.35000000 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 000000000 92716.50000000 OU Notional Amount USD -5827.98000000 -0.00134955424 N/A DE US N 2 Morgan Stanley IGJSJL3JD5P30I6NJZ34 Kimberly-Clark Corp. Kimberly-Clark Corp. Y equity-performance leg 2026-10-20 0.00000000 USD 0.00000000 USD 92716.50000000 USD -5827.98000000 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 36106.39000000 OU Notional Amount USD -1641.76000000 -0.00038017360 N/A DE US N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Union Pacific Corp. Union Pacific Corp. Y equity-performance leg 2027-07-15 0.00000000 USD 0.00000000 USD 36106.39000000 USD -1641.76000000 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 000000000 2032.61000000 OU Notional Amount USD -105.10000000 -0.00002433744 N/A DE US N 2 Morgan Stanley IGJSJL3JD5P30I6NJZ34 Black Hills Corp. Black Hills Corp. Y equity-performance leg 2026-10-20 0.00000000 USD 0.00000000 USD 2032.61000000 USD -105.10000000 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 000000000 20.58000000 OU Notional Amount USD -2.33000000 -0.00000053954 N/A DE US N 2 Morgan Stanley IGJSJL3JD5P30I6NJZ34 Ryerson Holding Corp. Ryerson Holding Corp. Y equity-performance leg 2026-10-20 0.00000000 USD 0.00000000 USD 20.58000000 USD -2.33000000 N N N UBS Switzerland AG 549300WOIFUSNYH0FL22 000000000 488.27000000 OU Notional Amount USD -14.43000000 -0.00000334147 N/A DE US N 2 UBS Switzerland AG 549300WOIFUSNYH0FL22 Towne Bank Towne Bank Y equity-performance leg 2029-08-22 0.00000000 USD 0.00000000 USD 488.27000000 USD -14.43000000 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 000000000 334.98000000 OU Notional Amount 0.81000000 0.000000187567 N/A DE CA N 2 Morgan Stanley IGJSJL3JD5P30I6NJZ34 Guardian Capital Group Ltd. Guardian Capital Group Ltd. Y equity-performance leg 2026-10-20 0.00000000 CAD 0.00000000 CAD 334.98000000 CAD 0.81000000 N N N UBS Switzerland AG 549300WOIFUSNYH0FL22 000000000 60588.26000000 OU Notional Amount USD -3783.79000000 -0.00087619206 N/A DE US N 2 UBS Switzerland AG 549300WOIFUSNYH0FL22 Skyworks Solutions, Inc. Skyworks Solutions, Inc. Y equity-performance leg 2029-08-22 0.00000000 USD 0.00000000 USD 60588.26000000 USD -3783.79000000 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 000000000 65126.63000000 OU Notional Amount USD -3555.11000000 -0.00082323785 N/A DE US N 2 Morgan Stanley IGJSJL3JD5P30I6NJZ34 Kimberly-Clark Corp. Kimberly-Clark Corp. Y equity-performance leg 2026-10-20 0.00000000 USD 0.00000000 USD 65126.63000000 USD -3555.11000000 N N N UBS Switzerland AG 549300WOIFUSNYH0FL22 000000000 1854.88000000 OU Notional Amount USD -22.05000000 -0.00000510600 N/A DE US N 2 UBS Switzerland AG 549300WOIFUSNYH0FL22 Towne Bank Towne Bank Y equity-performance leg 2029-08-22 0.00000000 USD 0.00000000 USD 1854.88000000 USD -22.05000000 N N N UBS Switzerland AG 549300WOIFUSNYH0FL22 000000000 46055.17000000 OU Notional Amount USD -2182.45000000 -0.00050537830 N/A DE US N 2 UBS Switzerland AG 549300WOIFUSNYH0FL22 Fifth Third Bancorp Fifth Third Bancorp Y equity-performance leg 2029-08-22 0.00000000 USD 0.00000000 USD 46055.17000000 USD -2182.45000000 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 000000000 41153.74000000 OU Notional Amount USD -1751.69000000 -0.00040562950 N/A DE US N 2 Morgan Stanley IGJSJL3JD5P30I6NJZ34 Black Hills Corp. Black Hills Corp. Y equity-performance leg 2026-10-20 0.00000000 USD 0.00000000 USD 41153.74000000 USD -1751.69000000 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 000000000 1475.16000000 OU Notional Amount 2.87000000 0.000000664590 N/A DE CA N 2 Morgan Stanley IGJSJL3JD5P30I6NJZ34 Guardian Capital Group Ltd. Guardian Capital Group Ltd. Y equity-performance leg 2026-10-20 0.00000000 CAD 0.00000000 CAD 1475.16000000 CAD 2.87000000 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 000000000 757859.04000000 OU Notional Amount 16661.64000000 0.003858247102 N/A DE CH N 2 Morgan Stanley IGJSJL3JD5P30I6NJZ34 Eurex Swiss Market New Index Futures SMZ5 Index Y equity-performance leg 2025-12-19 0.00000000 CHF 0.00000000 CHF 757859.04000000 CHF 16661.64000000 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 18583.51000000 OU Notional Amount 82.78000000 0.000019168923 N/A DE GB N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Just Group PLC Just Group PLC Y equity-performance leg 2027-07-15 0.00000000 GBP 0.00000000 GBP 18583.51000000 GBP 82.78000000 N N N UBS Switzerland AG 549300WOIFUSNYH0FL22 000000000 46666.35000000 OU Notional Amount USD -2763.21000000 -0.00063986180 N/A DE US N 2 UBS Switzerland AG 549300WOIFUSNYH0FL22 Skyworks Solutions, Inc. Skyworks Solutions, Inc. Y equity-performance leg 2029-08-22 0.00000000 USD 0.00000000 USD 46666.35000000 USD -2763.21000000 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 000000000 35754.33000000 OU Notional Amount USD -1431.05000000 -0.00033138061 N/A DE US N 2 Morgan Stanley IGJSJL3JD5P30I6NJZ34 Kimberly-Clark Corp. Kimberly-Clark Corp. Y equity-performance leg 2026-10-20 0.00000000 USD 0.00000000 USD 35754.33000000 USD -1431.05000000 N N N UBS Switzerland AG 549300WOIFUSNYH0FL22 000000000 35217.52000000 OU Notional Amount USD -1611.71000000 -0.00037321508 N/A DE US N 2 UBS Switzerland AG 549300WOIFUSNYH0FL22 Fifth Third Bancorp Fifth Third Bancorp Y equity-performance leg 2029-08-22 0.00000000 USD 0.00000000 USD 35217.52000000 USD -1611.71000000 N N N UBS Switzerland AG 549300WOIFUSNYH0FL22 000000000 3265.02000000 OU Notional Amount USD -54.12000000 -0.00001253227 N/A DE US N 2 UBS Switzerland AG 549300WOIFUSNYH0FL22 Towne Bank Towne Bank Y equity-performance leg 2029-08-22 0.00000000 USD 0.00000000 USD 3265.02000000 USD -54.12000000 N N N UBS Switzerland AG 549300WOIFUSNYH0FL22 000000000 63433.65000000 OU Notional Amount USD -1711.58000000 -0.00039634145 N/A DE US N 2 UBS Switzerland AG 549300WOIFUSNYH0FL22 Fifth Third Bancorp Fifth Third Bancorp Y equity-performance leg 2029-08-22 0.00000000 USD 0.00000000 USD 63433.65000000 USD -1711.58000000 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 000000000 1744.36000000 OU Notional Amount USD -111.78000000 -0.00002588429 N/A DE US N 2 Morgan Stanley IGJSJL3JD5P30I6NJZ34 Ryerson Holding Corp. Ryerson Holding Corp. Y equity-performance leg 2026-10-20 0.00000000 USD 0.00000000 USD 1744.36000000 USD -111.78000000 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 000000000 6364.44000000 OU Notional Amount USD -424.06000000 -0.00009819731 N/A DE US N 2 Morgan Stanley IGJSJL3JD5P30I6NJZ34 Terex Corp. Terex Corp. Y equity-performance leg 2026-10-20 0.00000000 USD 0.00000000 USD 6364.44000000 USD -424.06000000 N N N UBS Switzerland AG 549300WOIFUSNYH0FL22 000000000 6804.29000000 OU Notional Amount USD -245.79000000 -0.00005691627 N/A DE US N 2 UBS Switzerland AG 549300WOIFUSNYH0FL22 Nicolet Bankshares, Inc. Nicolet Bankshares, Inc. Y equity-performance leg 2029-08-22 0.00000000 USD 0.00000000 USD 6804.29000000 USD -245.79000000 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 000000000 506935.13000000 OU Notional Amount 8996.23000000 0.002083208995 N/A DE CH N 2 Morgan Stanley IGJSJL3JD5P30I6NJZ34 Eurex Swiss Market New Index Futures SMZ5 Index Y equity-performance leg 2025-12-19 0.00000000 CHF 0.00000000 CHF 506935.13000000 CHF 8996.23000000 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 805.31000000 OU Notional Amount USD 5.32000000 0.000001231924 N/A DE US N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Charter Communications, Inc. Charter Communications, Inc. Y equity-performance leg 2027-07-15 0.00000000 USD 0.00000000 USD 805.31000000 USD 5.32000000 N N N UBS Switzerland AG 549300WOIFUSNYH0FL22 000000000 33708.11000000 OU Notional Amount USD -1356.89000000 -0.00031420777 N/A DE US N 2 UBS Switzerland AG 549300WOIFUSNYH0FL22 Skyworks Solutions, Inc. Skyworks Solutions, Inc. Y equity-performance leg 2029-08-22 0.00000000 USD 0.00000000 USD 33708.11000000 USD -1356.89000000 N N N UBS Switzerland AG 549300WOIFUSNYH0FL22 000000000 8640.37000000 OU Notional Amount USD -298.99000000 -0.00006923551 N/A DE US N 2 UBS Switzerland AG 549300WOIFUSNYH0FL22 Nicolet Bankshares, Inc. Nicolet Bankshares, Inc. Y equity-performance leg 2029-08-22 0.00000000 USD 0.00000000 USD 8640.37000000 USD -298.99000000 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 000000000 14289.69000000 OU Notional Amount USD -350.48000000 -0.00008115878 N/A DE US N 2 Morgan Stanley IGJSJL3JD5P30I6NJZ34 Terex Corp. Terex Corp. Y equity-performance leg 2026-10-20 0.00000000 USD 0.00000000 USD 14289.69000000 USD -350.48000000 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 000000000 780.48000000 OU Notional Amount USD -44.54000000 -0.00001031389 N/A DE US N 2 Morgan Stanley IGJSJL3JD5P30I6NJZ34 Ryerson Holding Corp. Ryerson Holding Corp. Y equity-performance leg 2026-10-20 0.00000000 USD 0.00000000 USD 780.48000000 USD -44.54000000 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 000000000 383018.77000000 OU Notional Amount 3238.98000000 0.000750033322 N/A DE CH N 2 Morgan Stanley IGJSJL3JD5P30I6NJZ34 Eurex Swiss Market New Index Futures SMZ5 Index Y equity-performance leg 2025-12-19 0.00000000 CHF 0.00000000 CHF 383018.77000000 CHF 3238.98000000 N N N UBS Switzerland AG 549300WOIFUSNYH0FL22 000000000 11163.87000000 OU Notional Amount USD -168.70000000 -0.00003906495 N/A DE US N 2 UBS Switzerland AG 549300WOIFUSNYH0FL22 Nicolet Bankshares, Inc. Nicolet Bankshares, Inc. Y equity-performance leg 2029-08-22 0.00000000 USD 0.00000000 USD 11163.87000000 USD -168.70000000 N N N UBS Switzerland AG 549300WOIFUSNYH0FL22 000000000 3421.88000000 OU Notional Amount USD 1.51000000 0.000000349662 N/A DE US N 2 UBS Switzerland AG 549300WOIFUSNYH0FL22 Towne Bank Towne Bank Y equity-performance leg 2029-08-22 0.00000000 USD 0.00000000 USD 3421.88000000 USD 1.51000000 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 000000000 31311.32000000 OU Notional Amount USD -234.76000000 -0.00005436212 N/A DE US N 2 Morgan Stanley IGJSJL3JD5P30I6NJZ34 Terex Corp. Terex Corp. Y equity-performance leg 2026-10-20 0.00000000 USD 0.00000000 USD 31311.32000000 USD -234.76000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 26776.70000000 OU Notional Amount USD -235.39000000 -0.00005450800 N/A DE US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 Huntington Bancshares, Inc. Huntington Bancshares, Inc. Y equity-performance leg 2027-05-20 0.00000000 USD 0.00000000 USD 26776.70000000 USD -235.39000000 N N N UBS Switzerland AG 549300WOIFUSNYH0FL22 000000000 33727.49000000 OU Notional Amount USD -1406.86000000 -0.00032577906 N/A DE US N 2 UBS Switzerland AG 549300WOIFUSNYH0FL22 Skyworks Solutions, Inc. Skyworks Solutions, Inc. Y equity-performance leg 2029-08-22 0.00000000 USD 0.00000000 USD 33727.49000000 USD -1406.86000000 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 000000000 24787.97000000 OU Notional Amount USD -199.49000000 -0.00004619483 N/A DE US N 2 Morgan Stanley IGJSJL3JD5P30I6NJZ34 Terex Corp. Terex Corp. Y equity-performance leg 2026-10-20 0.00000000 USD 0.00000000 USD 24787.97000000 USD -199.49000000 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 000000000 1581.18000000 OU Notional Amount USD -41.42000000 -0.00000959140 N/A DE US N 2 Morgan Stanley IGJSJL3JD5P30I6NJZ34 Black Hills Corp. Black Hills Corp. Y equity-performance leg 2026-10-20 0.00000000 USD 0.00000000 USD 1581.18000000 USD -41.42000000 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 000000000 1505.99000000 OU Notional Amount USD -6.65000000 -0.00000153990 N/A DE US N 2 Morgan Stanley IGJSJL3JD5P30I6NJZ34 Ryerson Holding Corp. Ryerson Holding Corp. Y equity-performance leg 2026-10-20 0.00000000 USD 0.00000000 USD 1505.99000000 USD -6.65000000 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 14714.26000000 OU Notional Amount USD 112.98000000 0.000026162175 N/A DE US N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Charter Communications, Inc. Charter Communications, Inc. Y equity-performance leg 2027-07-15 0.00000000 USD 0.00000000 USD 14714.26000000 USD 112.98000000 N N N UBS Switzerland AG 549300WOIFUSNYH0FL22 000000000 4725.89000000 OU Notional Amount USD -18.25000000 -0.00000422605 N/A DE US N 2 UBS Switzerland AG 549300WOIFUSNYH0FL22 Masterbrand, Inc. Masterbrand, Inc. Y equity-performance leg 2029-08-22 0.00000000 USD 0.00000000 USD 4725.89000000 USD -18.25000000 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 000000000 513432.48000000 OU Notional Amount 905.89000000 0.000209772115 N/A DE CH N 2 Morgan Stanley IGJSJL3JD5P30I6NJZ34 Eurex Swiss Market New Index Futures SMZ5 Index Y equity-performance leg 2025-12-19 0.00000000 CHF 0.00000000 CHF 513432.48000000 CHF 905.89000000 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 000000000 23934.59000000 OU Notional Amount USD -342.32000000 -0.00007926921 N/A DE US N 2 Morgan Stanley IGJSJL3JD5P30I6NJZ34 Black Hills Corp. Black Hills Corp. Y equity-performance leg 2026-10-20 0.00000000 USD 0.00000000 USD 23934.59000000 USD -342.32000000 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 000000000 6554.16000000 OU Notional Amount USD -49.68000000 -0.00001150413 N/A DE US N 2 Morgan Stanley IGJSJL3JD5P30I6NJZ34 Ryerson Holding Corp. Ryerson Holding Corp. Y equity-performance leg 2026-10-20 0.00000000 USD 0.00000000 USD 6554.16000000 USD -49.68000000 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 1400.14000000 OU Notional Amount USD -0.70000000 -0.00000016209 N/A DE US N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Charter Communications, Inc. Charter Communications, Inc. Y equity-performance leg 2027-07-15 0.00000000 USD 0.00000000 USD 1400.14000000 USD -0.70000000 N N N UBS Switzerland AG 549300WOIFUSNYH0FL22 000000000 14372.71000000 OU Notional Amount USD 133.15000000 0.000030832835 N/A DE US N 2 UBS Switzerland AG 549300WOIFUSNYH0FL22 Masterbrand, Inc. Masterbrand, Inc. Y equity-performance leg 2029-08-22 0.00000000 USD 0.00000000 USD 14372.71000000 USD 133.15000000 N N N UBS Switzerland AG 549300WOIFUSNYH0FL22 000000000 10937.14000000 OU Notional Amount USD 102.86000000 0.000023818741 N/A DE US N 2 UBS Switzerland AG 549300WOIFUSNYH0FL22 Nicolet Bankshares, Inc. Nicolet Bankshares, Inc. Y equity-performance leg 2029-08-22 0.00000000 USD 0.00000000 USD 10937.14000000 USD 102.86000000 N N N Alliance Bernstein 5493006YWHO7MNK2U579 018616748 1038333.05000000 NS USD 1038333.05000000 0.240441245976 Long STIV RF US N 1 N N Evolution Mining Ltd 254900BCFW5QO5LW8F27 000000000 14233.00000000 NS 110822.00000000 0.025662459421 Long EC CORP AU N 2 N N N Unipol Assicurazioni SpA 8156005CE5E7340CCA86 000000000 2812.00000000 NS 64581.65000000 0.014954828215 Long EC CORP IT N 2 N N N ASML Holding NV 724500Y6DUVHQD6OXN27 000000000 310.00000000 NS 327872.28000000 0.075923635026 Long EC CORP NL N 1 N N N RUSSIA GOVT BOND - OFZ 5493004EHVGF71PDBU58 000000000 23770000.00000000 PA 0.00000000 0.000000 Long DBT NUSS RU Y 3 2028-01-19 Fixed 7.05000000 N Y N N N N SNCF RESEAU 969500VZN4KDEZ14C105 000000000 700000.00000000 PA 823226.49000000 0.190630167244 Long DBT NUSS FR N 2 2028-10-25 Fixed 3.12500000 N N N N N N Industria de Diseno Textil SA 549300TTCXZOGZM2EY83 000000000 6927.00000000 NS 388641.38000000 0.089995611374 Long EC CORP ES N 2 N N NATIONAL AUSTRALIA BANK F8SB4JFBSYQFRQEH3Z21 000000000 522000.00000000 PA 595981.13000000 0.138008171343 Long DBT CORP AU N 2 2027-02-19 Fixed 0.87500000 N N N N N N Banca Mediolanum SpA 7LVZJ6XRIE7VNZ4UBX81 000000000 10242.00000000 NS 219464.10000000 0.050820131027 Long EC CORP IT N 2 N N N K2016470260 SA LTD 3789003E1C22310B3356 000000000 28243.80000000 PA USD 0.00000000 0.000000 Long DBT CORP ZA N 3 2025-12-31 Fixed 25.00000000 Y N N N N N K2016470219 SA LTD 378900DECAC8CFA88345 000000000 40372.49000000 PA USD 0.00000000 0.000000 Long DBT CORP ZA N 3 2025-12-31 Fixed 3.00000000 Y N N N N N BNG BANK NV 529900GGYMNGRQTDOO93 000000000 294000.00000000 PA 190610.91000000 0.044138751720 Long DBT NUSS NL N 2 2027-07-19 Fixed 3.50000000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 000000000 80000.00000000 PA 52451.31000000 0.012145870084 Long DBT CORP US N 2 2027-08-17 Fixed 4.50000000 N N N N N N RELX PLC 549300WSX3VBUFFJOO66 000000000 13469.00000000 NS 541330.76000000 0.125353076664 Long EC CORP GB N 2 N N N MALAYSIA GOVERNMENT 254900GSIL471JOBYY43 000000000 2573000.00000000 PA 671093.81000000 0.155401614003 Long DBT NUSS MY N 2 2033-11-07 Fixed 4.64200000 N N N N N N ALTRIA GROUP INC XSGZFLO9YTNO9VCQV219 02209SAZ6 227000.00000000 PA 261055.18000000 0.060451155578 Long DBT CORP US N 2 2031-06-15 Fixed 3.12500000 N N N N N N WINTERSHALL DEA FINANCE 529900SUC9JUI6M74U66 000000000 300000.00000000 PA 310554.89000000 0.071913539394 Long DBT CORP NL N 2 2031-09-25 Fixed 1.82300000 N N N N N N JAPAN FIN ORG MUNICIPAL 5493007YYYNZ4NMEOD64 000000000 668000.00000000 PA 754852.27000000 0.174797113822 Long DBT NUSS JP N 2 2027-02-12 Fixed 0.05000000 N N N N N N HONEYWELL INTERNATIONAL ISRPG12PN4EIEOEMW547 438516BY1 226000.00000000 PA 226254.63000000 0.052392577839 Long DBT CORP US N 2 2032-03-10 Fixed 0.75000000 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 000000000 336000.00000000 PA 374999.84000000 0.086836712720 Long DBT CORP US N 2 2030-05-04 Fixed 1.74100000 N N N N N N JDE Peet's NV 724500EHG519SE5ZRT89 000000000 29376.00000000 NS 1079048.36000000 0.249869473139 Long EC CORP NL N 2 N N N BANQUE FED CRED MUTUEL VBHFXSYT7OG62HNT8T76 000000000 200000.00000000 PA 213792.15000000 0.049506707819 Long DBT CORP FR N 2 2030-06-03 Fixed 1.25000000 N N N N N N BP CAPITAL MARKETS PLC 549300CRVT18MXX0AG93 000000000 214000.00000000 PA 248004.49000000 0.057429076906 Long DBT CORP GB N 2 2029-03-22 Fixed 3.62500000 N N N N N N DIGITAL DUTCH FINCO BV 549300ONZ5IS6B6IMJ70 000000000 100000.00000000 PA 99725.11000000 0.023092811794 Long DBT NL N 2 2032-01-15 Fixed 1.00000000 N N N N N N Digital Intrepid Holding BV 5493003H2CB2KXPP7461 000000000 140000.00000000 PA 138674.58000000 0.032112132807 Long DBT NL N 2 2031-07-15 Fixed 0.62500000 N N N N N N BPCE SFH - SOCIETE DE FI 969500T1UBNNTYVWOS04 000000000 700000.00000000 PA 751992.61000000 0.174134917610 Long DBT CORP FR N 2 2029-01-29 Fixed 0.01000000 N N N N N N TOTALENERGIES SE 529900S21EQ1BO4ESM68 000000000 334000.00000000 PA 375635.62000000 0.086983936903 Long DBT CORP FR N 2 2027-10-25 Fixed 1.62500000 N N N N N N Republic of Austria Government Bonds 529900QWWUI4XRVR7I03 000000000 1039000.00000000 PA 1058230.58000000 0.245048810866 Long DBT NUSS AT N 2 2031-02-20 None 0.00000000 N N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 000000000 100000.00000000 PA 108446.30000000 0.025112331244 Long DBT CORP GB N 2 2030-02-26 Fixed 0.78000000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 000000000 200000.00000000 PA 124600.36000000 0.028853040753 Long DBT CORP US N 2 2028-03-23 Fixed 2.35000000 N N N N N N U.K. Gilts ECTRVYYCEF89VWYS6K36 000000000 280760.00000000 PA 171178.36000000 0.039638859769 Long DBT NUSS GB N 2 2053-07-31 Fixed 1.50000000 N N N N N N DIGITAL INTREPID HOLDING 5493003H2CB2KXPP7461 000000000 100000.00000000 PA 100656.87000000 0.023308574487 Long DBT NL N 2 2032-07-18 Fixed 1.37500000 N N N N N N SANTANDER UK GROUP HLDGS 549300F5XIFGNNW4CF72 000000000 100000.00000000 PA 126924.33000000 0.029391190090 Long DBT CORP GB N 2 2029-01-17 Fixed 2.42100000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 000000000 125000.00000000 PA 142353.18000000 0.032963966588 Long DBT CORP CH N 2 2032-04-02 Fixed 2.87500000 N N N N N N CREDIT AGRICOLE HOME LOA 969500C9913Z7PKUGB44 000000000 700000.00000000 PA 792742.94000000 0.183571254168 Long DBT CORP FR N 2 2027-08-31 Fixed 0.87500000 N N N N N N BANQUE FED CRED MUTUEL VBHFXSYT7OG62HNT8T76 000000000 200000.00000000 PA 234996.39000000 0.054416860574 Long DBT CORP FR N 2 2032-06-16 Fixed 3.87500000 N N N N N N MEX BONOS DESARR FIX RT 254900EGTWEU67VP6075 000000000 19845000.00000000 PA 942792.02000000 0.218317319270 Long DBT NUSS MX N 2 2053-07-31 Fixed 8.00000000 N N N N N N SVENSKA HANDELSBANKEN AB NHBDILHZTYCNBV5UYZ31 000000000 161000.00000000 PA 213401.33000000 0.049416207717 Long DBT CORP SE N 2 2032-08-23 Fixed 4.62500000 N N N N N N SWEDBANK AB M312WZV08Y7LYUC71685 000000000 303000.00000000 PA 355966.79000000 0.082429330852 Long DBT CORP SE N 2 2032-08-23 Fixed 3.62500000 N N N N N N JAPAN FIN ORG MUNICIPAL 5493007YYYNZ4NMEOD64 000000000 100000.00000000 PA 116137.10000000 0.026893248778 Long DBT NUSS JP N 2 2027-09-08 Fixed 2.37500000 N N N N N N SUEZ 5493007LKZ37MXEN5D79 000000000 100000.00000000 PA 121513.00000000 0.028138117266 Long DBT CORP FR N 2 2028-11-03 Fixed 4.62500000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 000000000 141000.00000000 PA 198786.52000000 0.046031934119 Long DBT CORP GB N 2 2032-11-14 Fixed 8.40700000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 000000000 223000.00000000 PA 275098.60000000 0.063703115441 Long DBT CORP GB N 2 2032-11-16 Fixed 6.36400000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 000000000 318000.00000000 PA 408550.83000000 0.094605936515 Long DBT CORP CH N 2 2029-03-01 Fixed 7.75000000 N N N N N N WESTPAC BANKING CORP EN5TNI6CI43VEPAMHL14 000000000 510000.00000000 PA 601205.49000000 0.139217948521 Long DBT CORP AU N 2 2027-11-23 Fixed 3.10600000 N N N N N N ABN AMRO BANK NV BFXS5XCH7N0Y05NIXW11 000000000 200000.00000000 PA 241837.81000000 0.056001091711 Long DBT CORP NL N 2 2033-02-22 Fixed 5.12500000 N N N N N N KBC GROUP NV 213800X3Q9LSAKRUWY91 000000000 300000.00000000 PA 361983.92000000 0.083822685551 Long DBT CORP BE N 2 2033-04-25 Fixed 4.87500000 N N N N N N Japan Government Twenty Year Bonds 353800WZS8AXZXFUC241 000000000 331000000.00000000 PA 1772319.00000000 0.410406457376 Long DBT NUSS JP N 2 2042-12-20 Fixed 1.40000000 N N N N N N SVENSKA HANDELSBANKEN AB NHBDILHZTYCNBV5UYZ31 000000000 200000.00000000 PA 132413.68000000 0.030662329590 Long DBT CORP SE N 2 2028-03-02 Fixed 5.00000000 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 000000000 100000.00000000 PA 66789.92000000 0.015466185520 Long DBT CORP GB N 2 2029-03-17 Fixed 5.80200000 N N N N N N CPUK FINANCE LTD 6354003CVDDPNXREIR29 000000000 200000.00000000 PA 270106.35000000 0.062547086736 Long DBT CORP JE N 2 2027-08-28 Fixed 5.87600000 N N N N N N STANDARD CHARTERED PLC U4LOSYZ7YG4W3S5F2G91 000000000 275000.00000000 PA 341375.53000000 0.079050510603 Long DBT CORP GB N 2 2031-05-10 Fixed 4.87400000 N N N N N N HONEYWELL INTERNATIONAL ISRPG12PN4EIEOEMW547 000000000 159000.00000000 PA 189010.24000000 0.043768093106 Long DBT CORP US N 2 2032-05-17 Fixed 3.75000000 N N N N N N ENI SPA BUCRF72VH5RBN7X3VL35 000000000 100000.00000000 PA 121453.83000000 0.028124415584 Long DBT CORP IT N 2 2033-05-19 Fixed 4.25000000 N N N N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 000000000 200000.00000000 PA 246251.78000000 0.057023211201 Long DBT CORP ES N 2 2033-08-23 Fixed 5.75000000 N N N N N N Fiserv, Inc. GI7UBEJLXYLGR2C7GV83 000000000 110000.00000000 PA 133029.94000000 0.030805033631 Long DBT CORP US N 2 2031-05-24 Fixed 4.50000000 N N N N N N Japan Government Forty Year Bonds 353800WZS8AXZXFUC241 000000000 58600000.00000000 PA 206031.31000000 0.047709571496 Long DBT NUSS JP N 2 2063-03-20 Fixed 1.30000000 N N N N N N ABN AMRO BANK NV BFXS5XCH7N0Y05NIXW11 000000000 200000.00000000 PA 246091.65000000 0.056986130751 Long DBT CORP NL N 2 2033-09-21 Fixed 5.50000000 N N N N N N ANGLIAN WATER SERV FIN 213800DL377MH46PDY63 000000000 150000.00000000 PA 205687.15000000 0.047629876201 Long DBT CORP GB N 2 2031-06-20 Fixed 5.87500000 N N N N N N Danske Bank AS MAES062Z21O4RZ2U7M96 000000000 177000.00000000 PA 217908.18000000 0.050459834932 Long DBT CORP DK N 2 2030-06-21 Fixed 4.75000000 N N N N N N REPUBLIC OF CHILE 549300FLZTJM5YJF8D34 000000000 200000.00000000 PA 240627.56000000 0.055720840574 Long DBT NUSS CL N 2 2034-07-05 Fixed 4.12500000 N N N N N N Aegon Ltd O4QK7KMMK83ITNTHUG69 000000000 40124.00000000 NS 324483.19000000 0.075138841532 Long EC CORP BM N 2 N N Italy Buoni Poliennali Del Tesoro 815600DE60799F5A9309 000000000 1178000.00000000 PA 1468657.32000000 0.340089141854 Long DBT NUSS IT N 2 2034-03-01 Fixed 4.20000000 N N N N N N HUNGARY 5299003F3UFKGCCMAP43 000000000 224000.00000000 PA 280192.01000000 0.064882569226 Long DBT NUSS HU N 2 2033-09-12 Fixed 5.37500000 N N N N N N HUNGARY GOVERNMENT BOND 5299003F3UFKGCCMAP43 000000000 667940000.00000000 PA 2027571.19000000 0.469513845513 Long DBT NUSS HU N 2 2035-10-24 Fixed 7.00000000 N N N N N N Japan Government Five Year Bonds 353800WZS8AXZXFUC241 000000000 682400000.00000000 PA 4288716.14000000 0.993115120761 Long DBT NUSS JP N 2 2028-06-20 Fixed 0.30000000 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 000000000 341000.00000000 PA 423550.97000000 0.098079438925 Long DBT CORP GB N 2 2031-09-21 Fixed 4.75000000 N N N N N N French Republic Government Bonds OAT 969500KCGF3SUYJHPV70 000000000 534735.00000000 PA 636041.34000000 0.147284700493 Long DBT NUSS FR N 2 2033-11-25 Fixed 3.50000000 N N N N N N EUROPEAN UNION 529900FZRK8FGMPEOM08 000000000 866000.00000000 PA 1044374.24000000 0.241840172121 Long DBT NUSS XX N 2 2044-04-04 Fixed 4.00000000 N N N N N N Australia Government Bonds 213800J6B7JSBDETCB42 000000000 1515000.00000000 PA 939053.69000000 0.217451654132 Long DBT NUSS AU N 2 2054-06-21 Fixed 4.75000000 N N N N N N SUEZ 5493007LKZ37MXEN5D79 000000000 200000.00000000 PA 244012.30000000 0.056504626762 Long DBT CORP FR N 2 2033-11-13 Fixed 4.50000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 000000000 470000.00000000 PA 579836.95000000 0.134269749692 Long DBT CORP US N 2 2031-11-13 Fixed 4.45700000 N N N N N N BANK OF IRELAND GROUP 635400C8EK6DRI12LJ39 000000000 451000.00000000 PA 550315.78000000 0.127433689820 Long DBT CORP IE N 2 2029-11-13 Fixed 4.62500000 N N N N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 000000000 320000.00000000 PA 214885.01000000 0.049759775580 Long DBT CORP ES N 2 2029-01-23 Fixed 5.79600000 N N N N N N Bundesrepublik Deutschland Bundesanleihe 529900AQBND3S6YJLY83 000000000 106851.00000000 PA 105431.51000000 0.024414212404 Long DBT NUSS DE N 2 2054-08-15 Fixed 2.50000000 N N N N N N Japan Government Thirty Year Bonds 353800WZS8AXZXFUC241 000000000 329350000.00000000 PA 1519557.92000000 0.351875922295 Long DBT NUSS JP N 2 2054-03-20 Fixed 1.80000000 N N N N N N CADENT FINANCE PLC 5493005M8TJ0J6IMUF67 000000000 203000.00000000 PA 238236.31000000 0.055167111567 Long DBT CORP GB N 2 2033-04-16 Fixed 3.75000000 N N N N N N BAT INTL FINANCE PLC 21380041YBGOQDFAC823 000000000 154000.00000000 PA 184408.52000000 0.042702497351 Long DBT CORP GB N 2 2032-04-12 Fixed 4.12500000 N N N N N N Bundesrepublik Deutschland Bundesanleihe 529900AQBND3S6YJLY83 000000000 1166000.00000000 PA 1273778.78000000 0.294962157817 Long DBT NUSS DE N 2 2041-05-15 Fixed 2.60000000 N N N N N N ING GROEP NV 549300NYKK9MWM7GGW15 000000000 200000.00000000 PA 239148.12000000 0.055378254545 Long DBT CORP NL N 2 2034-08-15 Fixed 4.37500000 N N N N N N EUROPEAN UNION 529900FZRK8FGMPEOM08 000000000 830428.00000000 PA 866630.92000000 0.200681099582 Long DBT NUSS XX N 2 2054-10-05 Fixed 3.37500000 N N N N N N Italy Buoni Poliennali Del Tesoro 815600DE60799F5A9309 000000000 725000.00000000 PA 881188.00000000 0.204052004951 Long DBT NUSS IT N 2 2037-10-30 Fixed 4.05000000 N N N N N N MOLSON COORS BEVERAGE 54930073LBBH6ZCBE225 000000000 305000.00000000 PA 360234.58000000 0.083417600218 Long DBT CORP US N 2 2032-06-15 Fixed 3.80000000 N N N N N N JOHN DEERE FINANCIAL LTD C4WFU2AMZQ28CSQ23X49 000000000 320000.00000000 PA 211958.32000000 0.049082057588 Long DBT CORP AU N 2 2029-06-28 Fixed 5.05000000 N N N N N N TORONTO-DOMINION BANK PT3QB789TSUIDF371261 000000000 250000.00000000 PA 165333.65000000 0.038285431449 Long DBT CORP CA N 2 2029-07-23 Fixed 5.24800000 N N N N N N BP CAPITAL MARKETS PLC 549300CRVT18MXX0AG93 000000000 250000.00000000 PA 163907.07000000 0.037955085928 Long DBT CORP GB N 2 2029-08-28 Fixed 4.75100000 N N N N N N CAISSE REFINANCE L'HABIT 969500TVVZM86W7W5I94 000000000 200000.00000000 PA 232513.24000000 0.053841850773 Long DBT CORP FR N 2 2030-09-06 Fixed 2.75000000 N N N N N N U.K. Gilts ECTRVYYCEF89VWYS6K36 000000000 520000.00000000 PA 654926.68000000 0.151657877944 Long DBT NUSS GB N 2 2040-01-31 Fixed 4.37500000 N N N N N N TOYOTA FINANCE AUSTRALIA 3UKPTDP5PGQRH8AUK042 000000000 230000.00000000 PA 150390.67000000 0.034825165276 Long DBT CORP AU N 2 2029-09-17 Fixed 4.65000000 N N N N N N ING GROEP NV 549300NYKK9MWM7GGW15 000000000 100000.00000000 PA 133962.44000000 0.031020967682 Long DBT CORP NL N 2 2029-10-02 Fixed 4.87500000 N N N N N N NATURGY FIN IBERIA SA 2138005FTXOJUBQ5J563 000000000 200000.00000000 PA 233494.89000000 0.054069166228 Long DBT CORP ES N 2 2030-10-02 Fixed 3.25000000 N N N N N N KOREA TREASURY BOND 549300O0QCVSQGPGDT58 000000000 3022030000.00000000 PA 1992256.20000000 0.461336141647 Long DBT NUSS KR N 2 2034-12-10 Fixed 3.00000000 N N N N N N Covestro AG 3912005AWHKLQ1CPLV11 000000000 12852.00000000 NS 923276.92000000 0.213798311655 Long EC CORP DE N 2 N N N ALIBABA GROUP HOLDING 5493001NTNQJDH60PM02 000000000 2500000.00000000 PA 355754.49000000 0.082380169674 Long DBT CORP KY N 2 2029-11-28 Fixed 2.80000000 N N N N N N REPUBLIC OF CHILE 549300FLZTJM5YJF8D34 000000000 181000.00000000 PA 214171.30000000 0.049594505562 Long DBT NUSS CL N 2 2032-01-14 Fixed 3.75000000 N N N N N N CREDIT AGRICOLE SA 969500TJ5KRTCJQWXH05 000000000 200000.00000000 PA 132446.43000000 0.030669913333 Long DBT CORP FR N 2 2035-01-16 Fixed 6.06400000 N N N N N N HEATHROW FUNDING LTD 7TI96JO3DYEIQWZ7Z726 000000000 100000.00000000 PA 114685.50000000 0.026557109508 Long DBT CORP JE N 2 2036-01-16 Fixed 3.87500000 N N N N N N EDP SERVICIOS FIN ESP SA 5299003GHAFB78O1NU77 000000000 299000.00000000 PA 352433.29000000 0.081611097105 Long DBT CORP ES N 2 2031-07-21 Fixed 3.50000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 000000000 200000.00000000 PA 234251.44000000 0.054244356476 Long DBT CORP US N 2 2031-01-28 Fixed 3.26100000 N N N N N N THAILAND GOVERNMENT BOND 254900PHJ6MSKT6C7026 000000000 21146000.00000000 PA 696120.15000000 0.161196830068 Long DBT NUSS TH N 2 2035-03-17 Fixed 2.41000000 N N N N N N Japan Government Two Year Bonds 353800WZS8AXZXFUC241 000000000 714200000.00000000 PA 4565247.05000000 1.057149908589 Long DBT NUSS JP N 2 2027-02-01 Fixed 0.70000000 N N N N N N MEX BONOS DESARR FIX RT 254900EGTWEU67VP6075 000000000 36271000.00000000 PA 2001732.69000000 0.463530561890 Long DBT NUSS MX N 2 2030-02-28 Fixed 8.50000000 N N N N N N PARKER-HANNIFIN CORP 5493002CONDB4N2HKI23 000000000 364000.00000000 PA 418675.88000000 0.096950540337 Long DBT CORP US N 2 2030-03-01 Fixed 2.90000000 N N N N N N CIE FINANCEMENT FONCIER DKGVVH5FKILG8R13CO13 000000000 300000.00000000 PA 347513.20000000 0.080471778107 Long DBT CORP FR N 2 2030-03-05 Fixed 2.62500000 N N N N N N Spain Government Bonds 9598007A56S18711AH60 000000000 400000.00000000 PA 457767.32000000 0.106002736586 Long DBT NUSS ES N 2 2041-01-31 Fixed 3.50000000 N N N N N N SAUDI INTERNATIONAL BOND 635400FMICXSM3SI3H65 000000000 222000.00000000 PA 259032.50000000 0.059982774359 Long DBT NUSS SA N 2 2032-03-05 Fixed 3.37500000 N N N N N N Kingdom of Belgium Government Bonds 549300SZ25JZFHRHWD76 000000000 526618.00000000 PA 586117.63000000 0.135724133259 Long DBT NUSS BE N 2 2042-06-22 Fixed 3.45000000 N N N N N N GENERAL MILLS INC 2TGYMUGI08PO8X8L6150 000000000 362000.00000000 PA 423440.65000000 0.098053892711 Long DBT CORP US N 2 2032-04-17 Fixed 3.60000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 000000000 355000.00000000 PA 418502.65000000 0.096910426390 Long DBT CORP US N 2 2031-05-22 Fixed 3.52100000 N N N N N N ALPHABET INC 5493006MHB84DD0ZWV18 000000000 182000.00000000 PA 211107.66000000 0.048885074789 Long DBT CORP US N 2 2029-05-06 Fixed 2.50000000 N N N N N N VISA INC 549300JZ4OKEHW3DPJ59 000000000 163000.00000000 PA 187951.15000000 0.043522845284 Long DBT CORP US N 2 2028-05-15 Fixed 2.25000000 N N N N N N AMERICAN EXPRESS CO R4PP93JZOLY261QX3811 000000000 182000.00000000 PA 213249.06000000 0.049380947365 Long DBT CORP US N 2 2032-05-20 Fixed 3.43300000 N N N N N N MET LIFE GLOB FUNDING I 635400MMSOCXNNNZDZ82 000000000 109000.00000000 PA 70637.25000000 0.016357091207 Long DBT CORP US N 2 2030-05-30 Fixed 4.75000000 N N N N N N GLENCORE CAP FIN DAC 213800HCUCI1HC7X6Q34 000000000 355000.00000000 PA 416760.21000000 0.096506938853 Long DBT CORP IE N 2 2032-02-04 Fixed 3.75000000 N N N N N N Spain Government Bonds 9598007A56S18711AH60 000000000 2665000.00000000 PA 3101980.60000000 0.718309101746 Long DBT NUSS ES N 2 2035-10-31 Fixed 3.20000000 N N N N N N MEX BONOS DESARR FIX RT 254900EGTWEU67VP6075 000000000 19843000.00000000 PA 1017237.01000000 0.235556148518 Long DBT NUSS MX N 2 2036-02-21 Fixed 8.00000000 N N N N N N Japan Government Ten Year Bonds 353800WZS8AXZXFUC241 000000000 22650000.00000000 PA 141540.57000000 0.032775794825 Long DBT NUSS JP N 2 2035-06-20 Fixed 1.50000000 N N N N N N FEDEX CORP 549300E707U7WNPZN687 000000000 136000.00000000 PA 157812.32000000 0.036543757180 Long DBT CORP US N 2 2032-07-30 Fixed 3.50000000 N N N N N N CECONOMY AG 5299001X9L42HXEBCZ51 000000000 34767.00000000 NS 179924.81000000 0.041664228542 Long EC CORP DE N 2 N N N BANCO DE SABADELL SA SI5RG2M0WQQLZCXKRM20 000000000 300000.00000000 PA 348648.02000000 0.080734562321 Long DBT CORP ES N 2 2032-03-10 Fixed 3.37500000 N N N N N N French Republic Government Bonds OAT 969500KCGF3SUYJHPV70 000000000 2075690.00000000 PA 2427144.62000000 0.562040933396 Long DBT NUSS FR N 2 2035-11-25 Fixed 3.50000000 N N N N N N JAPAN TREASURY DISC BILL 353800WZS8AXZXFUC241 000000000 3250000000.00000000 PA 20802455.11000000 4.817113570659 Long STIV NUSS JP N 2 2025-12-15 None 0.00000000 N N N N N N Japan Government Thirty Year Bonds 353800WZS8AXZXFUC241 000000000 118850000.00000000 PA 744728.91000000 0.172452901345 Long DBT NUSS JP N 2 2055-09-20 Fixed 3.20000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 000000000 100000.00000000 PA 115696.17000000 0.026791144969 Long DBT CORP US N 2 2030-10-22 Fixed 2.92800000 N N N N N N BOOKING HOLDINGS INC FXM8FAOHMYDIPD38UZ17 000000000 179000.00000000 PA 205631.84000000 0.047617068359 Long DBT CORP US N 2 2035-11-07 Fixed 3.62500000 N N N N N N NEXTERA ENERGY CAPITAL UMI46YPGBLUE4VGNNT48 000000000 123000.00000000 PA 142570.33000000 0.033014250855 Long DBT CORP US N 2 2056-05-15 Fixed 3.99600000 N N N N N N BMS IRELAND CAP FUNDING 9845002AC2D55DFID596 000000000 120000.00000000 PA 139336.67000000 0.032265449457 Long DBT CORP IE N 2 2033-11-10 Fixed 3.36300000 N N N N N N AMCOR UK FINANCE PLC 549300DEUV6BE727FP17 000000000 118000.00000000 PA 137160.90000000 0.031761618004 Long DBT CORP GB N 2 2029-11-17 Fixed 3.20000000 N N N N N N SMURFIT KAPPA TREASURY 635400B3DOXSWFOWJT40 000000000 104000.00000000 PA 121420.96000000 0.028116804054 Long DBT CORP IE N 2 2031-11-24 Fixed 3.48900000 N N N N N N Eurex Deutschland 529900LN3S50JPU47S06 000000000 -77.00000000 NC -78047.32000000 -0.01807300159 N/A DE DE N 1 Eurex Deutschland 529900LN3S50JPU47S06 Short Eurex EURO STOXX 50 Futures VGZ5 Index 2025-12-19 -4301718.12000000 EUR -78047.32000000 N N N ICE Futures U.S., Inc. 5493004R83R1LVX2IL36 000000000 124.00000000 NC USD 27973.52000000 0.006477678817 N/A DE US N 1 ICE Futures U.S., Inc. 5493004R83R1LVX2IL36 Long ICE U.S. MSCI Emerging Markets Index Futures MESZ5 Index 2025-12-19 8513146.48000000 USD 27973.52000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 310.00000000 NC USD 2978607.78000000 0.689740315882 N/A DE US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Long CME E-mini S&P 500 Index Futures ESZ5 Index 2025-12-19 103343642.22000000 USD 2978607.78000000 N N N The Montreal Exchange / Bourse De Montreal N/A 000000000 27.00000000 NC 223115.02000000 0.051665555098 N/A DE CA N 1 The Montreal Exchange / Bourse De Montreal N/A Long Montreal Exchange S&P/TSX 60 Index Futures PTZ5 Index 2025-12-18 9633927.92000000 CAD 223115.02000000 N N N Osaka Exchange 3538001249AILNPRUX57 000000000 3.00000000 NC 17795.79000000 0.004120876168 N/A DE JP N 1 Osaka Exchange 3538001249AILNPRUX57 Long TSE TOPIX Futures TPZ5 Index 2025-12-11 98754082.00000000 JPY 17795.79000000 N N N ASX Clear (Futures) 549300ZD7BBOVZFVHK49 000000000 -2.00000000 NC -964.39000000 -0.00022331864 N/A DE AU N 1 ASX Clear (Futures) 549300ZD7BBOVZFVHK49 Short SFE S&P ASX Share Price Index 200 Futures XPZ5 Index 2025-12-18 -429727.98000000 AUD -964.39000000 N N N Nasdaq Stockholm AB 549300KBQIVNEJEZVL96 000000000 -86.00000000 NC -111449.54000000 -0.02580777551 N/A DE SE N 1 Nasdaq Stockholm AB 549300KBQIVNEJEZVL96 Short OML Stockholm OMXS30 Index Futures QCZ5 Index 2025-12-19 -23002453.62000000 SEK -111449.54000000 N N N Hong Kong Futures Exchange Ltd. 213800YTVSXYQN17BW16 000000000 -5.00000000 NC -2288.84000000 -0.00053001447 N/A DE HK N 1 Hong Kong Futures Exchange Ltd. 213800YTVSXYQN17BW16 Short HKG Hang Seng Index Futures HIZ5 Index 2025-12-30 -6476945.00000000 HKD -2288.84000000 N N N Singapore Exchange Derivatives Clearing Ltd. 549300ZLWT3FK3F0FW61 000000000 14.00000000 NC USD 56046.83000000 0.012978465472 N/A DE SG N 1 Singapore Exchange Derivatives Clearing Ltd. 549300ZLWT3FK3F0FW61 Long SGX FTSE Taiwan Index Futures TWTZ5 Index 2025-12-30 1222020.96000000 USD 56046.83000000 N N N Commodities Exchange Center N/A 000000000 13.00000000 NC USD 248419.51000000 0.057525180874 N/A DCO US N 1 Commodities Exchange Center N/A Long COMEX Gold 100 Troy Ounces Futures GCG6 Comdty 2026-02-25 5282950.49000000 USD 248419.51000000 N N N South African Futures Exchange N/A 000000000 21.00000000 NC -21444.97000000 -0.00496589731 N/A DE ZA N 1 South African Futures Exchange N/A Long SAFEX FTSE/JSE Top 40 Index Futures AIZ5 Index 2025-12-18 22130720.25000000 ZAR -21444.97000000 N N N Singapore Exchange Derivatives Clearing Ltd. 549300ZLWT3FK3F0FW61 000000000 37.00000000 NC -42565.72000000 -0.00985671673 N/A DIR SG N 1 Singapore Exchange Derivatives Clearing Ltd. 549300ZLWT3FK3F0FW61 Long SGX Mini Japan Government 10 Year Bond Futures BJZ5 Comdty 2025-12-12 506407979.00000000 JPY -42565.72000000 N N N Singapore Exchange Derivatives Clearing Ltd. 549300ZLWT3FK3F0FW61 000000000 83.00000000 NC USD 20299.87000000 0.004700732617 N/A DE SG N 1 Singapore Exchange Derivatives Clearing Ltd. 549300ZLWT3FK3F0FW61 Long SGX FTSE China A50 Futures Contract XUZ5 Index 2025-12-30 1233843.91000000 USD 20299.87000000 N N N ICE Futures Europe - Financial Products Division N/A 000000000 -64.00000000 NC -11422.89000000 -0.00264513770 N/A DE GB N 1 ICE Futures Europe - Financial Products Division N/A Short FTSE 100 Index Futures Z Z5 Index 2025-12-19 -6229717.41000000 GBP -11422.89000000 N N N Eurex Deutschland 529900LN3S50JPU47S06 000000000 41.00000000 NC 7795.44000000 0.001805148460 N/A DIR DE N 1 Eurex Deutschland 529900LN3S50JPU47S06 Long Eurex 5 Year Euro BOBL Futures OEZ5 Comdty 2025-12-08 4829231.82000000 EUR 7795.44000000 N N N Singapore Exchange Derivatives Clearing Ltd. 549300ZLWT3FK3F0FW61 000000000 -76.00000000 NC -14908.75000000 -0.00345233971 N/A DE SG N 1 Singapore Exchange Derivatives Clearing Ltd. 549300ZLWT3FK3F0FW61 Short SGX MSCI Singapore Index Futures QZZ5 Index 2025-12-30 -3353872.46000000 SGD -14908.75000000 N N N ICE Futures Europe - Financial Products Division N/A 000000000 5.00000000 NC 6555.65000000 0.001518056903 N/A DIR GB N 1 ICE Futures Europe - Financial Products Division N/A Long Long Gilt Futures G Z5 Comdty 2025-12-29 461197.48000000 GBP 6555.65000000 N N N ICE Futures Europe - Financial Products Division N/A 000000000 -5.00000000 NC -6028.99000000 -0.00139610105 N/A DIR GB N 1 ICE Futures Europe - Financial Products Division N/A Short Long Gilt Futures G Z5 Comdty 2025-12-29 -461595.35000000 GBP -6028.99000000 N N N Eurex Deutschland 529900LN3S50JPU47S06 000000000 27.00000000 NC 21056.82000000 0.004876015491 N/A DIR DE N 1 Eurex Deutschland 529900LN3S50JPU47S06 Long Eurex 30 Year Euro BUXL Futures UBZ5 Comdty 2025-12-08 3054453.04000000 EUR 21056.82000000 N N N Eurex Deutschland 529900LN3S50JPU47S06 000000000 -17.00000000 NC -19746.07000000 -0.00457249210 N/A DIR DE N 1 Eurex Deutschland 529900LN3S50JPU47S06 Short Eurex 30 Year Euro BUXL Futures UBZ5 Comdty 2025-12-08 -1917582.66000000 EUR -19746.07000000 N N N Eurex Deutschland 529900LN3S50JPU47S06 000000000 37.00000000 NC 5812.30000000 0.001345923308 N/A DIR DE N 1 Eurex Deutschland 529900LN3S50JPU47S06 Long Eurex 10 Year Euro BUND Futures RXZ5 Comdty 2025-12-08 4763550.91000000 EUR 5812.30000000 N N N Eurex Deutschland 529900LN3S50JPU47S06 000000000 -24.00000000 NC -15338.60000000 -0.00355187778 N/A DIR DE N 1 Eurex Deutschland 529900LN3S50JPU47S06 Short Eurex 10 Year Euro BUND Futures RXZ5 Comdty 2025-12-08 -3079901.06000000 EUR -15338.60000000 N N N Eurex Deutschland 529900LN3S50JPU47S06 000000000 38.00000000 NC -4454.30000000 -0.00103145849 N/A DIR DE N 1 Eurex Deutschland 529900LN3S50JPU47S06 Long Eurex 2 Year Euro SCHATZ Futures DUZ5 Comdty 2025-12-08 4068888.76000000 EUR -4454.30000000 N N N Eurex Deutschland 529900LN3S50JPU47S06 000000000 1.00000000 NC 1576.89000000 0.000365152006 N/A DIR DE N 1 Eurex Deutschland 529900LN3S50JPU47S06 Long EUX Euro-OAT Futures OATZ5 Comdty 2025-12-08 121491.02000000 EUR 1576.89000000 N N N Eurex Deutschland 529900LN3S50JPU47S06 000000000 13.00000000 NC 42674.19000000 0.009881834556 N/A DIR DE N 1 Eurex Deutschland 529900LN3S50JPU47S06 Long Euro-BTP Italian Bond Futures IKZ5 Comdty 2025-12-08 1541033.00000000 EUR 42674.19000000 N N N Osaka Exchange 3538001249AILNPRUX57 000000000 6.00000000 NC -59082.36000000 -0.01368138696 N/A DIR JP N 1 Osaka Exchange 3538001249AILNPRUX57 Long TSE Japanese 10 Year Bond Futures JBZ5 Comdty 2025-12-15 820008960.00000000 JPY -59082.36000000 N N N Osaka Exchange 3538001249AILNPRUX57 000000000 -25.00000000 NC 207330.11000000 0.048010327685 N/A DIR JP N 1 Osaka Exchange 3538001249AILNPRUX57 Short TSE Japanese 10 Year Bond Futures JBZ5 Comdty 2025-12-15 -3410636000.00000000 JPY 207330.11000000 N N N ASX Clear (Futures) 549300ZD7BBOVZFVHK49 000000000 98.00000000 NC -98063.61000000 -0.02270806710 N/A DIR AU N 1 ASX Clear (Futures) 549300ZD7BBOVZFVHK49 Long SFE 10 Year Australian Bond Futures XMZ5 Comdty 2025-12-15 11102082.75000000 AUD -98063.61000000 N N N ASX Clear (Futures) 549300ZD7BBOVZFVHK49 000000000 -8.00000000 NC 7019.17000000 0.001625391757 N/A DIR AU N 1 ASX Clear (Futures) 549300ZD7BBOVZFVHK49 Short SFE 3 Year Australian Bond Futures YMZ5 Comdty 2025-12-15 -857729.20000000 AUD 7019.17000000 N N N Warsaw Stock Exchange/Financial Derivatives N/A 000000000 -78.00000000 NC -59151.89000000 -0.01369748765 N/A DE PL N 1 Warsaw Stock Exchange/Financial Derivatives N/A Short WSE WIG20 Index Futures KRSZ5 Index 2025-12-19 -4482801.90000000 PLN -59151.89000000 N N N Thailand Futures Exchange 5493006G4X6OUMF0CE07 000000000 726.00000000 NC -81558.07000000 -0.01888596724 N/A DE TH N 1 Thailand Futures Exchange 5493006G4X6OUMF0CE07 Long TEF SET50 Index Futures BCZ5 Index 2025-12-29 122781960.00000000 THB -81558.07000000 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 50.00000000 NC USD 29315.65000000 0.006788468702 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT U.S. Long Bond Futures USH6 Comdty 2026-03-20 5842559.35000000 USD 29315.65000000 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 45.00000000 NC USD -2173.73000000 -0.00050335906 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT 10 Year U.S. Treasury Notes Futures TYH6 Comdty 2026-03-20 5102642.48000000 USD -2173.73000000 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 33.00000000 NC USD 80.68000000 0.000018682637 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long Ultra U.S. Treasury Bond Futures WNH6 Comdty 2026-03-20 3990856.82000000 USD 80.68000000 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 416.00000000 NC USD 169452.09000000 0.039239116633 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT 5 Year U.S. Treasury Notes Futures FVH6 Comdty 2026-03-31 45493047.91000000 USD 169452.09000000 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 157.00000000 NC USD 6961.55000000 0.001612049000 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT 2 Year U.S. Treasury Notes Futures TUH6 Comdty 2026-03-31 32783960.48000000 USD 6961.55000000 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -48.00000000 NC USD -18444.86000000 -0.00427117784 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short Ultra 10 Year U.S. Treasury Notes Futures UXYH6 Comdty 2026-03-20 -5559305.14000000 USD -18444.86000000 N N N ICE Futures Europe - Financial Products Division N/A 000000000 51.00000000 NC 59631.14000000 0.013808465020 N/A DIR GB N 1 ICE Futures Europe - Financial Products Division N/A Long Long Gilt Futures G H6 Comdty 2026-03-27 4625531.18000000 GBP 59631.14000000 N N N ICE Futures Europe - Financial Products Division N/A 000000000 -9.00000000 NC -10349.18000000 -0.00239650441 N/A DIR GB N 1 ICE Futures Europe - Financial Products Division N/A Short Long Gilt Futures G H6 Comdty 2026-03-27 -816401.63000000 GBP -10349.18000000 N N N The Montreal Exchange / Bourse De Montreal N/A 000000000 59.00000000 NC 26186.65000000 0.006063902862 N/A DIR CA N 1 The Montreal Exchange / Bourse De Montreal N/A Long Montreal Exchange 10 Year Canadian Bond Futures CNH6 Comdty 2026-03-20 7216865.46000000 CAD 26186.65000000 N N N The Montreal Exchange / Bourse De Montreal N/A 000000000 -30.00000000 NC -15289.06000000 -0.00354040607 N/A DIR CA N 1 The Montreal Exchange / Bourse De Montreal N/A Short Montreal Exchange 10 Year Canadian Bond Futures CNH6 Comdty 2026-03-20 -3666834.30000000 CAD -15289.06000000 N N N National Stock Exchange Of India N/A 000000000 44.00000000 NC USD 4717.90000000 0.001092498937 N/A DE IN N 1 National Stock Exchange Of India N/A Long IFSC NIFTY 50 Index Futures JGSZ5 Index 2025-12-30 2324871.78000000 USD 4717.90000000 N N N Bursa Malaysia N/A 000000000 16.00000000 NC -1124.14000000 -0.00026031110 N/A DE MY N 1 Bursa Malaysia N/A Long MDE Kuala Lumpur Composite Index Futures IKZ5 Index 2025-12-31 1297045.52000000 MYR -1124.14000000 N N N Safran SA 969500UIC89GT3UL7L24 000000000 1847.00000000 NS 620890.72000000 0.143776352233 Long EC CORP FR N 2 N N N Recordati Industria Chimica e Farmaceutica SpA 815600FBF92FD3531704 000000000 2353.00000000 NS 139145.32000000 0.032221139558 Long EC CORP IT N 1 N N MTU Aero Engines AG 529900807L67JY81RD65 000000000 781.00000000 NS 319552.05000000 0.073996963745 Long EC CORP DE N 2 N N N Oversea-Chinese Banking Corp Ltd 5493007O3QFXCPOGWK22 000000000 41800.00000000 NS 597164.70000000 0.138282244335 Long EC CORP SG N 1 N N N Mitsubishi Chemical Group Corp 353800YNKX4RQUGAR072 000000000 33700.00000000 NS 190362.65000000 0.044081263476 Long EC CORP JP N 2 N N N Ipsen SA 549300M6SGDPB4Z94P11 000000000 2135.00000000 NS 308242.79000000 0.071378138730 Long EC CORP FR N 2 N N N London Stock Exchange Group PLC 213800QAUUUP6I445N30 000000000 1853.00000000 NS 218269.67000000 0.050543543243 Long EC CORP GB N 2 N N N Inpex Corp 353800VHYYADPR6MXQ47 000000000 3400.00000000 NS 72522.22000000 0.016793583655 Long EC CORP JP N 2 N N N TotalEnergies SE 529900S21EQ1BO4ESM68 000000000 2157.00000000 NS 141901.99000000 0.032859486926 Long EC CORP FR N 2 N N N Logitech International SA 549300SN6PRK6IJJC215 000000000 2706.00000000 NS 305339.04000000 0.070705732830 Long EC CORP CH N 2 N N N Experian PLC 635400RXXHHYT1JTSZ26 000000000 5549.00000000 NS 243852.96000000 0.056467729248 Long EC CORP JE N 2 N N N Idemitsu Kosan Co Ltd 549300P0R46FF6DUA630 000000000 44900.00000000 NS 332660.43000000 0.077032401382 Long EC CORP JP N 2 N N N Yangzijiang Shipbuilding Holdings Ltd 254900Z3JEM14YIGLM66 000000000 41000.00000000 NS 106212.54000000 0.024595071355 Long EC CORP SG N 2 N N N Prysmian SpA 529900X0H1IO3RS1A464 000000000 4666.00000000 NS 468286.79000000 0.108438674144 Long EC CORP IT N 2 N N Vinci SA 213800WFQ334R8UXUG83 000000000 1160.00000000 NS 164617.67000000 0.038119635780 Long EC CORP FR N 2 N N N U.K. Gilts ECTRVYYCEF89VWYS6K36 000000000 155000.00000000 PA 213624.65000000 0.049467920738 Long DBT NUSS GB N 2 2030-12-07 Fixed 4.75000000 N N N N N N Fresnillo PLC 549300JXWH1UV5J0XV81 000000000 2351.00000000 NS 81976.66000000 0.018982897897 Long EC CORP GB N 2 N N N HEATHROW FUNDING LTD 7TI96JO3DYEIQWZ7Z726 000000000 192000.00000000 PA 273735.30000000 0.063387423331 Long DBT CORP JE N 2 2031-12-10 Fixed 6.45000000 N N N N N N Amadeus IT Group SA 9598004A3FTY3TEHHN09 000000000 3920.00000000 NS 288486.82000000 0.066803354134 Long EC CORP ES N 1 N N N HKT Trust & HKT Ltd N/A 000000000 165000.00000000 NS 252448.70000000 0.058458198911 Long EC CORP KY N 1 N N N International Consolidated Airlines Group SA 959800TZHQRUSH1ESL13 000000000 62088.00000000 NS 326567.29000000 0.075621445453 Long EC CORP ES N 2 N N ENEOS Holdings Inc 3538001KQ5SAOZSQTT44 000000000 50200.00000000 NS 330833.12000000 0.076609260952 Long EC CORP JP N 2 N N N Rolls-Royce Holdings PLC 213800EC7997ZBLZJH69 000000000 22264.00000000 NS 314239.87000000 0.072766850557 Long EC CORP GB N 1 N N N U.K. Gilts ECTRVYYCEF89VWYS6K36 000000000 991000.00000000 PA 1223372.58000000 0.283289862947 Long DBT NUSS GB N 2 2040-12-07 Fixed 4.25000000 N N N N N N Koninklijke Ahold Delhaize NV 724500C9GNBV20UYRX36 000000000 3514.00000000 NS 145474.01000000 0.033686640545 Long EC CORP NL N 1 N N N Compass Group PLC 2138008M6MH9OZ6U2T68 000000000 14514.00000000 NS 456351.50000000 0.105674882700 Long EC CORP GB N 1 N N N National Grid PLC 8R95QZMKZLJX5Q2XR704 000000000 17464.00000000 NS 265348.72000000 0.061445387734 Long EC CORP GB N 1 N N N AIB Group PLC 635400AKJBGNS5WNQL34 000000000 32620.00000000 NS 335640.51000000 0.077722482612 Long EC CORP IE N 2 N N N VEOLIA ENVIRONNEMENT SA 969500LENY69X51OOT31 000000000 200000.00000000 PA 208141.25000000 0.048198159048 Long DBT CORP FR N 2 2032-09-21 Fixed 1.62500000 N N N N N N SoftBank Corp 353800M1YCTS9JRBJ535 000000000 151200.00000000 NS 216324.51000000 0.050093112917 Long EC CORP JP N 2 N N N Nordea Bank Abp 529900ODI3047E2LIV03 000000000 20014.00000000 NS 354160.40000000 0.082011034755 Long EC CORP FI N 2 N N N Bundesrepublik Deutschland Bundesanleihe 529900AQBND3S6YJLY83 000000000 100679.00000000 PA 52111.18000000 0.012067107994 Long DBT NUSS DE N 2 2050-08-15 None 0.00000000 N N N N N N Tesco PLC 2138002P5RNKC5W2JZ46 000000000 90959.00000000 NS 542447.15000000 0.125611593141 Long EC CORP GB N 2 N N N NatWest Group PLC 2138005O9XJIJN4JPN90 000000000 91229.00000000 NS 761441.26000000 0.176322891091 Long EC CORP GB N 1 N N N Informa PLC 5493006VM2LKUPSEDU20 000000000 27504.00000000 NS 349744.14000000 0.080988384983 Long EC CORP GB N 1 N N N Haleon PLC 549300PSB3WWEODCUP19 000000000 41956.00000000 NS 206334.86000000 0.047779862951 Long EC CORP GB N 2 N N N U.K. Gilts ECTRVYYCEF89VWYS6K36 000000000 91795.00000000 PA 97935.09000000 0.022678306410 Long DBT NUSS GB N 2 2045-01-22 Fixed 3.50000000 N N N N N N GSK PLC 5493000HZTVUYLO1D793 000000000 15827.00000000 NS 376619.97000000 0.087211877582 Long EC CORP GB N 2 N N N Euronext NV 724500QJ4QSZ3H9QU415 000000000 557.00000000 NS 85352.61000000 0.019764648631 Long EC CORP NL N 1 N N N QIAGEN NV 54930036WK3GMCN17Z57 000000000 6820.00000000 NS 325549.08000000 0.075385663994 Long EC CORP NL N 2 N N N Novo Nordisk A/S 549300DAQ1CVT6CXN342 000000000 2550.00000000 NS 126283.33000000 0.029242757139 Long EC CORP DK N 2 N N N Shell PLC 21380068P1DRHMJ8KU70 000000000 11808.00000000 NS 433954.77000000 0.100488591397 Long EC CORP GB N 2 N N N U.K. Gilts ECTRVYYCEF89VWYS6K36 000000000 868000.00000000 PA 1106896.53000000 0.256318125326 Long DBT NUSS GB N 2 2043-10-22 Fixed 4.75000000 N N N N N N U.K. Gilts ECTRVYYCEF89VWYS6K36 000000000 2597396.00000000 PA 3429681.64000000 0.794193083639 Long DBT NUSS GB N 2 2031-10-22 Fixed 4.00000000 N N N N N N Finland Government Bonds 743700M6Y2OQRVSBRD14 000000000 378000.00000000 PA 405339.14000000 0.093862222592 Long DBT NUSS FI N 2 2032-09-15 Fixed 1.50000000 N N N N N N Medibank Pvt Ltd BDYVSUPTML83OLINBJ17 000000000 64359.00000000 NS 200141.17000000 0.046345623194 Long EC CORP AU N 1 N N N U.K. Gilts ECTRVYYCEF89VWYS6K36 000000000 315000.00000000 PA 424737.84000000 0.098354276080 Long DBT NUSS GB N 2 2030-03-07 Fixed 4.37500000 N N N N N N POLAND GOVERNMENT BOND 259400R9L8QEP0TPXS31 000000000 3622000.00000000 PA 981667.35000000 0.227319472079 Long DBT NUSS PL N 2 2035-10-25 Fixed 5.00000000 N N N N N N Auto Trader Group PLC 213800QLK9BZILB1DI86 000000000 12502.00000000 NS 105723.47000000 0.024481820024 Long EC CORP GB N 1 N N N Tryg A/S 213800ZRS8AC4LSTCE39 000000000 16985.00000000 NS 420732.55000000 0.097426792438 Long EC CORP DK N 1 N N N UniCredit SpA 549300TRUWO2CD2G5692 000000000 4088.00000000 NS 304321.68000000 0.070470148202 Long EC CORP IT N 1 N N N Japan Post Holdings Co Ltd 5299003D9N4JBS256X18 000000000 33200.00000000 NS 326120.91000000 0.075518079617 Long EC CORP JP N 2 N N N Japan Post Bank Co Ltd 5493006JVO6N2HC2XZ76 000000000 8400.00000000 NS 101088.98000000 0.023408635895 Long EC CORP JP N 2 N N N Nordea Bank Abp 529900ODI3047E2LIV03 000000000 11353.00000000 NS 200911.47000000 0.046523997457 Long EC CORP FI N 1 N N N ING Groep NV 549300NYKK9MWM7GGW15 000000000 14014.00000000 NS 363368.59000000 0.084143326198 Long EC CORP NL N 2 N N N Allegion plc 984500560CAC2E6FB757 000000000 1518.00000000 NS USD 252033.54000000 0.058362062524 Long EC CORP IE N 1 N N N Amdocs Ltd 549300HQV672RJ7RQV66 000000000 2076.00000000 NS USD 158772.48000000 0.036766096309 Long EC CORP GG N 1 N N N Arch Capital Group Ltd 549300AYR4P8AFKDCE43 000000000 3302.00000000 NS USD 310123.84000000 0.071813723445 Long EC CORP BM N 1 N N N Aspen Insurance Holdings Ltd 549300YX6HECG9XQCQ75 000000000 3433.00000000 NS USD 127192.65000000 0.029453323521 Long EC CORP BM N 1 N N Aptiv PLC N/A 000000000 3819.00000000 NS USD 296163.45000000 0.068580990396 Long EC CORP JE N 1 N N N LIMA METRO LINE 2 FIN LT 5493009BVQNQT1UKQ352 000000000 195006.16000000 PA USD 188335.00000000 0.043611731381 Long DBT CORP KY N 2 2036-04-05 Fixed 4.35000000 N N N N N N Medtronic PLC 549300GX3ZBSQWUXY261 000000000 3513.00000000 NS USD 370024.29000000 0.085684551145 Long EC CORP IE N 1 N N N TE Connectivity PLC 6367003TB6K484NFHE54 000000000 81.00000000 NS USD 18318.15000000 0.004241836287 Long EC CORP IE N 1 N N N CyberArk Software Ltd 529900YEXNDM894PWS93 000000000 3139.00000000 NS USD 1439514.01000000 0.333340581006 Long EC CORP IL N 1 N N N Merus NV 549300W8GPUWU8QNU293 000000000 15059.00000000 NS USD 1447772.26000000 0.335252899909 Long EC CORP NL N 1 N N N ALPEK SA DE CV 549300PWKJTP62D4IQ66 000000000 220000.00000000 PA USD 203431.25000000 0.047107489471 Long DBT CORP MX N 2 2029-09-18 Fixed 4.25000000 N N N N N N CELULOSA ARAUCO CONSTITU 549300QEKV8G0AMNQD28 000000000 200000.00000000 PA USD 206626.00000000 0.047847280688 Long DBT CORP CL N 2 2032-05-05 Fixed 6.18000000 N N N N N CODELCO INC 549300UVMBCBCIPSUI70 000000000 200000.00000000 PA USD 205188.00000000 0.047514290698 Long DBT CORP CL N 2 2035-09-21 Fixed 5.62500000 N N N N N N ORBIA ADVANCE CORP SAB 549300MVHZ20SBIOEQ79 000000000 400000.00000000 PA USD 325452.00000000 0.075363183696 Long DBT CORP MX N 2 2031-05-11 Fixed 2.87500000 N N N N N N TRANSPRTDRA DE GAS INTL 529900780HCVLCEM2440 000000000 300000.00000000 PA USD 304500.00000000 0.070511440813 Long DBT CORP CO N 2 2028-11-01 Fixed 5.55000000 N N N N N N TRUST FIBRAUNO N/A 000000000 200000.00000000 PA USD 193500.00000000 0.044807762881 Long DBT MX N 2 2030-01-15 Fixed 4.86900000 N N N N N N 2025-12-31 AB PORTFOLIOS Stephen Woetzel Stephen Woetzel Controller XXXX