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Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 15934.00000000 USD 248069.82000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 35900.00000000 OU Notional Amount -932831.04000000 -0.01564569260 N/A DE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 Mitsui-Soko Holdings Co. Ltd. Mitsui-Soko Holdings Co. Ltd. Y equity-performance leg 2028-04-03 0.00000000 JPY 0.00000000 JPY 35900.00000000 JPY -17574.58000000 N N N United States Treasury 254900HROIFWPRGM1V77 912828R36 5800000.00000000 PA USD 5685614.26000000 0.095360648543 Long DBT UST US N 2 2026-05-15 Fixed 1.63000000 N N N N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 556481.00000000 OU Notional Amount USD -2999432.59000000 -0.05030728852 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Shoals Technologies Group, Inc. Shoals Technologies Group, Inc. Y equity-performance leg 2026-08-19 0.00000000 USD 0.00000000 USD 556481.00000000 USD 244851.64000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 392199.00000000 OU Notional Amount -9613671.53000000 -0.16124307947 N/A DE GB N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 SSE PLC SSE PLC Y equity-performance leg 2026-02-10 0.00000000 GBP 0.00000000 GBP 392199.00000000 GBP 355335.07000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 5499.00000000 OU Notional Amount 83187.54000000 0.001395243750 N/A DE DE N 2 Citibank NA E57ODZWZ7FF32TWEFA76 K&S AG K&S AG Y equity-performance leg 2026-07-06 0.00000000 EUR 0.00000000 EUR 5499.00000000 EUR -13559.05000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 89500.00000000 OU Notional Amount -2164353.61000000 -0.03630111971 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Kyushu Railway Co. Kyushu Railway Co. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 89500.00000000 JPY 21044.55000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 195327.00000000 OU Notional Amount 939790.60000000 0.015762420208 N/A DE AU N 2 BNP Paribas 549300FWX3HQBUJIR891 Data#3 Ltd. Data#3 Ltd. Y equity-performance leg 2027-03-22 0.00000000 AUD 0.00000000 AUD 195327.00000000 AUD -39672.84000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 261784.00000000 OU Notional Amount USD -9649358.24000000 -0.16184162655 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Kilroy Realty Corp. Kilroy Realty Corp. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 261784.00000000 USD -255298.16000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 4100.00000000 OU Notional Amount -111163.30000000 -0.00186446070 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Jaccs Co. Ltd. Jaccs Co. Ltd. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 4100.00000000 JPY 5215.48000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 87361.00000000 OU Notional Amount USD -12251506.64000000 -0.20548555800 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 American Water Works Co., Inc. American Water Works Co., Inc. Y equity-performance leg 2027-01-06 0.00000000 USD 0.00000000 USD 87361.00000000 USD 386536.09000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 69870.00000000 OU Notional Amount 833233.17000000 0.013975210389 N/A DE GB N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Paragon Banking Group PLC Paragon Banking Group PLC Y equity-performance leg 2028-02-15 0.00000000 GBP 0.00000000 GBP 69870.00000000 GBP -46364.72000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 100.00000000 OU Notional Amount -10139.29000000 -0.00017005889 N/A DE CA N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Toromont Industries Ltd. Toromont Industries Ltd. Y equity-performance leg 2025-12-08 0.00000000 CAD 0.00000000 CAD 100.00000000 CAD -924.31000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 39.00000000 OU Notional Amount -329722.14000000 -0.00553018823 N/A DE BE N 2 UBS AG BFM8T61CT2L1QCEMIK50 Lotus Bakeries NV Lotus Bakeries NV Y equity-performance leg 2029-09-03 0.00000000 EUR 0.00000000 EUR 39.00000000 EUR 10964.29000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 38291.00000000 OU Notional Amount USD -402438.41000000 -0.00674980503 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Avadel Pharmaceuticals PLC Avadel Pharmaceuticals PLC Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 38291.00000000 USD 27569.52000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 15400.00000000 OU Notional Amount -103631.34000000 -0.00173813265 N/A DE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 Hokuetsu Corp. Hokuetsu Corp. Y equity-performance leg 2028-04-03 0.00000000 JPY 0.00000000 JPY 15400.00000000 JPY 31.96000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 173862.00000000 OU Notional Amount USD 3364229.70000000 0.056425763580 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Blue Owl Capital, Inc. Blue Owl Capital, Inc. Y equity-performance leg 2028-04-18 0.00000000 USD 0.00000000 USD 173862.00000000 USD 60984.88000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 188515.00000000 OU Notional Amount USD -1947359.95000000 -0.03266164380 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 SoundHound AI, Inc. SoundHound AI, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 188515.00000000 USD 448665.70000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 7588.00000000 OU Notional Amount 227532.76000000 0.003816240526 N/A DE DE N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Befesa SA Befesa SA Y equity-performance leg 2026-06-25 0.00000000 EUR 0.00000000 EUR 7588.00000000 EUR -6152.87000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 6258.00000000 OU Notional Amount -231550.86000000 -0.00388363317 N/A DE FR N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Renault SA Renault SA Y equity-performance leg 2026-08-19 0.00000000 EUR 0.00000000 EUR 6258.00000000 EUR 67920.13000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1652600.00000000 OU Notional Amount 18532664.11000000 0.310834817129 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Kubota Corp. Kubota Corp. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 1652600.00000000 JPY 223476.29000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 18200.00000000 OU Notional Amount -847787.89000000 -0.01421932606 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Rakuten Bank Ltd. Rakuten Bank Ltd. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 18200.00000000 JPY -18226.09000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 132600.00000000 OU Notional Amount -401903.47000000 -0.00674083288 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Kosaido Holdings Co. Ltd. Kosaido Holdings Co. Ltd. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 132600.00000000 JPY 7029.09000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 29238.00000000 OU Notional Amount 9641265.03000000 0.161705885063 N/A DE FR N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Safran SA Safran SA Y equity-performance leg 2027-01-06 0.00000000 EUR 0.00000000 EUR 29238.00000000 EUR 173994.99000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 32129.00000000 OU Notional Amount USD -6868216.33000000 -0.11519556790 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 NXP Semiconductors NV NXP Semiconductors NV Y equity-performance leg 2028-04-18 0.00000000 USD 0.00000000 USD 32129.00000000 USD 234220.41000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 49141.00000000 OU Notional Amount USD -18563504.16000000 -0.31135207472 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Coinbase Global, Inc. Coinbase Global, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 49141.00000000 USD 504186.66000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 247980.00000000 OU Notional Amount USD -13919117.40000000 -0.23345517330 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Realty Income Corp. Realty Income Corp. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 247980.00000000 USD 248402.59000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 169323.00000000 OU Notional Amount 3520984.94000000 0.059054904542 N/A DE GB N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Greggs PLC Greggs PLC Y equity-performance leg 2026-12-10 0.00000000 GBP 0.00000000 GBP 169323.00000000 GBP -372350.68000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 58280.00000000 OU Notional Amount USD 1001250.40000000 0.016793240471 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Fulgent Genetics, Inc. Fulgent Genetics, Inc. Y equity-performance leg 2028-04-21 0.00000000 USD 0.00000000 USD 58280.00000000 USD -51869.20000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 33960.00000000 OU Notional Amount -388896.26000000 -0.00652267246 N/A DE DE N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Suedzucker AG Suedzucker AG Y equity-performance leg 2026-12-10 0.00000000 EUR 0.00000000 EUR 33960.00000000 EUR 20994.64000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 5426.00000000 OU Notional Amount 2503189.23000000 0.041984161690 N/A DE IL N 2 UBS AG BFM8T61CT2L1QCEMIK50 Elbit Systems Ltd. Elbit Systems Ltd. Y equity-performance leg 2028-04-18 0.00000000 ILS 0.00000000 ILS 5426.00000000 ILS 74184.02000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 61657.00000000 OU Notional Amount 4391335.18000000 0.073652652394 N/A DE AU N 2 BNP Paribas 549300FWX3HQBUJIR891 JB Hi-Fi Ltd. JB Hi-Fi Ltd. Y equity-performance leg 2026-09-07 0.00000000 AUD 0.00000000 AUD 61657.00000000 AUD 58980.96000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1891.00000000 OU Notional Amount -77885.24000000 -0.00130631215 N/A DE BE N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Bekaert SA Bekaert SA Y equity-performance leg 2026-08-19 0.00000000 EUR 0.00000000 EUR 1891.00000000 EUR 3173.76000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 110800.00000000 OU Notional Amount -1123533.86000000 -0.01884421148 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Appier Group, Inc. Appier Group, Inc. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 110800.00000000 JPY 11563.71000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 13800.00000000 OU Notional Amount USD 568008.00000000 0.009526782644 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Gorman-Rupp Co. Gorman-Rupp Co. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 13800.00000000 USD 438.17000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 33106.00000000 OU Notional Amount USD -3318876.50000000 -0.05566508753 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 East West Bancorp, Inc. East West Bancorp, Inc. Y equity-performance leg 2027-01-06 0.00000000 USD 0.00000000 USD 33106.00000000 USD 288353.26000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 3232.00000000 OU Notional Amount -61976.24000000 -0.00103948213 N/A DE NL N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 CVC Capital Partners PLC CVC Capital Partners PLC Y equity-performance leg 2026-08-19 0.00000000 EUR 0.00000000 EUR 3232.00000000 EUR 3376.53000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 166438.00000000 OU Notional Amount -1176210.57000000 -0.01972771940 N/A DE SE N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Alleima AB Alleima AB Y equity-performance leg 2027-01-18 0.00000000 SEK 0.00000000 SEK 166438.00000000 SEK 86144.45000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 70200.00000000 OU Notional Amount -1853354.59000000 -0.03108496067 N/A DE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Duskin Co. Ltd. Duskin Co. Ltd. Y equity-performance leg 2027-01-06 0.00000000 JPY 0.00000000 JPY 70200.00000000 JPY 253.02000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 19345.00000000 OU Notional Amount USD 875361.25000000 0.014681793856 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Artisan Partners Asset Management, Inc. Artisan Partners Asset Management, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 19345.00000000 USD 5209.65000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 6464.00000000 OU Notional Amount USD -1329968.00000000 -0.02230658029 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 TE Connectivity PLC TE Connectivity PLC Y equity-performance leg 2028-02-24 0.00000000 USD 0.00000000 USD 6464.00000000 USD 17567.24000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 3221.00000000 OU Notional Amount -135014.20000000 -0.00226449440 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Capital Power Corp. Capital Power Corp. Y equity-performance leg 2027-01-04 0.00000000 CAD 0.00000000 CAD 3221.00000000 CAD -7.59000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 22000.00000000 OU Notional Amount -95177.77000000 -0.00159634710 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Okasan Securities Group, Inc. Okasan Securities Group, Inc. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 22000.00000000 JPY 9682.73000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 36900.00000000 OU Notional Amount 939316.54000000 0.015754469147 N/A DE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 Capcom Co. Ltd. Capcom Co. Ltd. Y equity-performance leg 2029-09-03 0.00000000 JPY 0.00000000 JPY 36900.00000000 JPY -136465.10000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 169035.00000000 OU Notional Amount USD 2630184.60000000 0.044114162125 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 DNOW, Inc. DNOW, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 169035.00000000 USD 238339.35000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 83543.00000000 OU Notional Amount USD -2203028.91000000 -0.03694979223 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Summit Therapeutics, Inc. Summit Therapeutics, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 83543.00000000 USD -282375.34000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 190492.00000000 OU Notional Amount 555802.74000000 0.009322072748 N/A DE GB N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 International Workplace Group PLC International Workplace Group PLC Y equity-performance leg 2026-08-19 0.00000000 GBP 0.00000000 GBP 190492.00000000 GBP 5039.27000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 105900.00000000 OU Notional Amount -496097.03000000 -0.00832067255 N/A DE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 RENOVA, Inc. RENOVA, Inc. Y equity-performance leg 2028-04-03 0.00000000 JPY 0.00000000 JPY 105900.00000000 JPY 41033.06000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 2.00000000 OU Notional Amount -355.56000000 -0.00000596354 N/A DE CH N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Autoneum Holding AG Autoneum Holding AG Y equity-performance leg 2026-08-19 0.00000000 CHF 0.00000000 CHF 2.00000000 CHF 10.50000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 5800.00000000 OU Notional Amount -256912.74000000 -0.00430900943 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Ariake Japan Co. Ltd. Ariake Japan Co. Ltd. Y equity-performance leg 2028-02-15 0.00000000 JPY 0.00000000 JPY 5800.00000000 JPY 2977.76000000 N N N United States Treasury 254900HROIFWPRGM1V77 912797PN1 170810000.00000000 PA USD 170545926.03000000 2.860442050593 Long STIV UST US N 2 2025-08-14 None 0.00000000 N N N N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 1178.00000000 OU Notional Amount USD 313395.12000000 0.005256347076 N/A DE US N 2 BNP Paribas 549300FWX3HQBUJIR891 Chubb Ltd. Chubb Ltd. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 1178.00000000 USD -2959.73000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 4500.00000000 OU Notional Amount -238829.03000000 -0.00400570459 N/A DE JP N 2 BNP Paribas 549300FWX3HQBUJIR891 Kurabo Industries Ltd. Kurabo Industries Ltd. Y equity-performance leg 2027-03-24 0.00000000 JPY 0.00000000 JPY 4500.00000000 JPY -15133.67000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 30803.00000000 OU Notional Amount USD -485763.31000000 -0.00814735262 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Navigator Holdings Ltd. Navigator Holdings Ltd. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 30803.00000000 USD 10110.72000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 5915.00000000 OU Notional Amount USD -1441722.10000000 -0.02418095005 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 RenaissanceRe Holdings Ltd. RenaissanceRe Holdings Ltd. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 5915.00000000 USD -47951.79000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 2356.00000000 OU Notional Amount USD -282767.12000000 -0.00474264603 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 EOG Resources, Inc. EOG Resources, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 2356.00000000 USD 7368.39000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 173664.00000000 OU Notional Amount -12039667.90000000 -0.20193254179 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 West Fraser Timber Co. Ltd. West Fraser Timber Co. Ltd. Y equity-performance leg 2027-01-06 0.00000000 CAD 0.00000000 CAD 173664.00000000 CAD 985929.92000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 322909.00000000 OU Notional Amount 4113267.79000000 0.068988831488 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 RioCan Real Estate Investment Trust RioCan Real Estate Investment Trust Y equity-performance leg 2027-01-06 0.00000000 CAD 0.00000000 CAD 322909.00000000 CAD -166234.78000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 183691.00000000 OU Notional Amount USD 5459296.52000000 0.091564786658 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Winnebago Industries, Inc. Winnebago Industries, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 183691.00000000 USD -396772.56000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1136889.00000000 OU Notional Amount 4442623.90000000 0.074512880573 N/A DE GB N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Hammerson PLC Hammerson PLC Y equity-performance leg 2026-12-10 0.00000000 GBP 0.00000000 GBP 1136889.00000000 GBP -166880.39000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 74000.00000000 OU Notional Amount USD -11134780.00000000 -0.18675551904 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Procter & Gamble Co. Procter & Gamble Co. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 74000.00000000 USD 163540.00000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 337991.00000000 OU Notional Amount 6281227.09000000 0.105350426807 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Topaz Energy Corp. Topaz Energy Corp. Y equity-performance leg 2027-01-04 0.00000000 CAD 0.00000000 CAD 337991.00000000 CAD -31046.30000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 419962.00000000 OU Notional Amount -2258717.69000000 -0.03788381939 N/A DE AU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 APA Group APA Group Y equity-performance leg 2027-05-12 0.00000000 AUD 0.00000000 AUD 419962.00000000 AUD 22873.78000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 197809.00000000 OU Notional Amount USD 7487070.65000000 0.125575158677 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Ally Financial, Inc. Ally Financial, Inc. Y equity-performance leg 2028-02-24 0.00000000 USD 0.00000000 USD 197809.00000000 USD -82754.65000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 345870.00000000 OU Notional Amount USD 18839538.90000000 0.315981803481 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Universal Corp. Universal Corp. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 345870.00000000 USD -145531.83000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 167389.00000000 OU Notional Amount -1142949.14000000 -0.01916984977 N/A DE NZ N 2 BNP Paribas 549300FWX3HQBUJIR891 Infratil Ltd. Infratil Ltd. Y equity-performance leg 2027-03-22 0.00000000 NZD 0.00000000 NZD 167389.00000000 NZD -48039.42000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 16970.00000000 OU Notional Amount 317153.56000000 0.005319384641 N/A DE FR N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Vallourec SACA Vallourec SACA Y equity-performance leg 2026-12-10 0.00000000 EUR 0.00000000 EUR 16970.00000000 EUR -12704.78000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 30010.00000000 OU Notional Amount USD 2585661.60000000 0.043367410417 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 United Parcel Service, Inc. United Parcel Service, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 30010.00000000 USD -321016.90000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 27135.00000000 OU Notional Amount USD -440129.70000000 -0.00738197347 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Daktronics, Inc. Daktronics, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 27135.00000000 USD -6512.40000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 7123.00000000 OU Notional Amount -6534124.39000000 -0.10959208820 N/A DE JP N 2 BNP Paribas 549300FWX3HQBUJIR891 Nippon Building Fund, Inc. Nippon Building Fund, Inc. Y equity-performance leg 2026-09-09 0.00000000 JPY 0.00000000 JPY 7123.00000000 JPY -236809.55000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 222509.00000000 OU Notional Amount -25525586.97000000 -0.42812199643 N/A DE FR N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Cie de Saint-Gobain SA Cie de Saint-Gobain SA Y equity-performance leg 2026-08-19 0.00000000 EUR 0.00000000 EUR 222509.00000000 EUR 122466.95000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 49786.00000000 OU Notional Amount -17434490.97000000 -0.29241596244 N/A DE CH N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 VAT Group AG VAT Group AG Y equity-performance leg 2026-02-10 0.00000000 CHF 0.00000000 CHF 49786.00000000 CHF 3653110.08000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 12600.00000000 OU Notional Amount -589903.90000000 -0.00989402655 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Ryohin Keikaku Co. Ltd. Ryohin Keikaku Co. Ltd. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 12600.00000000 JPY 11260.90000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 130221.00000000 OU Notional Amount USD -5055179.22000000 -0.08478682282 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 CenterPoint Energy, Inc. CenterPoint Energy, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 130221.00000000 USD -393267.42000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 516605.00000000 OU Notional Amount -10678137.17000000 -0.17909658292 N/A DE IT N 2 BNP Paribas 549300FWX3HQBUJIR891 Iveco Group NV Iveco Group NV Y equity-performance leg 2027-03-22 0.00000000 EUR 0.00000000 EUR 516605.00000000 EUR -1176685.08000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 144300.00000000 OU Notional Amount 2396862.62000000 0.040200823246 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Doutor Nichires Holdings Co. Ltd. Doutor Nichires Holdings Co. Ltd. Y equity-performance leg 2028-02-15 0.00000000 JPY 0.00000000 JPY 144300.00000000 JPY -13065.16000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1631323.00000000 OU Notional Amount 29760605.54000000 0.499152864682 N/A DE DE N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 E.ON SE E.ON SE Y equity-performance leg 2026-12-10 0.00000000 EUR 0.00000000 EUR 1631323.00000000 EUR -1557050.60000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 647300.00000000 OU Notional Amount 27377981.46000000 0.459190854050 N/A DE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 Mitsui Mining & Smelting Co. Ltd. Mitsui Mining & Smelting Co. Ltd. Y equity-performance leg 2028-04-03 0.00000000 JPY 0.00000000 JPY 647300.00000000 JPY 4585264.50000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 375000.00000000 OU Notional Amount -12841039.82000000 -0.21537336674 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Hoshizaki Corp. Hoshizaki Corp. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 375000.00000000 JPY 209481.21000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 334910.00000000 OU Notional Amount -1485634.68000000 -0.02491746363 N/A DE NZ N 2 BNP Paribas 549300FWX3HQBUJIR891 Auckland International Airport Ltd. Auckland International Airport Ltd. Y equity-performance leg 2027-03-22 0.00000000 NZD 0.00000000 NZD 334910.00000000 NZD -5545.59000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 54697.00000000 OU Notional Amount USD -8017486.26000000 -0.13447143166 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 KKR & Co., Inc. KKR & Co., Inc. Y equity-performance leg 2028-02-24 0.00000000 USD 0.00000000 USD 54697.00000000 USD 203987.38000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 254.00000000 OU Notional Amount 199844.91000000 0.003351852474 N/A DE CH N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 EMS-Chemie Holding AG EMS-Chemie Holding AG Y equity-performance leg 2026-12-11 0.00000000 CHF 0.00000000 CHF 254.00000000 CHF -11083.78000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 1735207.00000000 OU Notional Amount -3441984.40000000 -0.05772988628 N/A DE GB N 2 BNP Paribas 549300FWX3HQBUJIR891 Ibstock PLC Ibstock PLC Y equity-performance leg 2027-03-17 0.00000000 GBP 0.00000000 GBP 1735207.00000000 GBP 70037.70000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 12200.00000000 OU Notional Amount 200221.54000000 0.003358169413 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 KDDI Corp. KDDI Corp. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 12200.00000000 JPY -900.23000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 324899.00000000 OU Notional Amount -893146.58000000 -0.01498009418 N/A DE AU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Reliance Worldwide Corp. Ltd. Reliance Worldwide Corp. Ltd. Y equity-performance leg 2027-05-12 0.00000000 AUD 0.00000000 AUD 324899.00000000 AUD 1128.28000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 22745.00000000 OU Notional Amount USD 15996558.50000000 0.268298573078 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Comfort Systems USA, Inc. Comfort Systems USA, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 22745.00000000 USD 4000390.60000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 693700.00000000 OU Notional Amount 6315445.87000000 0.105924353371 N/A DE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Resona Holdings, Inc. Resona Holdings, Inc. Y equity-performance leg 2027-01-06 0.00000000 JPY 0.00000000 JPY 693700.00000000 JPY 145910.51000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 87300.00000000 OU Notional Amount 1750429.19000000 0.029358668238 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Lintec Corp. Lintec Corp. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 87300.00000000 JPY -10013.28000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 91823.00000000 OU Notional Amount USD -16044232.79000000 -0.26909817906 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 First Solar, Inc. First Solar, Inc. Y equity-performance leg 2028-04-18 0.00000000 USD 0.00000000 USD 91823.00000000 USD -257104.40000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 2500.00000000 OU Notional Amount -58198.86000000 -0.00097612690 N/A DE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 PKSHA Technology, Inc. PKSHA Technology, Inc. Y equity-performance leg 2028-04-03 0.00000000 JPY 0.00000000 JPY 2500.00000000 JPY -2355.93000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 93200.00000000 OU Notional Amount -396706.36000000 -0.00665366555 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Senshu Ikeda Holdings, Inc. Senshu Ikeda Holdings, Inc. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 93200.00000000 JPY 5737.69000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 159300.00000000 OU Notional Amount -10050746.73000000 -0.16857382205 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Toho Co. Ltd. Toho Co. Ltd. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 159300.00000000 JPY -1141465.01000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 82708.00000000 OU Notional Amount -3281148.15000000 -0.05503229752 N/A DE DK N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Danske Bank AS Danske Bank AS Y equity-performance leg 2026-08-19 0.00000000 DKK 0.00000000 DKK 82708.00000000 DKK 4777.16000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 231114.00000000 OU Notional Amount -34137089.24000000 -0.57255642406 N/A DE FR N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Legrand SA Legrand SA Y equity-performance leg 2028-02-15 0.00000000 EUR 0.00000000 EUR 231114.00000000 EUR -3599481.43000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 263463.00000000 OU Notional Amount USD -1530720.03000000 -0.02567364723 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Aurora Innovation, Inc. Aurora Innovation, Inc. Y equity-performance leg 2028-04-18 0.00000000 USD 0.00000000 USD 263463.00000000 USD -5269.26000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 72300.00000000 OU Notional Amount -361443.43000000 -0.00606222622 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Nihon M&A Center Holdings, Inc. Nihon M&A Center Holdings, Inc. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 72300.00000000 JPY -9412.46000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 34200.00000000 OU Notional Amount 1222516.14000000 0.020504368857 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Takeuchi Manufacturing Co. Ltd. Takeuchi Manufacturing Co. Ltd. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 34200.00000000 JPY 97639.83000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 204723.00000000 OU Notional Amount -2881133.44000000 -0.04832314343 N/A DE CA N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Skeena Resources Ltd. Skeena Resources Ltd. Y equity-performance leg 2026-08-19 0.00000000 CAD 0.00000000 CAD 204723.00000000 CAD 486035.89000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 41300.00000000 OU Notional Amount -1584659.08000000 -0.02657832745 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Sun Corp. Sun Corp. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 41300.00000000 JPY -51273.24000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 20663.00000000 OU Notional Amount -289902.37000000 -0.00486232036 N/A DE CA N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Peyto Exploration & Development Corp. Peyto Exploration & Development Corp. Y equity-performance leg 2025-10-20 0.00000000 CAD 0.00000000 CAD 20663.00000000 CAD -4665.03000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 4878.00000000 OU Notional Amount -102547.41000000 -0.00171995268 N/A DE DE N 2 Citibank NA E57ODZWZ7FF32TWEFA76 1&1 AG 1&1 AG Y equity-performance leg 2026-06-25 0.00000000 EUR 0.00000000 EUR 4878.00000000 EUR 2008.43000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 125600.00000000 OU Notional Amount -2704086.38000000 -0.04535366261 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Musashi Seimitsu Industry Co. Ltd. Musashi Seimitsu Industry Co. Ltd. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 125600.00000000 JPY 123873.91000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 101215.00000000 OU Notional Amount 3265206.24000000 0.054764915528 N/A DE DE N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Kontron AG Kontron AG Y equity-performance leg 2026-12-10 0.00000000 EUR 0.00000000 EUR 101215.00000000 EUR -41676.75000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 90298.00000000 OU Notional Amount USD -8050969.68000000 -0.13503302457 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Starbucks Corp. Starbucks Corp. Y equity-performance leg 2028-04-18 0.00000000 USD 0.00000000 USD 90298.00000000 USD 399983.85000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 166123.00000000 OU Notional Amount USD -2226048.20000000 -0.03733587794 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Enovix Corp. Enovix Corp. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 166123.00000000 USD 6644.92000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 14860071.00000000 OU Notional Amount 15203549.53000000 0.254998013768 N/A DE AU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 AMP Ltd. AMP Ltd. Y equity-performance leg 2027-05-12 0.00000000 AUD 0.00000000 AUD 14860071.00000000 AUD -1195925.56000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 554899.00000000 OU Notional Amount 17088725.51000000 0.286616691337 N/A DE FR N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Bureau Veritas SA Bureau Veritas SA Y equity-performance leg 2027-01-04 0.00000000 EUR 0.00000000 EUR 554899.00000000 EUR -1001773.72000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 14200.00000000 OU Notional Amount -167665.73000000 -0.00281213462 N/A DE JP N 2 BNP Paribas 549300FWX3HQBUJIR891 Shin-Etsu Polymer Co. Ltd. Shin-Etsu Polymer Co. Ltd. Y equity-performance leg 2027-03-24 0.00000000 JPY 0.00000000 JPY 14200.00000000 JPY -3872.78000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 89800.00000000 OU Notional Amount -27067298.67000000 -0.45397999890 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Maruwa Co. Ltd. Maruwa Co. Ltd. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 89800.00000000 JPY 2887479.07000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 38913.00000000 OU Notional Amount USD 5020166.13000000 0.084199573883 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Align Technology, Inc. Align Technology, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 38913.00000000 USD -2531290.65000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 287800.00000000 OU Notional Amount 6650258.29000000 0.111539917152 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 DMG Mori Co. Ltd. DMG Mori Co. Ltd. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 287800.00000000 JPY 377945.88000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 13139.00000000 OU Notional Amount -30655.81000000 -0.00051416747 N/A DE AU N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 Pantoro Gold Ltd. Pantoro Gold Ltd. Y equity-performance leg 2026-02-10 0.00000000 AUD 0.00000000 AUD 13139.00000000 AUD -4598.50000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 53100.00000000 OU Notional Amount -3049004.46000000 -0.05113872123 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 BayCurrent, Inc. BayCurrent, Inc. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 53100.00000000 JPY -48101.79000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 20789.00000000 OU Notional Amount 70559.32000000 0.001183439855 N/A DE GB N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Greencore Group PLC Greencore Group PLC Y equity-performance leg 2025-12-08 0.00000000 GBP 0.00000000 GBP 20789.00000000 GBP 4595.14000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 247973.00000000 OU Notional Amount USD 3431946.32000000 0.057561524907 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Camping World Holdings, Inc. Camping World Holdings, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 247973.00000000 USD -1135716.34000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 542152.00000000 OU Notional Amount USD 11612895.84000000 0.194774606249 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 NetScout Systems, Inc. NetScout Systems, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 542152.00000000 USD -764434.32000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 54530.00000000 OU Notional Amount USD -9614184.30000000 -0.16125167979 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Advanced Micro Devices, Inc. Advanced Micro Devices, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 54530.00000000 USD -547834.53000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 92106.00000000 OU Notional Amount 24775929.58000000 0.415548541456 N/A DE FR N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Thales SA Thales SA Y equity-performance leg 2028-02-15 0.00000000 EUR 0.00000000 EUR 92106.00000000 EUR -1722043.16000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 126085.00000000 OU Notional Amount 774321.62000000 0.012987130059 N/A DE FR N 2 UBS AG BFM8T61CT2L1QCEMIK50 Etablissements Maurel et Prom SA Etablissements Maurel et Prom SA Y equity-performance leg 2028-04-24 0.00000000 EUR 0.00000000 EUR 126085.00000000 EUR 21202.12000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 8258.00000000 OU Notional Amount -216751.26000000 -0.00363541031 N/A DE AU N 2 BNP Paribas 549300FWX3HQBUJIR891 James Hardie Industries PLC James Hardie Industries PLC Y equity-performance leg 2027-03-22 0.00000000 AUD 0.00000000 AUD 8258.00000000 AUD 2437.21000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 49689.00000000 OU Notional Amount USD -1585575.99000000 -0.02659370611 N/A DE US N 2 BNP Paribas 549300FWX3HQBUJIR891 F&G Annuities & Life, Inc. F&G Annuities & Life, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 49689.00000000 USD -50148.60000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1571.00000000 OU Notional Amount -1339379.53000000 -0.02246443300 N/A DE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 AEON REIT Investment Corp. AEON REIT Investment Corp. Y equity-performance leg 2027-01-06 0.00000000 JPY 0.00000000 JPY 1571.00000000 JPY 28338.55000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 20693.00000000 OU Notional Amount 1111882.95000000 0.018648799297 N/A DE DE N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Stroeer SE & Co. KGaA Stroeer SE & Co. KGaA Y equity-performance leg 2027-01-04 0.00000000 EUR 0.00000000 EUR 20693.00000000 EUR -53018.33000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 1420.00000000 OU Notional Amount 20889009.12000000 0.350356068145 N/A DE CH N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Chocoladefabriken Lindt & Spruengli AG Chocoladefabriken Lindt & Spruengli AG Y equity-performance leg 2028-02-15 0.00000000 CHF 0.00000000 CHF 1420.00000000 CHF -2578779.44000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 10178.00000000 OU Notional Amount USD 130889.08000000 0.002195306783 N/A DE US N 2 BNP Paribas 549300FWX3HQBUJIR891 Accel Entertainment, Inc. Accel Entertainment, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 10178.00000000 USD 7531.72000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 430809.00000000 OU Notional Amount USD 2416838.49000000 0.040535863900 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Newell Brands, Inc. Newell Brands, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 430809.00000000 USD 79279.74000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 5894.00000000 OU Notional Amount USD -174049.82000000 -0.00291921030 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Stellar Bancorp, Inc. Stellar Bancorp, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 5894.00000000 USD 10692.89000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 738214.00000000 OU Notional Amount -1567940.75000000 -0.02629792313 N/A DE SE N 2 BNP Paribas 549300FWX3HQBUJIR891 Hexatronic Group AB Hexatronic Group AB Y equity-performance leg 2025-11-17 0.00000000 SEK 0.00000000 SEK 738214.00000000 SEK 50688.33000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 34700.00000000 OU Notional Amount -409025.23000000 -0.00686028095 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 ARE Holdings, Inc. ARE Holdings, Inc. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 34700.00000000 JPY 49290.72000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 28200.00000000 OU Notional Amount USD 5108148.00000000 0.085675229423 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Dover Corp. Dover Corp. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 28200.00000000 USD -167226.00000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 18576.00000000 OU Notional Amount USD -14367421.44000000 -0.24097424900 N/A DE US N 2 BNP Paribas 549300FWX3HQBUJIR891 Meta Platforms, Inc. Meta Platforms, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 18576.00000000 USD -1244608.98000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 252190.00000000 OU Notional Amount -1487003.68000000 -0.02494042487 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Algonquin Power & Utilities Corp. Algonquin Power & Utilities Corp. Y equity-performance leg 2027-01-06 0.00000000 CAD 0.00000000 CAD 252190.00000000 CAD 51587.96000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 173900.00000000 OU Notional Amount 748776.09000000 0.012558673573 N/A DE JP N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Wacom Co. Ltd. Wacom Co. Ltd. Y equity-performance leg 2026-08-19 0.00000000 JPY 0.00000000 JPY 173900.00000000 JPY -35120.32000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 13781.00000000 OU Notional Amount USD 2697906.37000000 0.045250009829 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Crane Co. Crane Co. Y equity-performance leg 2028-04-18 0.00000000 USD 0.00000000 USD 13781.00000000 USD 137242.51000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 20227.00000000 OU Notional Amount USD 9315949.39000000 0.156249603826 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 CACI International, Inc. CACI International, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 20227.00000000 USD -341634.03000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 5700.00000000 OU Notional Amount -218705.97000000 -0.00366819523 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Sun Corp. Sun Corp. Y equity-performance leg 2028-02-15 0.00000000 JPY 0.00000000 JPY 5700.00000000 JPY -10012.95000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 7563.00000000 OU Notional Amount USD -270982.29000000 -0.00454498770 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 RCI Hospitality Holdings, Inc. RCI Hospitality Holdings, Inc. Y equity-performance leg 2028-04-21 0.00000000 USD 0.00000000 USD 7563.00000000 USD 17092.38000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 2067.00000000 OU Notional Amount USD -245600.94000000 -0.00411928489 N/A DE US N 2 BNP Paribas 549300FWX3HQBUJIR891 Bank First Corp. Bank First Corp. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 2067.00000000 USD 8524.92000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 21800.00000000 OU Notional Amount -293319.19000000 -0.00491962818 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Fixstars Corp. Fixstars Corp. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 21800.00000000 JPY -5365.76000000 N N N United States Treasury 254900HROIFWPRGM1V77 912797PX9 244335000.00000000 PA USD 242945848.03000000 4.074752976508 Long STIV UST US N 2 2025-09-18 None 0.00000000 N N N N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1007442.00000000 OU Notional Amount USD 26022226.86000000 0.436451773977 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Five9, Inc. Five9, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 1007442.00000000 USD -2548828.26000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 55289.00000000 OU Notional Amount USD -301877.94000000 -0.00506317784 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Redwood Trust, Inc. Redwood Trust, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 55289.00000000 USD 10082.61000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 193736.00000000 OU Notional Amount -384336.98000000 -0.00644620299 N/A DE GB N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 NCC Group PLC NCC Group PLC Y equity-performance leg 2028-02-15 0.00000000 GBP 0.00000000 GBP 193736.00000000 GBP -18688.24000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 87500.00000000 OU Notional Amount -5391353.49000000 -0.09042522792 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Organo Corp. Organo Corp. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 87500.00000000 JPY 187725.64000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1317330.00000000 OU Notional Amount -6571427.35000000 -0.11021774346 N/A DE GB N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Rentokil Initial PLC Rentokil Initial PLC Y equity-performance leg 2026-08-19 0.00000000 GBP 0.00000000 GBP 1317330.00000000 GBP -503870.02000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 83195.00000000 OU Notional Amount 2343461.93000000 0.039305172539 N/A DE CA N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Torex Gold Resources, Inc. Torex Gold Resources, Inc. Y equity-performance leg 2028-02-15 0.00000000 CAD 0.00000000 CAD 83195.00000000 CAD -264101.20000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 50501.00000000 OU Notional Amount 759920.50000000 0.012745590609 N/A DE CA N 2 UBS AG BFM8T61CT2L1QCEMIK50 North American Construction Group Ltd. North American Construction Group Ltd. Y equity-performance leg 2028-04-21 0.00000000 CAD 0.00000000 CAD 50501.00000000 CAD -8496.97000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 4907.00000000 OU Notional Amount USD -179350.85000000 -0.00300812059 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Origin Bancorp, Inc. Origin Bancorp, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 4907.00000000 USD 4526.71000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 214707.00000000 OU Notional Amount -2883239.88000000 -0.04835847320 N/A DE GB N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Entain PLC Entain PLC Y equity-performance leg 2025-12-08 0.00000000 GBP 0.00000000 GBP 214707.00000000 GBP -163402.17000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 323016.00000000 OU Notional Amount 8056220.41000000 0.135121091227 N/A DE ES N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Fluidra SA Fluidra SA Y equity-performance leg 2027-01-04 0.00000000 EUR 0.00000000 EUR 323016.00000000 EUR -517075.40000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 2524444.00000000 OU Notional Amount -2405252.75000000 -0.04034154475 N/A DE AU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Deep Yellow Ltd. Deep Yellow Ltd. Y equity-performance leg 2027-05-12 0.00000000 AUD 0.00000000 AUD 2524444.00000000 AUD 638833.28000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 23412.00000000 OU Notional Amount USD 1820751.24000000 0.030538128537 N/A DE US N 2 BNP Paribas 549300FWX3HQBUJIR891 Textron, Inc. Textron, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 23412.00000000 USD -1287.17000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 26687.00000000 OU Notional Amount USD -1972436.17000000 -0.03308222889 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Loar Holdings, Inc. Loar Holdings, Inc. Y equity-performance leg 2028-04-18 0.00000000 USD 0.00000000 USD 26687.00000000 USD 24354.52000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 5100.00000000 OU Notional Amount -179354.30000000 -0.00300817846 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Kobayashi Pharmaceutical Co. Ltd. Kobayashi Pharmaceutical Co. Ltd. Y equity-performance leg 2028-02-15 0.00000000 JPY 0.00000000 JPY 5100.00000000 JPY -509.11000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 28752.00000000 OU Notional Amount 943021.54000000 0.015816610401 N/A DE IT N 2 BNP Paribas 549300FWX3HQBUJIR891 De' Longhi SpA De' Longhi SpA Y equity-performance leg 2027-03-17 0.00000000 EUR 0.00000000 EUR 28752.00000000 EUR -50295.78000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 92206.00000000 OU Notional Amount USD 1796172.88000000 0.030125893685 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Quanex Building Products Corp. Quanex Building Products Corp. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 92206.00000000 USD -58089.78000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 29500.00000000 OU Notional Amount -629386.88000000 -0.01055624569 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Zenkoku Hosho Co. Ltd. Zenkoku Hosho Co. Ltd. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 29500.00000000 JPY 2216.85000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 283600.00000000 OU Notional Amount 7154264.78000000 0.119993249291 N/A DE JP N 2 BNP Paribas 549300FWX3HQBUJIR891 Sumitomo Mitsui Financial Group, Inc. Sumitomo Mitsui Financial Group, Inc. Y equity-performance leg 2027-03-24 0.00000000 JPY 0.00000000 JPY 283600.00000000 JPY 214559.81000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 3191.00000000 OU Notional Amount -676286.70000000 -0.01134286206 N/A DE CH N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Bossard Holding AG Bossard Holding AG Y equity-performance leg 2026-12-10 0.00000000 CHF 0.00000000 CHF 3191.00000000 CHF 33227.09000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 192800.00000000 OU Notional Amount -3344139.14000000 -0.05608879931 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Sekisui Chemical Co. Ltd. Sekisui Chemical Co. Ltd. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 192800.00000000 JPY 48340.02000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 537300.00000000 OU Notional Amount -2517024.85000000 -0.04221621642 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 RENOVA, Inc. RENOVA, Inc. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 537300.00000000 JPY 133457.19000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1955419.00000000 OU Notional Amount 4369460.96000000 0.073285772104 N/A DE GB N 2 UBS AG BFM8T61CT2L1QCEMIK50 Quilter PLC Quilter PLC Y equity-performance leg 2028-04-24 0.00000000 GBP 0.00000000 GBP 1955419.00000000 GBP 29768.13000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 155900.00000000 OU Notional Amount -9960232.46000000 -0.16705569241 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Toyo Suisan Kaisha Ltd. Toyo Suisan Kaisha Ltd. Y equity-performance leg 2027-09-09 0.00000000 JPY 0.00000000 JPY 155900.00000000 JPY 307585.23000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 74568.00000000 OU Notional Amount USD 2017810.08000000 0.033843252297 N/A DE US N 2 BNP Paribas 549300FWX3HQBUJIR891 CBL & Associates Properties, Inc. CBL & Associates Properties, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 74568.00000000 USD 64874.16000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 35821.00000000 OU Notional Amount 2133476.68000000 0.035783243560 N/A DE GB N 2 UBS AG BFM8T61CT2L1QCEMIK50 Rio Tinto PLC Rio Tinto PLC Y equity-performance leg 2028-04-18 0.00000000 GBP 0.00000000 GBP 35821.00000000 GBP 25621.59000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 72800.00000000 OU Notional Amount -1326134.09000000 -0.02224227692 N/A DE JP N 2 BNP Paribas 549300FWX3HQBUJIR891 Mizuno Corp. Mizuno Corp. Y equity-performance leg 2027-03-24 0.00000000 JPY 0.00000000 JPY 72800.00000000 JPY -12281.27000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 756156.00000000 OU Notional Amount -6822076.57000000 -0.11442169946 N/A DE DE N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 TUI AG TUI AG Y equity-performance leg 2026-08-17 0.00000000 EUR 0.00000000 EUR 756156.00000000 EUR 200210.53000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 379453.00000000 OU Notional Amount 8529426.14000000 0.143057824752 N/A DE FR N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Engie SA Engie SA Y equity-performance leg 2027-01-06 0.00000000 EUR 0.00000000 EUR 379453.00000000 EUR -398533.47000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 5522.00000000 OU Notional Amount 135542.38000000 0.002273353180 N/A DE DE N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Nordex SE Nordex SE Y equity-performance leg 2026-07-06 0.00000000 EUR 0.00000000 EUR 5522.00000000 EUR 6094.29000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 79986.00000000 OU Notional Amount USD -4651185.90000000 -0.07801093842 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Minerals Technologies, Inc. Minerals Technologies, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 79986.00000000 USD 143174.94000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 98600.00000000 OU Notional Amount -3149562.93000000 -0.05282531489 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Aeon Co. Ltd. Aeon Co. Ltd. Y equity-performance leg 2027-09-09 0.00000000 JPY 0.00000000 JPY 98600.00000000 JPY 25630.15000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 22776.00000000 OU Notional Amount -320049.93000000 -0.00536796333 N/A DE GB N 2 Citibank NA E57ODZWZ7FF32TWEFA76 National Grid PLC National Grid PLC Y equity-performance leg 2026-06-25 0.00000000 GBP 0.00000000 GBP 22776.00000000 GBP -2484.99000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 17615.00000000 OU Notional Amount USD 894665.85000000 0.015005575789 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Academy Sports & Outdoors, Inc. Academy Sports & Outdoors, Inc. Y equity-performance leg 2026-06-25 0.00000000 USD 0.00000000 USD 17615.00000000 USD -78707.10000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 44058.00000000 OU Notional Amount USD -1148592.06000000 -0.01926449434 N/A DE US N 2 BNP Paribas 549300FWX3HQBUJIR891 Centene Corp. Centene Corp. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 44058.00000000 USD -23901.47000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 904578.00000000 OU Notional Amount USD 9642801.48000000 0.161731654815 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Park Hotels & Resorts, Inc. Park Hotels & Resorts, Inc. Y equity-performance leg 2027-02-08 0.00000000 USD 0.00000000 USD 904578.00000000 USD -497517.90000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 312306.00000000 OU Notional Amount -9191569.49000000 -0.15416347075 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Open Text Corp. Open Text Corp. Y equity-performance leg 2027-01-06 0.00000000 CAD 0.00000000 CAD 312306.00000000 CAD 128382.98000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 151613.00000000 OU Notional Amount USD -7838392.10000000 -0.13146761634 N/A DE US N 2 BNP Paribas 549300FWX3HQBUJIR891 Karman Holdings, Inc. Karman Holdings, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 151613.00000000 USD -145312.10000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 284000.00000000 OU Notional Amount USD -2482160.00000000 -0.04163145380 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Viatris, Inc. Viatris, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 284000.00000000 USD 139425.20000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 21843.00000000 OU Notional Amount -274332.46000000 -0.00460117765 N/A DE FI N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Metso OYJ Metso OYJ Y equity-performance leg 2027-01-04 0.00000000 EUR 0.00000000 EUR 21843.00000000 EUR 24606.10000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 99200.00000000 OU Notional Amount 1989032.94000000 0.033360594380 N/A DE JP N 2 BNP Paribas 549300FWX3HQBUJIR891 Lintec Corp. Lintec Corp. Y equity-performance leg 2027-03-24 0.00000000 JPY 0.00000000 JPY 99200.00000000 JPY 7749.65000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 233095.00000000 OU Notional Amount USD -22022815.60000000 -0.36937257477 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Southern Co. Southern Co. Y equity-performance leg 2028-04-18 0.00000000 USD 0.00000000 USD 233095.00000000 USD -427998.13000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1476562.00000000 OU Notional Amount 55084280.03000000 0.923888330799 N/A DE IT N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Generali Generali Y equity-performance leg 2026-08-17 0.00000000 EUR 0.00000000 EUR 1476562.00000000 EUR 247468.86000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 6295867.00000000 OU Notional Amount 32491664.60000000 0.544958920327 N/A DE ES N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 Telefonica SA Telefonica SA Y equity-performance leg 2026-02-10 0.00000000 EUR 0.00000000 EUR 6295867.00000000 EUR -700495.08000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 754534.00000000 OU Notional Amount 24787363.81000000 0.415740319431 N/A DE FR N 2 UBS AG BFM8T61CT2L1QCEMIK50 Dassault Systemes SE Dassault Systemes SE Y equity-performance leg 2029-09-03 0.00000000 EUR 0.00000000 EUR 754534.00000000 EUR -3065781.37000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 628169.00000000 OU Notional Amount 1421206.94000000 0.023836864288 N/A DE AU N 2 BNP Paribas 549300FWX3HQBUJIR891 IDP Education Ltd. IDP Education Ltd. Y equity-performance leg 2027-03-22 0.00000000 AUD 0.00000000 AUD 628169.00000000 AUD -105186.48000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 433920.00000000 OU Notional Amount 6967300.11000000 0.116857427659 N/A DE GB N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Sage Group PLC Sage Group PLC Y equity-performance leg 2026-08-17 0.00000000 GBP 0.00000000 GBP 433920.00000000 GBP -399924.26000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 582276.00000000 OU Notional Amount USD -9496921.56000000 -0.15928491763 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 ARMOUR Residential REIT, Inc. ARMOUR Residential REIT, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 582276.00000000 USD 133923.48000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 127232.00000000 OU Notional Amount USD 2509015.04000000 0.042081873739 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Urban Edge Properties Urban Edge Properties Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 127232.00000000 USD -6361.60000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 570010.00000000 OU Notional Amount -27684894.27000000 -0.46433847808 N/A DE FR N 2 UBS AG BFM8T61CT2L1QCEMIK50 AXA SA AXA SA Y equity-performance leg 2029-09-03 0.00000000 EUR 0.00000000 EUR 570010.00000000 EUR -284408.65000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 218200.00000000 OU Notional Amount 3624361.90000000 0.060788770665 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Doutor Nichires Holdings Co. Ltd. Doutor Nichires Holdings Co. Ltd. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 218200.00000000 JPY -233580.80000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 11400.00000000 OU Notional Amount -832576.58000000 -0.01396419788 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Kawasaki Heavy Industries Ltd. Kawasaki Heavy Industries Ltd. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 11400.00000000 JPY -690.25000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 184060.00000000 OU Notional Amount 6062296.64000000 0.101678466533 N/A DE DE N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Deutsche Bank AG Deutsche Bank AG Y equity-performance leg 2026-08-17 0.00000000 EUR 0.00000000 EUR 184060.00000000 EUR 459700.28000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 81540.00000000 OU Notional Amount -3354003.33000000 -0.05625424415 N/A DE NL N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 TKH Group NV TKH Group NV Y equity-performance leg 2026-12-10 0.00000000 EUR 0.00000000 EUR 81540.00000000 EUR 258782.45000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 138460.00000000 OU Notional Amount USD -1862287.00000000 -0.03123477745 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Energy Recovery, Inc. Energy Recovery, Inc. Y equity-performance leg 2027-01-04 0.00000000 USD 0.00000000 USD 138460.00000000 USD 28343.42000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 4644.00000000 OU Notional Amount 98167.03000000 0.001646483777 N/A DE DE N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Puma SE Puma SE Y equity-performance leg 2026-07-06 0.00000000 EUR 0.00000000 EUR 4644.00000000 EUR -666.21000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 81273.00000000 OU Notional Amount 470998.42000000 0.007899711929 N/A DE IT N 2 UBS AG BFM8T61CT2L1QCEMIK50 Snam SpA Snam SpA Y equity-performance leg 2028-04-18 0.00000000 EUR 0.00000000 EUR 81273.00000000 EUR -1327.64000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 623891.00000000 OU Notional Amount USD 28050139.36000000 0.470464466774 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 U.S. Bancorp U.S. Bancorp Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 623891.00000000 USD -748669.20000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 201133.00000000 OU Notional Amount USD -17983301.53000000 -0.30162076047 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Ormat Technologies, Inc. Ormat Technologies, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 201133.00000000 USD -538051.52000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 2692.00000000 OU Notional Amount USD -40595.36000000 -0.00068087627 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Elme Communities Elme Communities Y equity-performance leg 2027-01-04 0.00000000 USD 0.00000000 USD 2692.00000000 USD 2907.36000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 5088.00000000 OU Notional Amount 138353.72000000 0.002320505729 N/A DE ES N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Elecnor SA Elecnor SA Y equity-performance leg 2026-06-25 0.00000000 EUR 0.00000000 EUR 5088.00000000 EUR -1062.54000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 474900.00000000 OU Notional Amount 10517391.35000000 0.176400510879 N/A DE JP N 2 BNP Paribas 549300FWX3HQBUJIR891 Sumitomo Heavy Industries Ltd. Sumitomo Heavy Industries Ltd. Y equity-performance leg 2027-03-24 0.00000000 JPY 0.00000000 JPY 474900.00000000 JPY 295242.89000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 48049.00000000 OU Notional Amount -2588667.62000000 -0.04341782819 N/A DE CA N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Definity Financial Corp. Definity Financial Corp. Y equity-performance leg 2026-08-19 0.00000000 CAD 0.00000000 CAD 48049.00000000 CAD 94513.19000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 28568.00000000 OU Notional Amount -3131358.10000000 -0.05251997859 N/A DE NL N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 IMCD NV IMCD NV Y equity-performance leg 2026-12-10 0.00000000 EUR 0.00000000 EUR 28568.00000000 EUR 598824.20000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 12463.00000000 OU Notional Amount USD -1802399.06000000 -0.03023032084 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Xylem, Inc. Xylem, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 12463.00000000 USD -102776.18000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 5400.00000000 OU Notional Amount -239194.62000000 -0.00401183637 N/A DE JP N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Ariake Japan Co. Ltd. Ariake Japan Co. Ltd. Y equity-performance leg 2026-08-19 0.00000000 JPY 0.00000000 JPY 5400.00000000 JPY 2772.39000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 42025.00000000 OU Notional Amount USD -2328185.00000000 -0.03904894376 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Air Lease Corp. Air Lease Corp. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 42025.00000000 USD 88672.75000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 25202.00000000 OU Notional Amount USD -2885881.02000000 -0.04840277111 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Mohawk Industries, Inc. Mohawk Industries, Inc. Y equity-performance leg 2028-04-18 0.00000000 USD 0.00000000 USD 25202.00000000 USD -127547.85000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 888732.00000000 OU Notional Amount -4502669.34000000 -0.07551997881 N/A DE CA N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Endeavour Silver Corp. Endeavour Silver Corp. Y equity-performance leg 2025-12-08 0.00000000 CAD 0.00000000 CAD 888732.00000000 CAD 226190.72000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 57930.99000000 0.000971634114 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 1952000.00000000 EUR 2292049.14000000 USD 2025-09-17 57930.99000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 107800.00000000 OU Notional Amount -824655.32000000 -0.01383134038 N/A DE JP N 2 BNP Paribas 549300FWX3HQBUJIR891 Change Holdings, Inc. Change Holdings, Inc. Y equity-performance leg 2027-03-24 0.00000000 JPY 0.00000000 JPY 107800.00000000 JPY 21301.24000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 337714.00000000 OU Notional Amount -2838802.29000000 -0.04761315402 N/A DE GB N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Bodycote PLC Bodycote PLC Y equity-performance leg 2026-12-10 0.00000000 GBP 0.00000000 GBP 337714.00000000 GBP -156044.18000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 36.00000000 OU Notional Amount -4065.28000000 -0.00006818396 N/A DE DE N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 CTS Eventim AG & Co. KGaA CTS Eventim AG & Co. KGaA Y equity-performance leg 2026-12-10 0.00000000 EUR 0.00000000 EUR 36.00000000 EUR 102.47000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 31894.00000000 OU Notional Amount USD -717296.06000000 -0.01203068206 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Reynolds Consumer Products, Inc. Reynolds Consumer Products, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 31894.00000000 USD -31894.00000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 238000.00000000 OU Notional Amount -698062.08000000 -0.01170808458 N/A DE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Septeni Holdings Co. Ltd. Septeni Holdings Co. Ltd. Y equity-performance leg 2027-01-06 0.00000000 JPY 0.00000000 JPY 238000.00000000 JPY -7924.60000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 736339.00000000 OU Notional Amount -1118577.36000000 -0.01876107973 N/A DE GB N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Sigmaroc PLC Sigmaroc PLC Y equity-performance leg 2027-01-04 0.00000000 GBP 0.00000000 GBP 736339.00000000 GBP 7454.29000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 270403.00000000 OU Notional Amount USD 15077671.28000000 0.252886749969 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Fox Corp. Fox Corp. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 270403.00000000 USD 151801.78000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 218805.00000000 OU Notional Amount USD 3483375.60000000 0.058424110597 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Dana, Inc. Dana, Inc. Y equity-performance leg 2026-06-25 0.00000000 USD 0.00000000 USD 218805.00000000 USD -53952.01000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 41298.00000000 OU Notional Amount USD 11893824.00000000 0.199486408757 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Lithia Motors, Inc. Lithia Motors, Inc. Y equity-performance leg 2028-04-18 0.00000000 USD 0.00000000 USD 41298.00000000 USD -1351549.33000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 154146.00000000 OU Notional Amount USD 28498512.48000000 0.477984701099 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Paylocity Holding Corp. Paylocity Holding Corp. Y equity-performance leg 2027-02-05 0.00000000 USD 0.00000000 USD 154146.00000000 USD 134107.02000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 686200.00000000 OU Notional Amount 15414139.72000000 0.258530088962 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 ORIX Corp. ORIX Corp. Y equity-performance leg 2027-09-09 0.00000000 JPY 0.00000000 JPY 686200.00000000 JPY -78207.02000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 682500.00000000 OU Notional Amount 7695818.86000000 0.129076339689 N/A DE JP N 2 BNP Paribas 549300FWX3HQBUJIR891 Amada Co. Ltd. Amada Co. Ltd. Y equity-performance leg 2026-09-07 0.00000000 JPY 0.00000000 JPY 682500.00000000 JPY 304800.76000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 3024.00000000 OU Notional Amount 651059.41000000 0.010919743186 N/A DE DK N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Genmab AS Genmab AS Y equity-performance leg 2027-01-04 0.00000000 DKK 0.00000000 DKK 3024.00000000 DKK -8344.99000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 99807.00000000 OU Notional Amount -5083007.86000000 -0.08525357224 N/A DE AT N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 OMV AG OMV AG Y equity-performance leg 2025-12-08 0.00000000 EUR 0.00000000 EUR 99807.00000000 EUR 232632.21000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 14070.00000000 OU Notional Amount -1542222.36000000 -0.02586656739 N/A DE NL N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 IMCD NV IMCD NV Y equity-performance leg 2026-08-17 0.00000000 EUR 0.00000000 EUR 14070.00000000 EUR 306475.99000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 148000.00000000 OU Notional Amount -1802322.73000000 -0.03022904062 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Osaka Soda Co. Ltd. Osaka Soda Co. Ltd. Y equity-performance leg 2028-02-15 0.00000000 JPY 0.00000000 JPY 148000.00000000 JPY -23838.53000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 160133.00000000 OU Notional Amount 4081556.60000000 0.068456962897 N/A DE GB N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Derwent London PLC Derwent London PLC Y equity-performance leg 2025-12-08 0.00000000 GBP 0.00000000 GBP 160133.00000000 GBP -195926.03000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 278000.00000000 OU Notional Amount -7723600.95000000 -0.12954230836 N/A DE SG N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 United Overseas Bank Ltd. United Overseas Bank Ltd. Y equity-performance leg 2025-12-08 0.00000000 SGD 0.00000000 SGD 278000.00000000 SGD 206220.87000000 N N N BNP PARIBAS SA QHSFEYI7HUOXXZ413E03 000000000 527800000.00000000 OU Notional Amount -18965.52000000 -0.00031809479 N/A DE FR N 2 BNP PARIBAS SA QHSFEYI7HUOXXZ413E03 SGX Nikkei Dividend Index Futures MNDZ5 Index Y Fixed payment equal to the notional value in field C.11.f.iv.1 equity-performance leg 2026-03-31 0.00000000 JPY 0.00000000 JPY 527800000.00000000 JPY -18965.52000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 147520.00000000 OU Notional Amount 23945590.97000000 0.401621879404 N/A DE GB N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Next PLC Next PLC Y equity-performance leg 2026-08-17 0.00000000 GBP 0.00000000 GBP 147520.00000000 GBP -276655.24000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 79087.00000000 OU Notional Amount -8127667.77000000 -0.13631942552 N/A DE FR N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Pernod Ricard SA Pernod Ricard SA Y equity-performance leg 2027-01-06 0.00000000 EUR 0.00000000 EUR 79087.00000000 EUR 772934.45000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 8500.00000000 OU Notional Amount -74672.16000000 -0.00125242151 N/A DE JP N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Kikkoman Corp. Kikkoman Corp. Y equity-performance leg 2026-08-19 0.00000000 JPY 0.00000000 JPY 8500.00000000 JPY -1466.69000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 7649.00000000 OU Notional Amount 734911.74000000 0.012326136973 N/A DE NL N 2 BNP Paribas 549300FWX3HQBUJIR891 DSM-Firmenich AG DSM-Firmenich AG Y equity-performance leg 2027-03-24 0.00000000 EUR 0.00000000 EUR 7649.00000000 EUR -12371.34000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 10425.00000000 OU Notional Amount USD 184783.13000000 0.003099232257 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Confluent, Inc. Confluent, Inc. Y equity-performance leg 2027-02-05 0.00000000 USD 0.00000000 USD 10425.00000000 USD -96405.18000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 3305202.00000000 OU Notional Amount 28138576.37000000 0.471947756045 N/A DE IT N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Banca Monte dei Paschi di Siena SpA Banca Monte dei Paschi di Siena SpA Y equity-performance leg 2028-02-15 0.00000000 EUR 0.00000000 EUR 3305202.00000000 EUR 1453566.71000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 3800.00000000 OU Notional Amount -88462.27000000 -0.00148371293 N/A DE JP N 2 BNP Paribas 549300FWX3HQBUJIR891 PKSHA Technology, Inc. PKSHA Technology, Inc. Y equity-performance leg 2027-03-24 0.00000000 JPY 0.00000000 JPY 3800.00000000 JPY -3581.01000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 31590.00000000 OU Notional Amount -1536703.70000000 -0.02577400694 N/A DE DE N 2 UBS AG BFM8T61CT2L1QCEMIK50 Daimler Truck Holding AG Daimler Truck Holding AG Y equity-performance leg 2029-09-03 0.00000000 EUR 0.00000000 EUR 31590.00000000 EUR 35262.53000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 10268.00000000 OU Notional Amount -686805.89000000 -0.01151929274 N/A DE CA N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Brookfield Wealth Solutions Ltd. Brookfield Wealth Solutions Ltd. Y equity-performance leg 2028-02-24 0.00000000 CAD 0.00000000 CAD 10268.00000000 CAD 9664.82000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 52170.00000000 OU Notional Amount USD -3007600.50000000 -0.05044428290 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Webster Financial Corp. Webster Financial Corp. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 52170.00000000 USD 136723.12000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 6747.00000000 OU Notional Amount -541741.94000000 -0.00908624123 N/A DE ES N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Amadeus IT Group SA Amadeus IT Group SA Y equity-performance leg 2025-12-08 0.00000000 EUR 0.00000000 EUR 6747.00000000 EUR 17483.86000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 165100.00000000 OU Notional Amount -1800470.97000000 -0.03019798240 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Nagoya Railroad Co. Ltd. Nagoya Railroad Co. Ltd. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 165100.00000000 JPY 36552.02000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 17062.00000000 OU Notional Amount USD -1499579.18000000 -0.02515134453 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Pinnacle Financial Partners, Inc. Pinnacle Financial Partners, Inc. Y equity-performance leg 2026-08-19 0.00000000 USD 0.00000000 USD 17062.00000000 USD 460503.38000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 169120.00000000 OU Notional Amount -12585221.23000000 -0.21108270868 N/A DE DE N 2 UBS AG BFM8T61CT2L1QCEMIK50 Fraport AG Frankfurt Airport Services Worldwide Fraport AG Frankfurt Airport Services Worldwide Y equity-performance leg 2028-04-24 0.00000000 EUR 0.00000000 EUR 169120.00000000 EUR 104762.46000000 N N N MORGAN STANLEY & CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 000000000 263509.28000000 OU Notional Amount 194.83000000 0.000003267741 N/A DE DE N 2 MORGAN STANLEY & CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Eurex Dow Jones EURO STOXX 50 Dividend Futures DEDZ5 Index Y Fixed payment equal to the notional value in field C.11.f.iv.1 equity-performance leg 2025-12-19 0.00000000 EUR 0.00000000 EUR 263509.28000000 EUR 194.83000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 80100.00000000 OU Notional Amount -517360.20000000 -0.00867730414 N/A DE JP N 2 BNP Paribas 549300FWX3HQBUJIR891 Ichibanya Co. Ltd. Ichibanya Co. Ltd. Y equity-performance leg 2027-03-24 0.00000000 JPY 0.00000000 JPY 80100.00000000 JPY -24991.79000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 188020.00000000 OU Notional Amount -555762.77000000 -0.00932140236 N/A DE GB N 2 BNP Paribas 549300FWX3HQBUJIR891 B&M European Value Retail SA B&M European Value Retail SA Y equity-performance leg 2027-03-22 0.00000000 GBP 0.00000000 GBP 188020.00000000 GBP 23928.33000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 140906.00000000 OU Notional Amount -5781121.99000000 -0.09696252982 N/A DE IT N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Interpump Group SpA Interpump Group SpA Y equity-performance leg 2026-08-19 0.00000000 EUR 0.00000000 EUR 140906.00000000 EUR -157926.50000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 217508.00000000 OU Notional Amount USD 2201180.96000000 0.036918797918 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Green Dot Corp. Green Dot Corp. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 217508.00000000 USD -119629.40000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 4959.00000000 OU Notional Amount 229518.38000000 0.003849543878 N/A DE CA N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Lundin Gold, Inc. Lundin Gold, Inc. Y equity-performance leg 2028-02-24 0.00000000 CAD 0.00000000 CAD 4959.00000000 CAD -6057.38000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 123658.00000000 OU Notional Amount USD 44231230.02000000 0.741858062774 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Adobe, Inc. Adobe, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 123658.00000000 USD -2984743.77000000 N N N United States Treasury 254900HROIFWPRGM1V77 91282CNQ0 30000000.00000000 PA USD 30036099.60000000 0.503773525006 Long DBT UST US N 2 2027-07-31 Floating 4.44000000 N N N N N N Morgan Stanley & Co. 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Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 816700.00000000 JPY 49929.71000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 134456.00000000 OU Notional Amount -1285754.91000000 -0.02156502648 N/A DE CA N 2 BNP Paribas 549300FWX3HQBUJIR891 InterRent Real Estate Investment Trust InterRent Real Estate Investment Trust Y equity-performance leg 2026-05-18 0.00000000 CAD 0.00000000 CAD 134456.00000000 CAD 22540.01000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 576836.00000000 OU Notional Amount -5935343.19000000 -0.09954916919 N/A DE FI N 2 UBS AG BFM8T61CT2L1QCEMIK50 Stora Enso OYJ Stora Enso OYJ Y equity-performance leg 2028-04-18 0.00000000 EUR 0.00000000 EUR 576836.00000000 EUR 377798.96000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 21241.00000000 OU Notional Amount 2644974.67000000 0.044362225149 N/A DE CH N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 u-blox Holding AG u-blox Holding AG Y equity-performance leg 2026-12-10 0.00000000 CHF 0.00000000 CHF 21241.00000000 CHF -287406.43000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 22100.00000000 OU Notional Amount -453941.82000000 -0.00761363405 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Chugoku Marine Paints Ltd. Chugoku Marine Paints Ltd. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 22100.00000000 JPY -55207.17000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 67130.00000000 OU Notional Amount -10345948.49000000 -0.17352502521 N/A DE CH N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Galderma Group AG Galderma Group AG Y equity-performance leg 2027-01-04 0.00000000 CHF 0.00000000 CHF 67130.00000000 CHF 230150.73000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 4754402.00000000 OU Notional Amount 6021684.97000000 0.100997316702 N/A DE GB N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Primary Health Properties PLC Primary Health Properties PLC Y equity-performance leg 2025-12-08 0.00000000 GBP 0.00000000 GBP 4754402.00000000 GBP -85593.95000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1871.00000000 OU Notional Amount USD -132841.00000000 -0.00222804491 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 QCR Holdings, Inc. QCR Holdings, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 1871.00000000 USD 8096.75000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 459422.00000000 OU Notional Amount USD 3399722.80000000 0.057021063380 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 RLJ Lodging Trust RLJ Lodging Trust Y equity-performance leg 2026-08-19 0.00000000 USD 0.00000000 USD 459422.00000000 USD -114855.50000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 11453.00000000 OU Notional Amount USD 1605481.54000000 0.026927567344 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 iRhythm Technologies, Inc. iRhythm Technologies, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 11453.00000000 USD 77823.13000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 1404900.00000000 OU Notional Amount -18206321.35000000 -0.30536130875 N/A DE SG N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Oversea-Chinese Banking Corp. Ltd. Oversea-Chinese Banking Corp. Ltd. Y equity-performance leg 2028-02-15 0.00000000 SGD 0.00000000 SGD 1404900.00000000 SGD 372675.15000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 178800.00000000 OU Notional Amount -873950.59000000 -0.01465813388 N/A DE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Matsui Securities Co. Ltd. Matsui Securities Co. Ltd. Y equity-performance leg 2027-01-06 0.00000000 JPY 0.00000000 JPY 178800.00000000 JPY -15115.26000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 24418.00000000 OU Notional Amount USD -204622.84000000 -0.00343198919 N/A DE US N 2 BNP Paribas 549300FWX3HQBUJIR891 Nu Skin Enterprises, Inc. Nu Skin Enterprises, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 24418.00000000 USD 1220.90000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 72406.00000000 OU Notional Amount USD -2536382.18000000 -0.04254088275 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Towne Bank Towne Bank Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 72406.00000000 USD 48512.02000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 45847.00000000 OU Notional Amount 9019775.62000000 0.151282097854 N/A DE FR N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Air Liquide SA Air Liquide SA Y equity-performance leg 2026-12-10 0.00000000 EUR 0.00000000 EUR 45847.00000000 EUR -217315.29000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 32818.00000000 OU Notional Amount USD -2332047.08000000 -0.03911371961 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 NextEra Energy, Inc. NextEra Energy, Inc. Y equity-performance leg 2028-04-18 0.00000000 USD 0.00000000 USD 32818.00000000 USD 192226.87000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 587744.00000000 OU Notional Amount -2307539.95000000 -0.03870267944 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Tamarack Valley Energy Ltd. Tamarack Valley Energy Ltd. Y equity-performance leg 2027-01-04 0.00000000 CAD 0.00000000 CAD 587744.00000000 CAD -108549.20000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 400628.00000000 OU Notional Amount USD 13793622.04000000 0.231350331442 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Yelp, Inc. Yelp, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 400628.00000000 USD -90360.48000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 72746.00000000 OU Notional Amount -4423183.70000000 -0.07418682432 N/A DE FR N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Societe BIC SA Societe BIC SA Y equity-performance leg 2028-02-15 0.00000000 EUR 0.00000000 EUR 72746.00000000 EUR 117138.23000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 144765.00000000 OU Notional Amount USD 3057436.80000000 0.051280150709 N/A DE US N 2 BNP Paribas 549300FWX3HQBUJIR891 Rapid7, Inc. Rapid7, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 144765.00000000 USD -197152.01000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 721013.00000000 OU Notional Amount USD 18378621.37000000 0.308251170945 N/A DE US N 2 BNP Paribas 549300FWX3HQBUJIR891 RingCentral, Inc. RingCentral, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 721013.00000000 USD -287140.03000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 101938.00000000 OU Notional Amount 814428.05000000 0.013659805869 N/A DE DE N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Evotec SE Evotec SE Y equity-performance leg 2026-12-10 0.00000000 EUR 0.00000000 EUR 101938.00000000 EUR -51761.36000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 19324.00000000 OU Notional Amount USD 963687.88000000 0.016163231803 N/A DE US N 2 BNP Paribas 549300FWX3HQBUJIR891 Flex Ltd. Flex Ltd. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 19324.00000000 USD -32657.56000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 15494.00000000 OU Notional Amount USD 2061786.58000000 0.034580837959 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Qualys, Inc. Qualys, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 15494.00000000 USD -177663.66000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 26369.00000000 OU Notional Amount -505647.14000000 -0.00848084956 N/A DE NL N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 CVC Capital Partners PLC CVC Capital Partners PLC Y equity-performance leg 2026-08-19 0.00000000 EUR 0.00000000 EUR 26369.00000000 EUR 27548.15000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 30744.00000000 OU Notional Amount -1554138.06000000 -0.02606642071 N/A DE CH N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Amrize Ltd. Amrize Ltd. Y equity-performance leg 2027-01-04 0.00000000 CHF 0.00000000 CHF 30744.00000000 CHF 19529.22000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 7600.00000000 OU Notional Amount 558928.44000000 0.009374497827 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Horiba Ltd. Horiba Ltd. Y equity-performance leg 2028-03-15 0.00000000 JPY 0.00000000 JPY 7600.00000000 JPY -649.67000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 47100.00000000 OU Notional Amount 1780246.98000000 0.029858780215 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Suzuken Co. Ltd. Suzuken Co. Ltd. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 47100.00000000 JPY 105723.11000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 15440.00000000 OU Notional Amount USD -435253.60000000 -0.00730019021 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Seacoast Banking Corp. of Florida Seacoast Banking Corp. of Florida Y equity-performance leg 2028-04-21 0.00000000 USD 0.00000000 USD 15440.00000000 USD 8011.82000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 68302.00000000 OU Notional Amount USD -660480.34000000 -0.01107775355 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 CCC Intelligent Solutions Holdings, Inc. CCC Intelligent Solutions Holdings, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 68302.00000000 USD 2356.33000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 629921.00000000 OU Notional Amount 10604029.00000000 0.177853620801 N/A DE IT N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Amplifon SpA Amplifon SpA Y equity-performance leg 2026-08-17 0.00000000 EUR 0.00000000 EUR 629921.00000000 EUR -4106824.52000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 56200.00000000 OU Notional Amount 874588.84000000 0.014668838788 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Asahi Intecc Co. Ltd. Asahi Intecc Co. Ltd. Y equity-performance leg 2027-09-09 0.00000000 JPY 0.00000000 JPY 56200.00000000 JPY 16433.07000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 21034.00000000 OU Notional Amount 2808583.91000000 0.047106323239 N/A DE CH N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Huber & Suhner AG Huber & Suhner AG Y equity-performance leg 2026-02-26 0.00000000 CHF 0.00000000 CHF 21034.00000000 CHF 352090.67000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 21087.00000000 OU Notional Amount USD -738677.61000000 -0.01238929915 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Towne Bank Towne Bank Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 21087.00000000 USD -5482.62000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 166426.00000000 OU Notional Amount 665469.70000000 0.011161436438 N/A DE GB N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 J Sainsbury PLC J Sainsbury PLC Y equity-performance leg 2026-12-10 0.00000000 GBP 0.00000000 GBP 166426.00000000 GBP -13356.77000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 6539.00000000 OU Notional Amount 714778.39000000 0.011988455023 N/A DE CA N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Stantec, Inc. Stantec, Inc. Y equity-performance leg 2028-02-15 0.00000000 CAD 0.00000000 CAD 6539.00000000 CAD -11909.53000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 205100.00000000 OU Notional Amount -3868083.92000000 -0.06487654180 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Stanley Electric Co. Ltd. Stanley Electric Co. Ltd. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 205100.00000000 JPY 53676.05000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 293044.00000000 OU Notional Amount -2099516.88000000 -0.03521366067 N/A DE GB N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Travis Perkins PLC Travis Perkins PLC Y equity-performance leg 2028-02-15 0.00000000 GBP 0.00000000 GBP 293044.00000000 GBP 112796.12000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 163900.00000000 OU Notional Amount 4502297.35000000 0.075513739694 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Takeda Pharmaceutical Co. Ltd. Takeda Pharmaceutical Co. Ltd. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 163900.00000000 JPY -255963.49000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 34700.00000000 OU Notional Amount -1254087.65000000 -0.02103389469 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Wacoal Holdings Corp. Wacoal Holdings Corp. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 34700.00000000 JPY -54028.28000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 59700.00000000 OU Notional Amount 823952.86000000 0.013819558539 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Joyful Honda Co. Ltd. Joyful Honda Co. Ltd. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 59700.00000000 JPY -3052.63000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 18314.00000000 OU Notional Amount -204510.80000000 -0.00343011003 N/A DE GB N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Renew Holdings PLC Renew Holdings PLC Y equity-performance leg 2028-02-15 0.00000000 GBP 0.00000000 GBP 18314.00000000 GBP 3614.81000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 131970.00000000 OU Notional Amount 6146247.50000000 0.103086512891 N/A DE DE N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 HUGO BOSS AG HUGO BOSS AG Y equity-performance leg 2026-08-17 0.00000000 EUR 0.00000000 EUR 131970.00000000 EUR -279450.39000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 193482.00000000 OU Notional Amount -647918.94000000 -0.01086707038 N/A DE CA N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 StorageVault Canada, Inc. StorageVault Canada, Inc. Y equity-performance leg 2026-08-19 0.00000000 CAD 0.00000000 CAD 193482.00000000 CAD -61374.86000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 18404.00000000 OU Notional Amount USD -29602097.84000000 -0.49649433098 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 TransDigm Group, Inc. TransDigm Group, Inc. Y equity-performance leg 2027-01-06 0.00000000 USD 0.00000000 USD 18404.00000000 USD -663725.34000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 199164.00000000 OU Notional Amount USD 4184435.64000000 0.070182477771 N/A DE US N 2 BNP Paribas 549300FWX3HQBUJIR891 Invesco Ltd. Invesco Ltd. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 199164.00000000 USD 850430.28000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 11269.00000000 OU Notional Amount USD 1695646.43000000 0.028439837082 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Procter & Gamble Co. Procter & Gamble Co. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 11269.00000000 USD -88461.65000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 619500.00000000 OU Notional Amount 13915854.79000000 0.233400451936 N/A DE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 ORIX Corp. ORIX Corp. Y equity-performance leg 2027-01-07 0.00000000 JPY 0.00000000 JPY 619500.00000000 JPY -70605.14000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 199700.00000000 OU Notional Amount -3612720.74000000 -0.06059352200 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Kyoto Financial Group, Inc. Kyoto Financial Group, Inc. Y equity-performance leg 2027-09-09 0.00000000 JPY 0.00000000 JPY 199700.00000000 JPY 47804.84000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 222700.00000000 OU Notional Amount -11287297.99000000 -0.18931359170 N/A DE FR N 2 UBS AG BFM8T61CT2L1QCEMIK50 Accor SA Accor SA Y equity-performance leg 2028-04-18 0.00000000 EUR 0.00000000 EUR 222700.00000000 EUR 1210154.33000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 504747.00000000 OU Notional Amount 2649711.27000000 0.044441668675 N/A DE GB N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Workspace Group PLC Workspace Group PLC Y equity-performance leg 2025-12-08 0.00000000 GBP 0.00000000 GBP 504747.00000000 GBP -69189.79000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 603300.00000000 OU Notional Amount 9224666.03000000 0.154718574809 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Coca-Cola Bottlers Japan Holdings, Inc. Coca-Cola Bottlers Japan Holdings, Inc. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 603300.00000000 JPY -284010.41000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 5285.00000000 OU Notional Amount 1132375.37000000 0.018992503666 N/A DE GB N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Games Workshop Group PLC Games Workshop Group PLC Y equity-performance leg 2026-08-17 0.00000000 GBP 0.00000000 GBP 5285.00000000 GBP -532.31000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 53100.00000000 OU Notional Amount 951361.21000000 0.015956485585 N/A DE JP N 2 BNP Paribas 549300FWX3HQBUJIR891 Taikisha Ltd. Taikisha Ltd. Y equity-performance leg 2027-03-24 0.00000000 JPY 0.00000000 JPY 53100.00000000 JPY 14275.72000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 29358.00000000 OU Notional Amount 613979.46000000 0.010297828312 N/A DE AU N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Breville Group Ltd. Breville Group Ltd. Y equity-performance leg 2026-02-25 0.00000000 AUD 0.00000000 AUD 29358.00000000 AUD -18131.56000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 3488237.00000000 OU Notional Amount USD 18696950.32000000 0.313590269542 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Alight, Inc. Alight, Inc. Y equity-performance leg 2027-02-08 0.00000000 USD 0.00000000 USD 3488237.00000000 USD -767412.14000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 208.00000000 OU Notional Amount -220136.73000000 -0.00369219232 N/A DE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 Hankyu Hanshin REIT, Inc. Hankyu Hanshin REIT, Inc. Y equity-performance leg 2028-04-03 0.00000000 JPY 0.00000000 JPY 208.00000000 JPY 6862.28000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 140812.00000000 OU Notional Amount USD -19850267.64000000 -0.33293401721 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Hyatt Hotels Corp. Hyatt Hotels Corp. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 140812.00000000 USD 824490.24000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 53597.00000000 OU Notional Amount USD 745534.27000000 0.012504300898 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Bandwidth, Inc. Bandwidth, Inc. Y equity-performance leg 2026-08-19 0.00000000 USD 0.00000000 USD 53597.00000000 USD -90578.93000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 4697.00000000 OU Notional Amount 630016.89000000 0.010566812392 N/A DE DE N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Atoss Software SE Atoss Software SE Y equity-performance leg 2028-02-15 0.00000000 EUR 0.00000000 EUR 4697.00000000 EUR -137200.55000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 3754.00000000 OU Notional Amount 1731841.57000000 0.029046911685 N/A DE IL N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Elbit Systems Ltd. Elbit Systems Ltd. Y equity-performance leg 2028-02-15 0.00000000 ILS 0.00000000 ILS 3754.00000000 ILS 55629.65000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 57100.00000000 OU Notional Amount 1126045.82000000 0.018886342754 N/A DE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 Dentsu Group, Inc. Dentsu Group, Inc. Y equity-performance leg 2029-09-03 0.00000000 JPY 0.00000000 JPY 57100.00000000 JPY 26559.14000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 290329.00000000 OU Notional Amount -5234135.70000000 -0.08778832894 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Gibson Energy, Inc. Gibson Energy, Inc. Y equity-performance leg 2027-01-04 0.00000000 CAD 0.00000000 CAD 290329.00000000 CAD -29443.02000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1633945.00000000 OU Notional Amount 4596563.09000000 0.077094789989 N/A DE AU N 2 UBS AG BFM8T61CT2L1QCEMIK50 IGO Ltd. IGO Ltd. Y equity-performance leg 2028-04-03 0.00000000 AUD 0.00000000 AUD 1633945.00000000 AUD -560848.07000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 740500.00000000 OU Notional Amount 4819915.44000000 0.080840915557 N/A DE HK N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 CK Hutchison Holdings Ltd. CK Hutchison Holdings Ltd. Y equity-performance leg 2027-09-09 0.00000000 HKD 0.00000000 HKD 740500.00000000 HKD 36217.76000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 594835.00000000 OU Notional Amount 5064080.83000000 0.084936123019 N/A DE IT N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Banca Monte dei Paschi di Siena SpA Banca Monte dei Paschi di Siena SpA Y equity-performance leg 2026-08-19 0.00000000 EUR 0.00000000 EUR 594835.00000000 EUR 289501.66000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 21500.00000000 OU Notional Amount -582929.49000000 -0.00977704988 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Jaccs Co. Ltd. Jaccs Co. Ltd. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 21500.00000000 JPY 12450.40000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 410449.00000000 OU Notional Amount 587562.96000000 0.009854763683 N/A DE NZ N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Spark New Zealand Ltd. Spark New Zealand Ltd. Y equity-performance leg 2027-01-13 0.00000000 NZD 0.00000000 NZD 410449.00000000 NZD -35810.06000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 7000.00000000 OU Notional Amount -247754.69000000 -0.00415540816 N/A DE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 Nippon Sanso Holdings Corp. Nippon Sanso Holdings Corp. Y equity-performance leg 2028-04-18 0.00000000 JPY 0.00000000 JPY 7000.00000000 JPY 9898.73000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 140500.00000000 OU Notional Amount -3814120.80000000 -0.06397145787 N/A DE JP N 2 BNP Paribas 549300FWX3HQBUJIR891 Simplex Holdings, Inc. Simplex Holdings, Inc. Y equity-performance leg 2027-03-24 0.00000000 JPY 0.00000000 JPY 140500.00000000 JPY -241566.97000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 167200.00000000 OU Notional Amount 611143.50000000 0.010250262829 N/A DE JP N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 LY Corp. LY Corp. Y equity-performance leg 2026-08-19 0.00000000 JPY 0.00000000 JPY 167200.00000000 JPY 34696.35000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 168902.00000000 OU Notional Amount USD -1275210.10000000 -0.02138816609 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Invesco Mortgage Capital, Inc. Invesco Mortgage Capital, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 168902.00000000 USD -10134.12000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 45859.00000000 OU Notional Amount 578191.91000000 0.009697589917 N/A DE DE N 2 BNP Paribas 549300FWX3HQBUJIR891 Grand City Properties SA Grand City Properties SA Y equity-performance leg 2027-03-24 0.00000000 EUR 0.00000000 EUR 45859.00000000 EUR -10211.20000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 307650.00000000 OU Notional Amount 3701303.05000000 0.062079248286 N/A DE CA N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 TransAlta Corp. TransAlta Corp. Y equity-performance leg 2025-10-20 0.00000000 CAD 0.00000000 CAD 307650.00000000 CAD -75208.40000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 489702.00000000 OU Notional Amount USD 22017001.92000000 0.369275066171 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 U.S. Bancorp U.S. Bancorp Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 489702.00000000 USD -1233280.42000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 302080.00000000 OU Notional Amount 10612338.73000000 0.177992993823 N/A DE GB N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Weir Group PLC Weir Group PLC Y equity-performance leg 2028-02-15 0.00000000 GBP 0.00000000 GBP 302080.00000000 GBP 92261.14000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1399250.00000000 OU Notional Amount 10376066.59000000 0.174030174069 N/A DE GB N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Investec PLC Investec PLC Y equity-performance leg 2025-12-08 0.00000000 GBP 0.00000000 GBP 1399250.00000000 GBP -3081.42000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 43090.00000000 OU Notional Amount USD -3170993.10000000 -0.05318474745 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 American States Water Co. American States Water Co. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 43090.00000000 USD -12637.71000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 56800.00000000 OU Notional Amount 754844.29000000 0.012660451052 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 A&D HOLON Holdings Co. Ltd. A&D HOLON Holdings Co. Ltd. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 56800.00000000 JPY -25578.86000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 19380.00000000 OU Notional Amount 545901.70000000 0.009156009847 N/A DE CA N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Torex Gold Resources, Inc. Torex Gold Resources, Inc. Y equity-performance leg 2028-02-15 0.00000000 CAD 0.00000000 CAD 19380.00000000 CAD -62649.37000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 27300.00000000 OU Notional Amount -180592.03000000 -0.00302893800 N/A DE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Orient Corp. Orient Corp. Y equity-performance leg 2027-01-06 0.00000000 JPY 0.00000000 JPY 27300.00000000 JPY 1016.81000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 37044.00000000 OU Notional Amount -7317413.32000000 -0.12272962039 N/A DE BE N 2 UBS AG BFM8T61CT2L1QCEMIK50 D'ieteren Group D'ieteren Group Y equity-performance leg 2028-04-18 0.00000000 EUR 0.00000000 EUR 37044.00000000 EUR 465309.79000000 N N N Nanjing Leads Biolabs Co Ltd N/A 000000000 66200.00000000 NS 608449.68000000 0.010205081357 Long EC CORP CN N 1 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 2003.00000000 OU Notional Amount USD 1513246.47000000 0.025380575991 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Axon Enterprise, Inc. Axon Enterprise, Inc. Y equity-performance leg 2028-04-18 0.00000000 USD 0.00000000 USD 2003.00000000 USD 37348.88000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 51000.00000000 OU Notional Amount -28768.26000000 -0.00048250897 N/A DE SG N 2 BNP Paribas 549300FWX3HQBUJIR891 Genting Singapore Ltd. Genting Singapore Ltd. Y equity-performance leg 2027-03-22 0.00000000 SGD 0.00000000 SGD 51000.00000000 SGD 391.60000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 520800.00000000 OU Notional Amount -4395979.82000000 -0.07373055354 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Pola Orbis Holdings, Inc. Pola Orbis Holdings, Inc. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 520800.00000000 JPY 4478.48000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 75520.00000000 OU Notional Amount 6975779.53000000 0.116999646768 N/A DE IE N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Kerry Group PLC Kerry Group PLC Y equity-performance leg 2026-12-10 0.00000000 EUR 0.00000000 EUR 75520.00000000 EUR -932491.91000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 20593.00000000 OU Notional Amount USD -711900.01000000 -0.01194017806 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Bristow Group, Inc. Bristow Group, Inc. Y equity-performance leg 2028-04-21 0.00000000 USD 0.00000000 USD 20593.00000000 USD 28520.99000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 64207.00000000 OU Notional Amount -361374.95000000 -0.00606107766 N/A DE AU N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Amotiv Ltd. Amotiv Ltd. Y equity-performance leg 2028-02-15 0.00000000 AUD 0.00000000 AUD 64207.00000000 AUD 4198.77000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 4622800.00000000 OU Notional Amount 23390039.28000000 0.392304017334 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Rakuten Group, Inc. Rakuten Group, Inc. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 4622800.00000000 JPY -1162978.74000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 224646.00000000 OU Notional Amount 4505882.37000000 0.075573868612 N/A DE IT N 2 UBS AG BFM8T61CT2L1QCEMIK50 Unipol Assicurazioni SpA Unipol Assicurazioni SpA Y equity-performance leg 2029-09-03 0.00000000 EUR 0.00000000 EUR 224646.00000000 EUR 213607.33000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 154570.00000000 OU Notional Amount 1998460.52000000 0.033518716283 N/A DE GB N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Savills PLC Savills PLC Y equity-performance leg 2025-12-08 0.00000000 GBP 0.00000000 GBP 154570.00000000 GBP -1170.40000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 40064.00000000 OU Notional Amount 4314773.30000000 0.072368535991 N/A DE DK N 2 UBS AG BFM8T61CT2L1QCEMIK50 Per Aarsleff Holding AS Per Aarsleff Holding AS Y equity-performance leg 2028-04-24 0.00000000 DKK 0.00000000 DKK 40064.00000000 DKK -11861.40000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 14500.00000000 OU Notional Amount -300306.52000000 -0.00503682156 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Toyo Seikan Group Holdings Ltd. Toyo Seikan Group Holdings Ltd. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 14500.00000000 JPY 2334.22000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 44000.00000000 OU Notional Amount -1767054.30000000 -0.02963750904 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Shiga Bank Ltd. Shiga Bank Ltd. Y equity-performance leg 2028-02-15 0.00000000 JPY 0.00000000 JPY 44000.00000000 JPY 6483.71000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 3419.00000000 OU Notional Amount -192540.83000000 -0.00322934648 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Precision Drilling Corp. Precision Drilling Corp. Y equity-performance leg 2027-01-04 0.00000000 CAD 0.00000000 CAD 3419.00000000 CAD -12419.06000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 1174.00000000 OU Notional Amount USD -204722.12000000 -0.00343365434 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 CDW Corp. CDW Corp. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 1174.00000000 USD 9154.26000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 143051.00000000 OU Notional Amount 1128479.23000000 0.018927156560 N/A DE IE N 2 BNP Paribas 549300FWX3HQBUJIR891 AIB Group PLC AIB Group PLC Y equity-performance leg 2027-06-17 0.00000000 EUR 0.00000000 EUR 143051.00000000 EUR 14208.49000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 8083.00000000 OU Notional Amount 75715.58000000 0.001269922031 N/A DE NO N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Europris ASA Europris ASA Y equity-performance leg 2025-12-08 0.00000000 NOK 0.00000000 NOK 8083.00000000 NOK -913.96000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 886363.00000000 OU Notional Amount 21322891.17000000 0.357633254353 N/A DE NO N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Aker BP ASA Aker BP ASA Y equity-performance leg 2028-02-15 0.00000000 NOK 0.00000000 NOK 886363.00000000 NOK -647462.69000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 219000.00000000 OU Notional Amount 3166383.92000000 0.053107441050 N/A DE JP N 2 BNP Paribas 549300FWX3HQBUJIR891 Mabuchi Motor Co. Ltd. Mabuchi Motor Co. Ltd. Y equity-performance leg 2027-03-24 0.00000000 JPY 0.00000000 JPY 219000.00000000 JPY -16726.13000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 222100.00000000 OU Notional Amount 8869175.21000000 0.148756187352 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 McDonald's Holdings Co. Japan Ltd. McDonald's Holdings Co. Japan Ltd. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 222100.00000000 JPY -54214.97000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 3235.00000000 OU Notional Amount USD -60947.40000000 -0.00102222615 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Smith Douglas Homes Corp. Smith Douglas Homes Corp. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 3235.00000000 USD 776.40000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 200.00000000 OU Notional Amount 7856.62000000 0.000131773339 N/A DE DE N 2 UBS AG BFM8T61CT2L1QCEMIK50 Infineon Technologies AG Infineon Technologies AG Y equity-performance leg 2028-04-18 0.00000000 EUR 0.00000000 EUR 200.00000000 EUR -247.33000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 47183.00000000 OU Notional Amount USD 2651684.60000000 0.044474765896 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 HB Fuller Co. HB Fuller Co. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 47183.00000000 USD -145363.24000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 169000.00000000 OU Notional Amount -3873198.83000000 -0.06496233044 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Toyota Tsusho Corp. Toyota Tsusho Corp. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 169000.00000000 JPY 9984.78000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 154203.00000000 OU Notional Amount -1292474.52000000 -0.02167772958 N/A DE SE N 2 BNP Paribas 549300FWX3HQBUJIR891 Fabege AB Fabege AB Y equity-performance leg 2025-11-17 0.00000000 SEK 0.00000000 SEK 154203.00000000 SEK 669.43000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 425.00000000 OU Notional Amount -389864.22000000 -0.00653890734 N/A DE JP N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Nippon Building Fund, Inc. Nippon Building Fund, Inc. Y equity-performance leg 2026-08-19 0.00000000 JPY 0.00000000 JPY 425.00000000 JPY -14129.44000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 121030.00000000 OU Notional Amount USD -7496598.20000000 -0.12573495730 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Green Brick Partners, Inc. Green Brick Partners, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 121030.00000000 USD 224062.73000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 44500.00000000 OU Notional Amount -13573821.46000000 -0.22766377711 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Fast Retailing Co. Ltd. Fast Retailing Co. Ltd. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 44500.00000000 JPY 180158.09000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 344029.00000000 OU Notional Amount USD -5611112.99000000 -0.09411109324 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 ARMOUR Residential REIT, Inc. ARMOUR Residential REIT, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 344029.00000000 USD 127322.39000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 391083.00000000 OU Notional Amount 2437267.15000000 0.040878498869 N/A DE AU N 2 BNP Paribas 549300FWX3HQBUJIR891 AGL Energy Ltd. AGL Energy Ltd. Y equity-performance leg 2026-09-07 0.00000000 AUD 0.00000000 AUD 391083.00000000 AUD 4203.55000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1003.00000000 OU Notional Amount 215943.32000000 0.003621859328 N/A DE DK N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Genmab AS Genmab AS Y equity-performance leg 2025-12-08 0.00000000 DKK 0.00000000 DKK 1003.00000000 DKK 1046.83000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 225974.00000000 OU Notional Amount -2965798.67000000 -0.04974317139 N/A DE FR N 2 UBS AG BFM8T61CT2L1QCEMIK50 Air France-KLM Air France-KLM Y equity-performance leg 2028-04-18 0.00000000 EUR 0.00000000 EUR 225974.00000000 EUR -71519.93000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 28933.00000000 OU Notional Amount USD 372078.38000000 0.006240598465 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Accel Entertainment, Inc. Accel Entertainment, Inc. Y equity-performance leg 2026-08-19 0.00000000 USD 0.00000000 USD 28933.00000000 USD 21410.42000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 28967.00000000 OU Notional Amount USD 1687617.42000000 0.028305172371 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 NEXTracker, Inc. NEXTracker, Inc. Y equity-performance leg 2028-04-18 0.00000000 USD 0.00000000 USD 28967.00000000 USD -113554.54000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1126922.00000000 OU Notional Amount 18031077.32000000 0.302422068848 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Kinross Gold Corp. Kinross Gold Corp. Y equity-performance leg 2027-01-06 0.00000000 CAD 0.00000000 CAD 1126922.00000000 CAD -482434.17000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 253277.00000000 OU Notional Amount 1331124.85000000 0.022325983294 N/A DE AU N 2 UBS AG BFM8T61CT2L1QCEMIK50 Challenger Ltd. Challenger Ltd. Y equity-performance leg 2028-04-03 0.00000000 AUD 0.00000000 AUD 253277.00000000 AUD -23503.19000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 57817.00000000 OU Notional Amount USD 5908897.40000000 0.099105613303 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Pentair PLC Pentair PLC Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 57817.00000000 USD -148589.69000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 267918.00000000 OU Notional Amount USD 18178236.30000000 0.304890258762 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Albemarle Corp. Albemarle Corp. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 267918.00000000 USD -4026686.35000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 119200.00000000 OU Notional Amount -1376313.17000000 -0.02308389392 N/A DE JP N 2 BNP Paribas 549300FWX3HQBUJIR891 ARCLANDS Corp. ARCLANDS Corp. Y equity-performance leg 2027-03-24 0.00000000 JPY 0.00000000 JPY 119200.00000000 JPY 2331.05000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 13409.00000000 OU Notional Amount USD 1792246.94000000 0.030060046766 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Natera, Inc. Natera, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 13409.00000000 USD -217091.71000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 35400.00000000 OU Notional Amount 592414.18000000 0.009936129647 N/A DE JP N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Tokyo Tatemono Co. Ltd. Tokyo Tatemono Co. Ltd. Y equity-performance leg 2026-08-19 0.00000000 JPY 0.00000000 JPY 35400.00000000 JPY -17463.22000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 26526.00000000 OU Notional Amount USD -2040910.44000000 -0.03423069773 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 ATI, Inc. ATI, Inc. Y equity-performance leg 2026-08-19 0.00000000 USD 0.00000000 USD 26526.00000000 USD 343511.70000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 36219.00000000 OU Notional Amount 2504553.01000000 0.042007035374 N/A DE CH N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 DKSH Holding AG DKSH Holding AG Y equity-performance leg 2026-08-19 0.00000000 CHF 0.00000000 CHF 36219.00000000 CHF -376529.47000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 102700.00000000 OU Notional Amount -1422861.15000000 -0.02386460914 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Heiwa Corp. Heiwa Corp. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 102700.00000000 JPY 5191.93000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 47200.00000000 OU Notional Amount -1016185.33000000 -0.01704373312 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Musashi Seimitsu Industry Co. Ltd. Musashi Seimitsu Industry Co. Ltd. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 47200.00000000 JPY 45381.81000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 126262.00000000 OU Notional Amount 3013169.25000000 0.050537683478 N/A DE AU N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Netwealth Group Ltd. Netwealth Group Ltd. Y equity-performance leg 2026-08-19 0.00000000 AUD 0.00000000 AUD 126262.00000000 AUD 67675.28000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 1811042.00000000 OU Notional Amount -52354387.36000000 -0.87810183815 N/A DE NL N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 ABN AMRO Bank NV ABN AMRO Bank NV Y equity-performance leg 2028-02-15 0.00000000 EUR 0.00000000 EUR 1811042.00000000 EUR -1720648.32000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 53000.00000000 OU Notional Amount -1649089.74000000 -0.02765897578 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 SCSK Corp. SCSK Corp. Y equity-performance leg 2028-02-15 0.00000000 JPY 0.00000000 JPY 53000.00000000 JPY -156879.20000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 166200.00000000 OU Notional Amount -2402859.94000000 -0.04030141190 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Dexerials Corp. Dexerials Corp. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 166200.00000000 JPY 22161.16000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 22163.00000000 OU Notional Amount -1225568.09000000 -0.02055555698 N/A DE FR N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Eramet SA Eramet SA Y equity-performance leg 2026-12-10 0.00000000 EUR 0.00000000 EUR 22163.00000000 EUR 230462.53000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 278333.00000000 OU Notional Amount USD 7684774.13000000 0.128891094513 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Primo Brands Corp. Primo Brands Corp. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 278333.00000000 USD -383801.39000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 24168.00000000 OU Notional Amount USD -1532976.24000000 -0.02571148899 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Greif, Inc. Greif, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 24168.00000000 USD 115523.04000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 20300.00000000 OU Notional Amount 185019.90000000 0.003103203427 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Japan Material Co. Ltd. Japan Material Co. Ltd. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 20300.00000000 JPY -1885.74000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 125212.00000000 OU Notional Amount USD 3402010.04000000 0.057059425583 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Dropbox, Inc. Dropbox, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 125212.00000000 USD -22575.03000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1260.00000000 OU Notional Amount 441918.87000000 0.007411981910 N/A DE CH N 2 UBS AG BFM8T61CT2L1QCEMIK50 Schindler Holding AG Schindler Holding AG Y equity-performance leg 2028-04-18 0.00000000 CHF 0.00000000 CHF 1260.00000000 CHF -5088.14000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 315900.00000000 OU Notional Amount -1844308.18000000 -0.03093323185 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Nissui Corp. Nissui Corp. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 315900.00000000 JPY 26957.58000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 83711.00000000 OU Notional Amount USD -7796842.54000000 -0.13077073596 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 PennyMac Financial Services, Inc. PennyMac Financial Services, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 83711.00000000 USD 915060.93000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 88500.00000000 OU Notional Amount -3198465.61000000 -0.05364552376 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Wacoal Holdings Corp. Wacoal Holdings Corp. Y equity-performance leg 2028-02-15 0.00000000 JPY 0.00000000 JPY 88500.00000000 JPY -207728.68000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 27000.00000000 OU Notional Amount USD -31303800.00000000 -0.52503573640 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Netflix, Inc. Netflix, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 27000.00000000 USD 2723490.00000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 7309.00000000 OU Notional Amount 978929.14000000 0.016418862307 N/A DE CA N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Canadian Tire Corp. Ltd. Canadian Tire Corp. Ltd. Y equity-performance leg 2025-12-08 0.00000000 CAD 0.00000000 CAD 7309.00000000 CAD -31337.68000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 371070.00000000 OU Notional Amount USD -13555187.10000000 -0.22735123662 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Rexford Industrial Realty, Inc. Rexford Industrial Realty, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 371070.00000000 USD 203206.17000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 209365.00000000 OU Notional Amount USD -7713006.60000000 -0.12936461707 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Baldwin Insurance Group, Inc. Baldwin Insurance Group, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 209365.00000000 USD 662262.93000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 45508.00000000 OU Notional Amount USD 2044219.36000000 0.034286195830 N/A DE US N 2 BNP Paribas 549300FWX3HQBUJIR891 Carriage Services, Inc. Carriage Services, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 45508.00000000 USD -40502.12000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 180979.00000000 OU Notional Amount -2546976.40000000 -0.04271857185 N/A DE CA N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Skeena Resources Ltd. Skeena Resources Ltd. Y equity-performance leg 2028-02-15 0.00000000 CAD 0.00000000 CAD 180979.00000000 CAD 429664.90000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 240700.00000000 OU Notional Amount 3113228.53000000 0.052215904581 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Elecom Co. Ltd. Elecom Co. Ltd. Y equity-performance leg 2028-02-15 0.00000000 JPY 0.00000000 JPY 240700.00000000 JPY 98169.14000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 328254.00000000 OU Notional Amount 10168051.77000000 0.170541293671 N/A DE GB N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Smiths Group PLC Smiths Group PLC Y equity-performance leg 2026-08-19 0.00000000 GBP 0.00000000 GBP 328254.00000000 GBP 35846.87000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 28194.00000000 OU Notional Amount -1654417.48000000 -0.02774833406 N/A DE FR N 2 UBS AG BFM8T61CT2L1QCEMIK50 Eurazeo SE Eurazeo SE Y equity-performance leg 2029-09-03 0.00000000 EUR 0.00000000 EUR 28194.00000000 EUR 303179.41000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 2750500.00000000 OU Notional Amount 8196894.61000000 0.137480516670 N/A DE SG N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Singapore Telecommunications Ltd. Singapore Telecommunications Ltd. Y equity-performance leg 2027-01-06 0.00000000 SGD 0.00000000 SGD 2750500.00000000 SGD -732950.88000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 279212.00000000 OU Notional Amount USD 3093668.96000000 0.051887846222 N/A DE US N 2 BNP Paribas 549300FWX3HQBUJIR891 Great Lakes Dredge & Dock Corp. Great Lakes Dredge & Dock Corp. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 279212.00000000 USD 44673.92000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 276628.00000000 OU Notional Amount -406620.78000000 -0.00681995287 N/A DE NZ N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Ryman Healthcare Ltd. Ryman Healthcare Ltd. Y equity-performance leg 2027-06-14 0.00000000 NZD 0.00000000 NZD 276628.00000000 NZD 13510.42000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 69900.00000000 OU Notional Amount -573796.18000000 -0.00962386355 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Raksul, Inc. Raksul, Inc. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 69900.00000000 JPY 14719.03000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 279435.00000000 OU Notional Amount -1740854.22000000 -0.02919807427 N/A DE IL N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 ICL Group Ltd. ICL Group Ltd. Y equity-performance leg 2028-02-15 0.00000000 ILS 0.00000000 ILS 279435.00000000 ILS 171034.46000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 82754.00000000 OU Notional Amount USD 9035909.26000000 0.151552695595 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Planet Fitness, Inc. Planet Fitness, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 82754.00000000 USD -360807.44000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 5021.00000000 OU Notional Amount USD -2682770.51000000 -0.04499614712 N/A DE US N 2 BNP Paribas 549300FWX3HQBUJIR891 IDEXX Laboratories, Inc. IDEXX Laboratories, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 5021.00000000 USD 144501.57000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 282330.00000000 OU Notional Amount USD -7826187.60000000 -0.13126291919 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Werner Enterprises, Inc. Werner Enterprises, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 282330.00000000 USD 203277.60000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 117723.00000000 OU Notional Amount 2747202.06000000 0.046076810374 N/A DE BE N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Warehouses De Pauw CVA Warehouses De Pauw CVA Y equity-performance leg 2026-12-10 0.00000000 EUR 0.00000000 EUR 117723.00000000 EUR -172065.69000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1337100.00000000 OU Notional Amount 33730491.69000000 0.565736860816 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Sumitomo Mitsui Financial Group, Inc. Sumitomo Mitsui Financial Group, Inc. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 1337100.00000000 JPY 991164.09000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 92000.00000000 OU Notional Amount -144861.11000000 -0.00242964942 N/A DE HK N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 HKT Trust & HKT Ltd. HKT Trust & HKT Ltd. Y equity-performance leg 2028-02-15 0.00000000 HKD 0.00000000 HKD 92000.00000000 HKD 464.66000000 N N N HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 000000000 1468344.25000000 OU Notional Amount -1853.59000000 -0.00003108890 N/A DE DE N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 Eurex Dow Jones EURO STOXX 50 Dividend Futures DEDZ5 Index Y Fixed payment equal to the notional value in field C.11.f.iv.1 equity-performance leg 2025-12-19 0.00000000 EUR 0.00000000 EUR 1468344.25000000 EUR -1853.59000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 460951.00000000 OU Notional Amount -2169602.29000000 -0.03638915198 N/A DE GB N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Vesuvius PLC Vesuvius PLC Y equity-performance leg 2027-01-04 0.00000000 GBP 0.00000000 GBP 460951.00000000 GBP 198362.91000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 190039.00000000 OU Notional Amount USD 7082753.53000000 0.118793843411 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Revolution Medicines, Inc. Revolution Medicines, Inc. Y equity-performance leg 2027-02-05 0.00000000 USD 0.00000000 USD 190039.00000000 USD -190039.00000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 776600.00000000 OU Notional Amount 1324993.35000000 0.022223144130 N/A DE JP N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 NTN Corp. NTN Corp. Y equity-performance leg 2026-08-19 0.00000000 JPY 0.00000000 JPY 776600.00000000 JPY 33746.83000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 48941.00000000 OU Notional Amount -2337765.93000000 -0.03920963769 N/A DE ES N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Industria de Diseno Textil SA Industria de Diseno Textil SA Y equity-performance leg 2026-06-25 0.00000000 EUR 0.00000000 EUR 48941.00000000 EUR 68320.33000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 12036.00000000 OU Notional Amount USD -207380.28000000 -0.00347823772 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 NB Bancorp, Inc. NB Bancorp, Inc. Y equity-performance leg 2028-04-21 0.00000000 USD 0.00000000 USD 12036.00000000 USD 14018.33000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 4090.00000000 OU Notional Amount 140176.86000000 0.002351083923 N/A DE SE N 2 BNP Paribas 549300FWX3HQBUJIR891 RaySearch Laboratories AB RaySearch Laboratories AB Y equity-performance leg 2025-11-17 0.00000000 SEK 0.00000000 SEK 4090.00000000 SEK -11809.92000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 24800.00000000 OU Notional Amount 274173.09000000 0.004598504661 N/A DE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 Aisan Industry Co. Ltd. Aisan Industry Co. Ltd. Y equity-performance leg 2028-04-03 0.00000000 JPY 0.00000000 JPY 24800.00000000 JPY -15386.55000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 440864.00000000 OU Notional Amount 1779675.10000000 0.029849188490 N/A DE GB N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 TP ICAP Group PLC TP ICAP Group PLC Y equity-performance leg 2025-12-08 0.00000000 GBP 0.00000000 GBP 440864.00000000 GBP 33326.72000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 109000.00000000 OU Notional Amount -6722854.34000000 -0.11275751758 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Japan Steel Works Ltd. Japan Steel Works Ltd. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 109000.00000000 JPY -105435.45000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1657.00000000 OU Notional Amount 124185.12000000 0.002082866167 N/A DE GB N 2 UBS AG BFM8T61CT2L1QCEMIK50 Reckitt Benckiser Group PLC Reckitt Benckiser Group PLC Y equity-performance leg 2028-04-18 0.00000000 GBP 0.00000000 GBP 1657.00000000 GBP -168.08000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 57532.00000000 OU Notional Amount -224105.85000000 -0.00375876347 N/A DE IL N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Energix-Renewable Energies Ltd. Energix-Renewable Energies Ltd. Y equity-performance leg 2027-05-23 0.00000000 ILS 0.00000000 ILS 57532.00000000 ILS 11361.95000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 500.00000000 OU Notional Amount -9185.85000000 -0.00015406754 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Fuji Seal International, Inc. Fuji Seal International, Inc. Y equity-performance leg 2028-02-15 0.00000000 JPY 0.00000000 JPY 500.00000000 JPY 80.71000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1533.00000000 OU Notional Amount -1406263.19000000 -0.02358622370 N/A DE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 Nippon Building Fund, Inc. Nippon Building Fund, Inc. Y equity-performance leg 2029-09-03 0.00000000 JPY 0.00000000 JPY 1533.00000000 JPY -50965.75000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 56000.00000000 OU Notional Amount -1307506.37000000 -0.02192984780 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Keio Corp. Keio Corp. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 56000.00000000 JPY 4001.69000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 15711.00000000 OU Notional Amount -1252950.98000000 -0.02101483016 N/A DE CH N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Holcim AG Holcim AG Y equity-performance leg 2028-02-15 0.00000000 CHF 0.00000000 CHF 15711.00000000 CHF 3677.64000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 15346.00000000 OU Notional Amount -1063897.78000000 -0.01784397914 N/A DE CA N 2 BNP Paribas 549300FWX3HQBUJIR891 West Fraser Timber Co. Ltd. West Fraser Timber Co. Ltd. Y equity-performance leg 2026-04-16 0.00000000 CAD 0.00000000 CAD 15346.00000000 CAD 66489.31000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 319267.00000000 OU Notional Amount 6737418.50000000 0.113001791590 N/A DE CA N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Maple Leaf Foods, Inc. Maple Leaf Foods, Inc. Y equity-performance leg 2028-02-15 0.00000000 CAD 0.00000000 CAD 319267.00000000 CAD -177149.13000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 274800.00000000 OU Notional Amount 7724344.61000000 0.129554781225 N/A DE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 THK Co. Ltd. THK Co. Ltd. Y equity-performance leg 2028-04-18 0.00000000 JPY 0.00000000 JPY 274800.00000000 JPY 568467.92000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 8300.00000000 OU Notional Amount -173483.44000000 -0.00290971082 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Roland Corp. Roland Corp. Y equity-performance leg 2028-02-15 0.00000000 JPY 0.00000000 JPY 8300.00000000 JPY -5370.18000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 189900.00000000 OU Notional Amount -4952206.09000000 -0.08305972984 N/A DE JP N 2 BNP Paribas 549300FWX3HQBUJIR891 NTT Data Group Corp. NTT Data Group Corp. Y equity-performance leg 2026-09-09 0.00000000 JPY 0.00000000 JPY 189900.00000000 JPY 100992.66000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 50300.00000000 OU Notional Amount -916271.22000000 -0.01536794685 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Mizuno Corp. Mizuno Corp. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 50300.00000000 JPY 10318.72000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 41700.00000000 OU Notional Amount 1359367.85000000 0.022799682471 N/A DE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 Nissan Chemical Corp. Nissan Chemical Corp. Y equity-performance leg 2029-09-03 0.00000000 JPY 0.00000000 JPY 41700.00000000 JPY 96223.85000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 43464.00000000 OU Notional Amount USD -1931540.16000000 -0.03239631004 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Vicor Corp. Vicor Corp. Y equity-performance leg 2028-04-21 0.00000000 USD 0.00000000 USD 43464.00000000 USD 94212.82000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 74893.00000000 OU Notional Amount USD 2012374.91000000 0.033752092167 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Cinemark Holdings, Inc. Cinemark Holdings, Inc. Y equity-performance leg 2026-06-25 0.00000000 USD 0.00000000 USD 74893.00000000 USD -106671.56000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 118220.00000000 OU Notional Amount USD -3169478.20000000 -0.05315933914 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Noble Corp. PLC Noble Corp. PLC Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 118220.00000000 USD 96640.94000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 92721.00000000 OU Notional Amount -3736677.71000000 -0.06267256157 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Power Corp. of Canada Power Corp. of Canada Y equity-performance leg 2027-01-06 0.00000000 CAD 0.00000000 CAD 92721.00000000 CAD -2935.27000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1666.00000000 OU Notional Amount -2786090.12000000 -0.04672905135 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Daiwa House REIT Investment Corp. Daiwa House REIT Investment Corp. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 1666.00000000 JPY -35283.31000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 148300.00000000 OU Notional Amount -1914576.84000000 -0.03211179668 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Colowide Co. Ltd. Colowide Co. Ltd. Y equity-performance leg 2028-02-15 0.00000000 JPY 0.00000000 JPY 148300.00000000 JPY -38577.66000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 46200.00000000 OU Notional Amount 737739.32000000 0.012373561904 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Alpen Co. Ltd. Alpen Co. Ltd. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 46200.00000000 JPY 5203.89000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 279906.00000000 OU Notional Amount USD -9709939.14000000 -0.16285770567 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 American Homes 4 Rent American Homes 4 Rent Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 279906.00000000 USD 479720.32000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 149728.00000000 OU Notional Amount USD 4310669.12000000 0.072299699582 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Dorian LPG Ltd. Dorian LPG Ltd. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 149728.00000000 USD 363839.04000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 118200.00000000 OU Notional Amount -1666658.00000000 -0.02795363535 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Denka Co. Ltd. Denka Co. Ltd. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 118200.00000000 JPY -29918.57000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 400.00000000 OU Notional Amount -25121.89000000 -0.00042135108 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Sinfonia Technology Co. Ltd. Sinfonia Technology Co. Ltd. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 400.00000000 JPY -58.74000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 80800.00000000 OU Notional Amount -2045548.29000000 -0.03430848500 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Daifuku Co. Ltd. Daifuku Co. Ltd. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 80800.00000000 JPY -14591.38000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 278860.00000000 OU Notional Amount -9920854.12000000 -0.16639522833 N/A DE FR N 2 UBS AG BFM8T61CT2L1QCEMIK50 Cie Generale des Etablissements Michelin SCA Cie Generale des Etablissements Michelin SCA Y equity-performance leg 2029-09-03 0.00000000 EUR 0.00000000 EUR 278860.00000000 EUR 335948.89000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 218200.00000000 OU Notional Amount 1187633.75000000 0.019919312048 N/A DE HK N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 PRADA SpA PRADA SpA Y equity-performance leg 2028-02-15 0.00000000 HKD 0.00000000 HKD 218200.00000000 HKD -203573.84000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 161208.00000000 OU Notional Amount USD 9928800.72000000 0.166528510839 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Kemper Corp. Kemper Corp. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 161208.00000000 USD -75767.76000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 48900.00000000 OU Notional Amount -2807840.26000000 -0.04709385054 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 BayCurrent, Inc. BayCurrent, Inc. Y equity-performance leg 2028-02-15 0.00000000 JPY 0.00000000 JPY 48900.00000000 JPY -155469.83000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 34534.00000000 OU Notional Amount -1268110.11000000 -0.02126908316 N/A DE FR N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Interparfums SA Interparfums SA Y equity-performance leg 2026-12-10 0.00000000 EUR 0.00000000 EUR 34534.00000000 EUR 106946.06000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 572200.00000000 OU Notional Amount -3115513.45000000 -0.05225422787 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Chugoku Electric Power Co., Inc. Chugoku Electric Power Co., Inc. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 572200.00000000 JPY 14190.03000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 514.00000000 OU Notional Amount -49537.47000000 -0.00083085574 N/A DE NL N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 EXOR NV EXOR NV Y equity-performance leg 2026-12-10 0.00000000 EUR 0.00000000 EUR 514.00000000 EUR 976.60000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 535112.00000000 OU Notional Amount 20889295.67000000 0.350360874238 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Brookfield Infrastructure Corp. Brookfield Infrastructure Corp. Y equity-performance leg 2027-01-06 0.00000000 CAD 0.00000000 CAD 535112.00000000 CAD -1345906.92000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 8046.00000000 OU Notional Amount -497032.20000000 -0.00833635747 N/A DE IL N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Mizrahi Tefahot Bank Ltd. Mizrahi Tefahot Bank Ltd. Y equity-performance leg 2026-07-20 0.00000000 ILS 0.00000000 ILS 8046.00000000 ILS 23164.76000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 38857.00000000 OU Notional Amount USD -4149150.46000000 -0.06959066526 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Addus HomeCare Corp. Addus HomeCare Corp. Y equity-performance leg 2027-01-04 0.00000000 USD 0.00000000 USD 38857.00000000 USD 76003.44000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 268314.00000000 OU Notional Amount USD -15822476.58000000 -0.26537882438 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Super Micro Computer, Inc. Super Micro Computer, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 268314.00000000 USD -2645576.04000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 128000.00000000 OU Notional Amount 16072333.87000000 0.269569497924 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Hirose Electric Co. Ltd. Hirose Electric Co. Ltd. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 128000.00000000 JPY 1301571.71000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 236356.00000000 OU Notional Amount USD 12890856.24000000 0.216208901117 N/A DE US N 2 BNP Paribas 549300FWX3HQBUJIR891 Fortune Brands Innovations, Inc. Fortune Brands Innovations, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 236356.00000000 USD 465621.32000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 6500.00000000 OU Notional Amount -241461.12000000 -0.00404985071 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 SBI Holdings, Inc. SBI Holdings, Inc. Y equity-performance leg 2028-03-15 0.00000000 JPY 0.00000000 JPY 6500.00000000 JPY 6478.15000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 89100.00000000 OU Notional Amount -882077.59000000 -0.01479444211 N/A DE JP N 2 BNP Paribas 549300FWX3HQBUJIR891 eGuarantee, Inc. eGuarantee, Inc. Y equity-performance leg 2027-03-24 0.00000000 JPY 0.00000000 JPY 89100.00000000 JPY -6594.43000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 22300.00000000 OU Notional Amount 617588.44000000 0.010358359093 N/A DE IT N 2 UBS AG BFM8T61CT2L1QCEMIK50 Banca IFIS SpA Banca IFIS SpA Y equity-performance leg 2028-04-24 0.00000000 EUR 0.00000000 EUR 22300.00000000 EUR -3296.83000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 159346.00000000 OU Notional Amount -2787364.08000000 -0.04675041855 N/A DE SE N 2 BNP Paribas 549300FWX3HQBUJIR891 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB Y equity-performance leg 2026-08-17 0.00000000 SEK 0.00000000 SEK 159346.00000000 SEK -66016.44000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 32789.00000000 OU Notional Amount -3221491.11000000 -0.05403171363 N/A DE IL N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Azrieli Group Ltd. Azrieli Group Ltd. Y equity-performance leg 2026-08-19 0.00000000 ILS 0.00000000 ILS 32789.00000000 ILS -2675.66000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 21310.00000000 OU Notional Amount USD -1205932.90000000 -0.02022623030 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Tempus AI, Inc. Tempus AI, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 21310.00000000 USD 95681.90000000 N N N NIQ Global Intelligence Plc N/A 000000000 222000.00000000 NS USD 4093680.00000000 0.068660299816 Long EC CORP IE N 1 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 243700.00000000 OU Notional Amount -7012931.43000000 -0.11762276840 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Shin-Etsu Chemical Co. Ltd. Shin-Etsu Chemical Co. Ltd. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 243700.00000000 JPY 813675.15000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 79348.00000000 OU Notional Amount USD 15013435.08000000 0.251809363180 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 MasTec, Inc. MasTec, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 79348.00000000 USD 1663927.56000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 8139.00000000 OU Notional Amount USD -5374100.31000000 -0.09013585295 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 GE Vernova, Inc. GE Vernova, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 8139.00000000 USD -713001.63000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 101000.00000000 OU Notional Amount -287560.51000000 -0.00482304206 N/A DE HK N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Wharf Holdings Ltd. Wharf Holdings Ltd. Y equity-performance leg 2026-08-19 0.00000000 HKD 0.00000000 HKD 101000.00000000 HKD 6434.99000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 99873.00000000 OU Notional Amount 3198876.83000000 0.053652420859 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Russel Metals, Inc. Russel Metals, Inc. Y equity-performance leg 2027-01-04 0.00000000 CAD 0.00000000 CAD 99873.00000000 CAD -105546.53000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 95040.00000000 OU Notional Amount USD -769824.00000000 -0.01291169476 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 WaVe Life Sciences Ltd. WaVe Life Sciences Ltd. Y equity-performance leg 2028-04-21 0.00000000 USD 0.00000000 USD 95040.00000000 USD -37065.60000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 400432.00000000 OU Notional Amount 1168349.33000000 0.019595868579 N/A DE GB N 2 UBS AG BFM8T61CT2L1QCEMIK50 International Workplace Group PLC International Workplace Group PLC Y equity-performance leg 2028-04-24 0.00000000 GBP 0.00000000 GBP 400432.00000000 GBP 10593.01000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 689016.00000000 OU Notional Amount USD -26747601.12000000 -0.44861794577 N/A DE US N 2 BNP Paribas 549300FWX3HQBUJIR891 CenterPoint Energy, Inc. CenterPoint Energy, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 689016.00000000 USD -1901817.69000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 179619.00000000 OU Notional Amount 8042777.65000000 0.134895625648 N/A DE AU N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Aristocrat Leisure Ltd. Aristocrat Leisure Ltd. Y equity-performance leg 2027-01-06 0.00000000 AUD 0.00000000 AUD 179619.00000000 AUD 108899.46000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 17988.00000000 OU Notional Amount 1149772.54000000 0.019284293671 N/A DE GB N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 TBC Bank Group PLC TBC Bank Group PLC Y equity-performance leg 2025-12-08 0.00000000 GBP 0.00000000 GBP 17988.00000000 GBP -24757.04000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 216800.00000000 OU Notional Amount -1949106.95000000 -0.03269094495 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 M&A Research Institute Holdings, Inc. M&A Research Institute Holdings, Inc. Y equity-performance leg 2028-02-15 0.00000000 JPY 0.00000000 JPY 216800.00000000 JPY 14188.87000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 83100.00000000 OU Notional Amount 2165506.91000000 0.036320463176 N/A DE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Kaken Pharmaceutical Co. Ltd. Kaken Pharmaceutical Co. Ltd. Y equity-performance leg 2027-01-06 0.00000000 JPY 0.00000000 JPY 83100.00000000 JPY -2639.64000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 84425.00000000 OU Notional Amount USD -1109344.50000000 -0.01860622373 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Applied Digital Corp. Applied Digital Corp. Y equity-performance leg 2026-06-25 0.00000000 USD 0.00000000 USD 84425.00000000 USD -240763.55000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 602365.00000000 OU Notional Amount 1144448.09000000 0.019194990566 N/A DE AU N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Charter Hall Social Infrastructure REIT Charter Hall Social Infrastructure REIT Y equity-performance leg 2028-02-15 0.00000000 AUD 0.00000000 AUD 602365.00000000 AUD -1327.02000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 224644.00000000 OU Notional Amount 2678987.16000000 0.044932691761 N/A DE GB N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Paragon Banking Group PLC Paragon Banking Group PLC Y equity-performance leg 2026-08-19 0.00000000 GBP 0.00000000 GBP 224644.00000000 GBP -149070.49000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 9065.00000000 OU Notional Amount USD 664192.55000000 0.011140015736 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 BlueLinx Holdings, Inc. BlueLinx Holdings, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 9065.00000000 USD -71432.20000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 13181.00000000 OU Notional Amount USD 1690199.63000000 0.028348481890 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Stride, Inc. Stride, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 13181.00000000 USD -19903.31000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 2107000.00000000 OU Notional Amount 1354176.15000000 0.022712605885 N/A DE HK N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Fortune Real Estate Investment Trust Fortune Real Estate Investment Trust Y equity-performance leg 2027-01-06 0.00000000 HKD 0.00000000 HKD 2107000.00000000 HKD 33602.13000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 78500.00000000 OU Notional Amount 2057858.62000000 0.034514957160 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Sumitomo Mitsui Trust Group, Inc. Sumitomo Mitsui Trust Group, Inc. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 78500.00000000 JPY -490.63000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1600.00000000 OU Notional Amount -109494.41000000 -0.00183646963 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Uchida Yoko Co. Ltd. Uchida Yoko Co. Ltd. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 1600.00000000 JPY 320.54000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 15403.00000000 OU Notional Amount USD -281874.90000000 -0.00472768148 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 LSI Industries, Inc. LSI Industries, Inc. Y equity-performance leg 2027-01-04 0.00000000 USD 0.00000000 USD 15403.00000000 USD -11552.25000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 26633.00000000 OU Notional Amount -3306251.68000000 -0.05545334066 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Agnico Eagle Mines Ltd. Agnico Eagle Mines Ltd. Y equity-performance leg 2027-01-04 0.00000000 CAD 0.00000000 CAD 26633.00000000 CAD 22788.54000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -38117.00000000 -0.00063930855 N/A DFE XX N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 1499678.92000000 USD 1277000.00000000 EUR 2025-09-17 -38117.00000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 71358.00000000 OU Notional Amount -617857.85000000 -0.01036287771 N/A DE AU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Reece Ltd. Reece Ltd. Y equity-performance leg 2027-05-12 0.00000000 AUD 0.00000000 AUD 71358.00000000 AUD -6178.57000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 296938.00000000 OU Notional Amount 1235276.01000000 0.020718380821 N/A DE GB N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Hunting PLC Hunting PLC Y equity-performance leg 2028-02-15 0.00000000 GBP 0.00000000 GBP 296938.00000000 GBP -42578.44000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 560541.00000000 OU Notional Amount USD -16261294.41000000 -0.27273879482 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Highwoods Properties, Inc. Highwoods Properties, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 560541.00000000 USD 1048211.67000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 159250.00000000 OU Notional Amount USD -3667527.50000000 -0.06151275569 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 ConnectOne Bancorp, Inc. ConnectOne Bancorp, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 159250.00000000 USD 211703.60000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 758108.00000000 OU Notional Amount USD -5276431.68000000 -0.08849772847 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Orchid Island Capital, Inc. Orchid Island Capital, Inc. Y equity-performance leg 2027-01-04 0.00000000 USD 0.00000000 USD 758108.00000000 USD 199770.58000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 705771.00000000 OU Notional Amount USD -4523992.11000000 -0.07587761003 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Hertz Global Holdings, Inc. Hertz Global Holdings, Inc. Y equity-performance leg 2028-04-21 0.00000000 USD 0.00000000 USD 705771.00000000 USD 931617.72000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 6690912.00000000 OU Notional Amount -10534833.43000000 -0.17669305412 N/A DE AU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Vicinity Ltd. Vicinity Ltd. Y equity-performance leg 2027-05-12 0.00000000 AUD 0.00000000 AUD 6690912.00000000 AUD 383541.98000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1394733.00000000 OU Notional Amount USD 13975224.66000000 0.234396219332 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Liberty Global Ltd. Liberty Global Ltd. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 1394733.00000000 USD -306841.26000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 15100.00000000 OU Notional Amount -370431.99000000 -0.00621298477 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Daiichi Sankyo Co. Ltd. Daiichi Sankyo Co. Ltd. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 15100.00000000 JPY -442.79000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 655738.00000000 OU Notional Amount 5786955.52000000 0.097060371359 N/A DE IT N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Stellantis NV Stellantis NV Y equity-performance leg 2025-12-08 0.00000000 EUR 0.00000000 EUR 655738.00000000 EUR -653033.03000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 30953.00000000 OU Notional Amount 1324432.34000000 0.022213734720 N/A DE GB N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Halma PLC Halma PLC Y equity-performance leg 2026-08-19 0.00000000 GBP 0.00000000 GBP 30953.00000000 GBP -567.55000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1372623.00000000 OU Notional Amount USD -6108172.35000000 -0.10244790625 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Lumen Technologies, Inc. Lumen Technologies, Inc. Y equity-performance leg 2028-04-18 0.00000000 USD 0.00000000 USD 1372623.00000000 USD 109809.84000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 21301.00000000 OU Notional Amount USD 361264.96000000 0.006059232882 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Midland States Bancorp, Inc. Midland States Bancorp, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 21301.00000000 USD -26200.23000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 2226.00000000 OU Notional Amount -1897809.56000000 -0.03183057136 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 AEON REIT Investment Corp. AEON REIT Investment Corp. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 2226.00000000 JPY 15267.66000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 40443.00000000 OU Notional Amount 681025.47000000 0.011422341988 N/A DE DE N 2 Citibank NA E57ODZWZ7FF32TWEFA76 AIXTRON SE AIXTRON SE Y equity-performance leg 2026-06-25 0.00000000 EUR 0.00000000 EUR 40443.00000000 EUR -48625.76000000 N N N United States Treasury 254900HROIFWPRGM1V77 912797MH7 504100000.00000000 PA USD 502063743.50000000 8.420747873702 Long DBT UST US N 2 2025-09-04 None 0.00000000 N N N N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 37720.00000000 OU Notional Amount USD -986755.20000000 -0.01655012308 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 HealthStream, Inc. HealthStream, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 37720.00000000 USD 19734.33000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 180000.00000000 OU Notional Amount -5558085.23000000 -0.09322169742 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Ezaki Glico Co. Ltd. Ezaki Glico Co. Ltd. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 180000.00000000 JPY 15141.67000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 26999.00000000 OU Notional Amount 426114.98000000 0.007146914825 N/A DE FI N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Neste OYJ Neste OYJ Y equity-performance leg 2026-08-17 0.00000000 EUR 0.00000000 EUR 26999.00000000 EUR -1799.15000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 2539200.00000000 OU Notional Amount -5383864.28000000 -0.09029961688 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Nissan Motor Co. Ltd. Nissan Motor Co. Ltd. Y equity-performance leg 2027-09-09 0.00000000 JPY 0.00000000 JPY 2539200.00000000 JPY -113679.45000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 205500.00000000 OU Notional Amount 2884362.07000000 0.048377294880 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Tsubakimoto Chain Co. Tsubakimoto Chain Co. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 205500.00000000 JPY 351357.30000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 520.00000000 OU Notional Amount -4396295.20000000 -0.07373584318 N/A DE BE N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Lotus Bakeries NV Lotus Bakeries NV Y equity-performance leg 2025-12-08 0.00000000 EUR 0.00000000 EUR 520.00000000 EUR 364850.33000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 429900.00000000 OU Notional Amount 6573319.95000000 0.110249486661 N/A DE JP N 2 BNP Paribas 549300FWX3HQBUJIR891 Coca-Cola Bottlers Japan Holdings, Inc. Coca-Cola Bottlers Japan Holdings, Inc. Y equity-performance leg 2027-03-24 0.00000000 JPY 0.00000000 JPY 429900.00000000 JPY 29096.64000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 110900.00000000 OU Notional Amount -3537922.74000000 -0.05933898987 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 TIS, Inc. TIS, Inc. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 110900.00000000 JPY -13268.22000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 44514.00000000 OU Notional Amount USD -935239.14000000 -0.01568608189 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 nLight, Inc. nLight, Inc. Y equity-performance leg 2026-08-19 0.00000000 USD 0.00000000 USD 44514.00000000 USD -98821.08000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 140616.00000000 OU Notional Amount USD -1775980.08000000 -0.02978721462 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Macy's, Inc. Macy's, Inc. Y equity-performance leg 2027-01-04 0.00000000 USD 0.00000000 USD 140616.00000000 USD 53434.08000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 1100.00000000 OU Notional Amount -18618.88000000 -0.00031228085 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Osaka Steel Co. Ltd. Osaka Steel Co. Ltd. Y equity-performance leg 2028-02-15 0.00000000 JPY 0.00000000 JPY 1100.00000000 JPY 2523.17000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 41995.00000000 OU Notional Amount USD 9321630.15000000 0.156344883057 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Union Pacific Corp. Union Pacific Corp. Y equity-performance leg 2027-02-05 0.00000000 USD 0.00000000 USD 41995.00000000 USD -115547.41000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 252422.00000000 OU Notional Amount -2007571.05000000 -0.03367152053 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 First Majestic Silver Corp. First Majestic Silver Corp. Y equity-performance leg 2027-01-04 0.00000000 CAD 0.00000000 CAD 252422.00000000 CAD 228222.33000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 888100.00000000 OU Notional Amount 2646668.64000000 0.044390636868 N/A DE SG N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Singapore Telecommunications Ltd. Singapore Telecommunications Ltd. Y equity-performance leg 2027-01-07 0.00000000 SGD 0.00000000 SGD 888100.00000000 SGD -236660.13000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 35400.00000000 OU Notional Amount -896946.86000000 -0.01504383350 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Gunze Ltd. Gunze Ltd. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 35400.00000000 JPY -20189.11000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 4660.00000000 OU Notional Amount USD -153127.60000000 -0.00256829721 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Orrstown Financial Services, Inc. Orrstown Financial Services, Inc. Y equity-performance leg 2028-04-21 0.00000000 USD 0.00000000 USD 4660.00000000 USD 8005.41000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 16129.00000000 OU Notional Amount -3072064.36000000 -0.05152548807 N/A DE IL N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Big Shopping Centers Ltd. Big Shopping Centers Ltd. Y equity-performance leg 2025-12-08 0.00000000 ILS 0.00000000 ILS 16129.00000000 ILS 155659.77000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 330756.00000000 OU Notional Amount USD -8258977.32000000 -0.13852178454 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Amentum Holdings, Inc. Amentum Holdings, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 330756.00000000 USD -232972.39000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 176000.00000000 OU Notional Amount 2691100.98000000 0.045135868002 N/A DE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 Coca-Cola Bottlers Japan Holdings, Inc. Coca-Cola Bottlers Japan Holdings, Inc. Y equity-performance leg 2028-04-03 0.00000000 JPY 0.00000000 JPY 176000.00000000 JPY 21335.10000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 96237.00000000 OU Notional Amount -9890150.89000000 -0.16588026551 N/A DE FR N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Pernod Ricard SA Pernod Ricard SA Y equity-performance leg 2027-01-04 0.00000000 EUR 0.00000000 EUR 96237.00000000 EUR 940545.13000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 438200.00000000 OU Notional Amount -10215396.64000000 -0.17133537453 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Central Japan Railway Co. Central Japan Railway Co. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 438200.00000000 JPY -398925.40000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 6300.00000000 OU Notional Amount -190495.51000000 -0.00319504182 N/A DE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 Starts Corp., Inc. Starts Corp., Inc. Y equity-performance leg 2028-04-03 0.00000000 JPY 0.00000000 JPY 6300.00000000 JPY 1999.07000000 N N N MORGAN STANLEY & CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 000000000 189776.88000000 OU Notional Amount 893.70000000 0.000014989376 N/A DE DE N 2 MORGAN STANLEY & CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Eurex Dow Jones EURO STOXX 50 Dividend Futures DEDZ6 Index Y Fixed payment equal to the notional value in field C.11.f.iv.1 equity-performance leg 2026-12-18 0.00000000 EUR 0.00000000 EUR 189776.88000000 EUR 893.70000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 370614.00000000 OU Notional Amount -12387438.76000000 -0.20776544801 N/A DE SE N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 EQT AB EQT AB Y equity-performance leg 2027-01-18 0.00000000 SEK 0.00000000 SEK 370614.00000000 SEK 327855.40000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 106800.00000000 OU Notional Amount 3450994.97000000 0.057881013978 N/A DE JP N 2 BNP Paribas 549300FWX3HQBUJIR891 Earth Corp. Earth Corp. Y equity-performance leg 2027-03-24 0.00000000 JPY 0.00000000 JPY 106800.00000000 JPY 66352.53000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 420211.00000000 OU Notional Amount -22065157.23000000 -0.37008273995 N/A DE GB N 2 UBS AG BFM8T61CT2L1QCEMIK50 Spectris PLC Spectris PLC Y equity-performance leg 2029-09-03 0.00000000 GBP 0.00000000 GBP 420211.00000000 GBP 441203.09000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 16474.00000000 OU Notional Amount USD -977567.16000000 -0.01639601881 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Crane NXT Co. Crane NXT Co. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 16474.00000000 USD -50080.96000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 327052.00000000 OU Notional Amount -12154562.94000000 -0.20385959224 N/A DE CH N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 UBS Group AG UBS Group AG Y equity-performance leg 2025-12-08 0.00000000 CHF 0.00000000 CHF 327052.00000000 CHF -433802.94000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 278268.00000000 OU Notional Amount 18170368.70000000 0.304758301263 N/A DE CH N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 ABB Ltd. ABB Ltd. Y equity-performance leg 2027-01-04 0.00000000 CHF 0.00000000 CHF 278268.00000000 CHF 79173.85000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 129255.00000000 OU Notional Amount 3478863.89000000 0.058348438985 N/A DE GB N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Hill & Smith PLC Hill & Smith PLC Y equity-performance leg 2025-12-08 0.00000000 GBP 0.00000000 GBP 129255.00000000 GBP 275104.63000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1057554.00000000 OU Notional Amount USD -11802302.64000000 -0.19795138794 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Arbor Realty Trust, Inc. Arbor Realty Trust, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 1057554.00000000 USD 697985.64000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 18596.00000000 OU Notional Amount -939328.84000000 -0.01575467544 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Gildan Activewear, Inc. Gildan Activewear, Inc. Y equity-performance leg 2027-01-06 0.00000000 CAD 0.00000000 CAD 18596.00000000 CAD 26214.47000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 109000.00000000 OU Notional Amount -3043736.30000000 -0.05105036224 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Toho Gas Co. Ltd. Toho Gas Co. Ltd. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 109000.00000000 JPY 53211.27000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 9718.00000000 OU Notional Amount -2177657.07000000 -0.03652424892 N/A DE DK N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 DSV AS DSV AS Y equity-performance leg 2027-01-04 0.00000000 DKK 0.00000000 DKK 9718.00000000 DKK 108193.16000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 4823.00000000 OU Notional Amount USD 169287.30000000 0.002839332036 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 AtriCure, Inc. AtriCure, Inc. Y equity-performance leg 2028-04-21 0.00000000 USD 0.00000000 USD 4823.00000000 USD 21992.88000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 10264.00000000 OU Notional Amount USD 145851.44000000 0.002446259502 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 ACV Auctions, Inc. ACV Auctions, Inc. Y equity-performance leg 2026-06-25 0.00000000 USD 0.00000000 USD 10264.00000000 USD -7667.21000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 14900.00000000 OU Notional Amount -280623.38000000 -0.00470669065 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Ogaki Kyoritsu Bank Ltd. Ogaki Kyoritsu Bank Ltd. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 14900.00000000 JPY 1251.13000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 5315.00000000 OU Notional Amount USD -1328059.05000000 -0.02227456287 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Humana, Inc. Humana, Inc. Y equity-performance leg 2027-01-06 0.00000000 USD 0.00000000 USD 5315.00000000 USD -74338.36000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 611300.00000000 OU Notional Amount -16743264.39000000 -0.28082252470 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Tokyo Ohka Kogyo Co. Ltd. Tokyo Ohka Kogyo Co. Ltd. Y equity-performance leg 2027-09-09 0.00000000 JPY 0.00000000 JPY 611300.00000000 JPY -139127.66000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 493443.00000000 OU Notional Amount USD 12464370.18000000 0.209055762438 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Verra Mobility Corp. Verra Mobility Corp. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 493443.00000000 USD 108557.46000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 OU Notional Amount USD -108.26000000 -0.00000181576 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 RB Global, Inc. RB Global, Inc. Y equity-performance leg 2028-04-18 0.00000000 USD 0.00000000 USD 1.00000000 USD -0.48000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 364200.00000000 OU Notional Amount -2356878.92000000 -0.03953020589 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Penta-Ocean Construction Co. Ltd. Penta-Ocean Construction Co. Ltd. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 364200.00000000 JPY -19826.42000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 58052.00000000 OU Notional Amount USD -1805417.20000000 -0.03028094190 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Klaviyo, Inc. Klaviyo, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 58052.00000000 USD 52119.74000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 42136.00000000 OU Notional Amount USD 5731760.08000000 0.096134618623 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Wix.com Ltd. Wix.com Ltd. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 42136.00000000 USD -781201.44000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1497.00000000 OU Notional Amount 353261.34000000 0.005924994019 N/A DE CH N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Sika AG Sika AG Y equity-performance leg 2026-11-09 0.00000000 CHF 0.00000000 CHF 1497.00000000 CHF -24743.20000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 462881.00000000 OU Notional Amount 16763401.11000000 0.281160263174 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Atco Ltd. Atco Ltd. Y equity-performance leg 2027-01-04 0.00000000 CAD 0.00000000 CAD 462881.00000000 CAD -800306.36000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 308600.00000000 OU Notional Amount -3210932.29000000 -0.05385461827 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Tokyo Steel Manufacturing Co. Ltd. Tokyo Steel Manufacturing Co. Ltd. Y equity-performance leg 2028-02-15 0.00000000 JPY 0.00000000 JPY 308600.00000000 JPY 217600.84000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 179100.00000000 OU Notional Amount 8019538.45000000 0.134505851548 N/A DE AU N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Aristocrat Leisure Ltd. Aristocrat Leisure Ltd. Y equity-performance leg 2025-12-08 0.00000000 AUD 0.00000000 AUD 179100.00000000 AUD 89747.92000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 2058.00000000 OU Notional Amount USD 273858.06000000 0.004593220893 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Qualys, Inc. Qualys, Inc. Y equity-performance leg 2026-08-19 0.00000000 USD 0.00000000 USD 2058.00000000 USD -9549.12000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 43591.00000000 OU Notional Amount 1719289.95000000 0.028836392546 N/A DE CA N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Suncor Energy, Inc. Suncor Energy, Inc. Y equity-performance leg 2026-08-18 0.00000000 CAD 0.00000000 CAD 43591.00000000 CAD 745.15000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 78621.00000000 OU Notional Amount 649980.86000000 0.010901653456 N/A DE GB N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Lancashire Holdings Ltd. Lancashire Holdings Ltd. Y equity-performance leg 2025-12-08 0.00000000 GBP 0.00000000 GBP 78621.00000000 GBP 16430.78000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 42592.00000000 OU Notional Amount USD -8607843.20000000 -0.14437305673 N/A DE US N 2 BNP Paribas 549300FWX3HQBUJIR891 Madison Square Garden Sports Corp. Madison Square Garden Sports Corp. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 42592.00000000 USD 87793.27000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 92861.00000000 OU Notional Amount -7547295.84000000 -0.12658527173 N/A DE FR N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Alten SA Alten SA Y equity-performance leg 2028-02-15 0.00000000 EUR 0.00000000 EUR 92861.00000000 EUR 568380.02000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 1635.00000000 OU Notional Amount 1902694.99000000 0.031912511107 N/A DE CH N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Belimo Holding AG Belimo Holding AG Y equity-performance leg 2028-02-15 0.00000000 CHF 0.00000000 CHF 1635.00000000 CHF 209698.92000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 46035.00000000 OU Notional Amount USD 2663124.75000000 0.044666643162 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 BioMarin Pharmaceutical, Inc. BioMarin Pharmaceutical, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 46035.00000000 USD -62147.25000000 N N N HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 000000000 8031228.63000000 OU Notional Amount -141801.95000000 -0.00237834036 N/A DE DE N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 Eurex Swiss Market New Index Futures SMU5 Index Y Fixed payment equal to the notional value in field C.11.f.iv.1 equity-performance leg 2025-09-19 0.00000000 CHF 0.00000000 CHF 8031228.63000000 CHF -141801.95000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 28547.00000000 OU Notional Amount -26186950.57000000 -0.43921456425 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Nippon Building Fund, Inc. Nippon Building Fund, Inc. Y equity-performance leg 2027-09-09 0.00000000 JPY 0.00000000 JPY 28547.00000000 JPY 155852.46000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 641589.00000000 OU Notional Amount USD 6447969.45000000 0.108147074427 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Evolent Health, Inc. Evolent Health, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 641589.00000000 USD 179644.92000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 345.00000000 OU Notional Amount -598567.77000000 -0.01003933931 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Hoshino Resorts REIT, Inc. Hoshino Resorts REIT, Inc. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 345.00000000 JPY 2321.96000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 854527.00000000 OU Notional Amount -20442487.50000000 -0.34286688767 N/A DE NL N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Signify NV Signify NV Y equity-performance leg 2027-01-04 0.00000000 EUR 0.00000000 EUR 854527.00000000 EUR 2579444.26000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 37982.00000000 OU Notional Amount USD 623284.62000000 0.010453896953 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 QuinStreet, Inc. QuinStreet, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 37982.00000000 USD 8356.04000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1199686.00000000 OU Notional Amount USD 14696153.50000000 0.246487831353 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Pediatrix Medical Group, Inc. Pediatrix Medical Group, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 1199686.00000000 USD -1308534.12000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 1083479.00000000 OU Notional Amount -2726756.13000000 -0.04573388574 N/A DE GB N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 LondonMetric Property PLC LondonMetric Property PLC Y equity-performance leg 2028-02-15 0.00000000 GBP 0.00000000 GBP 1083479.00000000 GBP 73044.39000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 33909.00000000 OU Notional Amount USD 546613.08000000 0.009167941303 N/A DE US N 2 BNP Paribas 549300FWX3HQBUJIR891 PagerDuty, Inc. PagerDuty, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 33909.00000000 USD 50524.41000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC N/A -21614.31000000 -0.00036252100 N/A DFE XX N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 3132000.00000000 CHF 3368354.03000000 EUR 2025-09-17 -21614.31000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 107111.00000000 OU Notional Amount -9794644.07000000 -0.16427839949 N/A DE AT N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Erste Group Bank AG Erste Group Bank AG Y equity-performance leg 2026-08-17 0.00000000 EUR 0.00000000 EUR 107111.00000000 EUR -269749.74000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 55420.00000000 OU Notional Amount 1673479.21000000 0.028068042517 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Ag Growth International, Inc. Ag Growth International, Inc. Y equity-performance leg 2027-01-04 0.00000000 CAD 0.00000000 CAD 55420.00000000 CAD -72010.90000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 873900.00000000 OU Notional Amount -5196285.86000000 -0.08715350126 N/A DE SG N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Sembcorp Industries Ltd. Sembcorp Industries Ltd. Y equity-performance leg 2027-01-06 0.00000000 SGD 0.00000000 SGD 873900.00000000 SGD 156355.69000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 12115.00000000 OU Notional Amount -421699.23000000 -0.00707285268 N/A DE CA N 2 BNP Paribas 549300FWX3HQBUJIR891 First National Financial Corp. First National Financial Corp. Y equity-performance leg 2026-05-18 0.00000000 CAD 0.00000000 CAD 12115.00000000 CAD -47456.31000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 25988.00000000 OU Notional Amount -334156.36000000 -0.00560456016 N/A DE ES N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Solaria Energia y Medio Ambiente SA Solaria Energia y Medio Ambiente SA Y equity-performance leg 2026-08-19 0.00000000 EUR 0.00000000 EUR 25988.00000000 EUR -27695.16000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 68900.00000000 OU Notional Amount 1328563.90000000 0.022283030353 N/A DE JP N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Tosei Corp. Tosei Corp. Y equity-performance leg 2026-08-19 0.00000000 JPY 0.00000000 JPY 68900.00000000 JPY 38554.83000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 221898.00000000 OU Notional Amount USD 24892517.64000000 0.417503987694 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Lennar Corp. Lennar Corp. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 221898.00000000 USD -1409052.30000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 137700.00000000 OU Notional Amount -1738930.18000000 -0.02916580375 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Park24 Co. Ltd. Park24 Co. Ltd. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 137700.00000000 JPY 11955.38000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 3827.00000000 OU Notional Amount USD -257059.59000000 -0.00431147244 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Corcept Therapeutics, Inc. Corcept Therapeutics, Inc. Y equity-performance leg 2028-02-24 0.00000000 USD 0.00000000 USD 3827.00000000 USD 4693.19000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 22556.00000000 OU Notional Amount -135949.11000000 -0.00228017496 N/A DE GB N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Atalaya Mining Copper SA Atalaya Mining Copper SA Y equity-performance leg 2028-02-15 0.00000000 GBP 0.00000000 GBP 22556.00000000 GBP 9559.20000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 223184.00000000 OU Notional Amount USD -3657985.76000000 -0.06135271907 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Vishay Intertechnology, Inc. Vishay Intertechnology, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 223184.00000000 USD 252197.92000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 6100.00000000 OU Notional Amount 214000.16000000 0.003589268127 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Saizeriya Co. Ltd. Saizeriya Co. Ltd. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 6100.00000000 JPY -7361.16000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 473785.00000000 OU Notional Amount 6445472.90000000 0.108105201621 N/A DE CA N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 OceanaGold Corp. OceanaGold Corp. Y equity-performance leg 2025-10-20 0.00000000 CAD 0.00000000 CAD 473785.00000000 CAD -451941.24000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 132700.00000000 OU Notional Amount 7035956.75000000 0.118008955255 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 JINS Holdings, Inc. JINS Holdings, Inc. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 132700.00000000 JPY -274205.12000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 228491.00000000 OU Notional Amount -775006.51000000 -0.01299861721 N/A DE SE N 2 BNP Paribas 549300FWX3HQBUJIR891 Vimian Group AB Vimian Group AB Y equity-performance leg 2025-11-17 0.00000000 SEK 0.00000000 SEK 228491.00000000 SEK 231213.08000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 67176.00000000 OU Notional Amount USD -3410525.52000000 -0.05720224950 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Stepan Co. Stepan Co. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 67176.00000000 USD 565621.92000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 741608.00000000 OU Notional Amount -10025230.15000000 -0.16814585112 N/A DE GB N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Mondi PLC Mondi PLC Y equity-performance leg 2025-12-08 0.00000000 GBP 0.00000000 GBP 741608.00000000 GBP 1938716.11000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 482195.00000000 OU Notional Amount 1426188.71000000 0.023920419872 N/A DE NO N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Aker Solutions ASA Aker Solutions ASA Y equity-performance leg 2026-12-11 0.00000000 NOK 0.00000000 NOK 482195.00000000 NOK -25389.68000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 204400.00000000 OU Notional Amount 5576404.63000000 0.093528955314 N/A DE JP N 2 BNP Paribas 549300FWX3HQBUJIR891 Sanwa Holdings Corp. Sanwa Holdings Corp. Y equity-performance leg 2026-09-07 0.00000000 JPY 0.00000000 JPY 204400.00000000 JPY -729322.35000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 75690.00000000 OU Notional Amount -991726.18000000 -0.01663349769 N/A DE DK N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Scandinavian Tobacco Group AS Scandinavian Tobacco Group AS Y equity-performance leg 2028-02-15 0.00000000 DKK 0.00000000 DKK 75690.00000000 DKK 15348.30000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1943.00000000 OU Notional Amount USD -242136.66000000 -0.00406118105 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Kimberly-Clark Corp. Kimberly-Clark Corp. Y equity-performance leg 2027-01-06 0.00000000 USD 0.00000000 USD 1943.00000000 USD 1296.95000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 13328.00000000 OU Notional Amount USD -1132080.32000000 -0.01898755500 N/A DE US N 2 BNP Paribas 549300FWX3HQBUJIR891 MGE Energy, Inc. MGE Energy, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 13328.00000000 USD 7863.52000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 184494.00000000 OU Notional Amount USD 10839022.50000000 0.181794994861 N/A DE US N 2 BNP Paribas 549300FWX3HQBUJIR891 Monster Beverage Corp. Monster Beverage Corp. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 184494.00000000 USD -51537.07000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 176332.00000000 OU Notional Amount USD 5700813.56000000 0.095615575283 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Kodiak Gas Services, Inc. Kodiak Gas Services, Inc. Y equity-performance leg 2027-02-08 0.00000000 USD 0.00000000 USD 176332.00000000 USD 204373.97000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 314168.00000000 OU Notional Amount USD 5419398.00000000 0.090895597971 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 MDU Resources Group, Inc. MDU Resources Group, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 314168.00000000 USD 273326.16000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 344034.00000000 OU Notional Amount -5345116.67000000 -0.08964973156 N/A DE BE N 2 UBS AG BFM8T61CT2L1QCEMIK50 Azelis Group NV Azelis Group NV Y equity-performance leg 2028-04-24 0.00000000 EUR 0.00000000 EUR 344034.00000000 EUR 190101.18000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 50621.00000000 OU Notional Amount USD -8460287.73000000 -0.14189821678 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Raymond James Financial, Inc. Raymond James Financial, Inc. Y equity-performance leg 2028-04-18 0.00000000 USD 0.00000000 USD 50621.00000000 USD -545808.46000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 17876.00000000 OU Notional Amount 772890.22000000 0.012963122234 N/A DE DE N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Siltronic AG Siltronic AG Y equity-performance leg 2026-06-25 0.00000000 EUR 0.00000000 EUR 17876.00000000 EUR -107706.27000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 5243.00000000 OU Notional Amount -1111178.68000000 -0.01863698709 N/A DE CH N 2 BNP Paribas 549300FWX3HQBUJIR891 Bossard Holding AG Bossard Holding AG Y equity-performance leg 2027-03-17 0.00000000 CHF 0.00000000 CHF 5243.00000000 CHF 62866.33000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 17800.00000000 OU Notional Amount -156372.28000000 -0.00262271785 N/A DE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 Kikkoman Corp. Kikkoman Corp. Y equity-performance leg 2028-04-18 0.00000000 JPY 0.00000000 JPY 17800.00000000 JPY -3071.42000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 17365.00000000 OU Notional Amount USD -457915.05000000 -0.00768027413 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Summit Therapeutics, Inc. Summit Therapeutics, Inc. Y equity-performance leg 2028-04-18 0.00000000 USD 0.00000000 USD 17365.00000000 USD -34903.65000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 416262.00000000 OU Notional Amount USD -8816429.16000000 -0.14787151644 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 JBG SMITH Properties JBG SMITH Properties Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 416262.00000000 USD -1527681.54000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 181845.00000000 OU Notional Amount 20919471.11000000 0.350866984818 N/A DE GB N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 InterContinental Hotels Group PLC InterContinental Hotels Group PLC Y equity-performance leg 2028-02-15 0.00000000 GBP 0.00000000 GBP 181845.00000000 GBP -303162.28000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 35300.00000000 OU Notional Amount -642183.05000000 -0.01077086649 N/A DE JP N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Kiyo Bank Ltd. Kiyo Bank Ltd. Y equity-performance leg 2026-08-19 0.00000000 JPY 0.00000000 JPY 35300.00000000 JPY -17309.85000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 928643.00000000 OU Notional Amount USD 11738047.52000000 0.196873683820 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Coursera, Inc. Coursera, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 928643.00000000 USD 3401366.48000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 13186.00000000 OU Notional Amount USD -698330.56000000 -0.01171258760 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Donnelley Financial Solutions, Inc. Donnelley Financial Solutions, Inc. Y equity-performance leg 2027-01-04 0.00000000 USD 0.00000000 USD 13186.00000000 USD 116827.96000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 17100.00000000 OU Notional Amount -360015.44000000 -0.00603827559 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Riken Keiki Co. Ltd. Riken Keiki Co. Ltd. Y equity-performance leg 2028-02-15 0.00000000 JPY 0.00000000 JPY 17100.00000000 JPY -6194.61000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 27998.00000000 OU Notional Amount 474072.42000000 0.007951269882 N/A DE SE N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Betsson AB Betsson AB Y equity-performance leg 2027-01-04 0.00000000 SEK 0.00000000 SEK 27998.00000000 SEK -11367.16000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 12834.00000000 OU Notional Amount USD -233193.78000000 -0.00391118867 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Innoviva, Inc. Innoviva, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 12834.00000000 USD 3689.77000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 23400.00000000 OU Notional Amount USD -1140984.00000000 -0.01913688991 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 FB Financial Corp. FB Financial Corp. Y equity-performance leg 2028-04-21 0.00000000 USD 0.00000000 USD 23400.00000000 USD 12813.09000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1450.00000000 OU Notional Amount 1004955.72000000 0.016855387093 N/A DE NL N 2 UBS AG BFM8T61CT2L1QCEMIK50 ASML Holding NV ASML Holding NV Y equity-performance leg 2028-04-18 0.00000000 EUR 0.00000000 EUR 1450.00000000 EUR -34648.41000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 3251.00000000 OU Notional Amount USD -458293.47000000 -0.00768662109 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Hyatt Hotels Corp. Hyatt Hotels Corp. Y equity-performance leg 2028-04-18 0.00000000 USD 0.00000000 USD 3251.00000000 USD 23206.39000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 321901.00000000 OU Notional Amount USD -1541905.79000000 -0.02586125779 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 GoodRx Holdings, Inc. GoodRx Holdings, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 321901.00000000 USD 41847.13000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 450989.00000000 OU Notional Amount 2029744.63000000 0.034043421773 N/A DE IT N 2 UBS AG BFM8T61CT2L1QCEMIK50 Webuild SpA Webuild SpA Y equity-performance leg 2028-04-24 0.00000000 EUR 0.00000000 EUR 450989.00000000 EUR -7565.53000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 7805306.00000000 OU Notional Amount -6409283.09000000 -0.10749821641 N/A DE PT N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Banco Comercial Portugues SA Banco Comercial Portugues SA Y equity-performance leg 2026-08-17 0.00000000 EUR 0.00000000 EUR 7805306.00000000 EUR -198112.44000000 N N N Meff Financial Derivatives N/A 000000000 -345.00000000 NC -987425.10000000 -0.01656135882 N/A DE ES N 2 Meff Financial Derivatives N/A Short MEFF Madrid IBEX 35 Index Futures IBQ5 Index 2025-08-15 -48855241.50000000 EUR -987425.10000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 35600.00000000 OU Notional Amount -2274434.10000000 -0.03814741924 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Toyo Suisan Kaisha Ltd. Toyo Suisan Kaisha Ltd. Y equity-performance leg 2028-03-15 0.00000000 JPY 0.00000000 JPY 35600.00000000 JPY -16534.80000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 445997.00000000 OU Notional Amount 28998716.07000000 0.486374249979 N/A DE GB N 2 UBS AG BFM8T61CT2L1QCEMIK50 Intertek Group PLC Intertek Group PLC Y equity-performance leg 2029-09-03 0.00000000 GBP 0.00000000 GBP 445997.00000000 GBP -134363.38000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 127110.00000000 OU Notional Amount USD -11364905.10000000 -0.19061523899 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Ormat Technologies, Inc. Ormat Technologies, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 127110.00000000 USD -336841.50000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 2419195.00000000 OU Notional Amount USD -22813008.85000000 -0.38262590807 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 AGNC Investment Corp. AGNC Investment Corp. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 2419195.00000000 USD -145151.70000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 24135.00000000 OU Notional Amount USD 2733530.10000000 0.045847500591 N/A DE US N 2 BNP Paribas 549300FWX3HQBUJIR891 DXP Enterprises, Inc. DXP Enterprises, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 24135.00000000 USD 335717.85000000 N N N Contemporary Amperex Technology Co Ltd 300300KINDY1K0E9I032 000000000 170400.00000000 NS 8817385.99000000 0.147887564653 Long EC CORP CN N 1 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 1318706.00000000 OU Notional Amount -5976677.61000000 -0.10024244117 N/A DE SE N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Wallenstam AB Wallenstam AB Y equity-performance leg 2028-02-15 0.00000000 SEK 0.00000000 SEK 1318706.00000000 SEK 167238.80000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 180473.00000000 OU Notional Amount USD -7045665.92000000 -0.11817180006 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 FMC Corp. FMC Corp. Y equity-performance leg 2028-04-18 0.00000000 USD 0.00000000 USD 180473.00000000 USD 420502.09000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 419735.00000000 OU Notional Amount -2865993.32000000 -0.04806920927 N/A DE NZ N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Infratil Ltd. Infratil Ltd. Y equity-performance leg 2025-12-08 0.00000000 NZD 0.00000000 NZD 419735.00000000 NZD -88513.74000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 13918.00000000 OU Notional Amount -178394.69000000 -0.00299208362 N/A DE CA N 2 UBS AG BFM8T61CT2L1QCEMIK50 Allied Gold Corp. Allied Gold Corp. Y equity-performance leg 2028-04-21 0.00000000 CAD 0.00000000 CAD 13918.00000000 CAD 7145.81000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 41800.00000000 OU Notional Amount -1294049.32000000 -0.02170414255 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Makita Corp. Makita Corp. Y equity-performance leg 2028-02-15 0.00000000 JPY 0.00000000 JPY 41800.00000000 JPY -25348.91000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 507803.00000000 OU Notional Amount USD 11374787.20000000 0.190780984224 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Halliburton Co. Halliburton Co. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 507803.00000000 USD 167149.31000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 64728.00000000 OU Notional Amount -16751167.57000000 -0.28095507895 N/A DE FR N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Schneider Electric SE Schneider Electric SE Y equity-performance leg 2026-12-10 0.00000000 EUR 0.00000000 EUR 64728.00000000 EUR 762192.40000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 86975.00000000 OU Notional Amount -1460040.23000000 -0.02448818665 N/A DE SE N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Beijer Ref AB Beijer Ref AB Y equity-performance leg 2027-01-08 0.00000000 SEK 0.00000000 SEK 86975.00000000 SEK 8183.59000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 294200.00000000 OU Notional Amount 3787041.31000000 0.063517273397 N/A DE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Nakanishi, Inc. Nakanishi, Inc. Y equity-performance leg 2027-01-06 0.00000000 JPY 0.00000000 JPY 294200.00000000 JPY -36866.17000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 326734.00000000 OU Notional Amount USD -7792605.90000000 -0.13069967790 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Onestream, Inc. Onestream, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 326734.00000000 USD 738108.06000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 104752.00000000 OU Notional Amount USD 11685085.60000000 0.195985392281 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Credo Technology Group Holding Ltd. Credo Technology Group Holding Ltd. Y equity-performance leg 2028-04-18 0.00000000 USD 0.00000000 USD 104752.00000000 USD 954248.14000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 21336.00000000 OU Notional Amount USD -887577.60000000 -0.01488668975 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Leonardo DRS, Inc. Leonardo DRS, Inc. Y equity-performance leg 2028-04-18 0.00000000 USD 0.00000000 USD 21336.00000000 USD 119985.92000000 N N N HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 000000000 8389892.91000000 OU Notional Amount -146990.35000000 -0.00246536160 N/A DE DE N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 Eurex Swiss Market New Index Futures SMU5 Index Y Fixed payment equal to the notional value in field C.11.f.iv.1 equity-performance leg 2025-09-19 0.00000000 CHF 0.00000000 CHF 8389892.91200000 CHF -146990.35000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 104549.00000000 OU Notional Amount 408546.38000000 0.006852249550 N/A DE GB N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Hammerson PLC Hammerson PLC Y equity-performance leg 2025-12-08 0.00000000 GBP 0.00000000 GBP 104549.00000000 GBP -8860.27000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 96874.00000000 OU Notional Amount USD 5771752.92000000 0.096805389271 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Insperity, Inc. Insperity, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 96874.00000000 USD 8761.93000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 5200.00000000 OU Notional Amount -175486.95000000 -0.00294331423 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Toho Holdings Co. Ltd. Toho Holdings Co. Ltd. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 5200.00000000 JPY -2288.66000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 141700.00000000 OU Notional Amount 2684812.34000000 0.045030393243 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Otsuka Corp. Otsuka Corp. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 141700.00000000 JPY -140005.19000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 8563.00000000 OU Notional Amount -286010.13000000 -0.00479703867 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Rogers Communications, Inc. Rogers Communications, Inc. Y equity-performance leg 2027-01-06 0.00000000 CAD 0.00000000 CAD 8563.00000000 CAD -30.90000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 606400.00000000 OU Notional Amount 8012991.72000000 0.134396048035 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 H2O Retailing Corp. H2O Retailing Corp. Y equity-performance leg 2028-02-15 0.00000000 JPY 0.00000000 JPY 606400.00000000 JPY 7574.64000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 20016.00000000 OU Notional Amount USD -1411928.64000000 -0.02368124615 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Metropolitan Bank Holding Corp. Metropolitan Bank Holding Corp. Y equity-performance leg 2028-04-21 0.00000000 USD 0.00000000 USD 20016.00000000 USD 42077.63000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 53000.00000000 OU Notional Amount -2241428.81000000 -0.03759384566 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Ibiden Co. Ltd. Ibiden Co. Ltd. Y equity-performance leg 2027-09-09 0.00000000 JPY 0.00000000 JPY 53000.00000000 JPY 18298.96000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 124.00000000 OU Notional Amount -112063.35000000 -0.00187955658 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Mori Hills REIT Investment Corp. Mori Hills REIT Investment Corp. Y equity-performance leg 2028-02-15 0.00000000 JPY 0.00000000 JPY 124.00000000 JPY 61.87000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 370340.00000000 OU Notional Amount USD 8740024.00000000 0.146590028590 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 G-III Apparel Group Ltd. G-III Apparel Group Ltd. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 370340.00000000 USD 23432.42000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 51722.00000000 OU Notional Amount 3153489.15000000 0.052891166507 N/A DE CA N 2 UBS AG BFM8T61CT2L1QCEMIK50 Sun Life Financial, Inc. Sun Life Financial, Inc. Y equity-performance leg 2028-04-18 0.00000000 CAD 0.00000000 CAD 51722.00000000 CAD -18193.51000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 13498.00000000 OU Notional Amount USD -831341.82000000 -0.01394348816 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 PC Connection, Inc. PC Connection, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 13498.00000000 USD 47917.90000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 620100.00000000 OU Notional Amount 7803256.13000000 0.130878306420 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Rohm Co. Ltd. Rohm Co. Ltd. Y equity-performance leg 2027-09-09 0.00000000 JPY 0.00000000 JPY 620100.00000000 JPY -238527.05000000 N N N HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 000000000 3322331.40000000 OU Notional Amount 68595.90000000 0.001150508847 N/A DE DE N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 Eurex Dow Jones EURO STOXX 50 Dividend Futures DEDZ6 Index Y Fixed payment equal to the notional value in field C.11.f.iv.1 equity-performance leg 2026-12-18 0.00000000 EUR 0.00000000 EUR 3322331.40000000 EUR 68595.90000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 9383.00000000 OU Notional Amount 5036904.78000000 0.084480319013 N/A DE XX N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 LVMH Moet Hennessy Louis Vuitton SE LVMH Moet Hennessy Louis Vuitton SE Y equity-performance leg 2027-01-04 0.00000000 EUR 0.00000000 EUR 9383.00000000 EUR -116255.05000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 911041.00000000 OU Notional Amount -23696534.09000000 -0.39744463055 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Element Fleet Management Corp. Element Fleet Management Corp. Y equity-performance leg 2027-01-06 0.00000000 CAD 0.00000000 CAD 911041.00000000 CAD 384493.78000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 193259.00000000 OU Notional Amount -1305502.48000000 -0.02189623802 N/A DE CA N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 IAMGOLD Corp. IAMGOLD Corp. Y equity-performance leg 2026-08-18 0.00000000 CAD 0.00000000 CAD 193259.00000000 CAD 49317.40000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 19530.00000000 OU Notional Amount USD -1495802.70000000 -0.02508800439 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Life360, Inc. Life360, Inc. Y equity-performance leg 2027-01-04 0.00000000 USD 0.00000000 USD 19530.00000000 USD 2296.79000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 431.00000000 OU Notional Amount 143236.41000000 0.002402399517 N/A DE CH N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Roche Holding AG Roche Holding AG Y equity-performance leg 2026-08-19 0.00000000 CHF 0.00000000 CHF 431.00000000 CHF -2176.72000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 71059.00000000 OU Notional Amount USD -7815779.41000000 -0.13108835023 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 UMB Financial Corp. UMB Financial Corp. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 71059.00000000 USD -95219.06000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 18017.00000000 OU Notional Amount USD -2768852.56000000 -0.04643993837 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Futu Holdings Ltd. Futu Holdings Ltd. Y equity-performance leg 2027-01-06 0.00000000 USD 0.00000000 USD 18017.00000000 USD 199770.63000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 51182.00000000 OU Notional Amount USD 6043058.74000000 0.101355803310 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Alpha Metallurgical Resources, Inc. Alpha Metallurgical Resources, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 51182.00000000 USD 58484.17000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 28400.00000000 OU Notional Amount 329551.85000000 0.005527332088 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Nippon Light Metal Holdings Co. Ltd. Nippon Light Metal Holdings Co. Ltd. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 28400.00000000 JPY 1058.61000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 41100.00000000 OU Notional Amount -477599.52000000 -0.00801042735 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Iyogin Holdings, Inc. Iyogin Holdings, Inc. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 41100.00000000 JPY 2051.81000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 81194.00000000 OU Notional Amount -9077991.31000000 -0.15225850703 N/A DE CH N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Siegfried Holding AG Siegfried Holding AG Y equity-performance leg 2026-12-10 0.00000000 CHF 0.00000000 CHF 81194.00000000 CHF -10329.00000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 373074.00000000 OU Notional Amount 5325341.19000000 0.089318051906 N/A DE XX N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 Bankinter SA Bankinter SA Y equity-performance leg 2026-02-10 0.00000000 EUR 0.00000000 EUR 373074.00000000 EUR 337101.06000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 452700.00000000 OU Notional Amount -1337649.01000000 -0.02243540825 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Aiful Corp. Aiful Corp. Y equity-performance leg 2028-02-15 0.00000000 JPY 0.00000000 JPY 452700.00000000 JPY -8638.23000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 314800.00000000 OU Notional Amount -766456.88000000 -0.01285522052 N/A DE JP N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Toho Bank Ltd. Toho Bank Ltd. Y equity-performance leg 2026-08-19 0.00000000 JPY 0.00000000 JPY 314800.00000000 JPY -22043.86000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 74900.00000000 OU Notional Amount -911639.21000000 -0.01529025753 N/A DE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Japan Investment Adviser Co. Ltd. Japan Investment Adviser Co. Ltd. Y equity-performance leg 2027-01-06 0.00000000 JPY 0.00000000 JPY 74900.00000000 JPY 2093.26000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 76569.00000000 OU Notional Amount USD 1837656.00000000 0.030821659709 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Franklin Resources, Inc. Franklin Resources, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 76569.00000000 USD -58946.57000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 25993.00000000 OU Notional Amount USD 2295441.83000000 0.038499766532 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 United Airlines Holdings, Inc. United Airlines Holdings, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 25993.00000000 USD 186957.73000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 4841.00000000 OU Notional Amount USD -158252.29000000 -0.00265424988 N/A DE US N 2 BNP Paribas 549300FWX3HQBUJIR891 XPEL, Inc. XPEL, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 4841.00000000 USD 11424.76000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 57420.00000000 OU Notional Amount USD -15149118.60000000 -0.25408508359 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Marriott International, Inc. Marriott International, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 57420.00000000 USD 926184.60000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 48630.00000000 OU Notional Amount USD -494080.80000000 -0.00828685580 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Embecta Corp. Embecta Corp. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 48630.00000000 USD -28205.40000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 60683.00000000 OU Notional Amount USD -17469422.04000000 -0.29300183572 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Air Products & Chemicals, Inc. Air Products & Chemicals, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 60683.00000000 USD 271253.01000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 21900.00000000 OU Notional Amount -284322.46000000 -0.00476873261 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Chugin Financial Group, Inc. Chugin Financial Group, Inc. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 21900.00000000 JPY -3335.72000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 699.00000000 OU Notional Amount USD 24828.48000000 0.000416429931 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Central Garden & Pet Co. Central Garden & Pet Co. Y equity-performance leg 2028-04-21 0.00000000 USD 0.00000000 USD 699.00000000 USD -183.49000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 235900.00000000 OU Notional Amount 2613290.94000000 0.043830817124 N/A DE JP N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Shimizu Corp. Shimizu Corp. Y equity-performance leg 2026-08-19 0.00000000 JPY 0.00000000 JPY 235900.00000000 JPY 42804.22000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 10895.00000000 OU Notional Amount USD -258756.25000000 -0.00433992928 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Business First Bancshares, Inc. Business First Bancshares, Inc. Y equity-performance leg 2027-01-04 0.00000000 USD 0.00000000 USD 10895.00000000 USD 25930.10000000 N N N United States Treasury 254900HROIFWPRGM1V77 912797QK6 180300000.00000000 PA USD 179913617.10000000 3.017559479765 Long STIV UST US N 2 2025-08-19 None 0.00000000 N N N N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 108740.00000000 OU Notional Amount 5057276.25000000 0.084821994777 N/A DE DK N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Novo Nordisk AS Novo Nordisk AS Y equity-performance leg 2026-05-11 0.00000000 DKK 0.00000000 DKK 108740.00000000 DKK -2071241.44000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 156009.00000000 OU Notional Amount USD 1209069.75000000 0.020278842394 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Brookdale Senior Living, Inc. Brookdale Senior Living, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 156009.00000000 USD 106483.52000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 12670.00000000 OU Notional Amount 308680.09000000 0.005177265327 N/A DE GB N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Telecom Plus PLC Telecom Plus PLC Y equity-performance leg 2025-12-08 0.00000000 GBP 0.00000000 GBP 12670.00000000 GBP -16585.85000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 302122.00000000 OU Notional Amount -9656500.70000000 -0.16196142181 N/A DE NL N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Aalberts NV Aalberts NV Y equity-performance leg 2025-12-08 0.00000000 EUR 0.00000000 EUR 302122.00000000 EUR 1322320.78000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 440.00000000 OU Notional Amount USD -38671.60000000 -0.00064861045 N/A DE US N 2 BNP Paribas 549300FWX3HQBUJIR891 Pinnacle Financial Partners, Inc. Pinnacle Financial Partners, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 440.00000000 USD 11875.60000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 82407.00000000 OU Notional Amount 15750353.02000000 0.264169148679 N/A DE DE N 2 UBS AG BFM8T61CT2L1QCEMIK50 adidas AG adidas AG Y equity-performance leg 2028-04-18 0.00000000 EUR 0.00000000 EUR 82407.00000000 EUR -4105833.96000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 248279.00000000 OU Notional Amount -7307172.07000000 -0.12255785140 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Open Text Corp. Open Text Corp. Y equity-performance leg 2027-01-04 0.00000000 CAD 0.00000000 CAD 248279.00000000 CAD 132913.10000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 25106.00000000 OU Notional Amount -873890.29000000 -0.01465712252 N/A DE CA N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 First National Financial Corp. First National Financial Corp. Y equity-performance leg 2028-02-15 0.00000000 CAD 0.00000000 CAD 25106.00000000 CAD -98344.04000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 12250.00000000 OU Notional Amount -257477.56000000 -0.00431848275 N/A DE SE N 2 BNP Paribas 549300FWX3HQBUJIR891 Lindab International AB Lindab International AB Y equity-performance leg 2025-11-17 0.00000000 SEK 0.00000000 SEK 12250.00000000 SEK -5376.67000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 136531.00000000 OU Notional Amount USD -9737390.92000000 -0.16331813429 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 GE HealthCare Technologies, Inc. GE HealthCare Technologies, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 136531.00000000 USD 524794.18000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 124800.00000000 OU Notional Amount 1106190.72000000 0.018553327687 N/A DE JP N 2 BNP Paribas 549300FWX3HQBUJIR891 Yamazen Corp. Yamazen Corp. Y equity-performance leg 2027-03-24 0.00000000 JPY 0.00000000 JPY 124800.00000000 JPY 33349.52000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 36734.00000000 OU Notional Amount 7822569.25000000 0.131202231253 N/A DE DE N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Sartorius AG Sartorius AG Y equity-performance leg 2028-02-15 0.00000000 EUR 0.00000000 EUR 36734.00000000 EUR -1020649.57000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 66746.00000000 OU Notional Amount -5835295.01000000 -0.09787113426 N/A DE DE N 2 BNP Paribas 549300FWX3HQBUJIR891 Bayerische Motoren Werke AG Bayerische Motoren Werke AG Y equity-performance leg 2026-08-17 0.00000000 EUR 0.00000000 EUR 66746.00000000 EUR 234892.06000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 36083.00000000 OU Notional Amount USD 15839715.34000000 0.265667957497 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Motorola Solutions, Inc. Motorola Solutions, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 36083.00000000 USD 639029.93000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 221315.00000000 OU Notional Amount USD 12181177.60000000 0.204305980470 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 EPR Properties EPR Properties Y equity-performance leg 2027-02-08 0.00000000 USD 0.00000000 USD 221315.00000000 USD -708053.29000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 133700.00000000 OU Notional Amount -4139100.33000000 -0.06942210178 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Makita Corp. Makita Corp. Y equity-performance leg 2028-03-15 0.00000000 JPY 0.00000000 JPY 133700.00000000 JPY -78448.27000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 453800.00000000 OU Notional Amount 2528462.14000000 0.042408045720 N/A DE HK N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Link REIT Link REIT Y equity-performance leg 2027-01-11 0.00000000 HKD 0.00000000 HKD 453800.00000000 HKD 22429.62000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 112664.00000000 OU Notional Amount -1922874.01000000 -0.03225095904 N/A DE IT N 2 BNP Paribas 549300FWX3HQBUJIR891 Eni SpA Eni SpA Y equity-performance leg 2026-08-17 0.00000000 EUR 0.00000000 EUR 112664.00000000 EUR -61320.38000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 41600.00000000 OU Notional Amount -461527.45000000 -0.00774086227 N/A DE JP N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 SG Holdings Co. Ltd. SG Holdings Co. Ltd. Y equity-performance leg 2026-08-19 0.00000000 JPY 0.00000000 JPY 41600.00000000 JPY -23044.36000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 89982.00000000 OU Notional Amount USD -6169165.92000000 -0.10347090678 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Affirm Holdings, Inc. Affirm Holdings, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 89982.00000000 USD 18767.12000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 170409.00000000 OU Notional Amount USD -1537089.18000000 -0.02578047232 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Mitek Systems, Inc. Mitek Systems, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 170409.00000000 USD 57939.06000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 228503.00000000 OU Notional Amount USD 3555506.68000000 0.059633912432 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 DNOW, Inc. DNOW, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 228503.00000000 USD 100541.32000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 2719.00000000 OU Notional Amount -537092.29000000 -0.00900825605 N/A DE BE N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 D'ieteren Group D'ieteren Group Y equity-performance leg 2027-01-04 0.00000000 EUR 0.00000000 EUR 2719.00000000 EUR 18925.40000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 32060.00000000 OU Notional Amount USD -436657.20000000 -0.00732373176 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 NCR Voyix Corp. NCR Voyix Corp. Y equity-performance leg 2028-04-21 0.00000000 USD 0.00000000 USD 32060.00000000 USD 14876.54000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 31945.00000000 OU Notional Amount -2350767.41000000 -0.03942770201 N/A DE BE N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Aedifica SA Aedifica SA Y equity-performance leg 2025-12-08 0.00000000 EUR 0.00000000 EUR 31945.00000000 EUR 64802.91000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 14.00000000 OU Notional Amount USD 1862.98000000 0.000031246400 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Qualys, Inc. Qualys, Inc. Y equity-performance leg 2028-04-18 0.00000000 USD 0.00000000 USD 14.00000000 USD -64.96000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 176500.00000000 OU Notional Amount -3386377.97000000 -0.05679724030 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 NIDEC Corp. NIDEC Corp. Y equity-performance leg 2028-02-15 0.00000000 JPY 0.00000000 JPY 176500.00000000 JPY -162191.01000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1298800.00000000 OU Notional Amount -2547502.57000000 -0.04272739692 N/A DE SG N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Yangzijiang Shipbuilding Holdings Ltd. Yangzijiang Shipbuilding Holdings Ltd. Y equity-performance leg 2027-01-07 0.00000000 SGD 0.00000000 SGD 1298800.00000000 SGD -58114.74000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC 26925.67000000 0.000451604564 N/A DFE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 2237000.00000000 CAD 1645098.13000000 USD 2025-09-17 26925.67000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 323396.00000000 OU Notional Amount 4924798.44000000 0.082600041387 N/A DE SE N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Atlas Copco AB Atlas Copco AB Y equity-performance leg 2026-08-17 0.00000000 SEK 0.00000000 SEK 323396.00000000 SEK -197811.61000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1814806.00000000 OU Notional Amount 14891992.08000000 0.249772488586 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Vermilion Energy, Inc. Vermilion Energy, Inc. Y equity-performance leg 2027-01-04 0.00000000 CAD 0.00000000 CAD 1814806.00000000 CAD 172650.67000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 449068.00000000 OU Notional Amount USD 22395021.16000000 0.375615306335 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Flex Ltd. Flex Ltd. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 449068.00000000 USD -1158595.44000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 69033.00000000 OU Notional Amount USD -2251166.13000000 -0.03775716260 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Radian Group, Inc. Radian Group, Inc. Y equity-performance leg 2027-01-04 0.00000000 USD 0.00000000 USD 69033.00000000 USD 82924.05000000 N N N United States Treasury 254900HROIFWPRGM1V77 912797QP5 13173500.00000000 PA USD 13023934.01000000 0.218440917197 Long STIV UST US N 2 2025-11-06 None 0.00000000 N N N N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 39863.00000000 OU Notional Amount -537019.96000000 -0.00900704292 N/A DE SE N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 H & M Hennes & Mauritz AB H & M Hennes & Mauritz AB Y equity-performance leg 2026-08-17 0.00000000 SEK 0.00000000 SEK 39863.00000000 SEK 40805.92000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 469315.00000000 OU Notional Amount USD -8771497.35000000 -0.14711790806 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Vital Energy, Inc. Vital Energy, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 469315.00000000 USD -882312.20000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 2462890.00000000 OU Notional Amount -6868017.35000000 -0.11519223055 N/A DE AU N 2 BNP Paribas 549300FWX3HQBUJIR891 Qube Holdings Ltd. Qube Holdings Ltd. Y equity-performance leg 2027-03-22 0.00000000 AUD 0.00000000 AUD 2462890.00000000 AUD -49105.17000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 45810.00000000 OU Notional Amount -2224952.21000000 -0.03731749570 N/A DE FR N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 AXA SA AXA SA Y equity-performance leg 2026-12-10 0.00000000 EUR 0.00000000 EUR 45810.00000000 EUR 9871.03000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 37268.00000000 OU Notional Amount USD 1215309.48000000 0.020383496821 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Digi International, Inc. Digi International, Inc. Y equity-performance leg 2028-04-21 0.00000000 USD 0.00000000 USD 37268.00000000 USD -9317.00000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 388700.00000000 OU Notional Amount 4735504.80000000 0.079425157645 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 TDK Corp. TDK Corp. Y equity-performance leg 2027-09-09 0.00000000 JPY 0.00000000 JPY 388700.00000000 JPY 343684.10000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 102825.00000000 OU Notional Amount USD -1148555.25000000 -0.01926387695 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Avanos Medical, Inc. Avanos Medical, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 102825.00000000 USD 119277.00000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 414719.00000000 OU Notional Amount 15068724.98000000 0.252736700224 N/A DE SE N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Trelleborg AB Trelleborg AB Y equity-performance leg 2028-02-15 0.00000000 SEK 0.00000000 SEK 414719.00000000 SEK -828470.77000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 211816.00000000 OU Notional Amount -6428163.11000000 -0.10781487717 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 ATS Corp. ATS Corp. Y equity-performance leg 2027-01-04 0.00000000 CAD 0.00000000 CAD 211816.00000000 CAD 120391.38000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 13491.00000000 OU Notional Amount USD 6957713.43000000 0.116696637289 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Moody's Corp. Moody's Corp. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 13491.00000000 USD 224085.51000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 80916.00000000 OU Notional Amount USD 7008943.92000000 0.117555888819 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 MSC Industrial Direct Co., Inc. MSC Industrial Direct Co., Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 80916.00000000 USD -31587.60000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 131772.00000000 OU Notional Amount -3982733.36000000 -0.06679947298 N/A DE FR N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Rexel SA Rexel SA Y equity-performance leg 2028-02-15 0.00000000 EUR 0.00000000 EUR 131772.00000000 EUR 4450.37000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 22745.00000000 OU Notional Amount USD 747400.70000000 0.012535605163 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Koppers Holdings, Inc. Koppers Holdings, Inc. Y equity-performance leg 2026-06-25 0.00000000 USD 0.00000000 USD 22745.00000000 USD -22081.43000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 214920.00000000 OU Notional Amount USD 7947741.60000000 0.133301655507 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Waystar Holding Corp. Waystar Holding Corp. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 214920.00000000 USD -224588.99000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 566629.00000000 OU Notional Amount USD 17452173.20000000 0.292712533553 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Tri Pointe Homes, Inc. Tri Pointe Homes, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 566629.00000000 USD -1014265.91000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 518.00000000 OU Notional Amount USD 0.01000000 0.000000000167 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 OmniAb, Inc. OmniAb, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 518.00000000 USD 0.01000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1289064.00000000 OU Notional Amount 23724595.13000000 0.397915277854 N/A DE FR N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Credit Agricole SA Credit Agricole SA Y equity-performance leg 2027-01-06 0.00000000 EUR 0.00000000 EUR 1289064.00000000 EUR -679160.23000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 10295.00000000 OU Notional Amount USD -138055.95000000 -0.00231551145 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 PureCycle Technologies, Inc. PureCycle Technologies, Inc. Y equity-performance leg 2028-04-21 0.00000000 USD 0.00000000 USD 10295.00000000 USD 17192.65000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 134954.00000000 OU Notional Amount USD -1815131.30000000 -0.03044386939 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Boston Omaha Corp. Boston Omaha Corp. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 134954.00000000 USD 27245.62000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1339786.00000000 OU Notional Amount -4611402.35000000 -0.07734367804 N/A DE GB N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 M&G PLC M&G PLC Y equity-performance leg 2025-12-08 0.00000000 GBP 0.00000000 GBP 1339786.00000000 GBP 51246.42000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 48300.00000000 OU Notional Amount 535065.50000000 0.008974262192 N/A DE JP N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Shimizu Corp. Shimizu Corp. Y equity-performance leg 2026-08-19 0.00000000 JPY 0.00000000 JPY 48300.00000000 JPY 8764.07000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 159882.00000000 OU Notional Amount 4625291.38000000 0.077576628580 N/A DE ES N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Endesa SA Endesa SA Y equity-performance leg 2026-08-17 0.00000000 EUR 0.00000000 EUR 159882.00000000 EUR -335302.26000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 215302.00000000 OU Notional Amount -13929503.97000000 -0.23362937964 N/A DE DK N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Novonesis Novozymes B Novonesis Novozymes B Y equity-performance leg 2026-05-11 0.00000000 DKK 0.00000000 DKK 215302.00000000 DKK 982029.40000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 5300.00000000 OU Notional Amount -137949.50000000 -0.00231372604 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Sumitomo Osaka Cement Co. Ltd. Sumitomo Osaka Cement Co. Ltd. Y equity-performance leg 2028-02-15 0.00000000 JPY 0.00000000 JPY 5300.00000000 JPY 663.68000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 363682.00000000 OU Notional Amount 18150524.19000000 0.304425463814 N/A DE NL N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Arcadis NV Arcadis NV Y equity-performance leg 2027-01-04 0.00000000 EUR 0.00000000 EUR 363682.00000000 EUR 62229.74000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 59752.00000000 OU Notional Amount USD -1093461.60000000 -0.01833983147 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 LSI Industries, Inc. LSI Industries, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 59752.00000000 USD -38241.28000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 19800.00000000 OU Notional Amount 398408.22000000 0.006682209609 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Arcs Co. Ltd. Arcs Co. Ltd. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 19800.00000000 JPY -14879.64000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 19975.00000000 OU Notional Amount 302790.92000000 0.005078490587 N/A DE IT N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Credito Emiliano SpA Credito Emiliano SpA Y equity-performance leg 2028-02-15 0.00000000 EUR 0.00000000 EUR 19975.00000000 EUR 7567.05000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 72438.00000000 OU Notional Amount USD -8086978.32000000 -0.13563697115 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Exxon Mobil Corp. Exxon Mobil Corp. Y equity-performance leg 2027-01-06 0.00000000 USD 0.00000000 USD 72438.00000000 USD 53901.30000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -1387.33000000 -0.00002326867 N/A DFE XX N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 114695.58000000 USD 99000.00000000 EUR 2025-09-17 -1387.33000000 N N N United States Treasury 254900HROIFWPRGM1V77 91282CBQ3 2400000.00000000 PA USD 2347518.74000000 0.039373214445 Long DBT UST US N 2 2026-02-28 Fixed 0.50000000 N N N N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 311644.00000000 OU Notional Amount USD -14937096.92000000 -0.25052899906 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Fortive Corp. Fortive Corp. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 311644.00000000 USD 914204.84000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 172837.00000000 OU Notional Amount USD -2977981.51000000 -0.04994750525 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 NB Bancorp, Inc. NB Bancorp, Inc. Y equity-performance leg 2026-08-19 0.00000000 USD 0.00000000 USD 172837.00000000 USD 271354.09000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 158100.00000000 OU Notional Amount -1250241.76000000 -0.02096939039 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 JVCKenwood Corp. JVCKenwood Corp. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 158100.00000000 JPY -57197.04000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 19900.00000000 OU Notional Amount -478557.87000000 -0.00802650105 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Resonac Holdings Corp. Resonac Holdings Corp. Y equity-performance leg 2028-03-15 0.00000000 JPY 0.00000000 JPY 19900.00000000 JPY 4192.76000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 20600.00000000 OU Notional Amount -203396.38000000 -0.00341141868 N/A DE JP N 2 BNP Paribas 549300FWX3HQBUJIR891 Chiba Kogyo Bank Ltd. Chiba Kogyo Bank Ltd. Y equity-performance leg 2027-03-24 0.00000000 JPY 0.00000000 JPY 20600.00000000 JPY 8013.43000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 15421.00000000 OU Notional Amount -801291.74000000 -0.01343948015 N/A DE GB N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 RELX PLC RELX PLC Y equity-performance leg 2028-02-15 0.00000000 GBP 0.00000000 GBP 15421.00000000 GBP 17238.53000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 29938.00000000 OU Notional Amount USD -494276.38000000 -0.00829013612 N/A DE US N 2 BNP Paribas 549300FWX3HQBUJIR891 CTO Realty Growth, Inc. CTO Realty Growth, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 29938.00000000 USD 23950.40000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 299100.00000000 OU Notional Amount -1805297.34000000 -0.03027893157 N/A DE JP N 2 BNP Paribas 549300FWX3HQBUJIR891 Insource Co. Ltd. Insource Co. Ltd. Y equity-performance leg 2027-03-24 0.00000000 JPY 0.00000000 JPY 299100.00000000 JPY 133713.78000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 6752.00000000 OU Notional Amount USD -2383928.64000000 -0.03998389106 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 IES Holdings, Inc. IES Holdings, Inc. Y equity-performance leg 2027-01-06 0.00000000 USD 0.00000000 USD 6752.00000000 USD -298843.52000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 161475.00000000 OU Notional Amount -149195.74000000 -0.00250235099 N/A DE GB N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Dowlais Group PLC Dowlais Group PLC Y equity-performance leg 2027-01-04 0.00000000 GBP 0.00000000 GBP 161475.00000000 GBP 6502.79000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 328.00000000 OU Notional Amount USD 41984.00000000 0.000704166917 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Biogen, Inc. Biogen, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 328.00000000 USD -2118.88000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 50226.00000000 OU Notional Amount -1979759.90000000 -0.03320506446 N/A DE DE N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 RTL Group SA RTL Group SA Y equity-performance leg 2026-08-19 0.00000000 EUR 0.00000000 EUR 50226.00000000 EUR 7150.23000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 593504.00000000 OU Notional Amount -3192093.53000000 -0.05353864953 N/A DE AU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 APA Group APA Group Y equity-performance leg 2027-09-09 0.00000000 AUD 0.00000000 AUD 593504.00000000 AUD 32325.97000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 105080.00000000 OU Notional Amount USD 8332844.00000000 0.139760696332 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Westlake Corp. Westlake Corp. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 105080.00000000 USD -423240.68000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 13709.00000000 OU Notional Amount -288196.47000000 -0.00483370855 N/A DE DE N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 1&1 AG 1&1 AG Y equity-performance leg 2028-02-15 0.00000000 EUR 0.00000000 EUR 13709.00000000 EUR 548.20000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 37000.00000000 OU Notional Amount -690431.01000000 -0.01158009423 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Sankyo Co. Ltd. Sankyo Co. Ltd. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 37000.00000000 JPY -5442.68000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 65829.00000000 OU Notional Amount 7497070.26000000 0.125742874820 N/A DE CH N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Novartis AG Novartis AG Y equity-performance leg 2028-02-15 0.00000000 CHF 0.00000000 CHF 65829.00000000 CHF -387143.62000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 258393.00000000 OU Notional Amount -6720903.38000000 -0.11272479556 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Element Fleet Management Corp. Element Fleet Management Corp. Y equity-performance leg 2027-01-04 0.00000000 CAD 0.00000000 CAD 258393.00000000 CAD 109051.62000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 2065.00000000 OU Notional Amount USD 4902082.85000000 0.082219049414 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 MercadoLibre, Inc. MercadoLibre, Inc. Y equity-performance leg 2028-02-24 0.00000000 USD 0.00000000 USD 2065.00000000 USD -21332.18000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 232000.00000000 OU Notional Amount 8136186.84000000 0.136462309656 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Nippon Yusen KK Nippon Yusen KK Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 232000.00000000 JPY -63771.07000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 395400.00000000 OU Notional Amount 5624258.63000000 0.094331575448 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Sakata INX Corp. Sakata INX Corp. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 395400.00000000 JPY -27588.68000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 539619.00000000 OU Notional Amount USD -10824757.14000000 -0.18155573241 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 QXO, Inc. QXO, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 539619.00000000 USD 857994.21000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 47118.00000000 OU Notional Amount 1662771.55000000 0.027888450770 N/A DE ES N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Cellnex Telecom SA Cellnex Telecom SA Y equity-performance leg 2027-01-04 0.00000000 EUR 0.00000000 EUR 47118.00000000 EUR -197842.43000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 19489.00000000 OU Notional Amount USD 178909.02000000 0.003000710107 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 SFL Corp. Ltd. SFL Corp. Ltd. Y equity-performance leg 2026-06-25 0.00000000 USD 0.00000000 USD 19489.00000000 USD -3034.43000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 18175.00000000 OU Notional Amount USD 4063384.75000000 0.068152179751 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Lowe's Cos., Inc. Lowe's Cos., Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 18175.00000000 USD 17793.85000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 342599.00000000 OU Notional Amount -2386027.97000000 -0.04001910158 N/A DE CA N 2 BNP Paribas 549300FWX3HQBUJIR891 Aris Mining Corp. Aris Mining Corp. Y equity-performance leg 2026-05-18 0.00000000 CAD 0.00000000 CAD 342599.00000000 CAD 45682.18000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 20300.00000000 OU Notional Amount -567277.38000000 -0.00951452849 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Seibu Holdings, Inc. Seibu Holdings, Inc. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 20300.00000000 JPY 124667.37000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 43.00000000 OU Notional Amount -29877.88000000 -0.00050111982 N/A DE CH N 2 BNP Paribas 549300FWX3HQBUJIR891 Swisscom AG Swisscom AG Y equity-performance leg 2027-03-22 0.00000000 CHF 0.00000000 CHF 43.00000000 CHF 91.57000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 57931.00000000 OU Notional Amount -8325862.62000000 -0.13964360275 N/A DE FR N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 Nexans SA Nexans SA Y equity-performance leg 2026-02-10 0.00000000 EUR 0.00000000 EUR 57931.00000000 EUR -1113249.78000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 299430.00000000 OU Notional Amount -14858480.65000000 -0.24921042588 N/A DE GB N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 International Paper Co. International Paper Co. Y equity-performance leg 2026-12-10 0.00000000 GBP 0.00000000 GBP 299430.00000000 GBP 701923.93000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1935400.00000000 OU Notional Amount 18856138.50000000 0.316260216428 N/A DE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Lion Corp. Lion Corp. Y equity-performance leg 2027-01-06 0.00000000 JPY 0.00000000 JPY 1935400.00000000 JPY -178959.24000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 36611.00000000 OU Notional Amount -3569247.22000000 -0.05986437245 N/A DE FR N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Teleperformance SE Teleperformance SE Y equity-performance leg 2028-02-15 0.00000000 EUR 0.00000000 EUR 36611.00000000 EUR 131454.13000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 268657.00000000 OU Notional Amount -759934.96000000 -0.01274583313 N/A DE AU N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Lifestyle Communities Ltd. Lifestyle Communities Ltd. Y equity-performance leg 2027-01-06 0.00000000 AUD 0.00000000 AUD 268657.00000000 AUD 51569.45000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 46157.00000000 OU Notional Amount USD 3939961.52000000 0.066082092207 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Amdocs Ltd. Amdocs Ltd. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 46157.00000000 USD -124162.33000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 81379.00000000 OU Notional Amount 913521.87000000 0.015321834018 N/A DE GB N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Hilton Food Group PLC Hilton Food Group PLC Y equity-performance leg 2026-12-10 0.00000000 GBP 0.00000000 GBP 81379.00000000 GBP -42216.82000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 7841.00000000 OU Notional Amount USD 203081.90000000 0.003406144139 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 MGIC Investment Corp. MGIC Investment Corp. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 7841.00000000 USD -10585.35000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 28492.00000000 OU Notional Amount USD 1842862.56000000 0.030908985531 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Tompkins Financial Corp. Tompkins Financial Corp. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 28492.00000000 USD -57268.92000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 195342.00000000 OU Notional Amount -2478143.11000000 -0.04156408144 N/A DE GB N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Prudential PLC Prudential PLC Y equity-performance leg 2026-06-25 0.00000000 GBP 0.00000000 GBP 195342.00000000 GBP -39651.13000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 113500.00000000 OU Notional Amount -995223.51000000 -0.01669215585 N/A DE JP N 2 BNP Paribas 549300FWX3HQBUJIR891 Ricoh Co. Ltd. Ricoh Co. Ltd. Y equity-performance leg 2026-09-09 0.00000000 JPY 0.00000000 JPY 113500.00000000 JPY -1321.73000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 191193.00000000 OU Notional Amount USD 12941854.17000000 0.217064252088 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Axcelis Technologies, Inc. Axcelis Technologies, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 191193.00000000 USD -1240844.71000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 386147.00000000 OU Notional Amount -9933406.45000000 -0.16660575937 N/A DE SE N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 AAK AB AAK AB Y equity-performance leg 2025-12-08 0.00000000 SEK 0.00000000 SEK 386147.00000000 SEK 42542.96000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 508272.00000000 OU Notional Amount -3277353.33000000 -0.05496864978 N/A DE GB N 2 BNP Paribas 549300FWX3HQBUJIR891 Yellow Cake PLC Yellow Cake PLC Y equity-performance leg 2027-03-17 0.00000000 GBP 0.00000000 GBP 508272.00000000 GBP 141393.06000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 20209.00000000 OU Notional Amount USD 1132512.36000000 0.018994801299 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Flowserve Corp. Flowserve Corp. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 20209.00000000 USD 53958.03000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 12415.00000000 OU Notional Amount 1060372.15000000 0.017784846332 N/A DE DE N 2 UBS AG BFM8T61CT2L1QCEMIK50 Continental AG Continental AG Y equity-performance leg 2028-04-18 0.00000000 EUR 0.00000000 EUR 12415.00000000 EUR -15214.95000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 4507506.00000000 OU Notional Amount 8429214.11000000 0.141377041685 N/A DE AU N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 South32 Ltd. South32 Ltd. Y equity-performance leg 2028-02-15 0.00000000 AUD 0.00000000 AUD 4507506.00000000 AUD -291939.07000000 N N N United States Treasury 254900HROIFWPRGM1V77 912797QZ3 53000000.00000000 PA USD 52146348.61000000 0.874612556401 Long STIV UST US N 2 2025-12-18 None 0.00000000 N N N N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 232013.00000000 OU Notional Amount -4142898.83000000 -0.06948581124 N/A DE SE N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Pandox AB Pandox AB Y equity-performance leg 2027-01-04 0.00000000 SEK 0.00000000 SEK 232013.00000000 SEK 96942.55000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 80900.00000000 OU Notional Amount 5949646.15000000 0.099789062276 N/A DE JP N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Horiba Ltd. Horiba Ltd. Y equity-performance leg 2026-08-19 0.00000000 JPY 0.00000000 JPY 80900.00000000 JPY -6915.60000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1214348.00000000 OU Notional Amount -2243041.01000000 -0.03762088591 N/A DE AU N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 Sigma Healthcare Ltd. Sigma Healthcare Ltd. Y equity-performance leg 2026-02-10 0.00000000 AUD 0.00000000 AUD 1214348.00000000 AUD 126665.93000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 119077.00000000 OU Notional Amount -11330341.16000000 -0.19003552331 N/A DE DE N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Bayerische Motoren Werke AG Bayerische Motoren Werke AG Y equity-performance leg 2025-12-08 0.00000000 EUR 0.00000000 EUR 119077.00000000 EUR -68893.36000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 430989.00000000 OU Notional Amount USD 18661823.70000000 0.313001116443 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Janus Henderson Group PLC Janus Henderson Group PLC Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 430989.00000000 USD 1327446.12000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 126514.00000000 OU Notional Amount 1027195.80000000 0.017228403685 N/A DE CA N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Chemtrade Logistics Income Fund Chemtrade Logistics Income Fund Y equity-performance leg 2025-12-08 0.00000000 CAD 0.00000000 CAD 126514.00000000 CAD -15158.03000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 96476.00000000 OU Notional Amount -6861172.31000000 -0.11507742371 N/A DE AU N 2 BNP Paribas 549300FWX3HQBUJIR891 Rio Tinto Ltd. Rio Tinto Ltd. Y equity-performance leg 2026-09-07 0.00000000 AUD 0.00000000 AUD 96476.00000000 AUD 487963.01000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 113300.00000000 OU Notional Amount -8856146.06000000 -0.14853765895 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Visional, Inc. Visional, Inc. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 113300.00000000 JPY -352751.66000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 4459.00000000 OU Notional Amount -3416032.67000000 -0.05729461689 N/A DE CH N 2 UBS AG BFM8T61CT2L1QCEMIK50 Geberit AG Geberit AG Y equity-performance leg 2028-04-18 0.00000000 CHF 0.00000000 CHF 4459.00000000 CHF 14368.41000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 838500.00000000 OU Notional Amount 9959255.02000000 0.167039298533 N/A DE HK N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Sun Hung Kai Properties Ltd. Sun Hung Kai Properties Ltd. Y equity-performance leg 2027-01-11 0.00000000 HKD 0.00000000 HKD 838500.00000000 HKD 196275.64000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 7099.00000000 OU Notional Amount USD 135093.97000000 0.002265832327 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 American Assets Trust, Inc. American Assets Trust, Inc. Y equity-performance leg 2026-06-25 0.00000000 USD 0.00000000 USD 7099.00000000 USD -7471.70000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 236499.00000000 OU Notional Amount 5770494.81000000 0.096784287912 N/A DE SE N 2 BNP Paribas 549300FWX3HQBUJIR891 Sandvik AB Sandvik AB Y equity-performance leg 2025-11-17 0.00000000 SEK 0.00000000 SEK 236499.00000000 SEK 200835.84000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 16687.00000000 OU Notional Amount USD 1912830.81000000 0.032082511801 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Jazz Pharmaceuticals PLC Jazz Pharmaceuticals PLC Y equity-performance leg 2028-04-18 0.00000000 USD 0.00000000 USD 16687.00000000 USD 38880.71000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 69039.00000000 OU Notional Amount USD -943072.74000000 -0.01581746914 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Inmode Ltd. Inmode Ltd. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 69039.00000000 USD 48158.95000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 257766.00000000 OU Notional Amount -1062844.12000000 -0.01782630687 N/A DE GB N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 YouGov PLC YouGov PLC Y equity-performance leg 2025-12-08 0.00000000 GBP 0.00000000 GBP 257766.00000000 GBP 48188.56000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 997029.00000000 OU Notional Amount USD -11754971.91000000 -0.19715754423 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 PennyMac Mortgage Investment Trust PennyMac Mortgage Investment Trust Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 997029.00000000 USD 1258750.94000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 251500.00000000 OU Notional Amount 11973839.59000000 0.200828451711 N/A DE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 Otsuka Holdings Co. Ltd. Otsuka Holdings Co. Ltd. Y equity-performance leg 2028-04-18 0.00000000 JPY 0.00000000 JPY 251500.00000000 JPY 844683.70000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1333.00000000 OU Notional Amount -415038.89000000 -0.00696114367 N/A DE FR N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Dassault Aviation SA Dassault Aviation SA Y equity-performance leg 2026-06-25 0.00000000 EUR 0.00000000 EUR 1333.00000000 EUR 1409.67000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 81800.00000000 OU Notional Amount 780184.05000000 0.013085456309 N/A DE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 Hulic Co. Ltd. Hulic Co. Ltd. Y equity-performance leg 2029-09-03 0.00000000 JPY 0.00000000 JPY 81800.00000000 JPY -25149.33000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 126600.00000000 OU Notional Amount -2894086.73000000 -0.04854039948 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Nojima Corp. Nojima Corp. Y equity-performance leg 2028-02-15 0.00000000 JPY 0.00000000 JPY 126600.00000000 JPY -135806.82000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 23833.00000000 OU Notional Amount -321069.58000000 -0.00538506517 N/A DE SE N 2 BNP Paribas 549300FWX3HQBUJIR891 H & M Hennes & Mauritz AB H & M Hennes & Mauritz AB Y equity-performance leg 2025-11-17 0.00000000 SEK 0.00000000 SEK 23833.00000000 SEK 33017.79000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 627719.00000000 OU Notional Amount USD 13257425.28000000 0.222357095453 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Rapid7, Inc. Rapid7, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 627719.00000000 USD -2065713.19000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 109070.00000000 OU Notional Amount -1534977.63000000 -0.02574505684 N/A DE CA N 2 BNP Paribas 549300FWX3HQBUJIR891 Skeena Resources Ltd. Skeena Resources Ltd. Y equity-performance leg 2026-05-18 0.00000000 CAD 0.00000000 CAD 109070.00000000 CAD 258944.69000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1196700.00000000 OU Notional Amount -12894849.31000000 -0.21627587395 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Tokyo Metro Co. Ltd. Tokyo Metro Co. Ltd. Y equity-performance leg 2027-09-09 0.00000000 JPY 0.00000000 JPY 1196700.00000000 JPY 223353.12000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 131003.00000000 OU Notional Amount USD -16531268.57000000 -0.27726687390 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Abbott Laboratories Abbott Laboratories Y equity-performance leg 2028-04-18 0.00000000 USD 0.00000000 USD 131003.00000000 USD 208232.41000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 11920.00000000 OU Notional Amount -746561.86000000 -0.01252153591 N/A DE GB N 2 BNP Paribas 549300FWX3HQBUJIR891 DCC PLC DCC PLC Y equity-performance leg 2027-03-22 0.00000000 GBP 0.00000000 GBP 11920.00000000 GBP 8224.63000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 1700.00000000 OU Notional Amount -512409.89000000 -0.00859427621 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Maruwa Co. Ltd. Maruwa Co. Ltd. Y equity-performance leg 2028-02-15 0.00000000 JPY 0.00000000 JPY 1700.00000000 JPY -11620.53000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 48000.00000000 OU Notional Amount -420887.48000000 -0.00705923779 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Ricoh Co. Ltd. Ricoh Co. Ltd. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 48000.00000000 JPY 1259.69000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 590163.00000000 OU Notional Amount -17837339.27000000 -0.29917264226 N/A DE FR N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Rexel SA Rexel SA Y equity-performance leg 2028-02-15 0.00000000 EUR 0.00000000 EUR 590163.00000000 EUR 52994.91000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 31758.00000000 OU Notional Amount 4633226.52000000 0.077709718878 N/A DE GB N 2 BNP Paribas 549300FWX3HQBUJIR891 AstraZeneca PLC AstraZeneca PLC Y equity-performance leg 2026-08-17 0.00000000 GBP 0.00000000 GBP 31758.00000000 GBP 171411.10000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 286427.00000000 OU Notional Amount 3410829.60000000 0.057207349611 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Wesdome Gold Mines Ltd. Wesdome Gold Mines Ltd. Y equity-performance leg 2027-01-04 0.00000000 CAD 0.00000000 CAD 286427.00000000 CAD -284119.75000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 111141.00000000 OU Notional Amount USD -5730429.96000000 -0.09611230949 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Ashland, Inc. Ashland, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 111141.00000000 USD 267849.81000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 7.00000000 OU Notional Amount -160.24000000 -0.00000268758 N/A DE DE N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 SMA Solar Technology AG SMA Solar Technology AG Y equity-performance leg 2026-08-17 0.00000000 EUR 0.00000000 EUR 7.00000000 EUR 6.60000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 115043.00000000 OU Notional Amount USD -1495559.00000000 -0.02508391699 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Guess?, Inc. Guess?, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 115043.00000000 USD -70176.23000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 171800.00000000 OU Notional Amount -503895.23000000 -0.00845146605 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Septeni Holdings Co. Ltd. Septeni Holdings Co. Ltd. Y equity-performance leg 2028-02-15 0.00000000 JPY 0.00000000 JPY 171800.00000000 JPY -12230.19000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 500357.00000000 OU Notional Amount USD 18898483.89000000 0.316970444676 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Kyndryl Holdings, Inc. Kyndryl Holdings, Inc. Y equity-performance leg 2028-04-18 0.00000000 USD 0.00000000 USD 500357.00000000 USD -741256.26000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 123584.00000000 OU Notional Amount USD -17982707.84000000 -0.30161080294 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Emerson Electric Co. Emerson Electric Co. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 123584.00000000 USD -144593.28000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1519480.00000000 OU Notional Amount USD -8083633.60000000 -0.13558087260 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Uniti Group, Inc. Uniti Group, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 1519480.00000000 USD -1499167.55000000 N N N MORGAN STANLEY & CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 000000000 1145383.36000000 OU Notional Amount -20431.30000000 -0.00034267924 N/A DE DE N 2 MORGAN STANLEY & CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Eurex Dow Jones EURO STOXX 50 Dividend Futures DEDZ6 Index Y Fixed payment equal to the notional value in field C.11.f.iv.1 equity-performance leg 2026-12-18 0.00000000 EUR 0.00000000 EUR 1145383.36000000 EUR -20431.30000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 41700.00000000 OU Notional Amount -767968.67000000 -0.01288057667 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Internet Initiative Japan, Inc. Internet Initiative Japan, Inc. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 41700.00000000 JPY -7032.23000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 831707.00000000 OU Notional Amount -1773918.99000000 -0.02975264546 N/A DE IE N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Glenveagh Properties PLC Glenveagh Properties PLC Y equity-performance leg 2025-12-08 0.00000000 EUR 0.00000000 EUR 831707.00000000 EUR -32477.49000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 166691.00000000 OU Notional Amount USD -6124227.34000000 -0.10271718485 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 YETI Holdings, Inc. YETI Holdings, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 166691.00000000 USD -707937.63000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC N/A -3583.27000000 -0.00006009956 N/A DFE SE N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 878414.78000000 EUR 9779000.00000000 SEK 2025-09-17 -3583.27000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 30800.00000000 OU Notional Amount -438131.37000000 -0.00734845694 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Nishi-Nippon Railroad Co. Ltd. Nishi-Nippon Railroad Co. Ltd. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 30800.00000000 JPY 198.53000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 208391.00000000 OU Notional Amount USD -3521807.90000000 -0.05906870744 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Driven Brands Holdings, Inc. Driven Brands Holdings, Inc. Y equity-performance leg 2028-04-21 0.00000000 USD 0.00000000 USD 208391.00000000 USD 72936.85000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 54638.00000000 OU Notional Amount USD -574245.38000000 -0.00963139765 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Avadel Pharmaceuticals PLC Avadel Pharmaceuticals PLC Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 54638.00000000 USD -7102.94000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 82200.00000000 OU Notional Amount -1635948.36000000 -0.02743856502 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Sangetsu Corp. Sangetsu Corp. Y equity-performance leg 2028-02-15 0.00000000 JPY 0.00000000 JPY 82200.00000000 JPY -6361.18000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 34417.00000000 OU Notional Amount 948878.75000000 0.015914849100 N/A DE FR N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Elis SA Elis SA Y equity-performance leg 2026-12-10 0.00000000 EUR 0.00000000 EUR 34417.00000000 EUR -53305.93000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 6.00000000 OU Notional Amount 20.17000000 0.000000338296 N/A DE AU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Lendlease Corp. Ltd. Lendlease Corp. Ltd. Y equity-performance leg 2027-09-09 0.00000000 AUD 0.00000000 AUD 6.00000000 AUD -0.20000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 221800.00000000 OU Notional Amount -3786039.31000000 -0.06350046758 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Kyowa Kirin Co. Ltd. Kyowa Kirin Co. Ltd. Y equity-performance leg 2027-09-09 0.00000000 JPY 0.00000000 JPY 221800.00000000 JPY -34514.73000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1137900.00000000 OU Notional Amount -11780568.23000000 -0.19758685258 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Honda Motor Co. Ltd. Honda Motor Co. Ltd. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 1137900.00000000 JPY -255220.77000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 219899.00000000 OU Notional Amount USD -7909767.03000000 -0.13266473582 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 La-Z-Boy, Inc. La-Z-Boy, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 219899.00000000 USD 724292.34000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 245633.00000000 OU Notional Amount -22461631.44000000 -0.37673251183 N/A DE AT N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Erste Group Bank AG Erste Group Bank AG Y equity-performance leg 2027-01-06 0.00000000 EUR 0.00000000 EUR 245633.00000000 EUR -597331.85000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 26443.00000000 OU Notional Amount USD 350898.61000000 0.005885365677 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 WisdomTree, Inc. WisdomTree, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 26443.00000000 USD -118.75000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 459600.00000000 OU Notional Amount -11023239.93000000 -0.18488473904 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Ferrotec Holdings Corp. Ferrotec Holdings Corp. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 459600.00000000 JPY 547899.15000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 398722.00000000 OU Notional Amount 17060714.95000000 0.286146890706 N/A DE GB N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Halma PLC Halma PLC Y equity-performance leg 2026-08-17 0.00000000 GBP 0.00000000 GBP 398722.00000000 GBP -245517.74000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 144100.00000000 OU Notional Amount 2309522.36000000 0.038735928961 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Japan Aviation Electronics Industry Ltd. Japan Aviation Electronics Industry Ltd. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 144100.00000000 JPY -33038.15000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 389500.00000000 OU Notional Amount 3520820.55000000 0.059052147349 N/A DE HK N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Swire Pacific Ltd. Swire Pacific Ltd. Y equity-performance leg 2025-12-08 0.00000000 HKD 0.00000000 HKD 389500.00000000 HKD 114534.52000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 605000.00000000 OU Notional Amount 1032218.62000000 0.017312647770 N/A DE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 NTN Corp. NTN Corp. Y equity-performance leg 2028-04-03 0.00000000 JPY 0.00000000 JPY 605000.00000000 JPY 26290.03000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 570452.00000000 OU Notional Amount 13723142.68000000 0.230168232697 N/A DE NO N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Aker BP ASA Aker BP ASA Y equity-performance leg 2028-02-15 0.00000000 NOK 0.00000000 NOK 570452.00000000 NOK -406530.39000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 257.00000000 OU Notional Amount -208453.97000000 -0.00349624593 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Japan Real Estate Investment Corp. Japan Real Estate Investment Corp. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 257.00000000 JPY -2818.91000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 12992.00000000 OU Notional Amount USD 442507.52000000 0.007421854906 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Global Industrial Co. Global Industrial Co. Y equity-performance leg 2026-08-19 0.00000000 USD 0.00000000 USD 12992.00000000 USD 90034.56000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1638.00000000 OU Notional Amount USD -157051.44000000 -0.00263410890 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Esquire Financial Holdings, Inc. Esquire Financial Holdings, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 1638.00000000 USD 4803.60000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 3664.00000000 OU Notional Amount 8960267.50000000 0.150284011692 N/A DE FR N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Hermes International SCA Hermes International SCA Y equity-performance leg 2026-07-06 0.00000000 EUR 0.00000000 EUR 3664.00000000 EUR -800521.18000000 N N N MORGAN STANLEY & CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 000000000 1018205.37000000 OU Notional Amount -6379.23000000 -0.00010699415 N/A DE GB N 2 MORGAN STANLEY & CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 FTSE 100 Dividend Index Futures UKDZ5 Index Y Fixed payment equal to the notional value in field C.11.f.iv.1 equity-performance leg 2025-12-18 0.00000000 GBP 0.00000000 GBP 1018205.37000000 GBP -6379.23000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 23100.00000000 OU Notional Amount -267751.77000000 -0.00449080455 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Piolax, Inc. Piolax, Inc. Y equity-performance leg 2028-02-15 0.00000000 JPY 0.00000000 JPY 23100.00000000 JPY 4597.16000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 605602.00000000 OU Notional Amount USD 13183955.54000000 0.221124841253 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Acadia Healthcare Co., Inc. Acadia Healthcare Co., Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 605602.00000000 USD -908403.00000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 41556.00000000 OU Notional Amount 2521168.00000000 0.042285706446 N/A DE GB N 2 BNP Paribas 549300FWX3HQBUJIR891 Morgan Sindall Group PLC Morgan Sindall Group PLC Y equity-performance leg 2027-03-17 0.00000000 GBP 0.00000000 GBP 41556.00000000 GBP -34431.57000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 20741.00000000 OU Notional Amount USD -2954140.63000000 -0.04954763961 N/A DE US N 2 BNP Paribas 549300FWX3HQBUJIR891 Mid-America Apartment Communities, Inc. Mid-America Apartment Communities, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 20741.00000000 USD 182610.43000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 379568.00000000 OU Notional Amount -19931005.13000000 -0.33428816807 N/A DE GB N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Spectris PLC Spectris PLC Y equity-performance leg 2025-12-08 0.00000000 GBP 0.00000000 GBP 379568.00000000 GBP 576491.53000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 3539.00000000 OU Notional Amount -762538.01000000 -0.01278949218 N/A DE FR N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Sopra Steria Group Sopra Steria Group Y equity-performance leg 2026-08-19 0.00000000 EUR 0.00000000 EUR 3539.00000000 EUR 57759.32000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 126600.00000000 OU Notional Amount -4164396.39000000 -0.06984637409 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 TBS Holdings, Inc. TBS Holdings, Inc. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 126600.00000000 JPY 117363.92000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 200200.00000000 OU Notional Amount -1565724.07000000 -0.02626074438 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 SUMCO Corp. SUMCO Corp. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 200200.00000000 JPY 18312.61000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 31000.00000000 OU Notional Amount -277976.00000000 -0.00466228808 N/A DE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 TRE Holdings Corp. TRE Holdings Corp. Y equity-performance leg 2027-01-06 0.00000000 JPY 0.00000000 JPY 31000.00000000 JPY 3011.53000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 14614.00000000 OU Notional Amount USD 1429249.20000000 0.023971751232 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Okta, Inc. Okta, Inc. Y equity-performance leg 2028-02-24 0.00000000 USD 0.00000000 USD 14614.00000000 USD -8705.76000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 359300.00000000 OU Notional Amount -5404383.73000000 -0.09064377460 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Plus Alpha Consulting Co. Ltd. Plus Alpha Consulting Co. Ltd. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 359300.00000000 JPY -9763.09000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 41100.00000000 OU Notional Amount -817974.18000000 -0.01371928251 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Sangetsu Corp. Sangetsu Corp. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 41100.00000000 JPY -4751.38000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 16934.00000000 OU Notional Amount -11352347.18000000 -0.19040461418 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Mitsui Fudosan Logistics Park, Inc. Mitsui Fudosan Logistics Park, Inc. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 16934.00000000 JPY 439305.92000000 N N N HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 000000000 6579100.08000000 OU Notional Amount -162435.77000000 -0.00272441633 N/A DE NL N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 Euronext Amsterdam Index Futures EOQ5 Index Y Fixed payment equal to the notional value in field C.11.f.iv.1 equity-performance leg 2025-08-15 0.00000000 EUR 0.00000000 EUR 6579100.08000000 EUR -162435.77000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 635265.00000000 OU Notional Amount 5896007.43000000 0.098889419266 N/A DE CA N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Hudbay Minerals, Inc. Hudbay Minerals, Inc. Y equity-performance leg 2028-02-24 0.00000000 CAD 0.00000000 CAD 635265.00000000 CAD -373833.16000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 121364.00000000 OU Notional Amount USD 1838664.60000000 0.030838576219 N/A DE US N 2 BNP Paribas 549300FWX3HQBUJIR891 Castle Biosciences, Inc. Castle Biosciences, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 121364.00000000 USD -411035.01000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 14900.00000000 OU Notional Amount -130895.90000000 -0.00219542117 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Kikkoman Corp. Kikkoman Corp. Y equity-performance leg 2028-02-15 0.00000000 JPY 0.00000000 JPY 14900.00000000 JPY -2571.02000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 46910.00000000 OU Notional Amount USD 2628836.40000000 0.044091549752 N/A DE US N 2 BNP Paribas 549300FWX3HQBUJIR891 Flowserve Corp. Flowserve Corp. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 46910.00000000 USD 158555.80000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 148504.00000000 OU Notional Amount -3143179.98000000 -0.05271825834 N/A DE SE N 2 UBS AG BFM8T61CT2L1QCEMIK50 Sagax AB Sagax AB Y equity-performance leg 2028-04-18 0.00000000 SEK 0.00000000 SEK 148504.00000000 SEK 93115.89000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 42133.00000000 OU Notional Amount -482490.17000000 -0.00809245464 N/A DE DE N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Suedzucker AG Suedzucker AG Y equity-performance leg 2025-12-08 0.00000000 EUR 0.00000000 EUR 42133.00000000 EUR 68753.55000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 8320.00000000 OU Notional Amount USD 1990643.20000000 0.033387602093 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 West Pharmaceutical Services, Inc. West Pharmaceutical Services, Inc. Y equity-performance leg 2028-04-18 0.00000000 USD 0.00000000 USD 8320.00000000 USD 50534.15000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 11234.00000000 OU Notional Amount USD 665951.52000000 0.011169517653 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Taylor Morrison Home Corp. Taylor Morrison Home Corp. Y equity-performance leg 2028-04-18 0.00000000 USD 0.00000000 USD 11234.00000000 USD -32578.60000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 180769.00000000 OU Notional Amount USD 4822916.92000000 0.080891257185 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Caesars Entertainment, Inc. Caesars Entertainment, Inc. Y equity-performance leg 2028-04-18 0.00000000 USD 0.00000000 USD 180769.00000000 USD -434742.85000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 19642.00000000 OU Notional Amount USD 3407887.00000000 0.057157995534 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Ascendis Pharma AS Ascendis Pharma AS Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 19642.00000000 USD 104691.86000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 76071.00000000 OU Notional Amount USD -5547858.03000000 -0.09305016407 N/A DE US N 2 BNP Paribas 549300FWX3HQBUJIR891 U.S. Cellular Corp. U.S. Cellular Corp. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 76071.00000000 USD -300480.45000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 152497.00000000 OU Notional Amount -15906028.75000000 -0.26678018381 N/A DE BE N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 KBC Group NV KBC Group NV Y equity-performance leg 2027-01-06 0.00000000 EUR 0.00000000 EUR 152497.00000000 EUR -102227.92000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 22922.00000000 OU Notional Amount USD -368585.76000000 -0.00618201930 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 MARA Holdings, Inc. MARA Holdings, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 22922.00000000 USD 11991.26000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 848069.00000000 OU Notional Amount -1288307.13000000 -0.02160783300 N/A DE GB N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Sigmaroc PLC Sigmaroc PLC Y equity-performance leg 2025-12-08 0.00000000 GBP 0.00000000 GBP 848069.00000000 GBP -18316.63000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 316976.00000000 OU Notional Amount -6848237.20000000 -0.11486047257 N/A DE IT N 2 BNP Paribas 549300FWX3HQBUJIR891 Poste Italiane SpA Poste Italiane SpA Y equity-performance leg 2027-03-22 0.00000000 EUR 0.00000000 EUR 316976.00000000 EUR -328495.81000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 922718.00000000 OU Notional Amount USD -5259492.60000000 -0.08821362167 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Marqeta, Inc. Marqeta, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 922718.00000000 USD 188729.96000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 3618.00000000 OU Notional Amount -149872.01000000 -0.00251369358 N/A DE ES N 2 BNP Paribas 549300FWX3HQBUJIR891 Indra Sistemas SA Indra Sistemas SA Y equity-performance leg 2026-08-17 0.00000000 EUR 0.00000000 EUR 3618.00000000 EUR 10126.78000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 21357.00000000 OU Notional Amount 1910269.18000000 0.032039547455 N/A DE CH N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Temenos AG Temenos AG Y equity-performance leg 2027-01-04 0.00000000 CHF 0.00000000 CHF 21357.00000000 CHF 320184.00000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 104287.00000000 OU Notional Amount USD -959440.40000000 -0.01609199192 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Herbalife Ltd. Herbalife Ltd. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 104287.00000000 USD 41714.80000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 1773.26000000 0.000029741592 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 79000.00000000 EUR 92190.95000000 USD 2025-09-17 1773.26000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 46300.00000000 OU Notional Amount 1040038.86000000 0.017443810934 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 ORIX Corp. ORIX Corp. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 46300.00000000 JPY 15185.52000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 125262.00000000 OU Notional Amount 3408498.19000000 0.057168246577 N/A DE GB N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Carnival PLC Carnival PLC Y equity-performance leg 2026-08-17 0.00000000 GBP 0.00000000 GBP 125262.00000000 GBP 1508.68000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 71472.00000000 OU Notional Amount -1408704.04000000 -0.02362716229 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 MEG Energy Corp. MEG Energy Corp. Y equity-performance leg 2027-01-06 0.00000000 CAD 0.00000000 CAD 71472.00000000 CAD 17459.84000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 10000.00000000 OU Notional Amount -176608.64000000 -0.00296212751 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Valor Holdings Co. Ltd. Valor Holdings Co. Ltd. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 10000.00000000 JPY -2005.76000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 306919.00000000 OU Notional Amount -1361468.79000000 -0.02283492000 N/A DE NZ N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Auckland International Airport Ltd. Auckland International Airport Ltd. Y equity-performance leg 2027-05-13 0.00000000 NZD 0.00000000 NZD 306919.00000000 NZD 38781.42000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 678630.00000000 OU Notional Amount -15173126.42000000 -0.25448774920 N/A DE AU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Goodman Group Goodman Group Y equity-performance leg 2027-05-12 0.00000000 AUD 0.00000000 AUD 678630.00000000 AUD 442095.72000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 84900.00000000 OU Notional Amount 601155.05000000 0.010082733865 N/A DE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 TOKAI Holdings Corp. TOKAI Holdings Corp. Y equity-performance leg 2027-01-06 0.00000000 JPY 0.00000000 JPY 84900.00000000 JPY -1859.99000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 56278.00000000 OU Notional Amount USD -2878619.70000000 -0.04828098230 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 CONMED Corp. CONMED Corp. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 56278.00000000 USD 73161.40000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 55383.00000000 OU Notional Amount -5269769.01000000 -0.08838598038 N/A DE DE N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Bayerische Motoren Werke AG Bayerische Motoren Werke AG Y equity-performance leg 2027-01-04 0.00000000 EUR 0.00000000 EUR 55383.00000000 EUR 136560.56000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 503100.00000000 OU Notional Amount 6608262.19000000 0.110835547290 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 EXEO Group, Inc. EXEO Group, Inc. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 503100.00000000 JPY 149706.68000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 767714.00000000 OU Notional Amount USD -7116708.78000000 -0.11936334997 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Valley National Bancorp Valley National Bancorp Y equity-performance leg 2027-01-06 0.00000000 USD 0.00000000 USD 767714.00000000 USD 283906.21000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 53925.00000000 OU Notional Amount USD -17030054.25000000 -0.28563264121 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Willis Towers Watson PLC Willis Towers Watson PLC Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 53925.00000000 USD -395836.70000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 19600.00000000 OU Notional Amount -1363798.01000000 -0.02287398630 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Fujita Kanko, Inc. Fujita Kanko, Inc. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 19600.00000000 JPY 147440.41000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 129.00000000 OU Notional Amount -9770.48000000 -0.00016387311 N/A DE AU N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 WiseTech Global Ltd. WiseTech Global Ltd. Y equity-performance leg 2027-01-07 0.00000000 AUD 0.00000000 AUD 129.00000000 AUD 294.03000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 108400.00000000 OU Notional Amount 3533704.44000000 0.059268239411 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Nissan Chemical Corp. Nissan Chemical Corp. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 108400.00000000 JPY 385963.65000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 446619.00000000 OU Notional Amount USD -8615280.51000000 -0.14449779729 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 APA Corp. APA Corp. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 446619.00000000 USD 540408.99000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 13874.00000000 OU Notional Amount USD 400126.16000000 0.006711023360 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Univest Financial Corp. Univest Financial Corp. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 13874.00000000 USD -30384.06000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 7100.00000000 OU Notional Amount -204316.02000000 -0.00342684313 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Shin-Etsu Chemical Co. Ltd. Shin-Etsu Chemical Co. Ltd. Y equity-performance leg 2027-09-09 0.00000000 JPY 0.00000000 JPY 7100.00000000 JPY 25156.91000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 7115021.00000000 OU Notional Amount 42869846.51000000 0.719024573111 N/A DE IT N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Intesa Sanpaolo SpA Intesa Sanpaolo SpA Y equity-performance leg 2025-12-08 0.00000000 EUR 0.00000000 EUR 7115021.00000000 EUR 1680552.29000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 516487.00000000 OU Notional Amount USD -8423902.97000000 -0.14128796182 N/A DE US N 2 BNP Paribas 549300FWX3HQBUJIR891 ARMOUR Residential REIT, Inc. ARMOUR Residential REIT, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 516487.00000000 USD 112506.42000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 385792.00000000 OU Notional Amount USD 5493678.08000000 0.092141443412 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Dole PLC Dole PLC Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 385792.00000000 USD 92590.08000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 576200.00000000 OU Notional Amount 983081.60000000 0.016488508481 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 NTN Corp. NTN Corp. Y equity-performance leg 2028-02-15 0.00000000 JPY 0.00000000 JPY 576200.00000000 JPY 19133.36000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1129160.00000000 OU Notional Amount -5210407.65000000 -0.08739035572 N/A DE SE N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Nibe Industrier AB Nibe Industrier AB Y equity-performance leg 2027-01-18 0.00000000 SEK 0.00000000 SEK 1129160.00000000 SEK -74354.40000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 70700.00000000 OU Notional Amount -1078661.27000000 -0.01809159636 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Mercari, Inc. Mercari, Inc. Y equity-performance leg 2028-03-15 0.00000000 JPY 0.00000000 JPY 70700.00000000 JPY 74776.30000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 70448.00000000 OU Notional Amount -7366444.71000000 -0.12355198803 N/A DE DE N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Volkswagen AG Volkswagen AG Y equity-performance leg 2025-12-08 0.00000000 EUR 0.00000000 EUR 70448.00000000 EUR 366957.71000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 283828.00000000 OU Notional Amount 2511827.37000000 0.042129042893 N/A DE AU N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Transurban Group Transurban Group Y equity-performance leg 2027-01-07 0.00000000 AUD 0.00000000 AUD 283828.00000000 AUD -12283.59000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 26792.00000000 OU Notional Amount USD -346956.40000000 -0.00581924587 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Adeia, Inc. Adeia, Inc. Y equity-performance leg 2026-08-19 0.00000000 USD 0.00000000 USD 26792.00000000 USD 32686.24000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 252988.00000000 OU Notional Amount -12884266.55000000 -0.21609837706 N/A DE AT N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 OMV AG OMV AG Y equity-performance leg 2026-08-17 0.00000000 EUR 0.00000000 EUR 252988.00000000 EUR 828319.74000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 14600.00000000 OU Notional Amount -516745.50000000 -0.00866699423 N/A DE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 Nippon Sanso Holdings Corp. Nippon Sanso Holdings Corp. Y equity-performance leg 2029-09-03 0.00000000 JPY 0.00000000 JPY 14600.00000000 JPY 20645.92000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 53815.00000000 OU Notional Amount USD 6286130.15000000 0.105432662246 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Herc Holdings, Inc. Herc Holdings, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 53815.00000000 USD -1209211.04000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 88.00000000 OU Notional Amount 1047.92000000 0.000017575995 N/A DE CA N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Wesdome Gold Mines Ltd. Wesdome Gold Mines Ltd. Y equity-performance leg 2026-08-18 0.00000000 CAD 0.00000000 CAD 88.00000000 CAD -74.32000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 64270.00000000 OU Notional Amount USD 18558605.20000000 0.311269908054 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Waters Corp. Waters Corp. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 64270.00000000 USD 83551.00000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 97400.00000000 OU Notional Amount 3939846.26000000 0.066080159035 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Bridgestone Corp. Bridgestone Corp. Y equity-performance leg 2027-09-09 0.00000000 JPY 0.00000000 JPY 97400.00000000 JPY -257897.55000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 55400.00000000 OU Notional Amount 5671722.33000000 0.095127649365 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Daito Trust Construction Co. Ltd. Daito Trust Construction Co. Ltd. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 55400.00000000 JPY -142254.48000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1321428.00000000 OU Notional Amount 3682253.08000000 0.061759737075 N/A DE GB N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Just Group PLC Just Group PLC Y equity-performance leg 2026-08-19 0.00000000 GBP 0.00000000 GBP 1321428.00000000 GBP 1435880.14000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 42958.00000000 OU Notional Amount -2492442.39000000 -0.04180391280 N/A DE GB N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Unilever PLC Unilever PLC Y equity-performance leg 2026-08-19 0.00000000 GBP 0.00000000 GBP 42958.00000000 GBP 76721.75000000 N N N United States Treasury 254900HROIFWPRGM1V77 912797MG9 79900000.00000000 PA USD 79843160.74000000 1.339150924032 Long DBT UST US N 2 2025-08-07 None 0.00000000 N N N N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 20559.00000000 OU Notional Amount USD -720181.77000000 -0.01207908196 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Towne Bank Towne Bank Y equity-performance leg 2026-08-19 0.00000000 USD 0.00000000 USD 20559.00000000 USD -5345.34000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 205408.00000000 OU Notional Amount -10529812.66000000 -0.17660884442 N/A DE ES N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Ferrovial SE Ferrovial SE Y equity-performance leg 2028-02-15 0.00000000 EUR 0.00000000 EUR 205408.00000000 EUR 141365.95000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 9209.00000000 OU Notional Amount USD -4034278.72000000 -0.06766400560 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Trane Technologies PLC Trane Technologies PLC Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 9209.00000000 USD 42610.19000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 15200.00000000 OU Notional Amount -317704.61000000 -0.00532862699 N/A DE JP N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Roland Corp. Roland Corp. Y equity-performance leg 2026-08-19 0.00000000 JPY 0.00000000 JPY 15200.00000000 JPY -9834.54000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 32185.00000000 OU Notional Amount USD -365621.60000000 -0.00613230361 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 NextDecade Corp. NextDecade Corp. Y equity-performance leg 2026-08-19 0.00000000 USD 0.00000000 USD 32185.00000000 USD 2574.80000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 8365.00000000 OU Notional Amount USD -459238.50000000 -0.00770247139 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Innodata, Inc. Innodata, Inc. Y equity-performance leg 2026-06-25 0.00000000 USD 0.00000000 USD 8365.00000000 USD -54313.79000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 88475.00000000 OU Notional Amount 966737.51000000 0.016214381016 N/A DE CA N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Secure Waste Infrastructure Corp. Secure Waste Infrastructure Corp. Y equity-performance leg 2025-10-20 0.00000000 CAD 0.00000000 CAD 88475.00000000 CAD -87457.61000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 10519.00000000 OU Notional Amount USD 1285947.75000000 0.021568260846 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Lamar Advertising Co. Lamar Advertising Co. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 10519.00000000 USD -13990.27000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 149577.00000000 OU Notional Amount USD 11047757.22000000 0.185295949615 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Maximus, Inc. Maximus, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 149577.00000000 USD 332060.94000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 235271.00000000 OU Notional Amount 3503375.76000000 0.058759558649 N/A DE GB N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 IG Group Holdings PLC IG Group Holdings PLC Y equity-performance leg 2025-12-08 0.00000000 GBP 0.00000000 GBP 235271.00000000 GBP 53705.92000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 3029245.00000000 OU Notional Amount -3334934.46000000 -0.05593441595 N/A DE AU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Boss Energy Ltd. Boss Energy Ltd. Y equity-performance leg 2027-05-12 0.00000000 AUD 0.00000000 AUD 3029245.00000000 AUD 4387555.61000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 73117.00000000 OU Notional Amount -628132.20000000 -0.01053520186 N/A DE ES N 2 UBS AG BFM8T61CT2L1QCEMIK50 Banco Santander SA Banco Santander SA Y equity-performance leg 2029-09-03 0.00000000 EUR 0.00000000 EUR 73117.00000000 EUR 554.03000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 3500.00000000 OU Notional Amount -171512.41000000 -0.00287665217 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Meiko Electronics Co. Ltd. Meiko Electronics Co. Ltd. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 3500.00000000 JPY -9156.06000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 524064.00000000 OU Notional Amount USD 14044915.20000000 0.235565087776 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Enovis Corp. Enovis Corp. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 524064.00000000 USD -243947.05000000 N N N MORGAN STANLEY & CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 000000000 415028.04000000 OU Notional Amount 26534.44000000 0.000445042750 N/A DE GB N 2 MORGAN STANLEY & CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 FTSE 100 Dividend Index Futures UKDZ6 Index Y Fixed payment equal to the notional value in field C.11.f.iv.1 equity-performance leg 2026-12-17 0.00000000 GBP 0.00000000 GBP 415028.04122800 GBP 26534.44000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 55525.00000000 OU Notional Amount USD 1731269.50000000 0.029037316774 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 NexPoint Residential Trust, Inc. NexPoint Residential Trust, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 55525.00000000 USD -196558.50000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 162526.00000000 OU Notional Amount USD -14850000.62000000 -0.24906819654 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Brown & Brown, Inc. Brown & Brown, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 162526.00000000 USD 806516.73000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 512800.00000000 OU Notional Amount 5723511.56000000 0.095996272232 N/A DE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Japan Post Bank Co. Ltd. Japan Post Bank Co. Ltd. Y equity-performance leg 2027-01-06 0.00000000 JPY 0.00000000 JPY 512800.00000000 JPY -19593.84000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 101056.00000000 OU Notional Amount USD 16002217.60000000 0.268393489022 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Palantir Technologies, Inc. Palantir Technologies, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 101056.00000000 USD 452596.27000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 20170.00000000 OU Notional Amount -278036.23000000 -0.00466329828 N/A DE CA N 2 Citibank NA E57ODZWZ7FF32TWEFA76 NFI Group, Inc. NFI Group, Inc. Y equity-performance leg 2028-02-24 0.00000000 CAD 0.00000000 CAD 20170.00000000 CAD -8005.72000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 102700.00000000 OU Notional Amount -790522.17000000 -0.01325885003 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Yodogawa Steel Works Ltd. Yodogawa Steel Works Ltd. Y equity-performance leg 2028-02-15 0.00000000 JPY 0.00000000 JPY 102700.00000000 JPY 7563.48000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 3828.00000000 OU Notional Amount -1678605.87000000 -0.02815402823 N/A DE IT N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Ferrari NV Ferrari NV Y equity-performance leg 2025-12-08 0.00000000 EUR 0.00000000 EUR 3828.00000000 EUR 191654.74000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 2700.00000000 OU Notional Amount -119597.31000000 -0.00200591818 N/A DE JP N 2 BNP Paribas 549300FWX3HQBUJIR891 Ariake Japan Co. Ltd. Ariake Japan Co. Ltd. Y equity-performance leg 2027-03-24 0.00000000 JPY 0.00000000 JPY 2700.00000000 JPY 1386.20000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 598300.00000000 OU Notional Amount 2576151.42000000 0.043207903126 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Wacom Co. Ltd. Wacom Co. Ltd. Y equity-performance leg 2028-02-15 0.00000000 JPY 0.00000000 JPY 598300.00000000 JPY -120830.88000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 23612.00000000 OU Notional Amount -483793.79000000 -0.00811431930 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Eldorado Gold Corp. Eldorado Gold Corp. Y equity-performance leg 2027-01-06 0.00000000 CAD 0.00000000 CAD 23612.00000000 CAD 5450.64000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 193211.00000000 OU Notional Amount 5644645.68000000 0.094673512523 N/A DE GB N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 IMI PLC IMI PLC Y equity-performance leg 2027-01-27 0.00000000 GBP 0.00000000 GBP 193211.00000000 GBP 2066.81000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 64231.00000000 OU Notional Amount USD -1239658.30000000 -0.02079188176 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Amerant Bancorp, Inc. Amerant Bancorp, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 64231.00000000 USD 41750.15000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 62841.00000000 OU Notional Amount USD 3518467.59000000 0.059012682872 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Essent Group Ltd. Essent Group Ltd. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 62841.00000000 USD -130155.20000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 161700.00000000 OU Notional Amount 2434301.39000000 0.040828756346 N/A DE JP N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Tosoh Corp. Tosoh Corp. Y equity-performance leg 2026-08-19 0.00000000 JPY 0.00000000 JPY 161700.00000000 JPY 21646.79000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 1932293.00000000 OU Notional Amount -7354073.77000000 -0.12334449930 N/A DE AU N 2 BNP Paribas 549300FWX3HQBUJIR891 Steadfast Group Ltd. Steadfast Group Ltd. Y equity-performance leg 2027-03-22 0.00000000 AUD 0.00000000 AUD 1932293.00000000 AUD 119780.34000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 147704.00000000 OU Notional Amount -1152338.51000000 -0.01932733080 N/A DE CA N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Ivanhoe Mines Ltd. Ivanhoe Mines Ltd. Y equity-performance leg 2026-08-18 0.00000000 CAD 0.00000000 CAD 147704.00000000 CAD 16592.40000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 206.00000000 OU Notional Amount -18009.63000000 -0.00030206234 N/A DE DE N 2 BNP Paribas 549300FWX3HQBUJIR891 Bayerische Motoren Werke AG Bayerische Motoren Werke AG Y equity-performance leg 2027-03-24 0.00000000 EUR 0.00000000 EUR 206.00000000 EUR 1749.28000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 171.00000000 OU Notional Amount USD 1290962.79000000 0.021652374443 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 NVR, Inc. NVR, Inc. Y equity-performance leg 2028-04-18 0.00000000 USD 0.00000000 USD 171.00000000 USD 42491.79000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 9855.00000000 OU Notional Amount USD 1635141.60000000 0.027425033832 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Allegion PLC Allegion PLC Y equity-performance leg 2028-02-24 0.00000000 USD 0.00000000 USD 9855.00000000 USD 4968.26000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 4929.00000000 OU Notional Amount -27741.79000000 -0.00046529274 N/A DE AU N 2 BNP Paribas 549300FWX3HQBUJIR891 Amotiv Ltd. Amotiv Ltd. Y equity-performance leg 2027-03-22 0.00000000 AUD 0.00000000 AUD 4929.00000000 AUD 322.33000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 145672.00000000 OU Notional Amount USD -2375910.32000000 -0.03984940564 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 ARMOUR Residential REIT, Inc. ARMOUR Residential REIT, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 145672.00000000 USD 50985.20000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1348565.00000000 OU Notional Amount USD 5461688.25000000 0.091604901396 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Xerox Holdings Corp. Xerox Holdings Corp. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 1348565.00000000 USD -2400445.70000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1097551.00000000 OU Notional Amount -8562735.50000000 -0.14361649827 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Ivanhoe Mines Ltd. Ivanhoe Mines Ltd. Y equity-performance leg 2027-01-06 0.00000000 CAD 0.00000000 CAD 1097551.00000000 CAD 1158672.52000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 140600.00000000 OU Notional Amount 4286672.49000000 0.071897221663 N/A DE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Noevir Holdings Co. Ltd. Noevir Holdings Co. Ltd. Y equity-performance leg 2027-01-06 0.00000000 JPY 0.00000000 JPY 140600.00000000 JPY 12985.05000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 700.00000000 OU Notional Amount -30180.91000000 -0.00050620232 N/A DE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Tokyo Kiraboshi Financial Group, Inc. Tokyo Kiraboshi Financial Group, Inc. Y equity-performance leg 2027-01-06 0.00000000 JPY 0.00000000 JPY 700.00000000 JPY 269.73000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 88292.00000000 OU Notional Amount USD 9954040.08000000 0.166951832159 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 AECOM AECOM Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 88292.00000000 USD 26487.60000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 131.00000000 OU Notional Amount -40604.43000000 -0.00068102839 N/A DE IL N 2 BNP Paribas 549300FWX3HQBUJIR891 Israel Corp. Ltd. Israel Corp. Ltd. Y equity-performance leg 2027-06-17 0.00000000 ILS 0.00000000 ILS 131.00000000 ILS 1547.23000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 68818.00000000 OU Notional Amount 585646.79000000 0.009822625165 N/A DE AU N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Worley Ltd. Worley Ltd. Y equity-performance leg 2026-02-25 0.00000000 AUD 0.00000000 AUD 68818.00000000 AUD -10313.12000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 145738.00000000 OU Notional Amount USD -1960176.10000000 -0.03287659971 N/A DE US N 2 BNP Paribas 549300FWX3HQBUJIR891 Boston Omaha Corp. Boston Omaha Corp. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 145738.00000000 USD 30480.86000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 88266.00000000 OU Notional Amount USD -1147458.00000000 -0.01924547358 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Atlas Energy Solutions, Inc. Atlas Energy Solutions, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 88266.00000000 USD 37954.38000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 170007.00000000 OU Notional Amount -3514015.67000000 -0.05893801407 N/A DE IT N 2 BNP Paribas 549300FWX3HQBUJIR891 Iveco Group NV Iveco Group NV Y equity-performance leg 2026-08-17 0.00000000 EUR 0.00000000 EUR 170007.00000000 EUR -430402.13000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 7412.00000000 OU Notional Amount USD 4643914.48000000 0.077888980212 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Spotify Technology SA Spotify Technology SA Y equity-performance leg 2028-02-24 0.00000000 USD 0.00000000 USD 7412.00000000 USD -500494.93000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 3185.00000000 OU Notional Amount -290892.47000000 -0.00487892659 N/A DE DK N 2 UBS AG BFM8T61CT2L1QCEMIK50 Coloplast AS Coloplast AS Y equity-performance leg 2029-09-03 0.00000000 DKK 0.00000000 DKK 3185.00000000 DKK 12559.44000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 257032.00000000 OU Notional Amount USD 14041658.16000000 0.235510459826 N/A DE US N 2 BNP Paribas 549300FWX3HQBUJIR891 Alarm.com Holdings, Inc. Alarm.com Holdings, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 257032.00000000 USD 167070.80000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 112616.00000000 OU Notional Amount USD -1479774.24000000 -0.02481917076 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Applied Digital Corp. Applied Digital Corp. Y equity-performance leg 2028-04-21 0.00000000 USD 0.00000000 USD 112616.00000000 USD -340692.91000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 83981.00000000 OU Notional Amount -4568060.46000000 -0.07661673622 N/A DE SE N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Saab AB Saab AB Y equity-performance leg 2025-12-08 0.00000000 SEK 0.00000000 SEK 83981.00000000 SEK -278772.30000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 3302.00000000 OU Notional Amount USD -318477.90000000 -0.00534159682 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 National Presto Industries, Inc. National Presto Industries, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 3302.00000000 USD 28488.81000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 8.00000000 OU Notional Amount 19.49000000 0.000000326891 N/A DE IT N 2 BNP Paribas 549300FWX3HQBUJIR891 A2A SpA A2A SpA Y equity-performance leg 2027-03-22 0.00000000 EUR 0.00000000 EUR 8.00000000 EUR -0.81000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 71900.00000000 OU Notional Amount -1047345.47000000 -0.01756635935 N/A DE HK N 2 UBS AG BFM8T61CT2L1QCEMIK50 Hang Seng Bank Ltd. Hang Seng Bank Ltd. Y equity-performance leg 2029-09-03 0.00000000 HKD 0.00000000 HKD 71900.00000000 HKD 82911.41000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 213310.00000000 OU Notional Amount -18515810.97000000 -0.31055215174 N/A DE BE N 2 UBS AG BFM8T61CT2L1QCEMIK50 Cofinimmo SA Cofinimmo SA Y equity-performance leg 2028-04-24 0.00000000 EUR 0.00000000 EUR 213310.00000000 EUR 232847.15000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 10295.00000000 OU Notional Amount USD -228240.15000000 -0.00382810506 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Pennant Group, Inc. Pennant Group, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 10295.00000000 USD 12316.93000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 254000.00000000 OU Notional Amount -1140524.62000000 -0.01912918507 N/A DE HK N 2 BNP Paribas 549300FWX3HQBUJIR891 BOC Hong Kong Holdings Ltd. BOC Hong Kong Holdings Ltd. Y equity-performance leg 2026-09-09 0.00000000 HKD 0.00000000 HKD 254000.00000000 HKD 58298.30000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 4600258.00000000 OU Notional Amount 8557403.34000000 0.143527065860 N/A DE IL N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Bezeq The Israeli Telecommunication Corp. Ltd. Bezeq The Israeli Telecommunication Corp. Ltd. Y equity-performance leg 2026-04-06 0.00000000 ILS 0.00000000 ILS 4600258.00000000 ILS -436514.25000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 48781.00000000 OU Notional Amount USD -1145865.69000000 -0.01921876693 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Matthews International Corp. Matthews International Corp. Y equity-performance leg 2027-01-04 0.00000000 USD 0.00000000 USD 48781.00000000 USD 74634.93000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 68434.00000000 OU Notional Amount -828094.00000000 -0.01388901485 N/A DE SE N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Hufvudstaden AB Hufvudstaden AB Y equity-performance leg 2028-02-15 0.00000000 SEK 0.00000000 SEK 68434.00000000 SEK 18884.95000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1400.00000000 OU Notional Amount -74302.36000000 -0.00124621912 N/A DE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Kurabo Industries Ltd. Kurabo Industries Ltd. Y equity-performance leg 2027-01-06 0.00000000 JPY 0.00000000 JPY 1400.00000000 JPY -2241.62000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 30600.00000000 OU Notional Amount -953583.12000000 -0.01599375205 N/A DE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 Anycolor, Inc. Anycolor, Inc. Y equity-performance leg 2028-04-03 0.00000000 JPY 0.00000000 JPY 30600.00000000 JPY 11564.17000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 78668.00000000 OU Notional Amount 1610194.59000000 0.027006615884 N/A DE NL N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Wereldhave NV Wereldhave NV Y equity-performance leg 2028-02-15 0.00000000 EUR 0.00000000 EUR 78668.00000000 EUR 16747.67000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 11800.00000000 OU Notional Amount -213470.73000000 -0.00358038838 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Kyoto Financial Group, Inc. Kyoto Financial Group, Inc. Y equity-performance leg 2028-02-15 0.00000000 JPY 0.00000000 JPY 11800.00000000 JPY 1553.96000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 31640.00000000 OU Notional Amount USD 1694322.00000000 0.028417623386 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 First Financial Corp. First Financial Corp. Y equity-performance leg 2028-04-21 0.00000000 USD 0.00000000 USD 31640.00000000 USD -58850.40000000 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 27911455.99000000 OU Notional Amount USD 2434833.29000000 0.040837677516 N/A DE GB N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 GSCBMSAL INDEX GSCBMSAL GSCBMSAL INDEX Y equity-performance leg 2025-07-31 0.00000000 USD 0.00000000 USD 27911455.99000000 USD 2434833.29000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 122720.00000000 OU Notional Amount USD -1821164.80000000 -0.03054506487 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Brightstar Lottery PLC Brightstar Lottery PLC Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 122720.00000000 USD 264335.13000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 423261.00000000 OU Notional Amount -3818681.53000000 -0.06404795166 N/A DE DE N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 TUI AG TUI AG Y equity-performance leg 2028-02-15 0.00000000 EUR 0.00000000 EUR 423261.00000000 EUR -34235.17000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 132372.00000000 OU Notional Amount USD 20059652.88000000 0.336445882666 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Sprouts Farmers Market, Inc. Sprouts Farmers Market, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 132372.00000000 USD -1704826.88000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 11602.00000000 OU Notional Amount 13501570.17000000 0.226451959084 N/A DE CH N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Belimo Holding AG Belimo Holding AG Y equity-performance leg 2028-02-15 0.00000000 CHF 0.00000000 CHF 11602.00000000 CHF 1488028.62000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 486067.00000000 OU Notional Amount 14593235.57000000 0.244761664205 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Endeavour Mining PLC Endeavour Mining PLC Y equity-performance leg 2027-01-04 0.00000000 CAD 0.00000000 CAD 486067.00000000 CAD -841270.54000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 467144.00000000 OU Notional Amount 30503610.61000000 0.511614745159 N/A DE CH N 2 BNP Paribas 549300FWX3HQBUJIR891 ABB Ltd. ABB Ltd. Y equity-performance leg 2027-03-22 0.00000000 CHF 0.00000000 CHF 467144.00000000 CHF 2445710.15000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 14289.00000000 OU Notional Amount 211966.12000000 0.003555152662 N/A DE AU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 QBE Insurance Group Ltd. QBE Insurance Group Ltd. Y equity-performance leg 2027-05-12 0.00000000 AUD 0.00000000 AUD 14289.00000000 AUD -3903.64000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 12939.00000000 OU Notional Amount -277144.73000000 -0.00464834580 N/A DE GB N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 JET2 PLC JET2 PLC Y equity-performance leg 2026-12-10 0.00000000 GBP 0.00000000 GBP 12939.00000000 GBP 13406.96000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 13800.00000000 OU Notional Amount -321276.17000000 -0.00538853016 N/A DE JP N 2 BNP Paribas 549300FWX3HQBUJIR891 Daiseki Co. Ltd. Daiseki Co. Ltd. Y equity-performance leg 2027-03-24 0.00000000 JPY 0.00000000 JPY 13800.00000000 JPY 2712.06000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 3157032.00000000 OU Notional Amount -5831402.73000000 -0.09780585189 N/A DE AU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Sigma Healthcare Ltd. Sigma Healthcare Ltd. Y equity-performance leg 2027-09-09 0.00000000 AUD 0.00000000 AUD 3157032.00000000 AUD -93510.75000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 67269.00000000 OU Notional Amount USD -11190198.15000000 -0.18768500712 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 FTI Consulting, Inc. FTI Consulting, Inc. Y equity-performance leg 2028-04-18 0.00000000 USD 0.00000000 USD 67269.00000000 USD -182888.84000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 548400.00000000 OU Notional Amount 7440372.34000000 0.124791922087 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Denso Corp. Denso Corp. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 548400.00000000 JPY 181504.26000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 33996.00000000 OU Notional Amount 993190.73000000 0.016658061523 N/A DE GB N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 IMI PLC IMI PLC Y equity-performance leg 2027-01-04 0.00000000 GBP 0.00000000 GBP 33996.00000000 GBP 363.66000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 491968.00000000 OU Notional Amount -3713903.93000000 -0.06229059362 N/A DE CA N 2 BNP Paribas 549300FWX3HQBUJIR891 Whitecap Resources, Inc. Whitecap Resources, Inc. Y equity-performance leg 2026-04-16 0.00000000 CAD 0.00000000 CAD 491968.00000000 CAD -247093.54000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 61275.00000000 OU Notional Amount USD 6908143.50000000 0.115865237117 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 AECOM AECOM Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 61275.00000000 USD -134805.00000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 422754.00000000 OU Notional Amount 22275215.85000000 0.373605899516 N/A DE GB N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Experian PLC Experian PLC Y equity-performance leg 2026-08-17 0.00000000 GBP 0.00000000 GBP 422754.00000000 GBP -609317.82000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 12187.00000000 OU Notional Amount -1195272.75000000 -0.02004743540 N/A DE DE N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Vossloh AG Vossloh AG Y equity-performance leg 2025-12-08 0.00000000 EUR 0.00000000 EUR 12187.00000000 EUR 35938.84000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 36000.00000000 OU Notional Amount 12527043.02000000 0.210106928134 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 SMC Corp. SMC Corp. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 36000.00000000 JPY 391163.08000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 185806.00000000 OU Notional Amount USD 13168071.22000000 0.220858425174 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Korn Ferry Korn Ferry Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 185806.00000000 USD -222967.20000000 N N N United States Treasury 254900HROIFWPRGM1V77 912797RE9 41900000.00000000 PA USD 41466088.21000000 0.695480362096 Long STIV UST US N 2 2025-10-28 None 0.00000000 N N N N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 4898.00000000 OU Notional Amount USD -2699287.80000000 -0.04527317954 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 S&P Global, Inc. S&P Global, Inc. Y equity-performance leg 2028-04-18 0.00000000 USD 0.00000000 USD 4898.00000000 USD -91582.85000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 858000.00000000 OU Notional Amount -33931638.15000000 -0.56911054323 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Money Forward, Inc. Money Forward, Inc. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 858000.00000000 JPY -3695812.13000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 23700.00000000 OU Notional Amount -662289.36000000 -0.01110809492 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Seibu Holdings, Inc. Seibu Holdings, Inc. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 23700.00000000 JPY 122109.98000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 22700.00000000 OU Notional Amount -413506.10000000 -0.00693543530 N/A DE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Mizuno Corp. Mizuno Corp. Y equity-performance leg 2027-01-06 0.00000000 JPY 0.00000000 JPY 22700.00000000 JPY -3078.63000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 69191.00000000 OU Notional Amount USD 1845323.97000000 0.030950268960 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Perrigo Co. PLC Perrigo Co. PLC Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 69191.00000000 USD -60888.08000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 35503.00000000 OU Notional Amount 474682.25000000 0.007961498114 N/A DE AU N 2 BNP Paribas 549300FWX3HQBUJIR891 Codan Ltd. Codan Ltd. Y equity-performance leg 2027-03-22 0.00000000 AUD 0.00000000 AUD 35503.00000000 AUD 34085.61000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 11330.00000000 OU Notional Amount USD -1347930.10000000 -0.02260784545 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 TransMedics Group, Inc. TransMedics Group, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 11330.00000000 USD -37275.70000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 496.00000000 OU Notional Amount -12855.21000000 -0.00021561103 N/A DE FI N 2 BNP Paribas 549300FWX3HQBUJIR891 UPM-Kymmene OYJ UPM-Kymmene OYJ Y equity-performance leg 2027-03-24 0.00000000 EUR 0.00000000 EUR 496.00000000 EUR 1187.13000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 2572.00000000 OU Notional Amount USD 912314.12000000 0.015301577310 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Carlisle Cos., Inc. Carlisle Cos., Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 2572.00000000 USD -206795.23000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 46741.00000000 OU Notional Amount -5123313.10000000 -0.08592958255 N/A DE NL N 2 UBS AG BFM8T61CT2L1QCEMIK50 IMCD NV IMCD NV Y equity-performance leg 2029-09-03 0.00000000 EUR 0.00000000 EUR 46741.00000000 EUR 876253.92000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 500.00000000 OU Notional Amount -14167.28000000 -0.00023761742 N/A DE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 Fuso Chemical Co. Ltd. Fuso Chemical Co. Ltd. Y equity-performance leg 2028-04-03 0.00000000 JPY 0.00000000 JPY 500.00000000 JPY -681.00000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 841222.00000000 OU Notional Amount -15432824.80000000 -0.25884348014 N/A DE FI N 2 UBS AG BFM8T61CT2L1QCEMIK50 Fortum OYJ Fortum OYJ Y equity-performance leg 2028-04-18 0.00000000 EUR 0.00000000 EUR 841222.00000000 EUR -68121.37000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 2581899.00000000 OU Notional Amount 6790231.08000000 0.113887578358 N/A DE GB N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Harbour Energy PLC Harbour Energy PLC Y equity-performance leg 2026-12-10 0.00000000 GBP 0.00000000 GBP 2581899.00000000 GBP -103600.75000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 194234.00000000 OU Notional Amount USD -3733177.48000000 -0.06261385478 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 TreeHouse Foods, Inc. TreeHouse Foods, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 194234.00000000 USD 316601.42000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 6365.00000000 OU Notional Amount 3416806.88000000 0.057307602156 N/A DE FR N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 LVMH Moet Hennessy Louis Vuitton SE LVMH Moet Hennessy Louis Vuitton SE Y equity-performance leg 2028-02-15 0.00000000 EUR 0.00000000 EUR 6365.00000000 EUR -80442.72000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 91053.00000000 OU Notional Amount USD -1907560.35000000 -0.03199411423 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Amphastar Pharmaceuticals, Inc. Amphastar Pharmaceuticals, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 91053.00000000 USD 150237.45000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 3253028.00000000 OU Notional Amount -6008718.43000000 -0.10077983841 N/A DE AU N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Sigma Healthcare Ltd. Sigma Healthcare Ltd. Y equity-performance leg 2027-01-06 0.00000000 AUD 0.00000000 AUD 3253028.00000000 AUD -99121.39000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 25384.00000000 OU Notional Amount USD 1023229.04000000 0.017161872121 N/A DE US N 2 BNP Paribas 549300FWX3HQBUJIR891 Allient, Inc. Allient, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 25384.00000000 USD 25637.84000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 2630703.00000000 OU Notional Amount 4302960.09000000 0.072170401662 N/A DE NO N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Norwegian Air Shuttle ASA Norwegian Air Shuttle ASA Y equity-performance leg 2026-12-11 0.00000000 NOK 0.00000000 NOK 2630703.00000000 NOK -86347.71000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 11213.00000000 OU Notional Amount 149794.23000000 0.002512389034 N/A DE GB N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Wise PLC Wise PLC Y equity-performance leg 2026-07-06 0.00000000 GBP 0.00000000 GBP 11213.00000000 GBP -541.56000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 23200.00000000 OU Notional Amount -309180.25000000 -0.00518565414 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Timee, Inc. Timee, Inc. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 23200.00000000 JPY 9964.35000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 379499.00000000 OU Notional Amount -2792716.16000000 -0.04684018507 N/A DE GB N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 RS Group PLC RS Group PLC Y equity-performance leg 2027-01-04 0.00000000 GBP 0.00000000 GBP 379499.00000000 GBP 96433.56000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 145229.00000000 OU Notional Amount USD -1526356.79000000 -0.02560046579 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Avadel Pharmaceuticals PLC Avadel Pharmaceuticals PLC Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 145229.00000000 USD -213486.63000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 368168.00000000 OU Notional Amount -559286.40000000 -0.00938050162 N/A DE GB N 2 BNP Paribas 549300FWX3HQBUJIR891 Sigmaroc PLC Sigmaroc PLC Y equity-performance leg 2027-03-17 0.00000000 GBP 0.00000000 GBP 368168.00000000 GBP -6352.10000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 10381000.00000000 OU Notional Amount 8461365.32000000 0.141916290410 N/A DE HK N 2 BNP Paribas 549300FWX3HQBUJIR891 Guotai Junan International Holdings Ltd. Guotai Junan International Holdings Ltd. Y equity-performance leg 2027-07-19 0.00000000 HKD 0.00000000 HKD 10381000.00000000 HKD 155031.84000000 N N N United States Treasury 254900HROIFWPRGM1V77 91282CMX6 222520000.00000000 PA USD 222651533.80000000 3.734371290690 Long DBT UST US N 2 2027-04-30 Floating 4.44000000 N N N N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 11795.00000000 OU Notional Amount -2667845.25000000 -0.04474581665 N/A DE CH N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Allreal Holding AG Allreal Holding AG Y equity-performance leg 2027-01-04 0.00000000 CHF 0.00000000 CHF 11795.00000000 CHF 109550.17000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 45237.00000000 OU Notional Amount -3780394.93000000 -0.06340579852 N/A DE GB N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Spirax Group PLC Spirax Group PLC Y equity-performance leg 2025-12-08 0.00000000 GBP 0.00000000 GBP 45237.00000000 GBP -2904.51000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 7140.00000000 OU Notional Amount 879720.55000000 0.014754909205 N/A DE CA N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 TerraVest Industries, Inc. TerraVest Industries, Inc. Y equity-performance leg 2025-12-08 0.00000000 CAD 0.00000000 CAD 7140.00000000 CAD 3083.51000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 56108.00000000 OU Notional Amount USD -2404227.80000000 -0.04032435402 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Bill Holdings, Inc. Bill Holdings, Inc. Y equity-performance leg 2026-08-19 0.00000000 USD 0.00000000 USD 56108.00000000 USD 145880.80000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 36167.00000000 OU Notional Amount USD 1839453.62000000 0.030851809874 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Terex Corp. Terex Corp. Y equity-performance leg 2026-06-25 0.00000000 USD 0.00000000 USD 36167.00000000 USD -11643.79000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 89172.00000000 OU Notional Amount -469424.61000000 -0.00787331556 N/A DE NO N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Cadeler AS Cadeler AS Y equity-performance leg 2028-02-15 0.00000000 NOK 0.00000000 NOK 89172.00000000 NOK 2828.56000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 128300.00000000 OU Notional Amount -7905264.60000000 -0.13258921986 N/A DE JP N 2 BNP Paribas 549300FWX3HQBUJIR891 Organo Corp. Organo Corp. Y equity-performance leg 2027-03-24 0.00000000 JPY 0.00000000 JPY 128300.00000000 JPY 185676.28000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 99100.00000000 OU Notional Amount -6156234.53000000 -0.10325401803 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Cosmos Pharmaceutical Corp. Cosmos Pharmaceutical Corp. Y equity-performance leg 2027-09-09 0.00000000 JPY 0.00000000 JPY 99100.00000000 JPY 79901.66000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 76000.00000000 OU Notional Amount -370413.16000000 -0.00621266894 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Oji Holdings Corp. Oji Holdings Corp. Y equity-performance leg 2028-02-15 0.00000000 JPY 0.00000000 JPY 76000.00000000 JPY 12611.93000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 108641.00000000 OU Notional Amount USD 2062006.18000000 0.034584521150 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 MillerKnoll, Inc. MillerKnoll, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 108641.00000000 USD -106262.48000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 855124.00000000 OU Notional Amount 1852083.73000000 0.031063645469 N/A DE GB N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Gulf Keystone Petroleum Ltd. Gulf Keystone Petroleum Ltd. Y equity-performance leg 2026-12-10 0.00000000 GBP 0.00000000 GBP 855124.00000000 GBP -80507.11000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1548804.00000000 OU Notional Amount -35053762.59000000 -0.58793111555 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Boralex, Inc. Boralex, Inc. Y equity-performance leg 2027-01-04 0.00000000 CAD 0.00000000 CAD 1548804.00000000 CAD 2038177.73000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 11145.00000000 OU Notional Amount -1544743.97000000 -0.02590886051 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Boyd Group Services, Inc. Boyd Group Services, Inc. Y equity-performance leg 2027-01-04 0.00000000 CAD 0.00000000 CAD 11145.00000000 CAD 188795.26000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 53342.00000000 OU Notional Amount USD 5394476.46000000 0.090477607213 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Ameren Corp. Ameren Corp. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 53342.00000000 USD 35043.33000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 18020.00000000 OU Notional Amount -302499.86000000 -0.00507360885 N/A DE SE N 2 UBS AG BFM8T61CT2L1QCEMIK50 Beijer Ref AB Beijer Ref AB Y equity-performance leg 2029-09-03 0.00000000 SEK 0.00000000 SEK 18020.00000000 SEK -9824.56000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 162344.00000000 OU Notional Amount USD -5980752.96000000 -0.10031079404 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Baldwin Insurance Group, Inc. Baldwin Insurance Group, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 162344.00000000 USD 645565.21000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 63812.00000000 OU Notional Amount USD 3747040.64000000 0.062846371422 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Viking Holdings Ltd. Viking Holdings Ltd. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 63812.00000000 USD 84869.96000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 3222500.00000000 OU Notional Amount 11778767.57000000 0.197556651429 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 LY Corp. LY Corp. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 3222500.00000000 JPY 51798.09000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 84161.00000000 OU Notional Amount USD 5331599.35000000 0.089423015446 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 ANI Pharmaceuticals, Inc. ANI Pharmaceuticals, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 84161.00000000 USD -251641.39000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 39495.00000000 OU Notional Amount -2557843.77000000 -0.04290084230 N/A DE FR N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Vicat SACA Vicat SACA Y equity-performance leg 2027-01-04 0.00000000 EUR 0.00000000 EUR 39495.00000000 EUR 208846.74000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 31400.00000000 OU Notional Amount -2659163.62000000 -0.04460020602 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Nitori Holdings Co. Ltd. Nitori Holdings Co. Ltd. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 31400.00000000 JPY 74531.33000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -1354.00000000 NC USD -528060.00000000 -0.00885676406 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Russell 2000 Index RUTW Index 100.00000000 2415.00000000 USD 2025-08-29 XXXX 648611.39000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 23129.00000000 OU Notional Amount USD -893704.56000000 -0.01498945277 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 American Healthcare REIT, Inc. American Healthcare REIT, Inc. Y equity-performance leg 2027-01-06 0.00000000 USD 0.00000000 USD 23129.00000000 USD -17346.75000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 99641.00000000 OU Notional Amount USD -1257469.42000000 -0.02109061465 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Porch Group, Inc. Porch Group, Inc. Y equity-performance leg 2027-01-04 0.00000000 USD 0.00000000 USD 99641.00000000 USD 30718.58000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 436100.00000000 OU Notional Amount 3970255.07000000 0.066590183759 N/A DE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 Resona Holdings, Inc. Resona Holdings, Inc. Y equity-performance leg 2028-04-18 0.00000000 JPY 0.00000000 JPY 436100.00000000 JPY 188016.65000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 80520.00000000 OU Notional Amount 734800.58000000 0.012324272568 N/A DE GB N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 DiscoverIE Group PLC DiscoverIE Group PLC Y equity-performance leg 2025-12-08 0.00000000 GBP 0.00000000 GBP 80520.00000000 GBP -25659.22000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 265937.00000000 OU Notional Amount USD 6597896.97000000 0.110661699037 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Murphy Oil Corp. Murphy Oil Corp. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 265937.00000000 USD -80233.80000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 2650400.00000000 OU Notional Amount -6441550.81000000 -0.10803941927 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Hino Motors Ltd. Hino Motors Ltd. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 2650400.00000000 JPY 390374.41000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 31100.00000000 OU Notional Amount -859432.83000000 -0.01441463812 N/A DE JP N 2 BNP Paribas 549300FWX3HQBUJIR891 Nippon Yakin Kogyo Co. Ltd. Nippon Yakin Kogyo Co. Ltd. Y equity-performance leg 2027-03-24 0.00000000 JPY 0.00000000 JPY 31100.00000000 JPY -24.72000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 188600.00000000 OU Notional Amount -2978198.63000000 -0.04995114685 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Sotetsu Holdings, Inc. Sotetsu Holdings, Inc. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 188600.00000000 JPY 5207.11000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 47168.00000000 OU Notional Amount USD 9767549.44000000 0.163823961086 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Boston Beer Co., Inc. Boston Beer Co., Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 47168.00000000 USD 83698.25000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 114156.00000000 OU Notional Amount -8457500.70000000 -0.14185147196 N/A DE DK N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Sydbank AS Sydbank AS Y equity-performance leg 2028-02-15 0.00000000 DKK 0.00000000 DKK 114156.00000000 DKK 2938.33000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 11184.00000000 OU Notional Amount -769599.97000000 -0.01290793727 N/A DE FI N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 QT Group OYJ QT Group OYJ Y equity-performance leg 2025-12-08 0.00000000 EUR 0.00000000 EUR 11184.00000000 EUR 38727.46000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1043.00000000 OU Notional Amount 461509.72000000 0.007740564905 N/A DE FR N 2 UBS AG BFM8T61CT2L1QCEMIK50 L'Oreal SA L'Oreal SA Y equity-performance leg 2028-04-18 0.00000000 EUR 0.00000000 EUR 1043.00000000 EUR 11337.18000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 14474.00000000 OU Notional Amount USD -867137.34000000 -0.01454386022 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Hexcel Corp. Hexcel Corp. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 14474.00000000 USD 13388.78000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 101326.00000000 OU Notional Amount USD 4916337.52000000 0.082458132565 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Power Integrations, Inc. Power Integrations, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 101326.00000000 USD -556279.74000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 79700.00000000 OU Notional Amount -1653155.25000000 -0.02772716360 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 FUJIFILM Holdings Corp. FUJIFILM Holdings Corp. Y equity-performance leg 2027-09-09 0.00000000 JPY 0.00000000 JPY 79700.00000000 JPY 33289.77000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 793.00000000 OU Notional Amount -492238.07000000 -0.00825594904 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Japan Logistics Fund, Inc. Japan Logistics Fund, Inc. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 793.00000000 JPY 12303.14000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 13251.00000000 OU Notional Amount USD -400975.26000000 -0.00672526469 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 York Water Co. York Water Co. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 13251.00000000 USD 22791.72000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 25965.00000000 OU Notional Amount 778376.07000000 0.013055132383 N/A DE DE N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Auto1 Group SE Auto1 Group SE Y equity-performance leg 2028-02-15 0.00000000 EUR 0.00000000 EUR 25965.00000000 EUR 7253.26000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 409525.00000000 OU Notional Amount -10585093.84000000 -0.17753603521 N/A DE GB N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Hikma Pharmaceuticals PLC Hikma Pharmaceuticals PLC Y equity-performance leg 2027-01-27 0.00000000 GBP 0.00000000 GBP 409525.00000000 GBP 372017.59000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 105966.00000000 OU Notional Amount USD -2369399.76000000 -0.03974020878 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Graphic Packaging Holding Co. Graphic Packaging Holding Co. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 105966.00000000 USD 44078.28000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 512785.00000000 OU Notional Amount USD 11978657.60000000 0.200909260668 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Archrock, Inc. Archrock, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 512785.00000000 USD 364077.35000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 143113.00000000 OU Notional Amount 3894240.88000000 0.065315253360 N/A DE GB N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Carnival PLC Carnival PLC Y equity-performance leg 2027-01-04 0.00000000 GBP 0.00000000 GBP 143113.00000000 GBP 3311.28000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 36900.00000000 OU Notional Amount 1085697.33000000 0.018209607049 N/A DE JP N 2 BNP Paribas 549300FWX3HQBUJIR891 Sanki Engineering Co. Ltd. Sanki Engineering Co. Ltd. Y equity-performance leg 2027-03-24 0.00000000 JPY 0.00000000 JPY 36900.00000000 JPY 47028.83000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 239.00000000 OU Notional Amount -185873.56000000 -0.00311752124 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 SOSiLA Logistics REIT, Inc. SOSiLA Logistics REIT, Inc. Y equity-performance leg 2028-02-15 0.00000000 JPY 0.00000000 JPY 239.00000000 JPY 1819.83000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 70511.00000000 OU Notional Amount -578525.97000000 -0.00970319286 N/A DE IT N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Technoprobe SpA Technoprobe SpA Y equity-performance leg 2026-08-19 0.00000000 EUR 0.00000000 EUR 70511.00000000 EUR 37017.37000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 149600.00000000 OU Notional Amount -5157263.83000000 -0.08649901330 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Niterra Co. Ltd. Niterra Co. Ltd. Y equity-performance leg 2028-02-15 0.00000000 JPY 0.00000000 JPY 149600.00000000 JPY -115154.39000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1421020.00000000 OU Notional Amount 7150411.16000000 0.119928615342 N/A DE AU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Santos Ltd. Santos Ltd. Y equity-performance leg 2027-09-09 0.00000000 AUD 0.00000000 AUD 1421020.00000000 AUD -178648.90000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 358.00000000 OU Notional Amount -12736.38000000 -0.00021361798 N/A DE FR N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Cie Generale des Etablissements Michelin SCA Cie Generale des Etablissements Michelin SCA Y equity-performance leg 2026-12-10 0.00000000 EUR 0.00000000 EUR 358.00000000 EUR 20.67000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 569.00000000 OU Notional Amount -521959.40000000 -0.00875444316 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Nippon Building Fund, Inc. Nippon Building Fund, Inc. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 569.00000000 JPY -15448.49000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 418377.00000000 OU Notional Amount 4117045.66000000 0.069052194937 N/A DE IT N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 BPER Banca SpA BPER Banca SpA Y equity-performance leg 2026-12-10 0.00000000 EUR 0.00000000 EUR 418377.00000000 EUR 351626.60000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1501.00000000 OU Notional Amount -779760.57000000 -0.01307835358 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Sekisui House Reit, Inc. Sekisui House Reit, Inc. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 1501.00000000 JPY 2835.76000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 72631.00000000 OU Notional Amount USD -334828.91000000 -0.00561584035 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Honest Co., Inc. Honest Co., Inc. Y equity-performance leg 2028-04-21 0.00000000 USD 0.00000000 USD 72631.00000000 USD 17577.07000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 23317.00000000 OU Notional Amount USD -1799606.06000000 -0.03018347590 N/A DE US N 2 BNP Paribas 549300FWX3HQBUJIR891 Otter Tail Corp. Otter Tail Corp. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 23317.00000000 USD -24949.19000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1600784.00000000 OU Notional Amount 14127083.99000000 0.236943244778 N/A DE IT N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Stellantis NV Stellantis NV Y equity-performance leg 2025-12-08 0.00000000 EUR 0.00000000 EUR 1600784.00000000 EUR -1990565.99000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 522015.00000000 OU Notional Amount 42720043.36000000 0.716512034468 N/A DE FR N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Danone SA Danone SA Y equity-performance leg 2027-01-06 0.00000000 EUR 0.00000000 EUR 522015.00000000 EUR 1479258.56000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 204365.00000000 OU Notional Amount -2399389.57000000 -0.04024320593 N/A DE PT N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 EDP Renovaveis SA EDP Renovaveis SA Y equity-performance leg 2026-08-17 0.00000000 EUR 0.00000000 EUR 204365.00000000 EUR 134508.45000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 31685.00000000 OU Notional Amount -2359248.55000000 -0.03956994996 N/A DE AT N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Verbund AG Verbund AG Y equity-performance leg 2026-12-10 0.00000000 EUR 0.00000000 EUR 31685.00000000 EUR 128235.63000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 10600.00000000 OU Notional Amount 183116.45000000 0.003071278252 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Mitsubishi Gas Chemical Co., Inc. Mitsubishi Gas Chemical Co., Inc. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 10600.00000000 JPY -4368.11000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 45900.00000000 OU Notional Amount -134626.26000000 -0.00225798777 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Septeni Holdings Co. Ltd. Septeni Holdings Co. Ltd. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 45900.00000000 JPY -1528.32000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 10229.00000000 OU Notional Amount USD -385735.59000000 -0.00646966085 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Camden National Corp. Camden National Corp. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 10229.00000000 USD 12387.58000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 32223.00000000 OU Notional Amount USD 518790.30000000 0.008701290169 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Deluxe Corp. Deluxe Corp. Y equity-performance leg 2028-04-21 0.00000000 USD 0.00000000 USD 32223.00000000 USD 10311.36000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 59428.00000000 OU Notional Amount -4422389.59000000 -0.07417350529 N/A DE DE N 2 BNP Paribas 549300FWX3HQBUJIR891 Fraport AG Frankfurt Airport Services Worldwide Fraport AG Frankfurt Airport Services Worldwide Y equity-performance leg 2027-03-24 0.00000000 EUR 0.00000000 EUR 59428.00000000 EUR 265.06000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 65137.00000000 OU Notional Amount -545955.09000000 -0.00915690531 N/A DE SE N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Fabege AB Fabege AB Y equity-performance leg 2027-01-04 0.00000000 SEK 0.00000000 SEK 65137.00000000 SEK 35851.52000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 41427.00000000 OU Notional Amount -870896.12000000 -0.01460690349 N/A DE DE N 2 UBS AG BFM8T61CT2L1QCEMIK50 1&1 AG 1&1 AG Y equity-performance leg 2028-04-24 0.00000000 EUR 0.00000000 EUR 41427.00000000 EUR 17434.67000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 10228.00000000 OU Notional Amount -810456.38000000 -0.01359319195 N/A DE GB N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Judges Scientific PLC Judges Scientific PLC Y equity-performance leg 2026-12-10 0.00000000 GBP 0.00000000 GBP 10228.00000000 GBP 316246.68000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 15907.00000000 OU Notional Amount USD 1079926.23000000 0.018112812611 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Coca-Cola Co. Coca-Cola Co. Y equity-performance leg 2028-04-18 0.00000000 USD 0.00000000 USD 15907.00000000 USD -21322.00000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 2260125.00000000 OU Notional Amount USD -12182073.75000000 -0.20432101093 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Shoals Technologies Group, Inc. Shoals Technologies Group, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 2260125.00000000 USD 734540.63000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 73577.00000000 OU Notional Amount USD -6928746.09000000 -0.11621078928 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 SouthState Corp. SouthState Corp. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 73577.00000000 USD 307551.86000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 11708.00000000 OU Notional Amount 350981.21000000 0.005886751067 N/A DE XX N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Auto1 Group SE Auto1 Group SE Y equity-performance leg 2026-08-19 0.00000000 EUR 0.00000000 EUR 11708.00000000 EUR 3270.61000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 5367.00000000 OU Notional Amount USD -265934.85000000 -0.00446033068 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 REV Group, Inc. REV Group, Inc. Y equity-performance leg 2028-04-21 0.00000000 USD 0.00000000 USD 5367.00000000 USD -8654.29000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 60505.00000000 OU Notional Amount USD 6371176.50000000 0.106859082457 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Materion Corp. Materion Corp. Y equity-performance leg 2027-02-08 0.00000000 USD 0.00000000 USD 60505.00000000 USD 523775.80000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 621619.00000000 OU Notional Amount -13467019.37000000 -0.22587246379 N/A DE IT N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 ERG SpA ERG SpA Y equity-performance leg 2026-12-10 0.00000000 EUR 0.00000000 EUR 621619.00000000 EUR 740647.35000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 166605.00000000 OU Notional Amount 11498201.66000000 0.192850924675 N/A DE ES N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 ACS Actividades de Construccion y Servicios SA ACS Actividades de Construccion y Servicios SA Y equity-performance leg 2026-12-10 0.00000000 EUR 0.00000000 EUR 166605.00000000 EUR 155820.45000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 12257.00000000 OU Notional Amount USD -181281.03000000 -0.00304049409 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 NextNav, Inc. NextNav, Inc. Y equity-performance leg 2028-04-21 0.00000000 USD 0.00000000 USD 12257.00000000 USD 16914.66000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 31869.00000000 OU Notional Amount USD 557070.12000000 0.009343329585 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Grindr, Inc. Grindr, Inc. Y equity-performance leg 2026-08-19 0.00000000 USD 0.00000000 USD 31869.00000000 USD -139904.91000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 10655.00000000 OU Notional Amount USD 2366688.60000000 0.039694736483 N/A DE US N 2 BNP Paribas 549300FWX3HQBUJIR891 Asbury Automotive Group, Inc. Asbury Automotive Group, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 10655.00000000 USD -253537.62000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 166673.00000000 OU Notional Amount -2030572.28000000 -0.03405730334 N/A DE GB N 2 UBS AG BFM8T61CT2L1QCEMIK50 HSBC Holdings PLC HSBC Holdings PLC Y equity-performance leg 2029-09-03 0.00000000 GBP 0.00000000 GBP 166673.00000000 GBP 59707.92000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 11439.00000000 OU Notional Amount 833158.11000000 0.013973951463 N/A DE CA N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Toronto-Dominion Bank Toronto-Dominion Bank Y equity-performance leg 2025-12-08 0.00000000 CAD 0.00000000 CAD 11439.00000000 CAD -23567.20000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 18300.00000000 OU Notional Amount -431395.44000000 -0.00723548011 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Fuji Media Holdings, Inc. Fuji Media Holdings, Inc. Y equity-performance leg 2027-09-09 0.00000000 JPY 0.00000000 JPY 18300.00000000 JPY 51060.81000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 439617.00000000 OU Notional Amount USD 3692782.80000000 0.061936344366 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Ambac Financial Group, Inc. Ambac Financial Group, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 439617.00000000 USD -122198.88000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1082700.00000000 OU Notional Amount -20403286.36000000 -0.34220939563 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Socionext, Inc. Socionext, Inc. Y equity-performance leg 2027-09-09 0.00000000 JPY 0.00000000 JPY 1082700.00000000 JPY -47950.16000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 105486.00000000 OU Notional Amount -2345571.35000000 -0.03934055229 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Laurentian Bank of Canada Laurentian Bank of Canada Y equity-performance leg 2027-01-04 0.00000000 CAD 0.00000000 CAD 105486.00000000 CAD 49564.48000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 11628.00000000 OU Notional Amount -3560748.90000000 -0.05972183635 N/A DE BE N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Sofina SA Sofina SA Y equity-performance leg 2028-02-15 0.00000000 EUR 0.00000000 EUR 11628.00000000 EUR 73359.42000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 45391.00000000 OU Notional Amount USD -5135537.74000000 -0.08613461749 N/A DE US N 2 BNP Paribas 549300FWX3HQBUJIR891 American Electric Power Co., Inc. American Electric Power Co., Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 45391.00000000 USD -43308.21000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 247857.00000000 OU Notional Amount USD -3928533.45000000 -0.06589041754 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Flowers Foods, Inc. Flowers Foods, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 247857.00000000 USD -22307.13000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 85100.00000000 OU Notional Amount 882369.57000000 0.014799339280 N/A DE JP N 2 BNP Paribas 549300FWX3HQBUJIR891 Astellas Pharma, Inc. Astellas Pharma, Inc. Y equity-performance leg 2026-09-07 0.00000000 JPY 0.00000000 JPY 85100.00000000 JPY 57982.08000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 3.00000000 OU Notional Amount 0.29000000 0.000000004863 N/A DE DE N 2 BNP Paribas 549300FWX3HQBUJIR891 Solarworld AG Solarworld AG Y equity-performance leg 2027-03-24 0.00000000 EUR 0.00000000 EUR 3.00000000 EUR 0.07000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 206005.00000000 OU Notional Amount 1463767.39000000 0.024550699580 N/A DE NO N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Odfjell Drilling Ltd. Odfjell Drilling Ltd. Y equity-performance leg 2026-08-19 0.00000000 NOK 0.00000000 NOK 206005.00000000 NOK 30514.58000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 15157.00000000 OU Notional Amount USD -375893.60000000 -0.00630458835 N/A DE US N 2 BNP Paribas 549300FWX3HQBUJIR891 HP, Inc. HP, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 15157.00000000 USD 13148.70000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 887092.00000000 OU Notional Amount USD -10192687.08000000 -0.17095448370 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Sotera Health Co. Sotera Health Co. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 887092.00000000 USD 88709.20000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 282625.00000000 OU Notional Amount USD 3312365.00000000 0.055555874909 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 VF Corp. VF Corp. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 282625.00000000 USD -2826.25000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 8600.00000000 OU Notional Amount -196957.25000000 -0.00330341986 N/A DE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 Krosaki Harima Corp. Krosaki Harima Corp. Y equity-performance leg 2028-04-03 0.00000000 JPY 0.00000000 JPY 8600.00000000 JPY 5313.89000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 56100.00000000 OU Notional Amount -576585.82000000 -0.00967065214 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Keikyu Corp. Keikyu Corp. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 56100.00000000 JPY 14754.54000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 31779.00000000 OU Notional Amount USD 10773716.58000000 0.180699666441 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Zebra Technologies Corp. Zebra Technologies Corp. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 31779.00000000 USD 347026.68000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -4191.60000000 -0.00007030264 N/A DFE JP N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 281034.46000000 USD 41544000.00000000 JPY 2025-09-17 -4191.60000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 282879.00000000 OU Notional Amount -14406566.47000000 -0.24163079995 N/A DE AT N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 OMV AG OMV AG Y equity-performance leg 2027-01-04 0.00000000 EUR 0.00000000 EUR 282879.00000000 EUR 926187.25000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 146500.00000000 OU Notional Amount -1241959.19000000 -0.02083047291 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Nippon Paint Holdings Co. Ltd. Nippon Paint Holdings Co. Ltd. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 146500.00000000 JPY -49807.34000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1770.00000000 OU Notional Amount -1509039.95000000 -0.02531002310 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 AEON REIT Investment Corp. AEON REIT Investment Corp. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 1770.00000000 JPY 31928.22000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 18972.00000000 OU Notional Amount -342675.89000000 -0.00574745201 N/A DE AU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Mineral Resources Ltd. Mineral Resources Ltd. Y equity-performance leg 2027-05-12 0.00000000 AUD 0.00000000 AUD 18972.00000000 AUD 50193.13000000 N N N MORGAN STANLEY & CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 000000000 1458437.40000000 OU Notional Amount -33365.71000000 -0.00055961864 N/A DE DE N 2 MORGAN STANLEY & CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Eurex Dow Jones EURO STOXX 50 Dividend Futures DEDZ6 Index Y Fixed payment equal to the notional value in field C.11.f.iv.1 equity-performance leg 2026-12-18 0.00000000 EUR 0.00000000 EUR 1458437.40000000 EUR -33365.71000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 76426.00000000 OU Notional Amount -6723404.29000000 -0.11276674149 N/A DE DK N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 NKT AS NKT AS Y equity-performance leg 2027-01-04 0.00000000 DKK 0.00000000 DKK 76426.00000000 DKK 50979.60000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 104800.00000000 OU Notional Amount -1275564.62000000 -0.02139411220 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Japan Investment Adviser Co. Ltd. Japan Investment Adviser Co. Ltd. Y equity-performance leg 2028-02-15 0.00000000 JPY 0.00000000 JPY 104800.00000000 JPY -1615.91000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 12700.00000000 OU Notional Amount -307814.99000000 -0.00516275563 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Sugi Holdings Co. Ltd. Sugi Holdings Co. Ltd. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 12700.00000000 JPY -1777.81000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 70824.00000000 OU Notional Amount USD -3930023.76000000 -0.06591541342 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Terreno Realty Corp. Terreno Realty Corp. Y equity-performance leg 2028-04-18 0.00000000 USD 0.00000000 USD 70824.00000000 USD 89946.48000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 17200.00000000 OU Notional Amount -169826.10000000 -0.00284836893 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Chiba Kogyo Bank Ltd. Chiba Kogyo Bank Ltd. Y equity-performance leg 2028-02-15 0.00000000 JPY 0.00000000 JPY 17200.00000000 JPY 6638.19000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 150900.00000000 OU Notional Amount -10243458.37000000 -0.17180603340 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Fujikura Ltd. Fujikura Ltd. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 150900.00000000 JPY -1550737.05000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 18012.00000000 OU Notional Amount -366713.71000000 -0.00615062078 N/A DE CA N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Westshore Terminals Investment Corp. Westshore Terminals Investment Corp. Y equity-performance leg 2028-02-15 0.00000000 CAD 0.00000000 CAD 18012.00000000 CAD 1204.93000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 22540.00000000 OU Notional Amount 4323055.84000000 0.072507452975 N/A DE ES N 2 BNP Paribas 549300FWX3HQBUJIR891 Acciona SA Acciona SA Y equity-performance leg 2027-03-22 0.00000000 EUR 0.00000000 EUR 22540.00000000 EUR -143156.79000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 9724.00000000 OU Notional Amount USD -286760.76000000 -0.00480962844 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Gen Digital, Inc. Gen Digital, Inc. Y equity-performance leg 2028-02-24 0.00000000 USD 0.00000000 USD 9724.00000000 USD 3313.94000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 6524.00000000 OU Notional Amount USD 2688866.60000000 0.045098392380 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Group 1 Automotive, Inc. Group 1 Automotive, Inc. Y equity-performance leg 2028-04-18 0.00000000 USD 0.00000000 USD 6524.00000000 USD -77436.49000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 762589.00000000 OU Notional Amount 2230755.34000000 0.037414827358 N/A DE GB N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Wickes Group PLC Wickes Group PLC Y equity-performance leg 2027-01-04 0.00000000 GBP 0.00000000 GBP 762589.00000000 GBP -56026.16000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 45100.00000000 OU Notional Amount 1669402.72000000 0.027999670533 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Fujitec Co. Ltd. Fujitec Co. Ltd. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 45100.00000000 JPY -150358.68000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 18200.00000000 OU Notional Amount -277025.07000000 -0.00464633883 N/A DE JP N 2 BNP Paribas 549300FWX3HQBUJIR891 Tsuburaya Fields Holdings, Inc. Tsuburaya Fields Holdings, Inc. Y equity-performance leg 2027-03-24 0.00000000 JPY 0.00000000 JPY 18200.00000000 JPY -30168.73000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 7515.00000000 OU Notional Amount USD 127454.40000000 0.002137699409 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Midland States Bancorp, Inc. Midland States Bancorp, Inc. Y equity-performance leg 2028-04-21 0.00000000 USD 0.00000000 USD 7515.00000000 USD -9243.45000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 322200.00000000 OU Notional Amount 4119917.65000000 0.069100364725 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Koito Manufacturing Co. Ltd. Koito Manufacturing Co. Ltd. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 322200.00000000 JPY 3427.35000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 535244.00000000 OU Notional Amount 1399183.20000000 0.023467476209 N/A DE GB N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Kier Group PLC Kier Group PLC Y equity-performance leg 2028-02-15 0.00000000 GBP 0.00000000 GBP 535244.00000000 GBP -55212.16000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 1329300.00000000 OU Notional Amount 9194963.07000000 0.154220388791 N/A DE JP N 2 BNP Paribas 549300FWX3HQBUJIR891 Unicharm Corp. Unicharm Corp. Y equity-performance leg 2027-03-24 0.00000000 JPY 0.00000000 JPY 1329300.00000000 JPY 40442.16000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 111800.00000000 OU Notional Amount -6230927.74000000 -0.10450679260 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 GMO Payment Gateway, Inc. GMO Payment Gateway, Inc. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 111800.00000000 JPY 342895.48000000 N N N Voyager Technologies Inc N/A 92892B103 8962.00000000 NS USD 358659.24000000 0.006015529047 Long EC CORP US N 1 N N N United States Treasury 254900HROIFWPRGM1V77 912797RN9 196300000.00000000 PA USD 193921939.35000000 3.252510820761 Long STIV UST US N 2 2025-11-12 None 0.00000000 N N N N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 28389.00000000 OU Notional Amount -1688391.72000000 -0.02831815913 N/A DE FR N 2 UBS AG BFM8T61CT2L1QCEMIK50 Sodexo SA Sodexo SA Y equity-performance leg 2028-04-18 0.00000000 EUR 0.00000000 EUR 28389.00000000 EUR -12047.78000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 106500.00000000 OU Notional Amount 3541628.68000000 0.059401146891 N/A DE JP N 2 BNP Paribas 549300FWX3HQBUJIR891 Nishimatsu Construction Co. Ltd. Nishimatsu Construction Co. Ltd. Y equity-performance leg 2027-03-24 0.00000000 JPY 0.00000000 JPY 106500.00000000 JPY 12893.42000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 117300.00000000 OU Notional Amount -1779373.87000000 -0.02984413618 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Aoyama Trading Co. Ltd. Aoyama Trading Co. Ltd. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 117300.00000000 JPY -21054.35000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 138149.00000000 OU Notional Amount USD 6285779.50000000 0.105426781050 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Greenbrier Cos., Inc. Greenbrier Cos., Inc. Y equity-performance leg 2026-08-19 0.00000000 USD 0.00000000 USD 138149.00000000 USD -741860.13000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 10224.00000000 OU Notional Amount 926777.41000000 0.015544159493 N/A DE DE N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Symrise AG Symrise AG Y equity-performance leg 2026-07-06 0.00000000 EUR 0.00000000 EUR 10224.00000000 EUR -984.16000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 120760.00000000 OU Notional Amount -6099879.04000000 -0.10230880863 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Gildan Activewear, Inc. Gildan Activewear, Inc. Y equity-performance leg 2027-01-04 0.00000000 CAD 0.00000000 CAD 120760.00000000 CAD 183101.42000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 27200.00000000 OU Notional Amount -507560.10000000 -0.00851293424 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Sankyo Co. Ltd. Sankyo Co. Ltd. Y equity-performance leg 2028-02-15 0.00000000 JPY 0.00000000 JPY 27200.00000000 JPY 409.97000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 10774.00000000 OU Notional Amount USD 595909.94000000 0.009994761472 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Cimpress PLC Cimpress PLC Y equity-performance leg 2026-08-19 0.00000000 USD 0.00000000 USD 10774.00000000 USD 123362.30000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 22198.00000000 OU Notional Amount -2568847.20000000 -0.04308539478 N/A DE CH N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Banque Cantonale Vaudoise Banque Cantonale Vaudoise Y equity-performance leg 2027-01-06 0.00000000 CHF 0.00000000 CHF 22198.00000000 CHF 131496.29000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 138800.00000000 OU Notional Amount -3477030.52000000 -0.05831768921 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Kajima Corp. Kajima Corp. Y equity-performance leg 2028-03-15 0.00000000 JPY 0.00000000 JPY 138800.00000000 JPY -56800.09000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 511612.00000000 OU Notional Amount 7593004.79000000 0.127351914509 N/A DE SE N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Securitas AB Securitas AB Y equity-performance leg 2026-07-06 0.00000000 SEK 0.00000000 SEK 511612.00000000 SEK -67940.91000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 810241.00000000 OU Notional Amount 42692187.81000000 0.716044833706 N/A DE GB N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Experian PLC Experian PLC Y equity-performance leg 2026-12-10 0.00000000 GBP 0.00000000 GBP 810241.00000000 GBP -1167805.10000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 24.00000000 OU Notional Amount -219.76000000 -0.00000368587 N/A DE SE N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 AcadeMedia AB AcadeMedia AB Y equity-performance leg 2026-08-19 0.00000000 SEK 0.00000000 SEK 24.00000000 SEK -3.40000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 240.00000000 OU Notional Amount USD -25180.80000000 -0.00042233913 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Boston Scientific Corp. Boston Scientific Corp. Y equity-performance leg 2027-01-06 0.00000000 USD 0.00000000 USD 240.00000000 USD 292.20000000 N N N Eurex Deutschland 529900LN3S50JPU47S06 000000000 187.00000000 NC -136969.96000000 -0.00229729693 N/A DE DE N 1 Eurex Deutschland 529900LN3S50JPU47S06 Long Eurex EURO STOXX 50 Futures VGU5 Index 2025-09-19 10105822.80000000 EUR -136969.96000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 107429.00000000 OU Notional Amount -1568236.92000000 -0.02630289058 N/A DE DK N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Ambu AS Ambu AS Y equity-performance leg 2028-02-15 0.00000000 DKK 0.00000000 DKK 107429.00000000 DKK 42614.09000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 2068.00000000 OU Notional Amount USD -337663.04000000 -0.00566337514 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Hawkins, Inc. Hawkins, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 2068.00000000 USD -12118.48000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 46258.00000000 OU Notional Amount 1123347.68000000 0.018841088826 N/A DE SE N 2 BNP Paribas 549300FWX3HQBUJIR891 Indutrade AB Indutrade AB Y equity-performance leg 2026-08-17 0.00000000 SEK 0.00000000 SEK 46258.00000000 SEK -54969.91000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 124811.00000000 OU Notional Amount USD 28036294.93000000 0.470232264278 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Analog Devices, Inc. Analog Devices, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 124811.00000000 USD -1912110.24000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 566500.00000000 OU Notional Amount 4770281.51000000 0.080008441960 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 San-In Godo Bank Ltd. San-In Godo Bank Ltd. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 566500.00000000 JPY -27461.12000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 97030.00000000 OU Notional Amount 1482904.18000000 0.024871666959 N/A DE GB N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Smith & Nephew PLC Smith & Nephew PLC Y equity-performance leg 2025-12-08 0.00000000 GBP 0.00000000 GBP 97030.00000000 GBP 28646.08000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 86200.00000000 OU Notional Amount -1743048.21000000 -0.02923487246 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 MEIJI Holdings Co. Ltd. MEIJI Holdings Co. Ltd. Y equity-performance leg 2028-03-15 0.00000000 JPY 0.00000000 JPY 86200.00000000 JPY 54437.93000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 1140.00000000 OU Notional Amount USD -218629.20000000 -0.00366690762 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Atlassian Corp. Atlassian Corp. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 1140.00000000 USD 9431.22000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 227721.00000000 OU Notional Amount USD -14105038.74000000 -0.23657349592 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Altria Group, Inc. Altria Group, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 227721.00000000 USD -569302.50000000 N N N IFBH Ltd N/A 000000000 632600.00000000 NS 2949447.13000000 0.049468918977 Long EC CORP SG N 1 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 5311.00000000 OU Notional Amount USD -179511.80000000 -0.00301082009 N/A DE US N 2 BNP Paribas 549300FWX3HQBUJIR891 Schlumberger NV Schlumberger NV Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 5311.00000000 USD 9705.85000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 34136.00000000 OU Notional Amount USD -319171.60000000 -0.00535323174 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Niagen Bioscience, Inc. Niagen Bioscience, Inc. Y equity-performance leg 2028-04-21 0.00000000 USD 0.00000000 USD 34136.00000000 USD 3761.89000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 11300.00000000 OU Notional Amount -433575.00000000 -0.00727203628 N/A DE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Sun Corp. Sun Corp. Y equity-performance leg 2027-01-06 0.00000000 JPY 0.00000000 JPY 11300.00000000 JPY -15698.97000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 23454.00000000 OU Notional Amount USD -201000.78000000 -0.00337123903 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Janus International Group, Inc. Janus International Group, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 23454.00000000 USD 7974.36000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 276576.00000000 OU Notional Amount USD -7495209.60000000 -0.12571166733 N/A DE US N 2 BNP Paribas 549300FWX3HQBUJIR891 Cousins Properties, Inc. Cousins Properties, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 276576.00000000 USD 376442.44000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 412570.00000000 OU Notional Amount 16272337.25000000 0.272924008299 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Suncor Energy, Inc. Suncor Energy, Inc. Y equity-performance leg 2027-01-04 0.00000000 CAD 0.00000000 CAD 412570.00000000 CAD 138907.87000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 830800.00000000 OU Notional Amount -17009578.59000000 -0.28528921795 N/A DE JP N 2 BNP Paribas 549300FWX3HQBUJIR891 Marubeni Corp. Marubeni Corp. Y equity-performance leg 2027-03-24 0.00000000 JPY 0.00000000 JPY 830800.00000000 JPY -600643.72000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 458.00000000 OU Notional Amount -40040.83000000 -0.00067157554 N/A DE DE N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Bayerische Motoren Werke AG Bayerische Motoren Werke AG Y equity-performance leg 2028-02-15 0.00000000 EUR 0.00000000 EUR 458.00000000 EUR 880.83000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 5000.00000000 OU Notional Amount -49368.05000000 -0.00082801418 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Chiba Kogyo Bank Ltd. Chiba Kogyo Bank Ltd. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 5000.00000000 JPY 664.83000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 15415.00000000 OU Notional Amount USD -7416002.35000000 -0.12438318207 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Intuitive Surgical, Inc. Intuitive Surgical, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 15415.00000000 USD 461062.65000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 84208.00000000 OU Notional Amount USD -2618868.80000000 -0.04392437049 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Klaviyo, Inc. Klaviyo, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 84208.00000000 USD 193755.63000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 1497.00000000 OU Notional Amount USD 393097.23000000 0.006593132259 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Nova Ltd. Nova Ltd. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 1497.00000000 USD -34910.04000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 21776.00000000 OU Notional Amount 1446447.06000000 0.024260198356 N/A DE NL N 2 UBS AG BFM8T61CT2L1QCEMIK50 ASR Nederland NV ASR Nederland NV Y equity-performance leg 2028-04-18 0.00000000 EUR 0.00000000 EUR 21776.00000000 EUR -15368.61000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 868564.00000000 OU Notional Amount -11399479.38000000 -0.19119512809 N/A DE FR N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Air France-KLM Air France-KLM Y equity-performance leg 2027-01-06 0.00000000 EUR 0.00000000 EUR 868564.00000000 EUR -160696.09000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 2600.00000000 OU Notional Amount -51052.15000000 -0.00085626036 N/A DE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Yonex Co. Ltd. Yonex Co. Ltd. Y equity-performance leg 2027-01-06 0.00000000 JPY 0.00000000 JPY 2600.00000000 JPY 1900.46000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 22500.00000000 OU Notional Amount 765032.41000000 0.012831328936 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Nisshin Oillio Group Ltd. Nisshin Oillio Group Ltd. Y equity-performance leg 2028-02-15 0.00000000 JPY 0.00000000 JPY 22500.00000000 JPY 13042.22000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 285830.00000000 OU Notional Amount 4804402.93000000 0.080580735575 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 First Quantum Minerals Ltd. First Quantum Minerals Ltd. Y equity-performance leg 2027-01-06 0.00000000 CAD 0.00000000 CAD 285830.00000000 CAD -307441.75000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 52012.00000000 OU Notional Amount USD 6431283.80000000 0.107867218227 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Belden, Inc. Belden, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 52012.00000000 USD -193484.64000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 132100.00000000 OU Notional Amount -3326685.94000000 -0.05579606955 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Justsystems Corp. Justsystems Corp. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 132100.00000000 JPY 21437.43000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 34445.00000000 OU Notional Amount 290284.22000000 0.004868724858 N/A DE PT N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 CTT-Correios de Portugal SA CTT-Correios de Portugal SA Y equity-performance leg 2025-12-08 0.00000000 EUR 0.00000000 EUR 34445.00000000 EUR -105.73000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 156528.00000000 OU Notional Amount USD -990822.24000000 -0.01661833657 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 New York Mortgage Trust, Inc. New York Mortgage Trust, Inc. Y equity-performance leg 2027-01-04 0.00000000 USD 0.00000000 USD 156528.00000000 USD 71090.21000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 129500.00000000 OU Notional Amount 5747543.79000000 0.096399347244 N/A DE JP N 2 BNP Paribas 549300FWX3HQBUJIR891 Cosmo Energy Holdings Co. Ltd. Cosmo Energy Holdings Co. Ltd. Y equity-performance leg 2026-09-07 0.00000000 JPY 0.00000000 JPY 129500.00000000 JPY 171540.70000000 N N N HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 000000000 3215206.80000000 OU Notional Amount -1833.68000000 -0.00003075497 N/A DE DE N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 Eurex Dow Jones EURO STOXX 50 Dividend Futures DEDZ5 Index Y Fixed payment equal to the notional value in field C.11.f.iv.1 equity-performance leg 2025-12-19 0.00000000 EUR 0.00000000 EUR 3215206.80000000 EUR -1833.68000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 135203.00000000 OU Notional Amount USD -2526944.07000000 -0.04238258424 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Liquidia Corp. Liquidia Corp. Y equity-performance leg 2027-01-04 0.00000000 USD 0.00000000 USD 135203.00000000 USD -222098.19000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 200113.00000000 OU Notional Amount USD -4576584.31000000 -0.07675970052 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Applied Optoelectronics, Inc. Applied Optoelectronics, Inc. Y equity-performance leg 2027-01-04 0.00000000 USD 0.00000000 USD 200113.00000000 USD 696393.24000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 188988.00000000 OU Notional Amount USD -6111871.92000000 -0.10250995643 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Xometry, Inc. Xometry, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 188988.00000000 USD 434672.40000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 209241.00000000 OU Notional Amount USD 2150997.48000000 0.036077107121 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Goodyear Tire & Rubber Co. Goodyear Tire & Rubber Co. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 209241.00000000 USD -211333.41000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 1330800.00000000 OU Notional Amount 13328412.14000000 0.223547706124 N/A DE JP N 2 BNP Paribas 549300FWX3HQBUJIR891 CyberAgent, Inc. CyberAgent, Inc. Y equity-performance leg 2026-09-07 0.00000000 JPY 0.00000000 JPY 1330800.00000000 JPY -299808.82000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 159400.00000000 OU Notional Amount -1676630.35000000 -0.02812089428 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Iwatani Corp. Iwatani Corp. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 159400.00000000 JPY -8693.11000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 545112.00000000 OU Notional Amount 13246190.13000000 0.222168656502 N/A DE CA N 2 UBS AG BFM8T61CT2L1QCEMIK50 Alamos Gold, Inc. Alamos Gold, Inc. Y equity-performance leg 2029-09-04 0.00000000 CAD 0.00000000 CAD 545112.00000000 CAD -1086213.56000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 130324.00000000 OU Notional Amount USD -1621230.56000000 -0.02719171413 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Dynex Capital, Inc. Dynex Capital, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 130324.00000000 USD 8540.88000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 36523.00000000 OU Notional Amount -1534687.12000000 -0.02574018432 N/A DE SE N 2 BNP Paribas 549300FWX3HQBUJIR891 HMS Networks AB HMS Networks AB Y equity-performance leg 2025-11-17 0.00000000 SEK 0.00000000 SEK 36523.00000000 SEK 5335.04000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 120277.00000000 OU Notional Amount USD 6638087.63000000 0.111335787575 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Enterprise Financial Services Corp. Enterprise Financial Services Corp. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 120277.00000000 USD -239351.23000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 78453.00000000 OU Notional Amount USD 10439740.71000000 0.175098133501 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Qualys, Inc. Qualys, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 78453.00000000 USD -626839.47000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 23940.00000000 OU Notional Amount USD -919774.80000000 -0.01542670983 N/A DE US N 2 BNP Paribas 549300FWX3HQBUJIR891 German American Bancorp, Inc. German American Bancorp, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 23940.00000000 USD 29206.80000000 N N N BNP PARIBAS SA QHSFEYI7HUOXXZ413E03 000000000 321640000.00000000 OU Notional Amount 169946.95000000 0.002850395863 N/A DE FR N 2 BNP PARIBAS SA QHSFEYI7HUOXXZ413E03 SGX Nikkei Dividend Index Futures MNDZ5 Index Y Fixed payment equal to the notional value in field C.11.f.iv.1 equity-performance leg 2026-03-31 0.00000000 JPY 0.00000000 JPY 321640000.00000000 JPY 169946.95000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 120572.00000000 OU Notional Amount -534848.00000000 -0.00897061422 N/A DE NZ N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Auckland International Airport Ltd. Auckland International Airport Ltd. Y equity-performance leg 2027-10-09 0.00000000 NZD 0.00000000 NZD 120572.00000000 NZD 15235.14000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 67034.00000000 OU Notional Amount 6498226.87000000 0.108990005366 N/A DE FR N 2 UBS AG BFM8T61CT2L1QCEMIK50 Unibail-Rodamco-Westfield Unibail-Rodamco-Westfield Y equity-performance leg 2028-04-18 0.00000000 EUR 0.00000000 EUR 67034.00000000 EUR 247493.36000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 349800.00000000 OU Notional Amount 10044812.27000000 0.168474287696 N/A DE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 NEC Corp. NEC Corp. Y equity-performance leg 2029-09-03 0.00000000 JPY 0.00000000 JPY 349800.00000000 JPY 901464.72000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 84273.00000000 OU Notional Amount USD -7962113.04000000 -0.13354269715 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Southern Co. Southern Co. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 84273.00000000 USD 61172.97000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 28923.00000000 OU Notional Amount -188492.13000000 -0.00316144060 N/A DE CA N 2 BNP Paribas 549300FWX3HQBUJIR891 Cascades, Inc. Cascades, Inc. Y equity-performance leg 2026-05-18 0.00000000 CAD 0.00000000 CAD 28923.00000000 CAD 5838.39000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 90431.00000000 OU Notional Amount -1854931.75000000 -0.03111141322 N/A DE DK N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Matas AS Matas AS Y equity-performance leg 2027-01-04 0.00000000 DKK 0.00000000 DKK 90431.00000000 DKK 58605.32000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 494400.00000000 OU Notional Amount -1174648.25000000 -0.01970151575 N/A DE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 Chiyoda Corp. Chiyoda Corp. Y equity-performance leg 2028-04-03 0.00000000 JPY 0.00000000 JPY 494400.00000000 JPY -81923.11000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 4600.00000000 OU Notional Amount -99488.71000000 -0.00166865134 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Nippon Television Holdings, Inc. Nippon Television Holdings, Inc. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 4600.00000000 JPY -5166.75000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 430840.00000000 OU Notional Amount USD 22817286.40000000 0.382697652288 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Alaska Air Group, Inc. Alaska Air Group, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 430840.00000000 USD -43084.00000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 87400.00000000 OU Notional Amount 1268697.77000000 0.021278939551 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Alfresa Holdings Corp. Alfresa Holdings Corp. Y equity-performance leg 2028-02-15 0.00000000 JPY 0.00000000 JPY 87400.00000000 JPY 60052.44000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 203708.00000000 OU Notional Amount 1412783.54000000 0.023695584762 N/A DE AU N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Qantas Airways Ltd. Qantas Airways Ltd. Y equity-performance leg 2026-08-19 0.00000000 AUD 0.00000000 AUD 203708.00000000 AUD -33707.46000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 108294.00000000 OU Notional Amount USD 16964255.10000000 0.284529040209 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Sea Ltd. Sea Ltd. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 108294.00000000 USD 813714.31000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 1299.00000000 OU Notional Amount USD -12951.03000000 -0.00021721815 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 HighPeak Energy, Inc. HighPeak Energy, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 1299.00000000 USD -1402.92000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 285.00000000 OU Notional Amount USD -509523.00000000 -0.00854585652 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 White Mountains Insurance Group Ltd. White Mountains Insurance Group Ltd. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 285.00000000 USD 1011.75000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 56559.00000000 OU Notional Amount USD -917386.98000000 -0.01538666068 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Daktronics, Inc. Daktronics, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 56559.00000000 USD -13574.16000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 329675.00000000 OU Notional Amount USD 6900097.75000000 0.115730291639 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Teradata Corp. Teradata Corp. Y equity-performance leg 2027-02-08 0.00000000 USD 0.00000000 USD 329675.00000000 USD -382423.00000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 30635.00000000 OU Notional Amount USD -2599686.10000000 -0.04360263309 N/A DE US N 2 BNP Paribas 549300FWX3HQBUJIR891 Merit Medical Systems, Inc. Merit Medical Systems, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 30635.00000000 USD 267749.90000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 103100.00000000 OU Notional Amount 1518174.01000000 0.025463222015 N/A DE JP N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Obayashi Corp. Obayashi Corp. Y equity-performance leg 2026-08-19 0.00000000 JPY 0.00000000 JPY 103100.00000000 JPY 13110.02000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 4938.00000000 OU Notional Amount USD -543575.04000000 -0.00911698648 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Lumentum Holdings, Inc. Lumentum Holdings, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 4938.00000000 USD -38769.72000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 4132.00000000 OU Notional Amount USD -734504.32000000 -0.01231930361 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Marzetti Co. Marzetti Co. Y equity-performance leg 2027-01-04 0.00000000 USD 0.00000000 USD 4132.00000000 USD 5550.87000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1000.00000000 OU Notional Amount -178.34000000 -0.00000299116 N/A DE HK N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 AustAsia Group Ltd. AustAsia Group Ltd. Y equity-performance leg 2026-08-19 0.00000000 HKD 0.00000000 HKD 1000.00000000 HKD -3.82000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 7600.00000000 OU Notional Amount -204276.04000000 -0.00342617257 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Freee KK Freee KK Y equity-performance leg 2028-02-15 0.00000000 JPY 0.00000000 JPY 7600.00000000 JPY -12048.70000000 N N N HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 000000000 2245333.40000000 OU Notional Amount -595.14000000 -0.00000998184 N/A DE DE N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 Eurex Swiss Market New Index Futures SMU5 Index Y Fixed payment equal to the notional value in field C.11.f.iv.1 equity-performance leg 2025-09-19 0.00000000 CHF 0.00000000 CHF 2245333.40000000 CHF -595.14000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 492019.00000000 OU Notional Amount -10622752.93000000 -0.17816766358 N/A DE AU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Westpac Banking Corp. Westpac Banking Corp. Y equity-performance leg 2027-09-09 0.00000000 AUD 0.00000000 AUD 492019.00000000 AUD -94933.75000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 59005.00000000 OU Notional Amount -1057780.21000000 -0.01774137361 N/A DE GB N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Standard Chartered PLC Standard Chartered PLC Y equity-performance leg 2025-12-08 0.00000000 GBP 0.00000000 GBP 59005.00000000 GBP -5271.63000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 192500.00000000 OU Notional Amount 5046341.19000000 0.084638589015 N/A DE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 Sumitomo Mitsui Trust Group, Inc. Sumitomo Mitsui Trust Group, Inc. Y equity-performance leg 2028-04-18 0.00000000 JPY 0.00000000 JPY 192500.00000000 JPY 39526.64000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 7740.00000000 OU Notional Amount -501271.32000000 -0.00840745713 N/A DE FR N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Vicat SACA Vicat SACA Y equity-performance leg 2028-02-15 0.00000000 EUR 0.00000000 EUR 7740.00000000 EUR 58131.00000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 17027.00000000 OU Notional Amount -25865.83000000 -0.00043382864 N/A DE GB N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Sigmaroc PLC Sigmaroc PLC Y equity-performance leg 2028-02-15 0.00000000 GBP 0.00000000 GBP 17027.00000000 GBP -293.78000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 13755.00000000 OU Notional Amount USD -492841.65000000 -0.00826607244 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 RCI Hospitality Holdings, Inc. RCI Hospitality Holdings, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 13755.00000000 USD 31086.30000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 10575.00000000 OU Notional Amount -620538.58000000 -0.01040783963 N/A DE FR N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Eurazeo SE Eurazeo SE Y equity-performance leg 2026-08-19 0.00000000 EUR 0.00000000 EUR 10575.00000000 EUR 127199.23000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 161504.00000000 OU Notional Amount 18335471.46000000 0.307527449072 N/A DE AU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Commonwealth Bank of Australia Commonwealth Bank of Australia Y equity-performance leg 2027-09-09 0.00000000 AUD 0.00000000 AUD 161504.00000000 AUD -3475.10000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 80000.00000000 OU Notional Amount -92215.92000000 -0.00154667016 N/A DE HK N 2 UBS AG BFM8T61CT2L1QCEMIK50 Sino Land Co. Ltd. Sino Land Co. Ltd. Y equity-performance leg 2029-09-03 0.00000000 HKD 0.00000000 HKD 80000.00000000 HKD -3756.76000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 4070250.00000000 OU Notional Amount 11004220.23000000 0.184565735532 N/A DE GB N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Grainger PLC Grainger PLC Y equity-performance leg 2026-12-10 0.00000000 GBP 0.00000000 GBP 4070250.00000000 GBP -533999.34000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 194373.00000000 OU Notional Amount -7672290.37000000 -0.12868171353 N/A DE NO N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Vend Marketplaces ASA Vend Marketplaces ASA Y equity-performance leg 2028-02-15 0.00000000 NOK 0.00000000 NOK 194373.00000000 NOK -865210.59000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 13330.00000000 OU Notional Amount USD -140098.30000000 -0.00234976629 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Avadel Pharmaceuticals PLC Avadel Pharmaceuticals PLC Y equity-performance leg 2028-04-21 0.00000000 USD 0.00000000 USD 13330.00000000 USD 9504.29000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 386500.00000000 OU Notional Amount -1735483.32000000 -0.02910799209 N/A DE HK N 2 Citibank NA E57ODZWZ7FF32TWEFA76 BOC Hong Kong Holdings Ltd. BOC Hong Kong Holdings Ltd. Y equity-performance leg 2026-02-25 0.00000000 HKD 0.00000000 HKD 386500.00000000 HKD 62651.04000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 304252.00000000 OU Notional Amount USD -2619609.72000000 -0.04393679739 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Ecovyst, Inc. Ecovyst, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 304252.00000000 USD -27382.68000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 4000.00000000 OU Notional Amount -153959.14000000 -0.00258224402 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Ain Holdings, Inc. Ain Holdings, Inc. Y equity-performance leg 2028-02-15 0.00000000 JPY 0.00000000 JPY 4000.00000000 JPY 1144.82000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 63390.00000000 OU Notional Amount USD 1427542.80000000 0.023943131033 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Ultra Clean Holdings, Inc. Ultra Clean Holdings, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 63390.00000000 USD -91915.50000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 321495.00000000 OU Notional Amount USD 16441254.30000000 0.275757130404 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Fox Corp. Fox Corp. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 321495.00000000 USD -72859.81000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 65932.00000000 OU Notional Amount USD -7654705.20000000 -0.12838677034 N/A DE KY N 2 BNP Paribas 549300FWX3HQBUJIR891 SharkNinja, Inc. SharkNinja, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 65932.00000000 USD -295766.91000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 3222627.00000000 OU Notional Amount -8110279.87000000 -0.13602779100 N/A DE GB N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 LondonMetric Property PLC LondonMetric Property PLC Y equity-performance leg 2025-12-08 0.00000000 GBP 0.00000000 GBP 3222627.00000000 GBP 383520.59000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 6800.00000000 OU Notional Amount 1081055.04000000 0.018131745315 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Tokyo Electron Ltd. Tokyo Electron Ltd. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 6800.00000000 JPY -156583.77000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 112000.00000000 OU Notional Amount -5488397.24000000 -0.09205287174 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Meiko Electronics Co. Ltd. Meiko Electronics Co. Ltd. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 112000.00000000 JPY -276784.64000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 20297.00000000 OU Notional Amount USD 2761000.91000000 0.046308248391 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Wix.com Ltd. Wix.com Ltd. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 20297.00000000 USD -522343.30000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 45848.00000000 OU Notional Amount USD -1277783.76000000 -0.02143133221 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Braze, Inc. Braze, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 45848.00000000 USD 40666.51000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 4778.00000000 OU Notional Amount USD 1106298.12000000 0.018555129029 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Paycom Software, Inc. Paycom Software, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 4778.00000000 USD -34700.23000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 384.00000000 OU Notional Amount 51506.60000000 0.000863882520 N/A DE DE N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Atoss Software SE Atoss Software SE Y equity-performance leg 2027-01-04 0.00000000 EUR 0.00000000 EUR 384.00000000 EUR -11945.60000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1981274.00000000 OU Notional Amount -3525103.56000000 -0.05912398314 N/A DE AU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Fletcher Building Ltd. Fletcher Building Ltd. Y equity-performance leg 2027-05-12 0.00000000 AUD 0.00000000 AUD 1981274.00000000 AUD 71542.21000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 72602.00000000 OU Notional Amount 2481062.21000000 0.041613041371 N/A DE IT N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Avio SpA Avio SpA Y equity-performance leg 2026-12-10 0.00000000 EUR 0.00000000 EUR 72602.00000000 EUR 80224.24000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 4804.00000000 OU Notional Amount USD -262922.92000000 -0.00440981378 N/A DE US N 2 BNP Paribas 549300FWX3HQBUJIR891 RadNet, Inc. RadNet, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 4804.00000000 USD 18291.23000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 78890.00000000 OU Notional Amount -6315833.17000000 -0.10593084927 N/A DE FI N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Orion OYJ Orion OYJ Y equity-performance leg 2025-12-08 0.00000000 EUR 0.00000000 EUR 78890.00000000 EUR -244088.56000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 207651.00000000 OU Notional Amount USD -6802646.76000000 -0.11409581747 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Kulicke & Soffa Industries, Inc. Kulicke & Soffa Industries, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 207651.00000000 USD 849292.59000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 41422.00000000 OU Notional Amount USD 7040083.12000000 0.118078163840 N/A DE US N 2 BNP Paribas 549300FWX3HQBUJIR891 ITT, Inc. ITT, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 41422.00000000 USD 581150.66000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1553821.00000000 OU Notional Amount -11816714.69000000 -0.19819311071 N/A DE GB N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Land Securities Group PLC Land Securities Group PLC Y equity-performance leg 2025-12-08 0.00000000 GBP 0.00000000 GBP 1553821.00000000 GBP 571990.87000000 N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967424 255000.00000000 NS USD 23893500.00000000 0.400748195672 Long EC CORP US N 1 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 5800.00000000 OU Notional Amount -307824.08000000 -0.00516290809 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Kurabo Industries Ltd. Kurabo Industries Ltd. Y equity-performance leg 2028-02-15 0.00000000 JPY 0.00000000 JPY 5800.00000000 JPY -20164.33000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 149002.00000000 OU Notional Amount USD 6404105.96000000 0.107411384199 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Ionis Pharmaceuticals, Inc. Ionis Pharmaceuticals, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 149002.00000000 USD 244363.28000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 6057.00000000 OU Notional Amount 4103849.43000000 0.068830864226 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Daiwa Securities Living Investments Corp. Daiwa Securities Living Investments Corp. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 6057.00000000 JPY 4273.13000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 29088.00000000 OU Notional Amount 878350.12000000 0.014731923985 N/A DE CA N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Ag Growth International, Inc. Ag Growth International, Inc. Y equity-performance leg 2028-02-15 0.00000000 CAD 0.00000000 CAD 29088.00000000 CAD -17447.94000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 1374462.00000000 OU Notional Amount -1643848.45000000 -0.02757106745 N/A DE AU N 2 BNP Paribas 549300FWX3HQBUJIR891 Karoon Energy Ltd. Karoon Energy Ltd. Y equity-performance leg 2027-03-22 0.00000000 AUD 0.00000000 AUD 1374462.00000000 AUD 57399.01000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 51221.00000000 OU Notional Amount -255930.34000000 -0.00429253236 N/A DE GB N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 International Consolidated Airlines Group SA International Consolidated Airlines Group SA Y equity-performance leg 2025-12-08 0.00000000 GBP 0.00000000 GBP 51221.00000000 GBP 4906.19000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 210244.00000000 OU Notional Amount -7814057.85000000 -0.13105947576 N/A DE SE N 2 UBS AG BFM8T61CT2L1QCEMIK50 Holmen AB Holmen AB Y equity-performance leg 2029-09-03 0.00000000 SEK 0.00000000 SEK 210244.00000000 SEK 320752.48000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 93665.00000000 OU Notional Amount -224162.71000000 -0.00375971714 N/A DE AU N 2 BNP Paribas 549300FWX3HQBUJIR891 Scentre Group Scentre Group Y equity-performance leg 2026-09-07 0.00000000 AUD 0.00000000 AUD 93665.00000000 AUD 2195.33000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 3658.00000000 OU Notional Amount USD 250792.48000000 0.004206358794 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Chefs' Warehouse, Inc. Chefs' Warehouse, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 3658.00000000 USD -9.15000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 310552.00000000 OU Notional Amount USD -1279474.24000000 -0.02145968539 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Medical Properties Trust, Inc. Medical Properties Trust, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 310552.00000000 USD -15527.60000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 22889.00000000 OU Notional Amount USD 6850906.59000000 0.114905244299 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 American Express Co. American Express Co. Y equity-performance leg 2027-02-05 0.00000000 USD 0.00000000 USD 22889.00000000 USD -92908.06000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 204568.00000000 OU Notional Amount USD -3780416.64000000 -0.06340616265 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Blackstone Mortgage Trust, Inc. Blackstone Mortgage Trust, Inc. Y equity-performance leg 2027-01-04 0.00000000 USD 0.00000000 USD 204568.00000000 USD 195726.23000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1544500.00000000 OU Notional Amount -4058447.97000000 -0.06806937875 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Mitsubishi Motors Corp. Mitsubishi Motors Corp. Y equity-performance leg 2027-09-09 0.00000000 JPY 0.00000000 JPY 1544500.00000000 JPY 42936.40000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 13854.00000000 OU Notional Amount -254830.22000000 -0.00427408085 N/A DE GB N 2 UBS AG BFM8T61CT2L1QCEMIK50 GSK PLC GSK PLC Y equity-performance leg 2029-09-03 0.00000000 GBP 0.00000000 GBP 13854.00000000 GBP 4559.18000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 46312.00000000 OU Notional Amount USD -3740620.24000000 -0.06273868675 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Dexcom, Inc. Dexcom, Inc. Y equity-performance leg 2027-01-06 0.00000000 USD 0.00000000 USD 46312.00000000 USD 335789.91000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 438000.00000000 OU Notional Amount 15729988.55000000 0.263827590322 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Secom Co. Ltd. Secom Co. Ltd. Y equity-performance leg 2028-03-15 0.00000000 JPY 0.00000000 JPY 438000.00000000 JPY 376228.17000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 2331018.00000000 OU Notional Amount 11356335.15000000 0.190471501488 N/A DE AU N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Bank of Queensland Ltd. Bank of Queensland Ltd. Y equity-performance leg 2027-01-06 0.00000000 AUD 0.00000000 AUD 2331018.00000000 AUD -146740.11000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 16900.00000000 OU Notional Amount -353237.36000000 -0.00592459182 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Roland Corp. Roland Corp. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 16900.00000000 JPY -5586.15000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 74769.00000000 OU Notional Amount -6105212.00000000 -0.10239825447 N/A DE CH N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Landis & Gyr Group AG Landis & Gyr Group AG Y equity-performance leg 2025-12-08 0.00000000 CHF 0.00000000 CHF 74769.00000000 CHF -554592.86000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 97320.00000000 OU Notional Amount -3823637.78000000 -0.06413107921 N/A DE GB N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Renishaw PLC Renishaw PLC Y equity-performance leg 2025-12-08 0.00000000 GBP 0.00000000 GBP 97320.00000000 GBP -97285.80000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 156227.00000000 OU Notional Amount USD -1634134.42000000 -0.02740814113 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Xponential Fitness, Inc. Xponential Fitness, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 156227.00000000 USD -53117.18000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 4400.00000000 OU Notional Amount -105239.63000000 -0.00176510732 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 NSD Co. Ltd. NSD Co. Ltd. Y equity-performance leg 2028-02-15 0.00000000 JPY 0.00000000 JPY 4400.00000000 JPY 232.82000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 193370.00000000 OU Notional Amount USD -12213249.20000000 -0.20484389395 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Bancorp, Inc. Bancorp, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 193370.00000000 USD 761877.80000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 151489.00000000 OU Notional Amount USD -1325528.75000000 -0.02223212400 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Sunstone Hotel Investors, Inc. Sunstone Hotel Investors, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 151489.00000000 USD 24238.24000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 14144.00000000 OU Notional Amount USD -519084.80000000 -0.00870622960 N/A DE US N 2 BNP Paribas 549300FWX3HQBUJIR891 Chewy, Inc. Chewy, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 14144.00000000 USD -5551.52000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 8086.00000000 OU Notional Amount USD -459689.10000000 -0.00771002897 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 American Superconductor Corp. American Superconductor Corp. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 8086.00000000 USD -126899.07000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 71600.00000000 OU Notional Amount 728491.20000000 0.012218449953 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Create Restaurants Holdings, Inc. Create Restaurants Holdings, Inc. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 71600.00000000 JPY -12314.06000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 129392.00000000 OU Notional Amount USD -2959195.04000000 -0.04963241354 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Applied Optoelectronics, Inc. Applied Optoelectronics, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 129392.00000000 USD 824227.04000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 10400.00000000 OU Notional Amount -102685.55000000 -0.00172226960 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Chiba Kogyo Bank Ltd. Chiba Kogyo Bank Ltd. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 10400.00000000 JPY 2960.41000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 133092.00000000 OU Notional Amount USD -1255057.56000000 -0.02105016228 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 AGNC Investment Corp. AGNC Investment Corp. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 133092.00000000 USD -26884.49000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 13300.00000000 OU Notional Amount 308959.63000000 0.005181953847 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Nihon Chouzai Co. Ltd. Nihon Chouzai Co. Ltd. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 13300.00000000 JPY 7168.92000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 2203.00000000 OU Notional Amount -191506.60000000 -0.00321200010 N/A DE IL N 2 BNP Paribas 549300FWX3HQBUJIR891 Menora Mivtachim Holdings Ltd. Menora Mivtachim Holdings Ltd. Y equity-performance leg 2027-06-17 0.00000000 ILS 0.00000000 ILS 2203.00000000 ILS 8019.31000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 95104.00000000 OU Notional Amount USD -1570167.04000000 -0.02633526307 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 First Commonwealth Financial Corp. First Commonwealth Financial Corp. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 95104.00000000 USD -1656.07000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 2598400.00000000 OU Notional Amount -15450313.74000000 -0.25913680933 N/A DE SG N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Sembcorp Industries Ltd. Sembcorp Industries Ltd. Y equity-performance leg 2028-02-15 0.00000000 SGD 0.00000000 SGD 2598400.00000000 SGD -88322.30000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 58809.00000000 OU Notional Amount -673457.01000000 -0.01129540174 N/A DE DE N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Suedzucker AG Suedzucker AG Y equity-performance leg 2027-01-04 0.00000000 EUR 0.00000000 EUR 58809.00000000 EUR 36356.71000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 236313.00000000 OU Notional Amount USD 6985412.28000000 0.117161209836 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Moderna, Inc. Moderna, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 236313.00000000 USD -706987.97000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 461265.00000000 OU Notional Amount USD -8976216.90000000 -0.15055151931 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Starwood Property Trust, Inc. Starwood Property Trust, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 461265.00000000 USD 576581.25000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 4630.00000000 OU Notional Amount USD -152141.80000000 -0.00255176310 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Orrstown Financial Services, Inc. Orrstown Financial Services, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 4630.00000000 USD 7968.69000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 110600.00000000 OU Notional Amount 3605421.69000000 0.060471100379 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Nissan Chemical Corp. Nissan Chemical Corp. Y equity-performance leg 2027-09-09 0.00000000 JPY 0.00000000 JPY 110600.00000000 JPY 68924.30000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 4500.00000000 OU Notional Amount -313116.89000000 -0.00525168052 N/A DE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 Fujita Kanko, Inc. Fujita Kanko, Inc. Y equity-performance leg 2028-04-03 0.00000000 JPY 0.00000000 JPY 4500.00000000 JPY 23299.81000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 32155.00000000 OU Notional Amount USD 1055327.10000000 0.017700229400 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 LiveRamp Holdings, Inc. LiveRamp Holdings, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 32155.00000000 USD 9188.03000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1252.00000000 OU Notional Amount -240898.40000000 -0.00404041262 N/A DE CH N 2 UBS AG BFM8T61CT2L1QCEMIK50 Sulzer AG Sulzer AG Y equity-performance leg 2030-04-02 0.00000000 CHF 0.00000000 CHF 1252.00000000 CHF -5426.19000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 100446.00000000 OU Notional Amount USD 11324282.04000000 0.189933898123 N/A DE US N 2 BNP Paribas 549300FWX3HQBUJIR891 AECOM AECOM Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 100446.00000000 USD -31138.26000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 115208.00000000 OU Notional Amount USD -4116381.84000000 -0.06904106117 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 TriMas Corp. TriMas Corp. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 115208.00000000 USD -567399.40000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 55335.00000000 OU Notional Amount USD -1132154.10000000 -0.01898879246 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Shoe Carnival, Inc. Shoe Carnival, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 55335.00000000 USD 99603.00000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 3725.00000000 OU Notional Amount -218582.15000000 -0.00366611849 N/A DE FR N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Eurazeo SE Eurazeo SE Y equity-performance leg 2026-08-19 0.00000000 EUR 0.00000000 EUR 3725.00000000 EUR 44805.40000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 3576400.00000000 OU Notional Amount 33830306.17000000 0.567410976068 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Panasonic Holdings Corp. Panasonic Holdings Corp. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 3576400.00000000 JPY -1721347.96000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 5511.00000000 OU Notional Amount -137894.32000000 -0.00231280054 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Richelieu Hardware Ltd. Richelieu Hardware Ltd. Y equity-performance leg 2027-01-04 0.00000000 CAD 0.00000000 CAD 5511.00000000 CAD -157.11000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 155901.00000000 OU Notional Amount USD 1959675.57000000 0.032868204690 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Paramount Global Paramount Global Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 155901.00000000 USD -84186.54000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 630268.00000000 OU Notional Amount USD -11023387.32000000 -0.18488721111 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 TripAdvisor, Inc. TripAdvisor, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 630268.00000000 USD 0.00000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 445203.00000000 OU Notional Amount USD -2368479.96000000 -0.03972478165 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Uniti Group, Inc. Uniti Group, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 445203.00000000 USD 44520.30000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 46107.00000000 OU Notional Amount USD -2670978.51000000 -0.04479836853 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 LyondellBasell Industries NV LyondellBasell Industries NV Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 46107.00000000 USD 176854.78000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 52100.00000000 OU Notional Amount -753323.49000000 -0.01263494378 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Yamato Holdings Co. Ltd. Yamato Holdings Co. Ltd. Y equity-performance leg 2027-09-09 0.00000000 JPY 0.00000000 JPY 52100.00000000 JPY -43521.69000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 598449.00000000 OU Notional Amount USD -16711688.33000000 -0.28029292254 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 nCino, Inc. nCino, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 598449.00000000 USD 1975891.71000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 848006.00000000 OU Notional Amount -4755345.42000000 -0.07975792984 N/A DE CA N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Capstone Copper Corp. Capstone Copper Corp. Y equity-performance leg 2028-02-15 0.00000000 CAD 0.00000000 CAD 848006.00000000 CAD 101879.69000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 330375.00000000 OU Notional Amount USD 2220120.00000000 0.037236448581 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Enhabit, Inc. Enhabit, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 330375.00000000 USD -67817.63000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 2417.00000000 OU Notional Amount USD -406080.17000000 -0.00681088561 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 TKO Group Holdings, Inc. TKO Group Holdings, Inc. Y equity-performance leg 2028-02-24 0.00000000 USD 0.00000000 USD 2417.00000000 USD -500.32000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 4856.00000000 OU Notional Amount USD 165395.36000000 0.002774055374 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Global Industrial Co. Global Industrial Co. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 4856.00000000 USD 31855.36000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 27603.00000000 OU Notional Amount -2660277.91000000 -0.04461889519 N/A DE NL N 2 UBS AG BFM8T61CT2L1QCEMIK50 EXOR NV EXOR NV Y equity-performance leg 2029-09-03 0.00000000 EUR 0.00000000 EUR 27603.00000000 EUR 187108.43000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 42300.00000000 OU Notional Amount -1027360.68000000 -0.01723116909 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Kadokawa Corp. Kadokawa Corp. Y equity-performance leg 2028-02-15 0.00000000 JPY 0.00000000 JPY 42300.00000000 JPY 34579.46000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 143579.00000000 OU Notional Amount USD -30842204.99000000 -0.51729374098 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 PTC, Inc. PTC, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 143579.00000000 USD -1719658.52000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 132074.00000000 OU Notional Amount -1341157.59000000 -0.02249425510 N/A DE AU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 PEXA Group Ltd. PEXA Group Ltd. Y equity-performance leg 2027-05-12 0.00000000 AUD 0.00000000 AUD 132074.00000000 AUD -251433.83000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 3191591.00000000 OU Notional Amount 12997999.66000000 0.218005939318 N/A DE ES N 2 UBS AG BFM8T61CT2L1QCEMIK50 Mapfre SA Mapfre SA Y equity-performance leg 2028-04-24 0.00000000 EUR 0.00000000 EUR 3191591.00000000 EUR 215850.34000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1408251.00000000 OU Notional Amount USD 11181512.94000000 0.187539336455 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Jamf Holding Corp. Jamf Holding Corp. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 1408251.00000000 USD -1023793.44000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 132200.00000000 OU Notional Amount -3523669.28000000 -0.05909992701 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Yokogawa Electric Corp. Yokogawa Electric Corp. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 132200.00000000 JPY -114151.32000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 1162500.00000000 OU Notional Amount 12975004.27000000 0.217620254464 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Japan Post Bank Co. Ltd. Japan Post Bank Co. Ltd. Y equity-performance leg 2028-02-15 0.00000000 JPY 0.00000000 JPY 1162500.00000000 JPY 311716.17000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 2533.00000000 OU Notional Amount -290578.41000000 -0.00487365909 N/A DE FR N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Cie de Saint-Gobain SA Cie de Saint-Gobain SA Y equity-performance leg 2025-12-08 0.00000000 EUR 0.00000000 EUR 2533.00000000 EUR 2101.53000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1014.00000000 OU Notional Amount 137003.25000000 0.002297855284 N/A DE NL N 2 Citibank NA E57ODZWZ7FF32TWEFA76 BE Semiconductor Industries NV BE Semiconductor Industries NV Y equity-performance leg 2026-07-06 0.00000000 EUR 0.00000000 EUR 1014.00000000 EUR -844.00000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 440900.00000000 OU Notional Amount 3069480.55000000 0.051482151717 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Daiwa Securities Group, Inc. Daiwa Securities Group, Inc. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 440900.00000000 JPY 70999.65000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 142100.00000000 OU Notional Amount -1729558.51000000 -0.02900861959 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Japan Investment Adviser Co. Ltd. Japan Investment Adviser Co. Ltd. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 142100.00000000 JPY 3906.89000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 43953.00000000 OU Notional Amount USD -11596119.99000000 -0.19449323718 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Marriott International, Inc. Marriott International, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 43953.00000000 USD 402169.95000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 48100.00000000 OU Notional Amount 734662.13000000 0.012321950447 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Mitsubishi Materials Corp. Mitsubishi Materials Corp. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 48100.00000000 JPY -16938.86000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1339.00000000 OU Notional Amount USD 10108767.11000000 0.169546955440 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 NVR, Inc. NVR, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 1339.00000000 USD -482080.17000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 66700.00000000 OU Notional Amount -1708367.35000000 -0.02865319576 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 PILLAR Corp. PILLAR Corp. Y equity-performance leg 2028-02-15 0.00000000 JPY 0.00000000 JPY 66700.00000000 JPY 3566.06000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 47300.00000000 OU Notional Amount -233950.55000000 -0.00392388142 N/A DE JP N 2 BNP Paribas 549300FWX3HQBUJIR891 Hyakugo Bank Ltd. Hyakugo Bank Ltd. Y equity-performance leg 2027-03-24 0.00000000 JPY 0.00000000 JPY 47300.00000000 JPY 2144.31000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 123300.00000000 OU Notional Amount 4076410.25000000 0.068370646933 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Daiwa House Industry Co. Ltd. Daiwa House Industry Co. Ltd. Y equity-performance leg 2028-02-15 0.00000000 JPY 0.00000000 JPY 123300.00000000 JPY 17628.21000000 N N N United States Treasury 254900HROIFWPRGM1V77 91282CJD4 15182000.00000000 PA USD 15187848.26000000 0.254734667853 Long DBT UST US N 2 2025-10-31 Floating 4.45000000 N N N N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 735.00000000 OU Notional Amount USD -174268.50000000 -0.00292287806 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Powell Industries, Inc. Powell Industries, Inc. Y equity-performance leg 2028-04-21 0.00000000 USD 0.00000000 USD 735.00000000 USD -11901.49000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 86052.00000000 OU Notional Amount -231462.55000000 -0.00388215201 N/A DE AU N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Silex Systems Ltd. Silex Systems Ltd. Y equity-performance leg 2026-08-19 0.00000000 AUD 0.00000000 AUD 86052.00000000 AUD 7347.02000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 108053.00000000 OU Notional Amount USD -11781018.59000000 -0.19759440614 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Wynn Resorts Ltd. Wynn Resorts Ltd. Y equity-performance leg 2027-01-06 0.00000000 USD 0.00000000 USD 108053.00000000 USD -142629.96000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 12191.00000000 OU Notional Amount 1668679.71000000 0.027987544015 N/A DE CH N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Komax Holding AG Komax Holding AG Y equity-performance leg 2026-12-10 0.00000000 CHF 0.00000000 CHF 12191.00000000 CHF 50289.65000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 298859.00000000 OU Notional Amount USD 6359719.52000000 0.106666922913 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Verint Systems, Inc. Verint Systems, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 298859.00000000 USD 436334.14000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 4442.00000000 OU Notional Amount -2125306.61000000 -0.03564621295 N/A DE CH N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Ypsomed Holding AG Ypsomed Holding AG Y equity-performance leg 2027-01-04 0.00000000 CHF 0.00000000 CHF 4442.00000000 CHF 250904.88000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1406346.00000000 OU Notional Amount 52464818.20000000 0.879954013850 N/A DE IT N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Generali Generali Y equity-performance leg 2025-12-08 0.00000000 EUR 0.00000000 EUR 1406346.00000000 EUR 1421306.41000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 94957.00000000 OU Notional Amount -21278429.94000000 -0.35688753866 N/A DE DK N 2 BNP Paribas 549300FWX3HQBUJIR891 DSV AS DSV AS Y equity-performance leg 2026-08-17 0.00000000 DKK 0.00000000 DKK 94957.00000000 DKK 1436684.27000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 172600.00000000 OU Notional Amount -2101897.99000000 -0.03525359729 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Osaka Soda Co. Ltd. Osaka Soda Co. Ltd. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 172600.00000000 JPY -7240.16000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 223500.00000000 OU Notional Amount -4010992.27000000 -0.06727343901 N/A DE JP N 2 BNP Paribas 549300FWX3HQBUJIR891 GS Yuasa Corp. GS Yuasa Corp. Y equity-performance leg 2027-03-24 0.00000000 JPY 0.00000000 JPY 223500.00000000 JPY 77480.31000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 34012.00000000 OU Notional Amount USD 4353536.00000000 0.073018674400 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Biogen, Inc. Biogen, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 34012.00000000 USD 5101.80000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 6044.00000000 OU Notional Amount USD -166451.76000000 -0.00279177359 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 MidWestOne Financial Group, Inc. MidWestOne Financial Group, Inc. Y equity-performance leg 2028-04-21 0.00000000 USD 0.00000000 USD 6044.00000000 USD 4787.56000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 232279.00000000 OU Notional Amount -22386215.03000000 -0.37546760755 N/A DE NL N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 EXOR NV EXOR NV Y equity-performance leg 2027-01-06 0.00000000 EUR 0.00000000 EUR 232279.00000000 EUR 1817100.68000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 9.00000000 OU Notional Amount -87.12000000 -0.00000146120 N/A DE NL N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 SIF Holding NV SIF Holding NV Y equity-performance leg 2026-08-19 0.00000000 EUR 0.00000000 EUR 9.00000000 EUR 5.07000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 80700.00000000 OU Notional Amount 2898196.52000000 0.048609329989 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Secom Co. Ltd. Secom Co. Ltd. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 80700.00000000 JPY 17547.82000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 29889.00000000 OU Notional Amount -514506.69000000 -0.00862944431 N/A DE FI N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 TietoEVRY OYJ TietoEVRY OYJ Y equity-performance leg 2026-08-19 0.00000000 EUR 0.00000000 EUR 29889.00000000 EUR 56230.89000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 542681.00000000 OU Notional Amount -6611466.75000000 -0.11088929503 N/A DE GB N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 HSBC Holdings PLC HSBC Holdings PLC Y equity-performance leg 2025-12-08 0.00000000 GBP 0.00000000 GBP 542681.00000000 GBP 352091.42000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 492300.00000000 OU Notional Amount 9249401.69000000 0.155133447938 N/A DE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 Kanematsu Corp. Kanematsu Corp. Y equity-performance leg 2028-04-03 0.00000000 JPY 0.00000000 JPY 492300.00000000 JPY -131599.62000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 127771.00000000 OU Notional Amount -402074.95000000 -0.00674370898 N/A DE ES N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Ence Energia y Celulosa SA Ence Energia y Celulosa SA Y equity-performance leg 2025-12-08 0.00000000 EUR 0.00000000 EUR 127771.00000000 EUR 23035.49000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 702849.00000000 OU Notional Amount -6240755.72000000 -0.10467163012 N/A DE ES N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Melia Hotels International SA Melia Hotels International SA Y equity-performance leg 2025-12-08 0.00000000 EUR 0.00000000 EUR 702849.00000000 EUR -123180.63000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 128396.00000000 OU Notional Amount 1148653.80000000 0.019265529863 N/A DE NO N 2 UBS AG BFM8T61CT2L1QCEMIK50 Wallenius Wilhelmsen ASA Wallenius Wilhelmsen ASA Y equity-performance leg 2028-04-24 0.00000000 NOK 0.00000000 NOK 128396.00000000 NOK 48295.39000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 82633.00000000 OU Notional Amount 6486000.93000000 0.108784948619 N/A DE NL N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Heineken NV Heineken NV Y equity-performance leg 2026-06-25 0.00000000 EUR 0.00000000 EUR 82633.00000000 EUR -759377.55000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 3291.00000000 OU Notional Amount -5644560.60000000 -0.09467208553 N/A DE NL N 2 UBS AG BFM8T61CT2L1QCEMIK50 Adyen NV Adyen NV Y equity-performance leg 2028-04-18 0.00000000 EUR 0.00000000 EUR 3291.00000000 EUR 139885.89000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 2285600.00000000 OU Notional Amount -5173127.48000000 -0.08676508270 N/A DE SG N 2 BNP Paribas 549300FWX3HQBUJIR891 Wilmar International Ltd. Wilmar International Ltd. Y equity-performance leg 2027-03-22 0.00000000 SGD 0.00000000 SGD 2285600.00000000 SGD 71928.92000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 26943.00000000 OU Notional Amount -27907493.49000000 -0.46807197195 N/A DE CH N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Swiss Life Holding AG Swiss Life Holding AG Y equity-performance leg 2025-12-08 0.00000000 CHF 0.00000000 CHF 26943.00000000 CHF -674771.58000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 1086569.00000000 OU Notional Amount -7419203.78000000 -0.12443687731 N/A DE NZ N 2 BNP Paribas 549300FWX3HQBUJIR891 Infratil Ltd. Infratil Ltd. Y equity-performance leg 2026-09-07 0.00000000 NZD 0.00000000 NZD 1086569.00000000 NZD -344737.42000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 82976.00000000 OU Notional Amount -223188.73000000 -0.00374338128 N/A DE AU N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Silex Systems Ltd. Silex Systems Ltd. Y equity-performance leg 2027-01-06 0.00000000 AUD 0.00000000 AUD 82976.00000000 AUD 7919.17000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -3797.16000000 -0.00006368698 N/A DFE CA N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 341609.65000000 USD 467000.00000000 CAD 2025-09-17 -3797.16000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 814643.00000000 OU Notional Amount 1820351.95000000 0.030531431537 N/A DE GB N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Quilter PLC Quilter PLC Y equity-performance leg 2025-12-08 0.00000000 GBP 0.00000000 GBP 814643.00000000 GBP 39771.75000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 24923.00000000 OU Notional Amount USD -257454.59000000 -0.00431809749 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 SoundHound AI, Inc. SoundHound AI, Inc. Y equity-performance leg 2028-04-21 0.00000000 USD 0.00000000 USD 24923.00000000 USD 24175.31000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 11300.00000000 OU Notional Amount -487206.07000000 -0.00817155098 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Tokyo Kiraboshi Financial Group, Inc. Tokyo Kiraboshi Financial Group, Inc. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 11300.00000000 JPY 18426.28000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 69039.00000000 OU Notional Amount 333120.06000000 0.005587179064 N/A DE GB N 2 BNP Paribas 549300FWX3HQBUJIR891 Bytes Technology Group PLC Bytes Technology Group PLC Y equity-performance leg 2027-03-17 0.00000000 GBP 0.00000000 GBP 69039.00000000 GBP 28159.93000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 100600.00000000 OU Notional Amount -1225092.34000000 -0.02054757757 N/A DE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Osaka Soda Co. Ltd. Osaka Soda Co. Ltd. Y equity-performance leg 2027-01-06 0.00000000 JPY 0.00000000 JPY 100600.00000000 JPY 68056.77000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 857087.00000000 OU Notional Amount 27792233.62000000 0.466138802474 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Teck Resources Ltd. Teck Resources Ltd. Y equity-performance leg 2027-01-06 0.00000000 CAD 0.00000000 CAD 857087.00000000 CAD -5421502.01000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -25440.24000000 -0.00042669053 N/A DFE JP N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 1200976.17000000 USD 176405000.00000000 JPY 2025-09-17 -25440.24000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 167640.00000000 OU Notional Amount 4134271.40000000 0.069341109672 N/A DE GB N 2 UBS AG BFM8T61CT2L1QCEMIK50 Antofagasta PLC Antofagasta PLC Y equity-performance leg 2028-04-18 0.00000000 GBP 0.00000000 GBP 167640.00000000 GBP -158192.27000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 132785.00000000 OU Notional Amount -9881318.60000000 -0.16573212797 N/A DE DE N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Fraport AG Frankfurt Airport Services Worldwide Fraport AG Frankfurt Airport Services Worldwide Y equity-performance leg 2026-12-10 0.00000000 EUR 0.00000000 EUR 132785.00000000 EUR 384112.14000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 90755.00000000 OU Notional Amount USD 22098842.50000000 0.370647718347 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Lincoln Electric Holdings, Inc. Lincoln Electric Holdings, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 90755.00000000 USD 2193548.35000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 16700.00000000 OU Notional Amount -183484.53000000 -0.00307745178 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Kobe Steel Ltd. Kobe Steel Ltd. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 16700.00000000 JPY -137.67000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1152939.00000000 OU Notional Amount -3260572.10000000 -0.05468719048 N/A DE AU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Domain Holdings Australia Ltd. Domain Holdings Australia Ltd. Y equity-performance leg 2027-05-12 0.00000000 AUD 0.00000000 AUD 1152939.00000000 AUD 43535.45000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 49700.00000000 OU Notional Amount -1361263.28000000 -0.02283147313 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Tokyo Ohka Kogyo Co. Ltd. Tokyo Ohka Kogyo Co. Ltd. Y equity-performance leg 2028-03-15 0.00000000 JPY 0.00000000 JPY 49700.00000000 JPY 1642.90000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 25039.00000000 OU Notional Amount -871558.15000000 -0.01461800724 N/A DE CA N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 First National Financial Corp. First National Financial Corp. Y equity-performance leg 2025-12-23 0.00000000 CAD 0.00000000 CAD 25039.00000000 CAD -77753.11000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 29600.00000000 OU Notional Amount -2001142.24000000 -0.03356369481 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Square Enix Holdings Co. Ltd. Square Enix Holdings Co. Ltd. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 29600.00000000 JPY 12303.87000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 151435.00000000 OU Notional Amount USD 8524276.15000000 0.142971447738 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Century Communities, Inc. Century Communities, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 151435.00000000 USD -1125162.05000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 58600.00000000 OU Notional Amount 923678.22000000 0.015492179046 N/A DE JP N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Okamura Corp. Okamura Corp. Y equity-performance leg 2026-08-19 0.00000000 JPY 0.00000000 JPY 58600.00000000 JPY 6029.50000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 3455.00000000 OU Notional Amount 2667076.91000000 0.044732929851 N/A DE DE N 2 UBS AG BFM8T61CT2L1QCEMIK50 Rational AG Rational AG Y equity-performance leg 2029-09-03 0.00000000 EUR 0.00000000 EUR 3455.00000000 EUR -192733.77000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 20890692.00000000 OU Notional Amount 4836179.15000000 0.081113694867 N/A DE AU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Vault Minerals Ltd. Vault Minerals Ltd. Y equity-performance leg 2027-05-12 0.00000000 AUD 0.00000000 AUD 20890692.00000000 AUD -777014.70000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 36300.00000000 OU Notional Amount -1158039.63000000 -0.01942295152 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 TIS, Inc. TIS, Inc. Y equity-performance leg 2028-02-15 0.00000000 JPY 0.00000000 JPY 36300.00000000 JPY -54566.45000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 19923.00000000 OU Notional Amount USD -563422.44000000 -0.00944987240 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Thermon Group Holdings, Inc. Thermon Group Holdings, Inc. Y equity-performance leg 2028-04-21 0.00000000 USD 0.00000000 USD 19923.00000000 USD -13547.64000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 20250.00000000 OU Notional Amount -1562919.64000000 -0.02621370773 N/A DE DK N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Chemometec AS Chemometec AS Y equity-performance leg 2028-02-15 0.00000000 DKK 0.00000000 DKK 20250.00000000 DKK 98993.30000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 239739.00000000 OU Notional Amount USD 13084954.62000000 0.219464371248 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 BellRing Brands, Inc. BellRing Brands, Inc. Y equity-performance leg 2028-04-18 0.00000000 USD 0.00000000 USD 239739.00000000 USD -448373.74000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 2088.00000000 OU Notional Amount 110485.37000000 0.001853090282 N/A DE DE N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Nagarro SE Nagarro SE Y equity-performance leg 2026-06-25 0.00000000 EUR 0.00000000 EUR 2088.00000000 EUR -5586.98000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1073461.00000000 OU Notional Amount USD -10466244.75000000 -0.17554266637 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Two Harbors Investment Corp. Two Harbors Investment Corp. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 1073461.00000000 USD 621147.71000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 49645.00000000 OU Notional Amount USD -6778528.30000000 -0.11369129619 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Ross Stores, Inc. Ross Stores, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 49645.00000000 USD -62293.20000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 8300.00000000 OU Notional Amount -111676.57000000 -0.00187306940 N/A DE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 Fixstars Corp. Fixstars Corp. Y equity-performance leg 2028-04-03 0.00000000 JPY 0.00000000 JPY 8300.00000000 JPY -9024.32000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 23881.00000000 OU Notional Amount -1235551.33000000 -0.02072299856 N/A DE DK N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Zealand Pharma AS Zealand Pharma AS Y equity-performance leg 2026-05-11 0.00000000 DKK 0.00000000 DKK 23881.00000000 DKK 84886.02000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 337900.00000000 OU Notional Amount -7943788.08000000 -0.13323534600 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Asics Corp. Asics Corp. Y equity-performance leg 2028-03-15 0.00000000 JPY 0.00000000 JPY 337900.00000000 JPY 325801.12000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 20800.00000000 OU Notional Amount 545469.07000000 0.009148753660 N/A DE JP N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Inaba Denki Sangyo Co. Ltd. Inaba Denki Sangyo Co. Ltd. Y equity-performance leg 2026-08-19 0.00000000 JPY 0.00000000 JPY 20800.00000000 JPY -17795.85000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 5700.00000000 OU Notional Amount -171216.95000000 -0.00287169664 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 TKC Corp. TKC Corp. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 5700.00000000 JPY 1871.37000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 303639.00000000 OU Notional Amount USD 2611295.40000000 0.043797347392 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Cerence, Inc. Cerence, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 303639.00000000 USD -537441.03000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 173703.00000000 OU Notional Amount USD 3328149.48000000 0.055820616445 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Shutterstock, Inc. Shutterstock, Inc. Y equity-performance leg 2028-04-21 0.00000000 USD 0.00000000 USD 173703.00000000 USD 147647.55000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 83615.00000000 OU Notional Amount -24197113.10000000 -0.40584047608 N/A DE DE N 2 BNP Paribas 549300FWX3HQBUJIR891 Deutsche Boerse AG Deutsche Boerse AG Y equity-performance leg 2027-03-24 0.00000000 EUR 0.00000000 EUR 83615.00000000 EUR 1176976.60000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 361874.00000000 OU Notional Amount -1341770.34000000 -0.02250453231 N/A DE AU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Harvey Norman Holdings Ltd. Harvey Norman Holdings Ltd. Y equity-performance leg 2027-05-12 0.00000000 AUD 0.00000000 AUD 361874.00000000 AUD -7778.48000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 51546.00000000 OU Notional Amount USD 9337042.44000000 0.156603382122 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Dover Corp. Dover Corp. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 51546.00000000 USD -305667.78000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 3430454.00000000 OU Notional Amount -2883631.29000000 -0.04836503804 N/A DE GB N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Hays PLC Hays PLC Y equity-performance leg 2026-08-19 0.00000000 GBP 0.00000000 GBP 3430454.00000000 GBP 204377.47000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 408405.00000000 OU Notional Amount -8817516.01000000 -0.14788974538 N/A DE AU N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Westpac Banking Corp. Westpac Banking Corp. Y equity-performance leg 2027-01-06 0.00000000 AUD 0.00000000 AUD 408405.00000000 AUD -78800.64000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 12900.00000000 OU Notional Amount 134878.29000000 0.002262214884 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Noritsu Koki Co. Ltd. Noritsu Koki Co. Ltd. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 12900.00000000 JPY -3462.75000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 32268.00000000 OU Notional Amount -1352573.21000000 -0.02268572094 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Capital Power Corp. Capital Power Corp. Y equity-performance leg 2027-01-06 0.00000000 CAD 0.00000000 CAD 32268.00000000 CAD 37549.69000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1943137.00000000 OU Notional Amount 13476309.08000000 0.226028273301 N/A DE AU N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Qantas Airways Ltd. Qantas Airways Ltd. Y equity-performance leg 2027-01-06 0.00000000 AUD 0.00000000 AUD 1943137.00000000 AUD -407443.48000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 21928.00000000 OU Notional Amount USD 2637719.12000000 0.044240533117 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 XPO, Inc. XPO, Inc. Y equity-performance leg 2028-02-24 0.00000000 USD 0.00000000 USD 21928.00000000 USD -238965.19000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 294346.00000000 OU Notional Amount 7699657.78000000 0.129140727086 N/A DE AU N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Technology One Ltd. Technology One Ltd. Y equity-performance leg 2027-01-06 0.00000000 AUD 0.00000000 AUD 294346.00000000 AUD -72270.13000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 419847.00000000 OU Notional Amount 210504.77000000 0.003530642507 N/A DE SE N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Samhallsbyggnadsbolaget i Norden AB Samhallsbyggnadsbolaget i Norden AB Y equity-performance leg 2026-07-29 0.00000000 SEK 0.00000000 SEK 419847.00000000 SEK -18308.82000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 10546.00000000 OU Notional Amount 1057280.95000000 0.017732999896 N/A DE GB N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Lion Finance Group PLC Lion Finance Group PLC Y equity-performance leg 2025-12-08 0.00000000 GBP 0.00000000 GBP 10546.00000000 GBP 39782.39000000 N N N United States Treasury 254900HROIFWPRGM1V77 912797NA1 27600000.00000000 PA USD 27307474.52000000 0.458008292726 Long DBT UST US N 2 2025-10-30 None 0.00000000 N N N N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 37204.00000000 OU Notional Amount USD 1805138.08000000 0.030276260426 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Power Integrations, Inc. Power Integrations, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 37204.00000000 USD -362366.96000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1594.00000000 OU Notional Amount USD -153741.30000000 -0.00257859035 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 National Presto Industries, Inc. National Presto Industries, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 1594.00000000 USD 13416.70000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 22700.00000000 OU Notional Amount 414520.79000000 0.006952453958 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Ebara Corp. Ebara Corp. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 22700.00000000 JPY -9063.96000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 670300.00000000 OU Notional Amount 2886167.97000000 0.048407583919 N/A DE JP N 2 BNP Paribas 549300FWX3HQBUJIR891 Wacom Co. Ltd. Wacom Co. Ltd. Y equity-performance leg 2027-03-24 0.00000000 JPY 0.00000000 JPY 670300.00000000 JPY -135371.78000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 19272.00000000 OU Notional Amount USD -2506130.88000000 -0.04203349983 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Bel Fuse, Inc. Bel Fuse, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 19272.00000000 USD -463298.88000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 54501.00000000 OU Notional Amount USD -13796928.15000000 -0.23140578240 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 International Business Machines Corp. International Business Machines Corp. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 54501.00000000 USD 1697204.17000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 189294.00000000 OU Notional Amount 6651689.31000000 0.111563918603 N/A DE GB N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Compass Group PLC Compass Group PLC Y equity-performance leg 2026-08-17 0.00000000 GBP 0.00000000 GBP 189294.00000000 GBP -158887.44000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 83944.00000000 OU Notional Amount -2410853.72000000 -0.04043548573 N/A DE SE N 2 BNP Paribas 549300FWX3HQBUJIR891 Volvo AB Volvo AB Y equity-performance leg 2026-08-17 0.00000000 SEK 0.00000000 SEK 83944.00000000 SEK 47369.18000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 128957.00000000 OU Notional Amount 2009907.50000000 0.033710708104 N/A DE BE N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Barco NV Barco NV Y equity-performance leg 2026-12-10 0.00000000 EUR 0.00000000 EUR 128957.00000000 EUR -104158.31000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 52437.00000000 OU Notional Amount USD -384363.21000000 -0.00644664293 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Navitas Semiconductor Corp. Navitas Semiconductor Corp. Y equity-performance leg 2028-04-21 0.00000000 USD 0.00000000 USD 52437.00000000 USD -57680.70000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 18904.00000000 OU Notional Amount USD 841795.12000000 0.014118813713 N/A DE US N 2 BNP Paribas 549300FWX3HQBUJIR891 Heidrick & Struggles International, Inc. Heidrick & Struggles International, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 18904.00000000 USD -24575.20000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 210793.00000000 OU Notional Amount -7255000.58000000 -0.12168281716 N/A DE GB N 2 UBS AG BFM8T61CT2L1QCEMIK50 Croda International PLC Croda International PLC Y equity-performance leg 2029-09-03 0.00000000 GBP 0.00000000 GBP 210793.00000000 GBP 989626.76000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 60000.00000000 OU Notional Amount -3700653.76000000 -0.06206835821 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Japan Steel Works Ltd. Japan Steel Works Ltd. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 60000.00000000 JPY -326165.36000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 205800.00000000 OU Notional Amount 1236717.46000000 0.020742557208 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Tamron Co. Ltd. Tamron Co. Ltd. Y equity-performance leg 2028-02-15 0.00000000 JPY 0.00000000 JPY 205800.00000000 JPY -667.92000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 3150.00000000 OU Notional Amount USD -2079913.50000000 -0.03488486752 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 GE Vernova, Inc. GE Vernova, Inc. Y equity-performance leg 2028-04-18 0.00000000 USD 0.00000000 USD 3150.00000000 USD -278628.20000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 12842.00000000 OU Notional Amount USD -199179.42000000 -0.00334069069 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Shore Bancshares, Inc. Shore Bancshares, Inc. Y equity-performance leg 2027-01-04 0.00000000 USD 0.00000000 USD 12842.00000000 USD 3166.84000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 20400.00000000 OU Notional Amount -417333.35000000 -0.00699962696 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Medley, Inc. Medley, Inc. Y equity-performance leg 2028-02-15 0.00000000 JPY 0.00000000 JPY 20400.00000000 JPY 30122.23000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 768400.00000000 OU Notional Amount -8280917.79000000 -0.13888977600 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Odakyu Electric Railway Co. Ltd. Odakyu Electric Railway Co. Ltd. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 768400.00000000 JPY 95800.71000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 89273.00000000 OU Notional Amount USD -1463184.47000000 -0.02454092268 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Vishay Intertechnology, Inc. Vishay Intertechnology, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 89273.00000000 USD 53563.80000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 6514.00000000 OU Notional Amount USD -155554.32000000 -0.00260899881 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Liquidity Services, Inc. Liquidity Services, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 6514.00000000 USD 6429.97000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 36348.00000000 OU Notional Amount 2205202.97000000 0.036986256149 N/A DE GB N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Morgan Sindall Group PLC Morgan Sindall Group PLC Y equity-performance leg 2028-02-15 0.00000000 GBP 0.00000000 GBP 36348.00000000 GBP -13402.07000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 36900.00000000 OU Notional Amount -815364.64000000 -0.01367551460 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Nitto Kogyo Corp. Nitto Kogyo Corp. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 36900.00000000 JPY -2162.31000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 55124.00000000 OU Notional Amount 835596.84000000 0.014014854497 N/A DE IT N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Credito Emiliano SpA Credito Emiliano SpA Y equity-performance leg 2027-01-04 0.00000000 EUR 0.00000000 EUR 55124.00000000 EUR 21903.96000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 14874986.00000000 OU Notional Amount -17790395.58000000 -0.29838529009 N/A DE AU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Karoon Energy Ltd. Karoon Energy Ltd. Y equity-performance leg 2027-05-12 0.00000000 AUD 0.00000000 AUD 14874986.00000000 AUD 1054017.65000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 124400.00000000 OU Notional Amount -2991587.91000000 -0.05017571545 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Resonac Holdings Corp. Resonac Holdings Corp. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 124400.00000000 JPY 62479.97000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 22944.00000000 OU Notional Amount USD 3779794.56000000 0.063395728961 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Johnson & Johnson Johnson & Johnson Y equity-performance leg 2028-04-18 0.00000000 USD 0.00000000 USD 22944.00000000 USD -29062.85000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 4597500.00000000 OU Notional Amount 2920481.93000000 0.048983106867 N/A DE HK N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 HKBN Ltd. HKBN Ltd. Y equity-performance leg 2026-03-05 0.00000000 HKD 0.00000000 HKD 4597500.00000000 HKD -13737.40000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 51400.00000000 OU Notional Amount 917656.46000000 0.015391180471 N/A DE JP N 2 BNP Paribas 549300FWX3HQBUJIR891 CKD Corp. CKD Corp. Y equity-performance leg 2027-03-24 0.00000000 JPY 0.00000000 JPY 51400.00000000 JPY 7093.83000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 236500.00000000 OU Notional Amount 1665666.61000000 0.027937007493 N/A DE HK N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 CK Infrastructure Holdings Ltd. CK Infrastructure Holdings Ltd. Y equity-performance leg 2027-05-13 0.00000000 HKD 0.00000000 HKD 236500.00000000 HKD 68904.85000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 37510.00000000 OU Notional Amount USD 9761602.40000000 0.163724215735 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Travelers Cos., Inc. Travelers Cos., Inc. Y equity-performance leg 2028-04-18 0.00000000 USD 0.00000000 USD 37510.00000000 USD 353540.00000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 652010.00000000 OU Notional Amount -1866843.10000000 -0.03131119358 N/A DE GB N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Spire Healthcare Group PLC Spire Healthcare Group PLC Y equity-performance leg 2025-12-08 0.00000000 GBP 0.00000000 GBP 652010.00000000 GBP 91253.98000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 189500.00000000 OU Notional Amount 2119134.84000000 0.035542698370 N/A DE JP N 2 BNP Paribas 549300FWX3HQBUJIR891 Ono Pharmaceutical Co. Ltd. Ono Pharmaceutical Co. Ltd. Y equity-performance leg 2026-09-07 0.00000000 JPY 0.00000000 JPY 189500.00000000 JPY 3960.68000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 232200.00000000 OU Notional Amount -6130326.70000000 -0.10281948496 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Duskin Co. Ltd. Duskin Co. Ltd. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 232200.00000000 JPY 836.95000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 597528.00000000 OU Notional Amount 2689265.71000000 0.045105086361 N/A DE IT N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Webuild SpA Webuild SpA Y equity-performance leg 2028-02-15 0.00000000 EUR 0.00000000 EUR 597528.00000000 EUR -11564.53000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 2.00000000 OU Notional Amount 192.81000000 0.000003233861 N/A DE AU N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Light & Wonder, Inc. Light & Wonder, Inc. Y equity-performance leg 2028-02-15 0.00000000 AUD 0.00000000 AUD 2.00000000 AUD -1.43000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 498899.00000000 OU Notional Amount -4277974.76000000 -0.07175134100 N/A DE DE N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Deutsche Lufthansa AG Deutsche Lufthansa AG Y equity-performance leg 2025-12-08 0.00000000 EUR 0.00000000 EUR 498899.00000000 EUR 50166.55000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 20089.00000000 OU Notional Amount -167021.71000000 -0.00280133295 N/A DE CA N 2 UBS AG BFM8T61CT2L1QCEMIK50 Dream Industrial Real Estate Investment Trust Dream Industrial Real Estate Investment Trust Y equity-performance leg 2028-04-21 0.00000000 CAD 0.00000000 CAD 20089.00000000 CAD 6895.08000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 6903.00000000 OU Notional Amount -362474.52000000 -0.00607951994 N/A DE GB N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Spectris PLC Spectris PLC Y equity-performance leg 2027-01-27 0.00000000 GBP 0.00000000 GBP 6903.00000000 GBP 7835.85000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 64547.00000000 OU Notional Amount USD -2448267.71000000 -0.04106300321 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Tootsie Roll Industries, Inc. Tootsie Roll Industries, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 64547.00000000 USD -219459.80000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 20870.00000000 OU Notional Amount USD 998629.50000000 0.016749282033 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Brighthouse Financial, Inc. Brighthouse Financial, Inc. Y equity-performance leg 2026-06-25 0.00000000 USD 0.00000000 USD 20870.00000000 USD -11305.66000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 216100.00000000 OU Notional Amount 3222408.66000000 0.054047103028 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Fujimi, Inc. Fujimi, Inc. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 216100.00000000 JPY 227932.49000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 4410.00000000 OU Notional Amount 3404286.30000000 0.057097603627 N/A DE DE N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Rational AG Rational AG Y equity-performance leg 2027-01-04 0.00000000 EUR 0.00000000 EUR 4410.00000000 EUR -228892.41000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 2730.00000000 OU Notional Amount USD -239939.70000000 -0.00402433305 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Pinnacle Financial Partners, Inc. Pinnacle Financial Partners, Inc. Y equity-performance leg 2028-04-18 0.00000000 USD 0.00000000 USD 2730.00000000 USD 73682.70000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 34500.00000000 OU Notional Amount -710886.30000000 -0.01192317584 N/A DE JP N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Daiei Kankyo Co. Ltd. Daiei Kankyo Co. Ltd. Y equity-performance leg 2026-08-19 0.00000000 JPY 0.00000000 JPY 34500.00000000 JPY -15578.79000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 4774.00000000 OU Notional Amount USD 264049.94000000 0.004428716471 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Cimpress PLC Cimpress PLC Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 4774.00000000 USD 35900.48000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 14372.00000000 OU Notional Amount USD -218023.24000000 -0.00365674430 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Newmark Group, Inc. Newmark Group, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 14372.00000000 USD -22743.69000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 122561.00000000 OU Notional Amount USD -5489507.19000000 -0.09207148812 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Blue Bird Corp. Blue Bird Corp. Y equity-performance leg 2027-01-04 0.00000000 USD 0.00000000 USD 122561.00000000 USD -102951.24000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 13075.00000000 OU Notional Amount -624308.60000000 -0.01047107142 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 TC Energy Corp. TC Energy Corp. Y equity-performance leg 2027-01-06 0.00000000 CAD 0.00000000 CAD 13075.00000000 CAD -9943.99000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 279300.00000000 OU Notional Amount -13010283.33000000 -0.21821196432 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Rakuten Bank Ltd. Rakuten Bank Ltd. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 279300.00000000 JPY -682703.76000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 83520.00000000 OU Notional Amount USD -900345.60000000 -0.01510083808 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Expro Group Holdings NV Expro Group Holdings NV Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 83520.00000000 USD -112752.00000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 569565.00000000 OU Notional Amount -6120260.04000000 -0.10265064423 N/A DE FR N 2 UBS AG BFM8T61CT2L1QCEMIK50 Ayvens SA Ayvens SA Y equity-performance leg 2028-04-24 0.00000000 EUR 0.00000000 EUR 569565.00000000 EUR 213912.50000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 533800.00000000 OU Notional Amount -2021256.53000000 -0.03390105708 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Tokyo Electric Power Co. Holdings, Inc. Tokyo Electric Power Co. Holdings, Inc. Y equity-performance leg 2027-09-09 0.00000000 JPY 0.00000000 JPY 533800.00000000 JPY -14475.92000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 220635.00000000 OU Notional Amount -8863080.01000000 -0.14865395702 N/A DE GB N 2 BNP Paribas 549300FWX3HQBUJIR891 Whitbread PLC Whitbread PLC Y equity-performance leg 2027-03-22 0.00000000 GBP 0.00000000 GBP 220635.00000000 GBP 184465.37000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 14117.00000000 OU Notional Amount 506318.88000000 0.008492116165 N/A DE DE N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Deutsche Telekom AG Deutsche Telekom AG Y equity-performance leg 2026-07-06 0.00000000 EUR 0.00000000 EUR 14117.00000000 EUR -2990.87000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 704834.00000000 OU Notional Amount 26055697.47000000 0.437013152032 N/A DE NO N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Yara International ASA Yara International ASA Y equity-performance leg 2027-01-06 0.00000000 NOK 0.00000000 NOK 704834.00000000 NOK -1103634.47000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 285.00000000 OU Notional Amount -293936.82000000 -0.00492998724 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Advance Residence Investment Corp. Advance Residence Investment Corp. Y equity-performance leg 2028-02-15 0.00000000 JPY 0.00000000 JPY 285.00000000 JPY 2062.64000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 619387.00000000 OU Notional Amount USD 30560554.58000000 0.512569824709 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Qiagen NV Qiagen NV Y equity-performance leg 2027-02-05 0.00000000 USD 0.00000000 USD 619387.00000000 USD -337278.33000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 90729.00000000 OU Notional Amount USD 26877558.96000000 0.450797633553 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 JPMorgan Chase & Co. JPMorgan Chase & Co. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 90729.00000000 USD 1116556.99000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 23233.00000000 OU Notional Amount 292922.49000000 0.004912974630 N/A DE DE N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Grand City Properties SA Grand City Properties SA Y equity-performance leg 2028-02-15 0.00000000 EUR 0.00000000 EUR 23233.00000000 EUR -5173.18000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 720700.00000000 OU Notional Amount -10995631.89000000 -0.18442168958 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Mercari, Inc. Mercari, Inc. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 720700.00000000 JPY 888666.96000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 208531.00000000 OU Notional Amount 575785.63000000 0.009657231143 N/A DE DK N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Alm Brand AS Alm Brand AS Y equity-performance leg 2026-02-26 0.00000000 DKK 0.00000000 DKK 208531.00000000 DKK -10430.72000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 587429.00000000 OU Notional Amount 4198058.06000000 0.070410956656 N/A DE GB N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Balfour Beatty PLC Balfour Beatty PLC Y equity-performance leg 2026-08-19 0.00000000 GBP 0.00000000 GBP 587429.00000000 GBP 89624.08000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 8400.00000000 OU Notional Amount -181394.24000000 -0.00304239288 N/A DE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 KeePer Technical Laboratory Co. Ltd. KeePer Technical Laboratory Co. Ltd. Y equity-performance leg 2028-04-03 0.00000000 JPY 0.00000000 JPY 8400.00000000 JPY -1662.29000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1289727.00000000 OU Notional Amount -6534269.30000000 -0.10959451867 N/A DE CA N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Endeavour Silver Corp. Endeavour Silver Corp. Y equity-performance leg 2025-12-23 0.00000000 CAD 0.00000000 CAD 1289727.00000000 CAD 784406.46000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 753700.00000000 OU Notional Amount 8896951.15000000 0.149222052874 N/A DE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 Kyocera Corp. Kyocera Corp. Y equity-performance leg 2028-04-18 0.00000000 JPY 0.00000000 JPY 753700.00000000 JPY 723946.62000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 65637.00000000 OU Notional Amount -2544584.17000000 -0.04267844873 N/A DE SE N 2 BNP Paribas 549300FWX3HQBUJIR891 Vitec Software Group AB Vitec Software Group AB Y equity-performance leg 2025-11-17 0.00000000 SEK 0.00000000 SEK 65637.00000000 SEK 62571.08000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 272882.00000000 OU Notional Amount -2268764.90000000 -0.03805233390 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Dream Industrial Real Estate Investment Trust Dream Industrial Real Estate Investment Trust Y equity-performance leg 2027-01-04 0.00000000 CAD 0.00000000 CAD 272882.00000000 CAD 98104.59000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 171400.00000000 OU Notional Amount -3465875.44000000 -0.05813059321 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 MEIJI Holdings Co. Ltd. MEIJI Holdings Co. Ltd. Y equity-performance leg 2027-09-09 0.00000000 JPY 0.00000000 JPY 171400.00000000 JPY 73049.26000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 119230.00000000 OU Notional Amount USD 15201825.00000000 0.254969089488 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Plexus Corp. Plexus Corp. Y equity-performance leg 2028-04-21 0.00000000 USD 0.00000000 USD 119230.00000000 USD -816279.93000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 70713.00000000 OU Notional Amount USD -2605066.92000000 -0.04369288165 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Baldwin Insurance Group, Inc. Baldwin Insurance Group, Inc. Y equity-performance leg 2026-08-19 0.00000000 USD 0.00000000 USD 70713.00000000 USD 305480.16000000 N N N United States Treasury 254900HROIFWPRGM1V77 91282CKY6 7700000.00000000 PA USD 7727431.25000000 0.129606551180 Long DBT UST US N 2 2026-06-30 Fixed 4.63000000 N N N N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 13029.00000000 OU Notional Amount 2780305.98000000 0.046632038207 N/A DE DE N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Hypoport SE Hypoport SE Y equity-performance leg 2026-12-10 0.00000000 EUR 0.00000000 EUR 13029.00000000 EUR -266847.39000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 23449.00000000 OU Notional Amount USD -3001003.02000000 -0.05033362820 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Wintrust Financial Corp. Wintrust Financial Corp. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 23449.00000000 USD 167526.00000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 28000.00000000 OU Notional Amount -739229.75000000 -0.01239855979 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Duskin Co. Ltd. Duskin Co. Ltd. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 28000.00000000 JPY 13676.12000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 93800.00000000 OU Notional Amount -4458260.95000000 -0.07477514937 N/A DE NL N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Randstad NV Randstad NV Y equity-performance leg 2027-01-04 0.00000000 EUR 0.00000000 EUR 93800.00000000 EUR 176346.51000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 25900.00000000 OU Notional Amount -366741.30000000 -0.00615108352 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Kansai Paint Co. Ltd. Kansai Paint Co. Ltd. Y equity-performance leg 2028-02-15 0.00000000 JPY 0.00000000 JPY 25900.00000000 JPY -11269.87000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 129404.00000000 OU Notional Amount USD 21195081.16000000 0.355489590558 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Simon Property Group, Inc. Simon Property Group, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 129404.00000000 USD 499499.44000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 361187.00000000 OU Notional Amount USD 4565403.68000000 0.076572176000 N/A DE US N 2 BNP Paribas 549300FWX3HQBUJIR891 Coursera, Inc. Coursera, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 361187.00000000 USD 1504650.12000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 185941.00000000 OU Notional Amount USD 21247478.07000000 0.356368405597 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Adtalem Global Education, Inc. Adtalem Global Education, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 185941.00000000 USD -646311.06000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 7031.00000000 OU Notional Amount USD -233077.65000000 -0.00390924091 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Global-e Online Ltd. Global-e Online Ltd. Y equity-performance leg 2028-04-18 0.00000000 USD 0.00000000 USD 7031.00000000 USD 6687.88000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1029000.00000000 OU Notional Amount -13473726.59000000 -0.22598495908 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Koei Tecmo Holdings Co. Ltd. Koei Tecmo Holdings Co. Ltd. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 1029000.00000000 JPY 954508.39000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1709738.00000000 OU Notional Amount USD -13301761.64000000 -0.22310071678 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Bumble, Inc. Bumble, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 1709738.00000000 USD -153876.42000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 106500.00000000 OU Notional Amount 2428555.86000000 0.040732390775 N/A DE JP N 2 BNP Paribas 549300FWX3HQBUJIR891 Create SD Holdings Co. Ltd. Create SD Holdings Co. Ltd. Y equity-performance leg 2027-03-24 0.00000000 JPY 0.00000000 JPY 106500.00000000 JPY -100831.88000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 15711.00000000 OU Notional Amount USD -9031939.68000000 -0.15148611673 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Martin Marietta Materials, Inc. Martin Marietta Materials, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 15711.00000000 USD -61272.90000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 39240.00000000 OU Notional Amount USD 4423917.60000000 0.074199133488 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 AECOM AECOM Y equity-performance leg 2028-04-18 0.00000000 USD 0.00000000 USD 39240.00000000 USD -12164.40000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 27533.00000000 OU Notional Amount USD -3435292.41000000 -0.05761764642 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Nelnet, Inc. Nelnet, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 27533.00000000 USD -141794.95000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 53341.00000000 OU Notional Amount USD -3373284.84000000 -0.05657763881 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Corning, Inc. Corning, Inc. Y equity-performance leg 2028-04-18 0.00000000 USD 0.00000000 USD 53341.00000000 USD -511979.45000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 14800.00000000 OU Notional Amount -156667.92000000 -0.00262767640 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Yellow Hat Ltd. Yellow Hat Ltd. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 14800.00000000 JPY 172.78000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 7811.00000000 OU Notional Amount USD -447335.97000000 -0.00750283896 N/A DE US N 2 BNP Paribas 549300FWX3HQBUJIR891 Rollins, Inc. Rollins, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 7811.00000000 USD 2858.04000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1371880.00000000 OU Notional Amount -6843546.99000000 -0.11478180711 N/A DE GB N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Rentokil Initial PLC Rentokil Initial PLC Y equity-performance leg 2026-08-19 0.00000000 GBP 0.00000000 GBP 1371880.00000000 GBP -524735.03000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 145775.00000000 OU Notional Amount -1445673.53000000 -0.02424722450 N/A DE SE N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Bufab AB Bufab AB Y equity-performance leg 2027-01-04 0.00000000 SEK 0.00000000 SEK 145775.00000000 SEK -16846.47000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 742622.00000000 OU Notional Amount -11421243.37000000 -0.19156015957 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Paramount Resources Ltd. Paramount Resources Ltd. Y equity-performance leg 2027-01-04 0.00000000 CAD 0.00000000 CAD 742622.00000000 CAD 56879.74000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 24156.00000000 OU Notional Amount USD -17180713.44000000 -0.28815953759 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Monolithic Power Systems, Inc. Monolithic Power Systems, Inc. Y equity-performance leg 2027-01-06 0.00000000 USD 0.00000000 USD 24156.00000000 USD 211123.44000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1561800.00000000 OU Notional Amount -8468173.10000000 -0.14203047232 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Mebuki Financial Group, Inc. Mebuki Financial Group, Inc. Y equity-performance leg 2027-09-09 0.00000000 JPY 0.00000000 JPY 1561800.00000000 JPY -54961.41000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 5852.00000000 OU Notional Amount 24463390.08000000 0.410306545068 N/A DE CH N 2 UBS AG BFM8T61CT2L1QCEMIK50 Givaudan SA Givaudan SA Y equity-performance leg 2028-04-18 0.00000000 CHF 0.00000000 CHF 5852.00000000 CHF -2913892.35000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 12200.00000000 OU Notional Amount -468107.52000000 -0.00785122497 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Sun Corp. Sun Corp. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 12200.00000000 JPY -5945.43000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 2925000.00000000 OU Notional Amount -17392305.91000000 -0.29170842329 N/A DE SG N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Sembcorp Industries Ltd. Sembcorp Industries Ltd. Y equity-performance leg 2027-02-22 0.00000000 SGD 0.00000000 SGD 2925000.00000000 SGD 570722.06000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 305400.00000000 OU Notional Amount -743570.30000000 -0.01247136066 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Toho Bank Ltd. Toho Bank Ltd. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 305400.00000000 JPY -16353.02000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 13000.00000000 OU Notional Amount -234477.85000000 -0.00393272544 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Nomura Micro Science Co. Ltd. Nomura Micro Science Co. Ltd. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 13000.00000000 JPY 4612.26000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 207797.00000000 OU Notional Amount USD 1924200.22000000 0.032273202598 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Cognyte Software Ltd. Cognyte Software Ltd. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 207797.00000000 USD 24935.64000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 124792.00000000 OU Notional Amount -3392267.28000000 -0.05689601739 N/A DE DE N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 CompuGroup Medical SE & Co. KGaA CompuGroup Medical SE & Co. KGaA Y equity-performance leg 2027-01-04 0.00000000 EUR 0.00000000 EUR 124792.00000000 EUR 156947.36000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 78090.00000000 OU Notional Amount -951477.92000000 -0.01595844307 N/A DE SE N 2 BNP Paribas 549300FWX3HQBUJIR891 Svenska Handelsbanken AB Svenska Handelsbanken AB Y equity-performance leg 2026-08-17 0.00000000 SEK 0.00000000 SEK 78090.00000000 SEK 55145.81000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 506.00000000 OU Notional Amount 12917.77000000 0.000216660305 N/A DE SE N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Investment AB Latour Investment AB Latour Y equity-performance leg 2025-12-08 0.00000000 SEK 0.00000000 SEK 506.00000000 SEK -33.00000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 380120.00000000 OU Notional Amount USD 13372621.60000000 0.224289199054 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Harmony Biosciences Holdings, Inc. Harmony Biosciences Holdings, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 380120.00000000 USD 870578.11000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 38420.00000000 OU Notional Amount -26695534.70000000 -0.44774467380 N/A DE CH N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Swisscom AG Swisscom AG Y equity-performance leg 2027-01-06 0.00000000 CHF 0.00000000 CHF 38420.00000000 CHF 551660.70000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1079630.00000000 OU Notional Amount USD 13581745.40000000 0.227796679562 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 NOV, Inc. NOV, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 1079630.00000000 USD -1004055.90000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 61671.00000000 OU Notional Amount USD -39066728.37000000 -0.65523765480 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Synopsys, Inc. Synopsys, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 61671.00000000 USD -4664558.41000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 1340414.00000000 OU Notional Amount USD -36807768.44000000 -0.61734977249 N/A DE US N 2 BNP Paribas 549300FWX3HQBUJIR891 Kraft Heinz Co. Kraft Heinz Co. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 1340414.00000000 USD -455740.76000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 109172.00000000 OU Notional Amount -2676049.02000000 -0.04488341248 N/A DE GB N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 SSE PLC SSE PLC Y equity-performance leg 2028-02-15 0.00000000 GBP 0.00000000 GBP 109172.00000000 GBP -3291.22000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 122900.00000000 OU Notional Amount -4565472.47000000 -0.07657332976 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 SBI Holdings, Inc. SBI Holdings, Inc. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 122900.00000000 JPY 256210.47000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 325283.00000000 OU Notional Amount -5053789.99000000 -0.08476352228 N/A DE BE N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Azelis Group NV Azelis Group NV Y equity-performance leg 2028-02-15 0.00000000 EUR 0.00000000 EUR 325283.00000000 EUR 134144.67000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 50088.00000000 OU Notional Amount USD 6636159.12000000 0.111303442088 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Palomar Holdings, Inc. Palomar Holdings, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 50088.00000000 USD -265967.28000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 4658.00000000 OU Notional Amount 560478.63000000 0.009400498030 N/A DE CH N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Inficon Holding AG Inficon Holding AG Y equity-performance leg 2026-02-26 0.00000000 CHF 0.00000000 CHF 4658.00000000 CHF -72320.56000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 25577.00000000 OU Notional Amount USD 2145654.53000000 0.035987493729 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 ICF International, Inc. ICF International, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 25577.00000000 USD -122002.29000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 42200.00000000 OU Notional Amount -1846235.95000000 -0.03096556493 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Nitto Boseki Co. Ltd. Nitto Boseki Co. Ltd. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 42200.00000000 JPY 68477.66000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 5687.00000000 OU Notional Amount -85428.42000000 -0.00143282839 N/A DE IL N 2 BNP Paribas 549300FWX3HQBUJIR891 OPC Energy Ltd. OPC Energy Ltd. Y equity-performance leg 2027-06-17 0.00000000 ILS 0.00000000 ILS 5687.00000000 ILS -4850.12000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 225794.00000000 OU Notional Amount USD -2174396.22000000 -0.03646955706 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Select Water Solutions, Inc. Select Water Solutions, Inc. Y equity-performance leg 2028-04-21 0.00000000 USD 0.00000000 USD 225794.00000000 USD -69996.14000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 957.00000000 OU Notional Amount -276943.58000000 -0.00464497206 N/A DE DE N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Deutsche Boerse AG Deutsche Boerse AG Y equity-performance leg 2028-02-15 0.00000000 EUR 0.00000000 EUR 957.00000000 EUR 510.62000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 400.00000000 OU Notional Amount -8360.65000000 -0.00014022706 N/A DE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 Roland Corp. Roland Corp. Y equity-performance leg 2028-04-03 0.00000000 JPY 0.00000000 JPY 400.00000000 JPY -258.81000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 994867.00000000 OU Notional Amount 14127390.17000000 0.236948380111 N/A DE NO N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Storebrand ASA Storebrand ASA Y equity-performance leg 2027-01-04 0.00000000 NOK 0.00000000 NOK 994867.00000000 NOK -295929.04000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 663.00000000 OU Notional Amount USD 162421.74000000 0.002724181021 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Argan, Inc. Argan, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 663.00000000 USD -1.66000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 2966.00000000 OU Notional Amount -62246.54000000 -0.00104401567 N/A DE AU N 2 BNP Paribas 549300FWX3HQBUJIR891 Brickworks Ltd. Brickworks Ltd. Y equity-performance leg 2027-03-22 0.00000000 AUD 0.00000000 AUD 2966.00000000 AUD 1174.97000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 169500.00000000 OU Notional Amount 2440805.09000000 0.040937838148 N/A DE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 MISUMI Group, Inc. MISUMI Group, Inc. Y equity-performance leg 2029-09-03 0.00000000 JPY 0.00000000 JPY 169500.00000000 JPY 123566.84000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 928.00000000 OU Notional Amount 238545.91000000 0.004000956034 N/A DE FR N 2 Citibank NA E57ODZWZ7FF32TWEFA76 VusionGroup VusionGroup Y equity-performance leg 2026-06-25 0.00000000 EUR 0.00000000 EUR 928.00000000 EUR -22472.73000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 77878.00000000 OU Notional Amount 799258.29000000 0.013405374582 N/A DE CH N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Clariant AG Clariant AG Y equity-performance leg 2026-11-09 0.00000000 CHF 0.00000000 CHF 77878.00000000 CHF -41975.45000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1094376.00000000 OU Notional Amount 11541830.11000000 0.193582672749 N/A DE FR N 2 UBS AG BFM8T61CT2L1QCEMIK50 Ubisoft Entertainment SA Ubisoft Entertainment SA Y equity-performance leg 2028-04-24 0.00000000 EUR 0.00000000 EUR 1094376.00000000 EUR -346983.28000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 351549.00000000 OU Notional Amount 918985.47000000 0.015413470983 N/A DE GB N 2 UBS AG BFM8T61CT2L1QCEMIK50 Kier Group PLC Kier Group PLC Y equity-performance leg 2028-04-24 0.00000000 GBP 0.00000000 GBP 351549.00000000 GBP -36263.41000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 280228.00000000 OU Notional Amount USD -2642550.04000000 -0.04432155860 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Snap, Inc. Snap, Inc. Y equity-performance leg 2028-04-18 0.00000000 USD 0.00000000 USD 280228.00000000 USD 14011.40000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 211861.00000000 OU Notional Amount -1035060.38000000 -0.01736031053 N/A DE CH N 2 BNP Paribas 549300FWX3HQBUJIR891 OC Oerlikon Corp. AG Pfaffikon OC Oerlikon Corp. AG Pfaffikon Y equity-performance leg 2027-03-17 0.00000000 CHF 0.00000000 CHF 211861.00000000 CHF -32877.69000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 16100.00000000 OU Notional Amount -137889.89000000 -0.00231272624 N/A DE JP N 2 BNP Paribas 549300FWX3HQBUJIR891 Nichicon Corp. Nichicon Corp. Y equity-performance leg 2027-03-24 0.00000000 JPY 0.00000000 JPY 16100.00000000 JPY 1738.31000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 11100.00000000 OU Notional Amount -165790.92000000 -0.00278068981 N/A DE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Lifedrink Co., Inc. Lifedrink Co., Inc. Y equity-performance leg 2027-01-06 0.00000000 JPY 0.00000000 JPY 11100.00000000 JPY -9429.11000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 5991985.00000000 OU Notional Amount -9434373.66000000 -0.15823584747 N/A DE AU N 2 BNP Paribas 549300FWX3HQBUJIR891 Vicinity Ltd. Vicinity Ltd. Y equity-performance leg 2026-09-07 0.00000000 AUD 0.00000000 AUD 5991985.00000000 AUD 324324.34000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 253900.00000000 OU Notional Amount -1649546.88000000 -0.02766664305 N/A DE SG N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Keppel Ltd. Keppel Ltd. Y equity-performance leg 2027-09-09 0.00000000 SGD 0.00000000 SGD 253900.00000000 SGD -24745.78000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 23713.00000000 OU Notional Amount -15524203.96000000 -0.26037611594 N/A DE DE N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen Y equity-performance leg 2025-12-08 0.00000000 EUR 0.00000000 EUR 23713.00000000 EUR 237067.09000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 9541.00000000 OU Notional Amount 147176.32000000 0.002468480745 N/A DE AU N 2 BNP Paribas 549300FWX3HQBUJIR891 SEEK Ltd. SEEK Ltd. Y equity-performance leg 2027-03-22 0.00000000 AUD 0.00000000 AUD 9541.00000000 AUD -2558.93000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 18902.00000000 OU Notional Amount -9664295.73000000 -0.16209216214 N/A DE FR N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Christian Dior SE Christian Dior SE Y equity-performance leg 2026-12-10 0.00000000 EUR 0.00000000 EUR 18902.00000000 EUR 187621.58000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 70572.00000000 OU Notional Amount USD -12579459.00000000 -0.21098606302 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Becton Dickinson & Co. Becton Dickinson & Co. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 70572.00000000 USD 218912.92000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 57928.00000000 OU Notional Amount USD -4123894.32000000 -0.06916706250 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Lantheus Holdings, Inc. Lantheus Holdings, Inc. Y equity-performance leg 2028-04-18 0.00000000 USD 0.00000000 USD 57928.00000000 USD 528934.84000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 491400.00000000 OU Notional Amount -3615361.01000000 -0.06063780532 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Nippon Paper Industries Co. Ltd. Nippon Paper Industries Co. Ltd. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 491400.00000000 JPY 52578.81000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 480200.00000000 OU Notional Amount USD -10540390.00000000 -0.17678625041 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Surgery Partners, Inc. Surgery Partners, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 480200.00000000 USD 147763.16000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 9300.00000000 OU Notional Amount -311572.33000000 -0.00522577475 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Max Co. Ltd. Max Co. Ltd. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 9300.00000000 JPY -1116.04000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 60200.00000000 OU Notional Amount -1018960.78000000 -0.01709028371 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Osaka Steel Co. Ltd. Osaka Steel Co. Ltd. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 60200.00000000 JPY 131109.15000000 N N N HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 000000000 839875.64000000 OU Notional Amount -15790.26000000 -0.00026483847 N/A DE DE N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 Eurex Swiss Market New Index Futures SMU5 Index Y Fixed payment equal to the notional value in field C.11.f.iv.1 equity-performance leg 2025-09-19 0.00000000 CHF 0.00000000 CHF 839875.64000000 CHF -15790.26000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 1842531.00000000 OU Notional Amount -32230521.77000000 -0.54057896268 N/A DE SE N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB Y equity-performance leg 2028-02-15 0.00000000 SEK 0.00000000 SEK 1842531.00000000 SEK -1035692.83000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 337100.00000000 OU Notional Amount 4909570.98000000 0.082344642340 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Trusco Nakayama Corp. Trusco Nakayama Corp. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 337100.00000000 JPY 45063.76000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 30834.00000000 OU Notional Amount USD 2889145.80000000 0.048457528883 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Citigroup, Inc. Citigroup, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 30834.00000000 USD -9250.20000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 90342.00000000 OU Notional Amount -1368421.73000000 -0.02295153657 N/A DE JP N 2 BNP Paribas 549300FWX3HQBUJIR891 Lifenet Insurance Co. Lifenet Insurance Co. Y equity-performance leg 2027-03-24 0.00000000 JPY 0.00000000 JPY 90342.00000000 JPY -102716.86000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 65608.00000000 OU Notional Amount USD -2940550.56000000 -0.04931970331 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Hilton Grand Vacations, Inc. Hilton Grand Vacations, Inc. Y equity-performance leg 2027-01-04 0.00000000 USD 0.00000000 USD 65608.00000000 USD 242098.39000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 463163.00000000 OU Notional Amount USD 3677514.22000000 0.061680255643 N/A DE US N 2 BNP Paribas 549300FWX3HQBUJIR891 Jamf Holding Corp. Jamf Holding Corp. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 463163.00000000 USD -64842.82000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 64636.00000000 OU Notional Amount USD -5071340.56000000 -0.08505788515 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Entegris, Inc. Entegris, Inc. Y equity-performance leg 2028-04-18 0.00000000 USD 0.00000000 USD 64636.00000000 USD 440438.61000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 88100.00000000 OU Notional Amount -967963.30000000 -0.01623494029 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Kobe Steel Ltd. Kobe Steel Ltd. Y equity-performance leg 2027-09-09 0.00000000 JPY 0.00000000 JPY 88100.00000000 JPY 5215.15000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 5483.00000000 OU Notional Amount USD -241526.15000000 -0.00405094142 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Genpact Ltd. Genpact Ltd. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 5483.00000000 USD 11404.64000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 250430.00000000 OU Notional Amount 1330228.64000000 0.022310951820 N/A DE CA N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Surge Energy, Inc. Surge Energy, Inc. Y equity-performance leg 2028-02-15 0.00000000 CAD 0.00000000 CAD 250430.00000000 CAD 112980.98000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 105004.00000000 OU Notional Amount USD 1702114.84000000 0.028548326990 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Helmerich & Payne, Inc. Helmerich & Payne, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 105004.00000000 USD -20514.67000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 51513.00000000 OU Notional Amount USD 9885344.70000000 0.165799654806 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Alphabet, Inc. Alphabet, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 51513.00000000 USD 883233.23000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 1542100.00000000 OU Notional Amount 37092593.66000000 0.622126937538 N/A DE JP N 2 BNP Paribas 549300FWX3HQBUJIR891 Sony Group Corp. Sony Group Corp. Y equity-performance leg 2026-09-07 0.00000000 JPY 0.00000000 JPY 1542100.00000000 JPY 93649.95000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 36629.00000000 OU Notional Amount 1083245.41000000 0.018168482789 N/A DE GB N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Craneware PLC Craneware PLC Y equity-performance leg 2026-12-10 0.00000000 GBP 0.00000000 GBP 36629.00000000 GBP -101478.94000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 259879.00000000 OU Notional Amount USD -11580208.24000000 -0.19422636104 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Atlanta Braves Holdings, Inc. Atlanta Braves Holdings, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 259879.00000000 USD 329201.67000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 451000.00000000 OU Notional Amount -402546.00000000 -0.00675160956 N/A DE HK N 2 UBS AG BFM8T61CT2L1QCEMIK50 Hong Kong & China Gas Co. Ltd. Hong Kong & China Gas Co. Ltd. Y equity-performance leg 2028-04-18 0.00000000 HKD 0.00000000 HKD 451000.00000000 HKD -12442.88000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 15200.00000000 OU Notional Amount -1057639.27000000 -0.01773900973 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Fujita Kanko, Inc. Fujita Kanko, Inc. Y equity-performance leg 2028-02-15 0.00000000 JPY 0.00000000 JPY 15200.00000000 JPY 67631.69000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 12800.00000000 OU Notional Amount -242262.59000000 -0.00406329318 N/A DE JP N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 KH Neochem Co. Ltd. KH Neochem Co. Ltd. Y equity-performance leg 2026-08-19 0.00000000 JPY 0.00000000 JPY 12800.00000000 JPY -8628.52000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 543100.00000000 OU Notional Amount 10002038.98000000 0.167756882594 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Seria Co. Ltd. Seria Co. Ltd. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 543100.00000000 JPY -840321.75000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 19858.00000000 OU Notional Amount USD 2472718.16000000 0.041473092725 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 BancFirst Corp. BancFirst Corp. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 19858.00000000 USD -105743.85000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 961335.00000000 OU Notional Amount 1782581.24000000 0.029897931051 N/A DE GB N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Mitie Group PLC Mitie Group PLC Y equity-performance leg 2026-08-19 0.00000000 GBP 0.00000000 GBP 961335.00000000 GBP 4230.45000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 14091.00000000 OU Notional Amount 1808053.47000000 0.030325158130 N/A DE CA N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Royal Bank of Canada Royal Bank of Canada Y equity-performance leg 2025-12-08 0.00000000 CAD 0.00000000 CAD 14091.00000000 CAD -16747.84000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 229577.00000000 OU Notional Amount USD -1786109.06000000 -0.02995710059 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Bumble, Inc. Bumble, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 229577.00000000 USD -273196.63000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 203900.00000000 OU Notional Amount 3412238.74000000 0.057230984086 N/A DE JP N 2 BNP Paribas 549300FWX3HQBUJIR891 Tokyo Tatemono Co. Ltd. Tokyo Tatemono Co. Ltd. Y equity-performance leg 2026-09-07 0.00000000 JPY 0.00000000 JPY 203900.00000000 JPY -92289.69000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 199080.00000000 OU Notional Amount 43378198.87000000 0.727550795349 N/A DE DE N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 HOCHTIEF AG HOCHTIEF AG Y equity-performance leg 2027-01-04 0.00000000 EUR 0.00000000 EUR 199080.00000000 EUR -213071.49000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 542714.00000000 OU Notional Amount USD 7386337.54000000 0.123885635917 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 DXC Technology Co. DXC Technology Co. Y equity-performance leg 2028-04-21 0.00000000 USD 0.00000000 USD 542714.00000000 USD -261447.23000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 283121.00000000 OU Notional Amount -1488136.71000000 -0.02495942835 N/A DE GB N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Playtech PLC Playtech PLC Y equity-performance leg 2026-08-19 0.00000000 GBP 0.00000000 GBP 283121.00000000 GBP -48044.46000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 54185.00000000 OU Notional Amount -9699188.51000000 -0.16267739321 N/A DE CH N 2 BNP Paribas 549300FWX3HQBUJIR891 Swiss Re AG Swiss Re AG Y equity-performance leg 2026-08-17 0.00000000 CHF 0.00000000 CHF 54185.00000000 CHF 217714.15000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 29200.00000000 OU Notional Amount -1399758.34000000 -0.02347712261 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Chugai Pharmaceutical Co. Ltd. Chugai Pharmaceutical Co. Ltd. Y equity-performance leg 2028-02-15 0.00000000 JPY 0.00000000 JPY 29200.00000000 JPY -39513.64000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 437874.00000000 OU Notional Amount 4607601.82000000 0.077279934532 N/A DE DE N 2 BNP Paribas 549300FWX3HQBUJIR891 HelloFresh SE HelloFresh SE Y equity-performance leg 2027-03-24 0.00000000 EUR 0.00000000 EUR 437874.00000000 EUR 223491.73000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 72227.00000000 OU Notional Amount USD -4087325.93000000 -0.06855372764 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Tempus AI, Inc. Tempus AI, Inc. Y equity-performance leg 2028-04-18 0.00000000 USD 0.00000000 USD 72227.00000000 USD -50558.90000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 527226.00000000 OU Notional Amount -39932177.48000000 -0.66975319958 N/A DE AU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 WiseTech Global Ltd. WiseTech Global Ltd. Y equity-performance leg 2027-05-12 0.00000000 AUD 0.00000000 AUD 527226.00000000 AUD 1190926.24000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 2119.00000000 OU Notional Amount USD -211688.10000000 -0.00355048963 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Fortinet, Inc. Fortinet, Inc. Y equity-performance leg 2028-02-24 0.00000000 USD 0.00000000 USD 2119.00000000 USD 10314.23000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 360400.00000000 OU Notional Amount 1348842.65000000 0.022623150992 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 JCR Pharmaceuticals Co. Ltd. JCR Pharmaceuticals Co. Ltd. Y equity-performance leg 2028-02-15 0.00000000 JPY 0.00000000 JPY 360400.00000000 JPY -111109.65000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 78877.00000000 OU Notional Amount USD 10959170.38000000 0.183810147356 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Fiserv, Inc. Fiserv, Inc. Y equity-performance leg 2027-02-05 0.00000000 USD 0.00000000 USD 78877.00000000 USD -2132834.08000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 297800.00000000 OU Notional Amount 1967354.81000000 0.032997002965 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Nomura Holdings, Inc. Nomura Holdings, Inc. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 297800.00000000 JPY 103362.45000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 35618.00000000 OU Notional Amount USD -1342086.24000000 -0.02250983067 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Lemonade, Inc. Lemonade, Inc. Y equity-performance leg 2028-04-21 0.00000000 USD 0.00000000 USD 35618.00000000 USD 43810.14000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 246286.00000000 OU Notional Amount 16997365.60000000 0.285084378403 N/A DE ES N 2 UBS AG BFM8T61CT2L1QCEMIK50 ACS Actividades de Construccion y Servicios SA ACS Actividades de Construccion y Servicios SA Y equity-performance leg 2028-04-18 0.00000000 EUR 0.00000000 EUR 246286.00000000 EUR 1056818.32000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 811579.00000000 OU Notional Amount 4634305.58000000 0.077727817162 N/A DE IT N 2 BNP Paribas 549300FWX3HQBUJIR891 Nexi SpA Nexi SpA Y equity-performance leg 2026-08-17 0.00000000 EUR 0.00000000 EUR 811579.00000000 EUR -109511.04000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 94100.00000000 OU Notional Amount -1148499.24000000 -0.01926293754 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Hamamatsu Photonics KK Hamamatsu Photonics KK Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 94100.00000000 JPY 13314.63000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 3837210.00000000 OU Notional Amount -36101642.77000000 -0.60550644321 N/A DE ES N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 CaixaBank SA CaixaBank SA Y equity-performance leg 2025-12-08 0.00000000 EUR 0.00000000 EUR 3837210.00000000 EUR -1912655.35000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 31064.00000000 OU Notional Amount 860303.46000000 0.014429240560 N/A DE IT N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Banca IFIS SpA Banca IFIS SpA Y equity-performance leg 2026-08-19 0.00000000 EUR 0.00000000 EUR 31064.00000000 EUR -4592.50000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 42747.00000000 OU Notional Amount USD -1413643.29000000 -0.02371000472 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Cadre Holdings, Inc. Cadre Holdings, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 42747.00000000 USD -47449.17000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1170078.00000000 OU Notional Amount -3524544.68000000 -0.05911460945 N/A DE GB N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Pets at Home Group PLC Pets at Home Group PLC Y equity-performance leg 2026-12-10 0.00000000 GBP 0.00000000 GBP 1170078.00000000 GBP 323281.43000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 4265.00000000 OU Notional Amount -818005.02000000 -0.01371979977 N/A DE ES N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Acciona SA Acciona SA Y equity-performance leg 2028-02-15 0.00000000 EUR 0.00000000 EUR 4265.00000000 EUR -42186.13000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 91485.00000000 OU Notional Amount -292383.55000000 -0.00490393538 N/A DE GB N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Greatland Resources Ltd. Greatland Resources Ltd. Y equity-performance leg 2027-01-04 0.00000000 GBP 0.00000000 GBP 91485.00000000 GBP 122368.99000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 260632.00000000 OU Notional Amount -7371129.73000000 -0.12363056644 N/A DE SE N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Thule Group AB Thule Group AB Y equity-performance leg 2027-01-18 0.00000000 SEK 0.00000000 SEK 260632.00000000 SEK 208839.27000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 384900.00000000 OU Notional Amount -2963895.97000000 -0.04971125880 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Daido Steel Co. Ltd. Daido Steel Co. Ltd. Y equity-performance leg 2028-02-15 0.00000000 JPY 0.00000000 JPY 384900.00000000 JPY -312221.86000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 202071.00000000 OU Notional Amount -1379761.37000000 -0.02314172806 N/A DE NZ N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Infratil Ltd. Infratil Ltd. Y equity-performance leg 2027-10-09 0.00000000 NZD 0.00000000 NZD 202071.00000000 NZD 9160.30000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 3800.00000000 OU Notional Amount -109604.49000000 -0.00183831592 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Furuno Electric Co. Ltd. Furuno Electric Co. Ltd. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 3800.00000000 JPY -2723.56000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 210546.00000000 OU Notional Amount -10242064.52000000 -0.17178265538 N/A DE DE N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Daimler Truck Holding AG Daimler Truck Holding AG Y equity-performance leg 2027-01-04 0.00000000 EUR 0.00000000 EUR 210546.00000000 EUR -7807.20000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 190400.00000000 OU Notional Amount -6936852.80000000 -0.11634675720 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Micronics Japan Co. Ltd. Micronics Japan Co. Ltd. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 190400.00000000 JPY 104173.37000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1303442.00000000 OU Notional Amount -9077811.27000000 -0.15225548735 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Aris Mining Corp. Aris Mining Corp. Y equity-performance leg 2027-01-04 0.00000000 CAD 0.00000000 CAD 1303442.00000000 CAD 550164.80000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 42085.00000000 OU Notional Amount -9067932.17000000 -0.15208979243 N/A DE FR N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Sopra Steria Group Sopra Steria Group Y equity-performance leg 2027-01-04 0.00000000 EUR 0.00000000 EUR 42085.00000000 EUR 618565.55000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 198500.00000000 OU Notional Amount -1158895.77000000 -0.01943731093 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Nissui Corp. Nissui Corp. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 198500.00000000 JPY 9280.73000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 310300.00000000 OU Notional Amount 8460960.57000000 0.141909501834 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Fukuoka Financial Group, Inc. Fukuoka Financial Group, Inc. Y equity-performance leg 2028-03-15 0.00000000 JPY 0.00000000 JPY 310300.00000000 JPY 33007.87000000 N N N United States Treasury 254900HROIFWPRGM1V77 912797QT7 384378100.00000000 PA USD 382595658.03000000 6.416997075678 Long STIV UST US N 2 2025-09-09 None 0.00000000 N N N N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 143667.00000000 OU Notional Amount USD -2360448.81000000 -0.03959008105 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Viasat, Inc. Viasat, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 143667.00000000 USD -90127.89000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 6899.00000000 OU Notional Amount USD -490035.97000000 -0.00821901482 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 International Flavors & Fragrances, Inc. International Flavors & Fragrances, Inc. Y equity-performance leg 2028-02-24 0.00000000 USD 0.00000000 USD 6899.00000000 USD 25922.99000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 7000.00000000 OU Notional Amount -247754.69000000 -0.00415540816 N/A DE JP N 2 BNP Paribas 549300FWX3HQBUJIR891 Nippon Sanso Holdings Corp. Nippon Sanso Holdings Corp. Y equity-performance leg 2027-03-24 0.00000000 JPY 0.00000000 JPY 7000.00000000 JPY 9898.73000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 319000.00000000 OU Notional Amount 4697357.01000000 0.078785332671 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Obayashi Corp. Obayashi Corp. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 319000.00000000 JPY 3748.55000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 40400.00000000 OU Notional Amount -865940.20000000 -0.01452378147 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 East Japan Railway Co. East Japan Railway Co. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 40400.00000000 JPY 1792.21000000 N N N Italian Derivatives Market N/A 000000000 280.00000000 NC 1637722.23000000 0.027468316851 N/A DE IT N 1 Italian Derivatives Market N/A Long FTSE MIB Index Futures STU5 Index 2025-09-19 56118911.50000000 EUR 1637722.23000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 14000.00000000 OU Notional Amount -39859.87000000 -0.00066854043 N/A DE HK N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Wharf Holdings Ltd. Wharf Holdings Ltd. Y equity-performance leg 2026-08-19 0.00000000 HKD 0.00000000 HKD 14000.00000000 HKD 891.98000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 36100.00000000 OU Notional Amount -1038846.22000000 -0.01742380765 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Shin-Etsu Chemical Co. Ltd. Shin-Etsu Chemical Co. Ltd. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 36100.00000000 JPY 134223.61000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 253987.00000000 OU Notional Amount USD 17433667.68000000 0.292402154004 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Aptiv PLC Aptiv PLC Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 253987.00000000 USD -231716.52000000 N N N HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 000000000 7927668.32000000 OU Notional Amount -27128.96000000 -0.00045501419 N/A DE NL N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 Euronext Amsterdam Index Futures EOQ5 Index Y Fixed payment equal to the notional value in field C.11.f.iv.1 equity-performance leg 2025-08-15 0.00000000 EUR 0.00000000 EUR 7927668.32000000 EUR -27128.96000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 128600.00000000 OU Notional Amount -771149.85000000 -0.01293393228 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Mazda Motor Corp. Mazda Motor Corp. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 128600.00000000 JPY 14992.37000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 247552.00000000 OU Notional Amount USD -25114150.40000000 -0.42122127183 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Bank of New York Mellon Corp. Bank of New York Mellon Corp. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 247552.00000000 USD -2090242.25000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 35200.00000000 OU Notional Amount 1213062.54000000 0.020345810540 N/A DE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 Tokyotokeiba Co. Ltd. Tokyotokeiba Co. Ltd. Y equity-performance leg 2028-04-03 0.00000000 JPY 0.00000000 JPY 35200.00000000 JPY 48439.25000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 42328.00000000 OU Notional Amount USD -639576.08000000 -0.01072714169 N/A DE US N 2 BNP Paribas 549300FWX3HQBUJIR891 Fidelis Insurance Holdings Ltd. Fidelis Insurance Holdings Ltd. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 42328.00000000 USD 27089.92000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 19415.00000000 OU Notional Amount -4013031.18000000 -0.06730763615 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Intact Financial Corp. Intact Financial Corp. Y equity-performance leg 2027-01-04 0.00000000 CAD 0.00000000 CAD 19415.00000000 CAD 93266.08000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 116942.00000000 OU Notional Amount -1337236.20000000 -0.02242848449 N/A DE GB N 2 BNP Paribas 549300FWX3HQBUJIR891 Informa PLC Informa PLC Y equity-performance leg 2026-08-17 0.00000000 GBP 0.00000000 GBP 116942.00000000 GBP -11265.60000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 1425.00000000 NC USD 13183550.44000000 0.221118046807 N/A DE US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Long CME E-mini S&P 500 Index Futures ESU5 Index 2025-09-19 440981762.06000000 USD 13183550.44000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 53207.00000000 OU Notional Amount USD -2121363.09000000 -0.03558007117 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 IonQ, Inc. IonQ, Inc. Y equity-performance leg 2028-04-18 0.00000000 USD 0.00000000 USD 53207.00000000 USD 85131.20000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 57894.00000000 OU Notional Amount -2615315.80000000 -0.04386477862 N/A DE SE N 2 BNP Paribas 549300FWX3HQBUJIR891 Catena AB Catena AB Y equity-performance leg 2025-11-17 0.00000000 SEK 0.00000000 SEK 57894.00000000 SEK 161534.69000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 7800.00000000 OU Notional Amount 195395.09000000 0.003277218898 N/A DE JP N 2 BNP Paribas 549300FWX3HQBUJIR891 Kajima Corp. Kajima Corp. Y equity-performance leg 2027-03-24 0.00000000 JPY 0.00000000 JPY 7800.00000000 JPY -833.80000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 106100.00000000 OU Notional Amount -208107.50000000 -0.00349043485 N/A DE SG N 2 BNP Paribas 549300FWX3HQBUJIR891 Yangzijiang Shipbuilding Holdings Ltd. Yangzijiang Shipbuilding Holdings Ltd. Y equity-performance leg 2026-09-07 0.00000000 SGD 0.00000000 SGD 106100.00000000 SGD -13322.59000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 2765.00000000 OU Notional Amount USD -171430.00000000 -0.00287526997 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Cracker Barrel Old Country Store, Inc. Cracker Barrel Old Country Store, Inc. Y equity-performance leg 2028-04-21 0.00000000 USD 0.00000000 USD 2765.00000000 USD 5225.85000000 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 4235397.64000000 OU Notional Amount USD 296885.56000000 0.004979444304 N/A DE GB N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 GSCBMSAL INDEX GSCBMSAL GSCBMSAL INDEX Y equity-performance leg 2025-07-31 0.00000000 USD 0.00000000 USD 4235397.64391200 USD 296885.56000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC 18577.86000000 0.000311592854 N/A DFE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 698000.00000000 GBP 940786.74000000 USD 2025-09-17 18577.86000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 113500.00000000 OU Notional Amount 2157389.89000000 0.036184322337 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Skylark Holdings Co. Ltd. Skylark Holdings Co. Ltd. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 113500.00000000 JPY -77916.97000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 399178.00000000 OU Notional Amount USD 18046837.38000000 0.302686400804 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Scorpio Tankers, Inc. Scorpio Tankers, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 399178.00000000 USD 930084.74000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 52730.00000000 OU Notional Amount -1579362.04000000 -0.02648948407 N/A DE NL N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Flow Traders Ltd. Flow Traders Ltd. Y equity-performance leg 2026-08-19 0.00000000 EUR 0.00000000 EUR 52730.00000000 EUR 91858.33000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 8079.00000000 OU Notional Amount 617761.29000000 0.010361258180 N/A DE CA N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Metro, Inc. Metro, Inc. Y equity-performance leg 2025-12-08 0.00000000 CAD 0.00000000 CAD 8079.00000000 CAD -29.16000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 506900.00000000 OU Notional Amount 2758989.67000000 0.046274515333 N/A DE HK N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 PRADA SpA PRADA SpA Y equity-performance leg 2026-08-19 0.00000000 HKD 0.00000000 HKD 506900.00000000 HKD -472922.00000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1351.00000000 OU Notional Amount -1451869.33000000 -0.02435114212 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 KDX Realty Investment Corp. KDX Realty Investment Corp. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 1351.00000000 JPY 6707.04000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 220654.00000000 OU Notional Amount 4959908.07000000 0.083188909525 N/A DE FR N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Engie SA Engie SA Y equity-performance leg 2026-08-17 0.00000000 EUR 0.00000000 EUR 220654.00000000 EUR -231749.40000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 90607.00000000 OU Notional Amount USD -4634548.05000000 -0.07773188393 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 CONMED Corp. CONMED Corp. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 90607.00000000 USD -282693.84000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 11000.00000000 OU Notional Amount -3355326.65000000 -0.05627643923 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Fast Retailing Co. Ltd. Fast Retailing Co. Ltd. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 11000.00000000 JPY -61421.19000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 24091.00000000 OU Notional Amount USD -567583.96000000 -0.00951967053 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 C3.ai, Inc. C3.ai, Inc. Y equity-performance leg 2027-01-04 0.00000000 USD 0.00000000 USD 24091.00000000 USD 19554.98000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 7904.00000000 OU Notional Amount USD 484910.40000000 0.008133047392 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Red Rock Resorts, Inc. Red Rock Resorts, Inc. Y equity-performance leg 2026-06-25 0.00000000 USD 0.00000000 USD 7904.00000000 USD 38729.12000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 486.00000000 OU Notional Amount -67361.65000000 -0.00112980767 N/A DE CA N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Boyd Group Services, Inc. Boyd Group Services, Inc. Y equity-performance leg 2026-08-18 0.00000000 CAD 0.00000000 CAD 486.00000000 CAD 6644.22000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 51211.00000000 OU Notional Amount USD -755362.25000000 -0.01266913841 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 OneSpan, Inc. OneSpan, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 51211.00000000 USD 17804.14000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 500.00000000 OU Notional Amount -12616.49000000 -0.00021160715 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Godo Steel Ltd. Godo Steel Ltd. Y equity-performance leg 2028-02-15 0.00000000 JPY 0.00000000 JPY 500.00000000 JPY 248.38000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 55853.00000000 OU Notional Amount USD -2150899.03000000 -0.03607545589 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Enerpac Tool Group Corp. Enerpac Tool Group Corp. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 55853.00000000 USD -32953.27000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 129178.00000000 OU Notional Amount USD -543839.38000000 -0.00912142006 N/A DE US N 2 BNP Paribas 549300FWX3HQBUJIR891 Ready Capital Corp. Ready Capital Corp. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 129178.00000000 USD 1291.78000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 240900.00000000 OU Notional Amount 2497800.58000000 0.041893781806 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Astellas Pharma, Inc. Astellas Pharma, Inc. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 240900.00000000 JPY 254768.52000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 17336.00000000 OU Notional Amount 1085771.52000000 0.018210851384 N/A DE GB N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 DCC PLC DCC PLC Y equity-performance leg 2028-02-15 0.00000000 GBP 0.00000000 GBP 17336.00000000 GBP -4404.30000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 60540.00000000 OU Notional Amount 551827.20000000 0.009255393924 N/A DE XX N 2 Citibank NA E57ODZWZ7FF32TWEFA76 ProSiebenSat.1 Media SE ProSiebenSat.1 Media SE Y equity-performance leg 2026-06-25 0.00000000 EUR 0.00000000 EUR 60540.00000000 EUR 49091.43000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 212944.00000000 OU Notional Amount 1814864.58000000 0.030439395895 N/A DE GB N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Segro PLC Segro PLC Y equity-performance leg 2026-08-17 0.00000000 GBP 0.00000000 GBP 212944.00000000 GBP -97851.77000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 3418.00000000 OU Notional Amount 870575.27000000 0.014601522114 N/A DE DE N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Siemens AG Siemens AG Y equity-performance leg 2025-12-08 0.00000000 EUR 0.00000000 EUR 3418.00000000 EUR 836.31000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 125793.00000000 OU Notional Amount USD -1278056.88000000 -0.02143591305 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Embecta Corp. Embecta Corp. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 125793.00000000 USD 66670.29000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 25731.00000000 OU Notional Amount 830084.69000000 0.013922403238 N/A DE DE N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Kontron AG Kontron AG Y equity-performance leg 2028-02-15 0.00000000 EUR 0.00000000 EUR 25731.00000000 EUR 22329.59000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 258621.00000000 OU Notional Amount USD 7647422.97000000 0.128264630831 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Sportradar Group AG Sportradar Group AG Y equity-performance leg 2028-04-18 0.00000000 USD 0.00000000 USD 258621.00000000 USD 8462.41000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 135431.00000000 OU Notional Amount 3542675.47000000 0.059418703934 N/A DE AU N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Technology One Ltd. Technology One Ltd. Y equity-performance leg 2026-08-19 0.00000000 AUD 0.00000000 AUD 135431.00000000 AUD -19029.86000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1564741.00000000 OU Notional Amount 3540163.20000000 0.059376567467 N/A DE AU N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 IDP Education Ltd. IDP Education Ltd. Y equity-performance leg 2027-01-06 0.00000000 AUD 0.00000000 AUD 1564741.00000000 AUD -202740.77000000 N N N United States Treasury 254900HROIFWPRGM1V77 912797NL7 27500000.00000000 PA USD 27117057.00000000 0.454814558968 Long DBT UST US N 2 2025-11-28 None 0.00000000 N N N N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 21400.00000000 OU Notional Amount -189713.03000000 -0.00318191786 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Kyushu Electric Power Co., Inc. Kyushu Electric Power Co., Inc. Y equity-performance leg 2027-09-09 0.00000000 JPY 0.00000000 JPY 21400.00000000 JPY 4897.67000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 3776.00000000 OU Notional Amount USD 294414.72000000 0.004938002712 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Selective Insurance Group, Inc. Selective Insurance Group, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 3776.00000000 USD -11526.24000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 818114.00000000 OU Notional Amount USD 30106595.20000000 0.504955896132 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 BorgWarner, Inc. BorgWarner, Inc. Y equity-performance leg 2028-04-18 0.00000000 USD 0.00000000 USD 818114.00000000 USD 1445050.48000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 125000.00000000 OU Notional Amount -2365845.63000000 -0.03968059796 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 KH Neochem Co. Ltd. KH Neochem Co. Ltd. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 125000.00000000 JPY -72136.28000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 658.00000000 OU Notional Amount USD 47356.26000000 0.000794271904 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Donaldson Co., Inc. Donaldson Co., Inc. Y equity-performance leg 2028-02-24 0.00000000 USD 0.00000000 USD 658.00000000 USD -87.19000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 33400.00000000 OU Notional Amount -811202.05000000 -0.01360569853 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Kadokawa Corp. Kadokawa Corp. Y equity-performance leg 2027-09-09 0.00000000 JPY 0.00000000 JPY 33400.00000000 JPY 28257.92000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 25840.00000000 OU Notional Amount 484579.33000000 0.008127494597 N/A DE IL N 2 BNP Paribas 549300FWX3HQBUJIR891 Bank Hapoalim BM Bank Hapoalim BM Y equity-performance leg 2027-07-19 0.00000000 ILS 0.00000000 ILS 25840.00000000 ILS -3323.12000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 649025.00000000 OU Notional Amount 3265820.05000000 0.054775210514 N/A DE AU N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Santos Ltd. Santos Ltd. Y equity-performance leg 2027-01-06 0.00000000 AUD 0.00000000 AUD 649025.00000000 AUD -81594.63000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 372743.00000000 OU Notional Amount 19372269.43000000 0.324916902930 N/A DE GB N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Coca-Cola HBC AG Coca-Cola HBC AG Y equity-performance leg 2025-12-08 0.00000000 GBP 0.00000000 GBP 372743.00000000 GBP -487132.31000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 25090.00000000 OU Notional Amount USD -11547923.40000000 -0.19368487104 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Linde PLC Linde PLC Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 25090.00000000 USD 295058.40000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 222300.00000000 OU Notional Amount -5990590.45000000 -0.10047579106 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 TOPPAN Holdings, Inc. TOPPAN Holdings, Inc. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 222300.00000000 JPY -69264.08000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 24.00000000 OU Notional Amount 52.12000000 0.000000874170 N/A DE GB N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Man Group PLC Man Group PLC Y equity-performance leg 2028-02-15 0.00000000 GBP 0.00000000 GBP 24.00000000 GBP -4.58000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 96191.00000000 OU Notional Amount USD 1548675.10000000 0.025974794484 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Deluxe Corp. Deluxe Corp. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 96191.00000000 USD -57714.60000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 99689.00000000 OU Notional Amount -2032008.30000000 -0.03408138865 N/A DE SE N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Xvivo Perfusion AB Xvivo Perfusion AB Y equity-performance leg 2025-12-08 0.00000000 SEK 0.00000000 SEK 99689.00000000 SEK 616331.32000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 424523.00000000 OU Notional Amount -5346269.18000000 -0.08966906177 N/A DE SE N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Asmodee Group AB Asmodee Group AB Y equity-performance leg 2027-01-04 0.00000000 SEK 0.00000000 SEK 424523.00000000 SEK 171677.27000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 38574.00000000 OU Notional Amount 1355138.88000000 0.022728753051 N/A DE GB N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Weir Group PLC Weir Group PLC Y equity-performance leg 2026-12-10 0.00000000 GBP 0.00000000 GBP 38574.00000000 GBP -3180.85000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 3396849.00000000 OU Notional Amount -15933491.44000000 -0.26724079541 N/A DE GB N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Haleon PLC Haleon PLC Y equity-performance leg 2028-02-15 0.00000000 GBP 0.00000000 GBP 3396849.00000000 GBP 589770.91000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 11033.00000000 OU Notional Amount -922012.89000000 -0.01546424768 N/A DE GB N 2 UBS AG BFM8T61CT2L1QCEMIK50 Spirax Group PLC Spirax Group PLC Y equity-performance leg 2029-09-03 0.00000000 GBP 0.00000000 GBP 11033.00000000 GBP -30012.20000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 757600.00000000 OU Notional Amount 4542948.13000000 0.076195545488 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Mazda Motor Corp. Mazda Motor Corp. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 757600.00000000 JPY 130677.46000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 477454.00000000 OU Notional Amount 10732313.70000000 0.180005246224 N/A DE FR N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Engie SA Engie SA Y equity-performance leg 2027-01-04 0.00000000 EUR 0.00000000 EUR 477454.00000000 EUR -501462.36000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 161400.00000000 OU Notional Amount -5425023.34000000 -0.09098994768 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Mitsui OSK Lines Ltd. Mitsui OSK Lines Ltd. Y equity-performance leg 2027-09-09 0.00000000 JPY 0.00000000 JPY 161400.00000000 JPY -176618.88000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 9941.00000000 OU Notional Amount 115068.60000000 0.001929961446 N/A DE DE N 2 Citibank NA E57ODZWZ7FF32TWEFA76 thyssenkrupp AG thyssenkrupp AG Y equity-performance leg 2026-07-06 0.00000000 EUR 0.00000000 EUR 9941.00000000 EUR -3753.06000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 956712.00000000 OU Notional Amount USD -14781200.40000000 -0.24791426078 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Eastern Bankshares, Inc. Eastern Bankshares, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 956712.00000000 USD 575153.89000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 803440.00000000 OU Notional Amount 11361406.18000000 0.190556554164 N/A DE GB N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Pearson PLC Pearson PLC Y equity-performance leg 2028-02-15 0.00000000 GBP 0.00000000 GBP 803440.00000000 GBP 21970.38000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 5267.00000000 OU Notional Amount -4831564.39000000 -0.08103629487 N/A DE JP N 2 BNP Paribas 549300FWX3HQBUJIR891 Nippon Building Fund, Inc. Nippon Building Fund, Inc. Y equity-performance leg 2027-03-24 0.00000000 JPY 0.00000000 JPY 5267.00000000 JPY -175105.42000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 85500.00000000 OU Notional Amount -889613.45000000 -0.01492083558 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Tokyo Steel Manufacturing Co. Ltd. Tokyo Steel Manufacturing Co. Ltd. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 85500.00000000 JPY 49370.18000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 30700.00000000 OU Notional Amount -374696.35000000 -0.00628450776 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Hamamatsu Photonics KK Hamamatsu Photonics KK Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 30700.00000000 JPY 2498.97000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 35929.00000000 OU Notional Amount USD -611152.29000000 -0.01025041025 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Mattel, Inc. Mattel, Inc. Y equity-performance leg 2028-02-24 0.00000000 USD 0.00000000 USD 35929.00000000 USD 10440.48000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 759.00000000 OU Notional Amount -25117.54000000 -0.00042127812 N/A DE AT N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Schoeller-Bleckmann Oilfield Equipment AG Schoeller-Bleckmann Oilfield Equipment AG Y equity-performance leg 2026-12-10 0.00000000 EUR 0.00000000 EUR 759.00000000 EUR 1107.69000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 4767.00000000 OU Notional Amount USD -164795.19000000 -0.00276398916 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Bristow Group, Inc. Bristow Group, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 4767.00000000 USD 8081.49000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 15576.00000000 OU Notional Amount -3523048.54000000 -0.05908951579 N/A DE CH N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Allreal Holding AG Allreal Holding AG Y equity-performance leg 2026-08-19 0.00000000 CHF 0.00000000 CHF 15576.00000000 CHF 73579.10000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 17167.00000000 OU Notional Amount 2679959.54000000 0.044949000779 N/A DE IL N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Nice Ltd. Nice Ltd. Y equity-performance leg 2026-08-19 0.00000000 ILS 0.00000000 ILS 17167.00000000 ILS 55067.22000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 199386.00000000 OU Notional Amount -4304769.16000000 -0.07220074386 N/A DE AU N 2 BNP Paribas 549300FWX3HQBUJIR891 Westpac Banking Corp. Westpac Banking Corp. Y equity-performance leg 2026-09-07 0.00000000 AUD 0.00000000 AUD 199386.00000000 AUD 84214.91000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 373254.00000000 OU Notional Amount 11206240.18000000 0.187954068362 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Endeavour Mining PLC Endeavour Mining PLC Y equity-performance leg 2027-01-06 0.00000000 CAD 0.00000000 CAD 373254.00000000 CAD -615287.72000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 290500.00000000 OU Notional Amount 2048505.58000000 0.034358085463 N/A DE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 Tokyu Fudosan Holdings Corp. Tokyu Fudosan Holdings Corp. Y equity-performance leg 2029-09-03 0.00000000 JPY 0.00000000 JPY 290500.00000000 JPY 339.58000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 427566.00000000 OU Notional Amount USD -6554586.78000000 -0.10993528890 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Venture Global, Inc. Venture Global, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 427566.00000000 USD -115442.82000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 51862.00000000 OU Notional Amount 1216491.85000000 0.020403327848 N/A DE XX N 2 UBS AG BFM8T61CT2L1QCEMIK50 Alstom SA Alstom SA Y equity-performance leg 2028-04-18 0.00000000 EUR 0.00000000 EUR 51862.00000000 EUR -24415.56000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 2561122.00000000 OU Notional Amount 8772755.58000000 0.147139011436 N/A DE NO N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Var Energi ASA Var Energi ASA Y equity-performance leg 2028-02-15 0.00000000 NOK 0.00000000 NOK 2561122.00000000 NOK 199754.96000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 47975.00000000 OU Notional Amount USD -5447561.25000000 -0.09136795956 N/A DE US N 2 BNP Paribas 549300FWX3HQBUJIR891 Dollar Tree, Inc. Dollar Tree, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 47975.00000000 USD -287666.57000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 461882.00000000 OU Notional Amount USD -8401633.58000000 -0.14091445363 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Capri Holdings Ltd. Capri Holdings Ltd. Y equity-performance leg 2027-01-04 0.00000000 USD 0.00000000 USD 461882.00000000 USD 618921.88000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 39920.00000000 OU Notional Amount USD 9658644.00000000 0.161997369813 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Bio-Rad Laboratories, Inc. Bio-Rad Laboratories, Inc. Y equity-performance leg 2027-02-05 0.00000000 USD 0.00000000 USD 39920.00000000 USD -195731.05000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 29044.00000000 OU Notional Amount -8810304.53000000 -0.14776879250 N/A DE DE N 2 UBS AG BFM8T61CT2L1QCEMIK50 Hannover Rueck SE Hannover Rueck SE Y equity-performance leg 2028-04-18 0.00000000 EUR 0.00000000 EUR 29044.00000000 EUR 59006.86000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 17787.00000000 OU Notional Amount USD -1268568.84000000 -0.02127677710 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 GE HealthCare Technologies, Inc. GE HealthCare Technologies, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 17787.00000000 USD 91958.79000000 N N N BNP PARIBAS SA QHSFEYI7HUOXXZ413E03 000000000 595840000.00000000 OU Notional Amount 236366.05000000 0.003964394837 N/A DE FR N 2 BNP PARIBAS SA QHSFEYI7HUOXXZ413E03 SGX Nikkei Dividend Index Futures MNDZ6 Index Y Fixed payment equal to the notional value in field C.11.f.iv.1 equity-performance leg 2027-03-31 0.00000000 JPY 0.00000000 JPY 595840000.00000000 JPY 236366.05000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1275000.00000000 OU Notional Amount -24027145.20000000 -0.40298972884 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Socionext, Inc. Socionext, Inc. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 1275000.00000000 JPY -38220.01000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 548895.00000000 OU Notional Amount USD 11065723.20000000 0.185597279854 N/A DE US N 2 BNP Paribas 549300FWX3HQBUJIR891 Rush Street Interactive, Inc. Rush Street Interactive, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 548895.00000000 USD 2975010.90000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 270959.00000000 OU Notional Amount USD -13846004.90000000 -0.23222891083 N/A DE US N 2 BNP Paribas 549300FWX3HQBUJIR891 Semtech Corp. Semtech Corp. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 270959.00000000 USD -796248.19000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 51699.00000000 OU Notional Amount USD -7893920.31000000 -0.13239895038 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 GATX Corp. GATX Corp. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 51699.00000000 USD 270884.72000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 163854.00000000 OU Notional Amount -3386834.21000000 -0.05680489248 N/A DE IT N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Iveco Group NV Iveco Group NV Y equity-performance leg 2028-02-15 0.00000000 EUR 0.00000000 EUR 163854.00000000 EUR -414824.76000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 18470.00000000 OU Notional Amount USD -487053.90000000 -0.00816899874 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Summit Therapeutics, Inc. Summit Therapeutics, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 18470.00000000 USD -37124.70000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 53067.00000000 OU Notional Amount 3031491.56000000 0.050844990180 N/A DE NL N 2 UBS AG BFM8T61CT2L1QCEMIK50 Prosus NV Prosus NV Y equity-performance leg 2028-04-18 0.00000000 EUR 0.00000000 EUR 53067.00000000 EUR -85840.81000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 248812.00000000 OU Notional Amount 7707242.86000000 0.129267946083 N/A DE GB N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Smiths Group PLC Smiths Group PLC Y equity-performance leg 2025-12-08 0.00000000 GBP 0.00000000 GBP 248812.00000000 GBP 86225.99000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 162682.00000000 OU Notional Amount 1093125.60000000 0.018334195988 N/A DE AU N 2 BNP Paribas 549300FWX3HQBUJIR891 Lynas Rare Earths Ltd. Lynas Rare Earths Ltd. Y equity-performance leg 2026-09-07 0.00000000 AUD 0.00000000 AUD 162682.00000000 AUD 32273.77000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 23060.00000000 OU Notional Amount USD 350512.00000000 0.005878881351 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 PRA Group, Inc. PRA Group, Inc. Y equity-performance leg 2028-04-21 0.00000000 USD 0.00000000 USD 23060.00000000 USD -4381.40000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 11212.00000000 OU Notional Amount USD -422804.52000000 -0.00709139090 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Camden National Corp. Camden National Corp. Y equity-performance leg 2028-04-21 0.00000000 USD 0.00000000 USD 11212.00000000 USD 40286.72000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 133329.00000000 OU Notional Amount -1143273.68000000 -0.01917529304 N/A DE DE N 2 BNP Paribas 549300FWX3HQBUJIR891 Deutsche Lufthansa AG Deutsche Lufthansa AG Y equity-performance leg 2026-08-17 0.00000000 EUR 0.00000000 EUR 133329.00000000 EUR -3628.94000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 6570.00000000 OU Notional Amount 881245.68000000 0.014780489095 N/A DE DE N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Atoss Software SE Atoss Software SE Y equity-performance leg 2026-08-19 0.00000000 EUR 0.00000000 EUR 6570.00000000 EUR -191911.36000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 206864.00000000 OU Notional Amount 3318385.66000000 0.055656855035 N/A DE GB N 2 BNP Paribas 549300FWX3HQBUJIR891 Dunelm Group PLC Dunelm Group PLC Y equity-performance leg 2027-03-17 0.00000000 GBP 0.00000000 GBP 206864.00000000 GBP 19177.47000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 164100.00000000 OU Notional Amount -2076341.18000000 -0.03482495161 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Sansan, Inc. Sansan, Inc. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 164100.00000000 JPY 131588.41000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 123100.00000000 OU Notional Amount 857003.98000000 0.014373900796 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Daiwa Securities Group, Inc. Daiwa Securities Group, Inc. Y equity-performance leg 2027-09-09 0.00000000 JPY 0.00000000 JPY 123100.00000000 JPY -10103.43000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 374823.00000000 OU Notional Amount -5475210.45000000 -0.09183169936 N/A DE FR N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Metropole Television SA Metropole Television SA Y equity-performance leg 2026-12-10 0.00000000 EUR 0.00000000 EUR 374823.00000000 EUR 269048.07000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 46391.00000000 OU Notional Amount USD 8638004.20000000 0.144878925120 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Check Point Software Technologies Ltd. Check Point Software Technologies Ltd. Y equity-performance leg 2027-02-05 0.00000000 USD 0.00000000 USD 46391.00000000 USD -1702085.79000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 3400.00000000 OU Notional Amount -98067.18000000 -0.00164480906 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Furuno Electric Co. Ltd. Furuno Electric Co. Ltd. Y equity-performance leg 2028-02-15 0.00000000 JPY 0.00000000 JPY 3400.00000000 JPY -2610.68000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 79579.00000000 OU Notional Amount USD 1232678.71000000 0.020674818208 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Horizon Bancorp, Inc. Horizon Bancorp, Inc. Y equity-performance leg 2026-08-19 0.00000000 USD 0.00000000 USD 79579.00000000 USD 5570.53000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 183400.00000000 OU Notional Amount -3317841.68000000 -0.05564773125 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Kyoto Financial Group, Inc. Kyoto Financial Group, Inc. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 183400.00000000 JPY 63865.12000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 258369.00000000 OU Notional Amount 3221262.39000000 0.054027877480 N/A DE AU N 2 BNP Paribas 549300FWX3HQBUJIR891 Monadelphous Group Ltd. Monadelphous Group Ltd. Y equity-performance leg 2027-03-22 0.00000000 AUD 0.00000000 AUD 258369.00000000 AUD 169896.40000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 44212.00000000 OU Notional Amount USD 2095206.68000000 0.035141368848 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Pilgrim's Pride Corp. Pilgrim's Pride Corp. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 44212.00000000 USD 10960.61000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 271329.00000000 OU Notional Amount USD -25827807.51000000 -0.43319092045 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 CoStar Group, Inc. CoStar Group, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 271329.00000000 USD -3353626.44000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 27.00000000 OU Notional Amount USD -265.68000000 -0.00000445605 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Certara, Inc. Certara, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 27.00000000 USD 15.39000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 26563.00000000 OU Notional Amount USD -342131.44000000 -0.00573832034 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Sweetgreen, Inc. Sweetgreen, Inc. Y equity-performance leg 2028-04-21 0.00000000 USD 0.00000000 USD 26563.00000000 USD 3187.56000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 43709.00000000 OU Notional Amount USD -2349358.75000000 -0.03940407558 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 EQT Corp. EQT Corp. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 43709.00000000 USD 20957.12000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 21700.00000000 OU Notional Amount 569071.09000000 0.009544613075 N/A DE JP N 2 BNP Paribas 549300FWX3HQBUJIR891 Inaba Denki Sangyo Co. Ltd. Inaba Denki Sangyo Co. Ltd. Y equity-performance leg 2027-03-24 0.00000000 JPY 0.00000000 JPY 21700.00000000 JPY -17509.65000000 N N N United States Treasury 254900HROIFWPRGM1V77 912797RK5 10800000.00000000 PA USD 10575741.02000000 0.177379167207 Long STIV UST US N 2 2026-01-29 None 0.00000000 N N N N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 6755.00000000 OU Notional Amount USD 108687.95000000 0.001822943472 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Eagle Bancorp, Inc. Eagle Bancorp, Inc. Y equity-performance leg 2028-04-21 0.00000000 USD 0.00000000 USD 6755.00000000 USD -33302.15000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 30200.00000000 OU Notional Amount 255483.36000000 0.004285035492 N/A DE HK N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 ASMPT Ltd. ASMPT Ltd. Y equity-performance leg 2027-01-06 0.00000000 HKD 0.00000000 HKD 30200.00000000 HKD 20037.27000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 37200.00000000 OU Notional Amount -400898.15000000 -0.00672397138 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Odakyu Electric Railway Co. Ltd. Odakyu Electric Railway Co. Ltd. Y equity-performance leg 2028-02-15 0.00000000 JPY 0.00000000 JPY 37200.00000000 JPY 7450.91000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1014700.00000000 OU Notional Amount -6956944.15000000 -0.11668373471 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Iino Kaiun Kaisha Ltd. Iino Kaiun Kaisha Ltd. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 1014700.00000000 JPY 347040.43000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 11300.00000000 OU Notional Amount -1258330.98000000 -0.02110506496 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 IHI Corp. IHI Corp. Y equity-performance leg 2028-02-15 0.00000000 JPY 0.00000000 JPY 11300.00000000 JPY -97244.69000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 34860.00000000 OU Notional Amount USD -12708910.20000000 -0.21315725329 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Cadence Design Systems, Inc. Cadence Design Systems, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 34860.00000000 USD -1275203.27000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 96525.00000000 OU Notional Amount 1015700.33000000 0.017035598576 N/A DE DE N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 HelloFresh SE HelloFresh SE Y equity-performance leg 2027-01-04 0.00000000 EUR 0.00000000 EUR 96525.00000000 EUR 21049.83000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 126108.00000000 OU Notional Amount USD 8827560.00000000 0.148058205879 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Voya Financial, Inc. Voya Financial, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 126108.00000000 USD -208664.86000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 45370.00000000 OU Notional Amount USD 3627331.50000000 0.060838577593 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Global Payments, Inc. Global Payments, Inc. Y equity-performance leg 2028-04-18 0.00000000 USD 0.00000000 USD 45370.00000000 USD -52819.54000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 104698.00000000 OU Notional Amount 6682716.83000000 0.112084320497 N/A DE FR N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Societe Generale SA Societe Generale SA Y equity-performance leg 2028-02-15 0.00000000 EUR 0.00000000 EUR 104698.00000000 EUR 667593.02000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 74424.00000000 OU Notional Amount 2243567.78000000 0.037629721041 N/A DE IL N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Harel Insurance Investments & Financial Services Ltd. Harel Insurance Investments & Financial Services Ltd. Y equity-performance leg 2028-02-15 0.00000000 ILS 0.00000000 ILS 74424.00000000 ILS 11910.47000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 39500.00000000 OU Notional Amount -195370.97000000 -0.00327681435 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Hyakugo Bank Ltd. Hyakugo Bank Ltd. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 39500.00000000 JPY 6304.08000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 298600.00000000 OU Notional Amount -1270992.69000000 -0.02131743056 N/A DE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Senshu Ikeda Holdings, Inc. Senshu Ikeda Holdings, Inc. Y equity-performance leg 2027-01-06 0.00000000 JPY 0.00000000 JPY 298600.00000000 JPY 43169.67000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 53718.00000000 OU Notional Amount 5871917.06000000 0.098485369114 N/A DE CA N 2 UBS AG BFM8T61CT2L1QCEMIK50 Stantec, Inc. Stantec, Inc. Y equity-performance leg 2029-09-04 0.00000000 CAD 0.00000000 CAD 53718.00000000 CAD -97836.99000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 119105.00000000 OU Notional Amount USD -13445763.45000000 -0.22551595379 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 J&J Snack Foods Corp. J&J Snack Foods Corp. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 119105.00000000 USD 498678.04000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 415518.00000000 OU Notional Amount -972391.68000000 -0.01630921427 N/A DE GB N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 C&C Group PLC C&C Group PLC Y equity-performance leg 2026-08-19 0.00000000 GBP 0.00000000 GBP 415518.00000000 GBP -30203.00000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 40147.00000000 OU Notional Amount USD 5148049.81000000 0.086344473291 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Neurocrine Biosciences, Inc. Neurocrine Biosciences, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 40147.00000000 USD -181464.44000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 8515.00000000 OU Notional Amount USD -1163404.45000000 -0.01951293172 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Ollie's Bargain Outlet Holdings, Inc. Ollie's Bargain Outlet Holdings, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 8515.00000000 USD -10894.04000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 3200.00000000 OU Notional Amount -81960.65000000 -0.00137466602 N/A DE JP N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 PILLAR Corp. PILLAR Corp. Y equity-performance leg 2026-08-19 0.00000000 JPY 0.00000000 JPY 3200.00000000 JPY -1130.31000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 7474.00000000 OU Notional Amount USD 1115494.50000000 0.018709373183 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Old Dominion Freight Line, Inc. Old Dominion Freight Line, Inc. Y equity-performance leg 2028-02-24 0.00000000 USD 0.00000000 USD 7474.00000000 USD -106622.89000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 158460.00000000 OU Notional Amount USD -10179470.40000000 -0.17073280999 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Trex Co., Inc. Trex Co., Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 158460.00000000 USD -890545.20000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 240600.00000000 OU Notional Amount -6466949.50000000 -0.10846541292 N/A DE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Freee KK Freee KK Y equity-performance leg 2027-01-06 0.00000000 JPY 0.00000000 JPY 240600.00000000 JPY -7283.14000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 39136.00000000 OU Notional Amount USD 17352511.04000000 0.291040973054 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Ferrari NV Ferrari NV Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 39136.00000000 USD -2220681.53000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 34236.00000000 OU Notional Amount -79546.25000000 -0.00133417105 N/A DE NO N 2 UBS AG BFM8T61CT2L1QCEMIK50 Elkem ASA Elkem ASA Y equity-performance leg 2028-04-24 0.00000000 NOK 0.00000000 NOK 34236.00000000 NOK 2211.32000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 239637.00000000 OU Notional Amount USD -5585938.47000000 -0.09368885943 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Rayonier, Inc. Rayonier, Inc. Y equity-performance leg 2028-04-21 0.00000000 USD 0.00000000 USD 239637.00000000 USD -14378.22000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 270113.00000000 OU Notional Amount USD 14305184.48000000 0.239930394003 N/A DE US N 2 BNP Paribas 549300FWX3HQBUJIR891 Alaska Air Group, Inc. Alaska Air Group, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 270113.00000000 USD 342083.50000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 2334015.00000000 OU Notional Amount -17619657.12000000 -0.29552161881 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Whitecap Resources, Inc. Whitecap Resources, Inc. Y equity-performance leg 2027-01-06 0.00000000 CAD 0.00000000 CAD 2334015.00000000 CAD -337960.60000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 104200.00000000 OU Notional Amount 338763.86000000 0.005681838393 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Konica Minolta, Inc. Konica Minolta, Inc. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 104200.00000000 JPY 7919.52000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1657600.00000000 OU Notional Amount -3751739.63000000 -0.06292518414 N/A DE SG N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Wilmar International Ltd. Wilmar International Ltd. Y equity-performance leg 2027-02-22 0.00000000 SGD 0.00000000 SGD 1657600.00000000 SGD 138579.17000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 16794.00000000 OU Notional Amount USD -4552517.52000000 -0.07635604586 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 General Electric Co. General Electric Co. Y equity-performance leg 2028-04-18 0.00000000 USD 0.00000000 USD 16794.00000000 USD -173320.80000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 338768.00000000 OU Notional Amount -29600553.12000000 -0.49646842253 N/A DE CH N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Nestle SA Nestle SA Y equity-performance leg 2025-12-08 0.00000000 CHF 0.00000000 CHF 338768.00000000 CHF 3649809.15000000 N N N United States Treasury 254900HROIFWPRGM1V77 91282CKB6 2900000.00000000 PA USD 2904599.23000000 0.048716717959 Long DBT UST US N 2 2026-02-28 Fixed 4.63000000 N N N N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 369854.00000000 OU Notional Amount -2252863.57000000 -0.03778563252 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Equinox Gold Corp. Equinox Gold Corp. Y equity-performance leg 2027-01-06 0.00000000 CAD 0.00000000 CAD 369854.00000000 CAD 145127.53000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 21847.00000000 OU Notional Amount USD -714178.43000000 -0.01197839233 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 XPEL, Inc. XPEL, Inc. Y equity-performance leg 2026-08-19 0.00000000 USD 0.00000000 USD 21847.00000000 USD 51558.92000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 109397.00000000 OU Notional Amount 4066069.21000000 0.068197204234 N/A DE CA N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Pembina Pipeline Corp. Pembina Pipeline Corp. Y equity-performance leg 2025-12-08 0.00000000 CAD 0.00000000 CAD 109397.00000000 CAD 24612.26000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 341715.00000000 OU Notional Amount -2240315.64000000 -0.03757517527 N/A DE GB N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 QinetiQ Group PLC QinetiQ Group PLC Y equity-performance leg 2027-01-04 0.00000000 GBP 0.00000000 GBP 341715.00000000 GBP 101959.15000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 7482219.00000000 OU Notional Amount -6143982.02000000 -0.10304851565 N/A DE PT N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Banco Comercial Portugues SA Banco Comercial Portugues SA Y equity-performance leg 2027-01-06 0.00000000 EUR 0.00000000 EUR 7482219.00000000 EUR -145805.83000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 157695.00000000 OU Notional Amount 3598669.10000000 0.060357844126 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Triple Flag Precious Metals Corp. Triple Flag Precious Metals Corp. Y equity-performance leg 2027-01-04 0.00000000 CAD 0.00000000 CAD 157695.00000000 CAD -221851.46000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 11677.00000000 OU Notional Amount USD -297646.73000000 -0.00499221085 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Financial Institutions, Inc. Financial Institutions, Inc. Y equity-performance leg 2026-06-25 0.00000000 USD 0.00000000 USD 11677.00000000 USD 5757.29000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 696500.00000000 OU Notional Amount 6643009.66000000 0.111418341184 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Hulic Co. Ltd. Hulic Co. Ltd. Y equity-performance leg 2027-09-09 0.00000000 JPY 0.00000000 JPY 696500.00000000 JPY -161845.74000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1254300.00000000 OU Notional Amount -16866006.90000000 -0.28288119502 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Rorze Corp. Rorze Corp. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 1254300.00000000 JPY -186508.38000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 14152.00000000 OU Notional Amount USD -2122800.00000000 -0.03560417141 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Ensign Group, Inc. Ensign Group, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 14152.00000000 USD -124820.64000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 45598.00000000 OU Notional Amount 8664475.62000000 0.145322910882 N/A DE CA N 2 UBS AG BFM8T61CT2L1QCEMIK50 George Weston Ltd. George Weston Ltd. Y equity-performance leg 2028-04-18 0.00000000 CAD 0.00000000 CAD 45598.00000000 CAD -95258.22000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 814315.00000000 OU Notional Amount 36462481.60000000 0.611558528928 N/A DE AU N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Aristocrat Leisure Ltd. Aristocrat Leisure Ltd. Y equity-performance leg 2027-01-07 0.00000000 AUD 0.00000000 AUD 814315.00000000 AUD 493703.13000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 64100.00000000 OU Notional Amount 1148441.69000000 0.019261972298 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Taikisha Ltd. Taikisha Ltd. Y equity-performance leg 2028-02-15 0.00000000 JPY 0.00000000 JPY 64100.00000000 JPY 18806.05000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 41439.00000000 OU Notional Amount USD -684157.89000000 -0.01147487977 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 CTO Realty Growth, Inc. CTO Realty Growth, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 41439.00000000 USD 46826.07000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 7300.00000000 OU Notional Amount 139631.96000000 0.002341944714 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 K&O Energy Group, Inc. K&O Energy Group, Inc. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 7300.00000000 JPY -1922.14000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 5500.00000000 OU Notional Amount -25202.09000000 -0.00042269621 N/A DE HK N 2 Citibank NA E57ODZWZ7FF32TWEFA76 CK Asset Holdings Ltd. CK Asset Holdings Ltd. Y equity-performance leg 2026-02-25 0.00000000 HKD 0.00000000 HKD 5500.00000000 HKD 653.24000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 2171.00000000 OU Notional Amount USD 138748.61000000 0.002327128930 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Cheesecake Factory, Inc. Cheesecake Factory, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 2171.00000000 USD -5.43000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 12985.00000000 OU Notional Amount USD -1803876.20000000 -0.03025509583 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Advanced Energy Industries, Inc. Advanced Energy Industries, Inc. Y equity-performance leg 2027-01-04 0.00000000 USD 0.00000000 USD 12985.00000000 USD 22853.60000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 66563.00000000 OU Notional Amount 10139604.42000000 0.170064167081 N/A DE AU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 REA Group Ltd. REA Group Ltd. Y equity-performance leg 2027-05-12 0.00000000 AUD 0.00000000 AUD 66563.00000000 AUD -248991.35000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1799906.00000000 OU Notional Amount -8266228.10000000 -0.13864339657 N/A DE GB N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Marks & Spencer Group PLC Marks & Spencer Group PLC Y equity-performance leg 2026-08-17 0.00000000 GBP 0.00000000 GBP 1799906.00000000 GBP 165479.53000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 461414.00000000 OU Notional Amount -9961987.08000000 -0.16708512137 N/A DE AU N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Westpac Banking Corp. Westpac Banking Corp. Y equity-performance leg 2027-01-07 0.00000000 AUD 0.00000000 AUD 461414.00000000 AUD -89028.59000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 308620.00000000 OU Notional Amount 35540850.74000000 0.596100688753 N/A DE AU N 2 BNP Paribas 549300FWX3HQBUJIR891 Xero Ltd. Xero Ltd. Y equity-performance leg 2027-03-22 0.00000000 AUD 0.00000000 AUD 308620.00000000 AUD 445470.50000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 35563.00000000 OU Notional Amount USD -1306584.62000000 -0.02191438796 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Tetra Tech, Inc. Tetra Tech, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 35563.00000000 USD 48721.31000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 348823.00000000 OU Notional Amount 6368841.61000000 0.106819921055 N/A DE DK N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Vestas Wind Systems AS Vestas Wind Systems AS Y equity-performance leg 2025-12-08 0.00000000 DKK 0.00000000 DKK 348823.00000000 DKK 599842.68000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 314000.00000000 OU Notional Amount 3754701.60000000 0.062974863100 N/A DE HK N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Techtronic Industries Co. Ltd. Techtronic Industries Co. Ltd. Y equity-performance leg 2027-01-06 0.00000000 HKD 0.00000000 HKD 314000.00000000 HKD -13322.40000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1570.00000000 OU Notional Amount USD 448329.20000000 0.007519497686 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Zscaler, Inc. Zscaler, Inc. Y equity-performance leg 2028-04-18 0.00000000 USD 0.00000000 USD 1570.00000000 USD -5196.25000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 102060.00000000 OU Notional Amount -2665330.66000000 -0.04470364127 N/A DE NL N 2 UBS AG BFM8T61CT2L1QCEMIK50 Koninklijke Philips NV Koninklijke Philips NV Y equity-performance leg 2029-09-03 0.00000000 EUR 0.00000000 EUR 102060.00000000 EUR -39609.18000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 39500.00000000 OU Notional Amount -1267985.12000000 -0.02126698679 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Toyo Tanso Co. Ltd. Toyo Tanso Co. Ltd. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 39500.00000000 JPY 11560.99000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 32903.00000000 OU Notional Amount USD 814020.22000000 0.013652965635 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Associated Banc-Corp. Associated Banc-Corp. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 32903.00000000 USD -6450.81000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 7459500.00000000 OU Notional Amount 7467988.63000000 0.125255109915 N/A DE HK N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 WH Group Ltd. WH Group Ltd. Y equity-performance leg 2028-02-15 0.00000000 HKD 0.00000000 HKD 7459500.00000000 HKD 207995.89000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 94136.00000000 OU Notional Amount USD 4526058.88000000 0.075912274454 N/A DE US N 2 BNP Paribas 549300FWX3HQBUJIR891 Progress Software Corp. Progress Software Corp. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 94136.00000000 USD 32102.34000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 4396.00000000 OU Notional Amount USD 179137.00000000 0.003004533849 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Miller Industries, Inc. Miller Industries, Inc. Y equity-performance leg 2026-06-25 0.00000000 USD 0.00000000 USD 4396.00000000 USD -14147.21000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 24373.00000000 OU Notional Amount 107475.71000000 0.001802611457 N/A DE AU N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Downer EDI Ltd. Downer EDI Ltd. Y equity-performance leg 2026-08-19 0.00000000 AUD 0.00000000 AUD 24373.00000000 AUD -969.62000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 2739.00000000 OU Notional Amount USD 155958.66000000 0.002615780509 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Great Southern Bancorp, Inc. Great Southern Bancorp, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 2739.00000000 USD -13558.05000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 100694.00000000 OU Notional Amount 11595977.01000000 0.194490839090 N/A DE AU N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Xero Ltd. Xero Ltd. Y equity-performance leg 2026-08-19 0.00000000 AUD 0.00000000 AUD 100694.00000000 AUD 145344.46000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 1002010.00000000 OU Notional Amount 1708728.80000000 0.028659258103 N/A DE SG N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Frasers Centrepoint Trust Frasers Centrepoint Trust Y equity-performance leg 2028-02-15 0.00000000 SGD 0.00000000 SGD 1002010.00000000 SGD -13902.16000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 316300.00000000 OU Notional Amount -19508613.09000000 -0.32720369539 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Japan Steel Works Ltd. Japan Steel Works Ltd. Y equity-performance leg 2027-09-09 0.00000000 JPY 0.00000000 JPY 316300.00000000 JPY -296321.71000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 99617.00000000 OU Notional Amount USD -4595332.21000000 -0.07707414533 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Fastenal Co. Fastenal Co. Y equity-performance leg 2027-01-06 0.00000000 USD 0.00000000 USD 99617.00000000 USD 94636.15000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 78381.00000000 OU Notional Amount -875273.60000000 -0.01468032376 N/A DE GB N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Renew Holdings PLC Renew Holdings PLC Y equity-performance leg 2025-12-08 0.00000000 GBP 0.00000000 GBP 78381.00000000 GBP -12526.50000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 292555.00000000 OU Notional Amount -7260233.17000000 -0.12177057957 N/A DE AU N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 National Australia Bank Ltd. National Australia Bank Ltd. Y equity-performance leg 2027-01-07 0.00000000 AUD 0.00000000 AUD 292555.00000000 AUD -124193.57000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 24986.00000000 OU Notional Amount 660296.82000000 0.011074675506 N/A DE CH N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Stadler Rail AG Stadler Rail AG Y equity-performance leg 2026-12-10 0.00000000 CHF 0.00000000 CHF 24986.00000000 CHF -25468.02000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 510566.00000000 OU Notional Amount 2608853.70000000 0.043756394544 N/A DE PT N 2 UBS AG BFM8T61CT2L1QCEMIK50 Mota-Engil SGPS SA Mota-Engil SGPS SA Y equity-performance leg 2028-04-24 0.00000000 EUR 0.00000000 EUR 510566.00000000 EUR 76147.34000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 44745.00000000 OU Notional Amount 1449785.91000000 0.024316198444 N/A DE SE N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 INVISIO AB INVISIO AB Y equity-performance leg 2027-01-18 0.00000000 SEK 0.00000000 SEK 44745.00000000 SEK -69101.69000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 55006.00000000 OU Notional Amount USD 10657412.50000000 0.178748983192 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Packaging Corp. of America Packaging Corp. of America Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 55006.00000000 USD -496154.12000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 62803.00000000 OU Notional Amount -3055068.15000000 -0.05124042307 N/A DE DE N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Daimler Truck Holding AG Daimler Truck Holding AG Y equity-performance leg 2028-02-15 0.00000000 EUR 0.00000000 EUR 62803.00000000 EUR 91262.71000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 156648.00000000 OU Notional Amount USD 29639368.08000000 0.497119437459 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 MasTec, Inc. MasTec, Inc. Y equity-performance leg 2028-04-18 0.00000000 USD 0.00000000 USD 156648.00000000 USD 2708443.92000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 3505.00000000 OU Notional Amount USD -440087.80000000 -0.00738127071 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Clorox Co. Clorox Co. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 3505.00000000 USD 5178.64000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 803.00000000 OU Notional Amount 193106.61000000 0.003238835898 N/A DE CH N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Helvetia Holding AG Helvetia Holding AG Y equity-performance leg 2026-02-26 0.00000000 CHF 0.00000000 CHF 803.00000000 CHF 2681.73000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 31357.00000000 OU Notional Amount 281514.20000000 0.004721631728 N/A DE FI N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Nokian Renkaat OYJ Nokian Renkaat OYJ Y equity-performance leg 2026-06-25 0.00000000 EUR 0.00000000 EUR 31357.00000000 EUR -18226.26000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 31722.00000000 OU Notional Amount USD -1608305.40000000 -0.02697492988 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Phinia, Inc. Phinia, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 31722.00000000 USD -113564.76000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 464000.00000000 OU Notional Amount 1623663.67000000 0.027232522909 N/A DE HK N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Henderson Land Development Co. Ltd. Henderson Land Development Co. Ltd. Y equity-performance leg 2026-02-25 0.00000000 HKD 0.00000000 HKD 464000.00000000 HKD 10385.99000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 140384.00000000 OU Notional Amount USD -1844645.76000000 -0.03093889384 N/A DE US N 2 BNP Paribas 549300FWX3HQBUJIR891 Applied Digital Corp. Applied Digital Corp. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 140384.00000000 USD -443695.86000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 22925.00000000 OU Notional Amount -4609187.26000000 -0.07730652595 N/A DE FR N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Airbus SE Airbus SE Y equity-performance leg 2026-12-10 0.00000000 EUR 0.00000000 EUR 22925.00000000 EUR 276044.90000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 273102.00000000 OU Notional Amount USD 18475350.30000000 0.309873534523 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Henry Schein, Inc. Henry Schein, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 273102.00000000 USD -1201208.00000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 14900.00000000 OU Notional Amount -490122.48000000 -0.00822046579 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 TBS Holdings, Inc. TBS Holdings, Inc. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 14900.00000000 JPY 3597.44000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 89586.00000000 OU Notional Amount 1796889.23000000 0.030137908500 N/A DE IT N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Unipol Assicurazioni SpA Unipol Assicurazioni SpA Y equity-performance leg 2026-08-17 0.00000000 EUR 0.00000000 EUR 89586.00000000 EUR 43878.65000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 43400.00000000 OU Notional Amount 1748344.36000000 0.029323700909 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Hanwa Co. Ltd. Hanwa Co. Ltd. Y equity-performance leg 2028-02-15 0.00000000 JPY 0.00000000 JPY 43400.00000000 JPY 7737.73000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 230199.00000000 OU Notional Amount -8517541.90000000 -0.14285849908 N/A DE FR N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Renault SA Renault SA Y equity-performance leg 2027-01-06 0.00000000 EUR 0.00000000 EUR 230199.00000000 EUR 433277.12000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 404.00000000 OU Notional Amount USD -9239.48000000 -0.00015496703 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Applied Optoelectronics, Inc. Applied Optoelectronics, Inc. Y equity-performance leg 2028-04-21 0.00000000 USD 0.00000000 USD 404.00000000 USD 1407.49000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 80800.00000000 OU Notional Amount 2579937.48000000 0.043271403940 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 SHO-BOND Holdings Co. Ltd. SHO-BOND Holdings Co. Ltd. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 80800.00000000 JPY -45575.35000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 26328.00000000 OU Notional Amount 1597297.89000000 0.026790308969 N/A DE GB N 2 UBS AG BFM8T61CT2L1QCEMIK50 Morgan Sindall Group PLC Morgan Sindall Group PLC Y equity-performance leg 2028-04-24 0.00000000 GBP 0.00000000 GBP 26328.00000000 GBP -9707.55000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 289026.00000000 OU Notional Amount -832620.34000000 -0.01396493184 N/A DE AU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Insignia Financial Ltd. Insignia Financial Ltd. Y equity-performance leg 2027-05-12 0.00000000 AUD 0.00000000 AUD 289026.00000000 AUD 7738.90000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 441500.00000000 OU Notional Amount -2023040.57000000 -0.03393097947 N/A DE HK N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 CK Asset Holdings Ltd. CK Asset Holdings Ltd. Y equity-performance leg 2028-02-15 0.00000000 HKD 0.00000000 HKD 441500.00000000 HKD -46120.33000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 42003.00000000 OU Notional Amount USD -5651923.68000000 -0.09479558109 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Modine Manufacturing Co. Modine Manufacturing Co. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 42003.00000000 USD -1710782.19000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 30800.00000000 OU Notional Amount -463275.87000000 -0.00777018724 N/A DE JP N 2 BNP Paribas 549300FWX3HQBUJIR891 Plus Alpha Consulting Co. Ltd. Plus Alpha Consulting Co. Ltd. Y equity-performance leg 2027-03-24 0.00000000 JPY 0.00000000 JPY 30800.00000000 JPY 3420.36000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 84801.00000000 OU Notional Amount USD -1098172.95000000 -0.01841885149 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Adeia, Inc. Adeia, Inc. Y equity-performance leg 2028-04-21 0.00000000 USD 0.00000000 USD 84801.00000000 USD 103457.22000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 46000.00000000 OU Notional Amount -1226087.65000000 -0.02056427118 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Yokogawa Electric Corp. Yokogawa Electric Corp. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 46000.00000000 JPY -40352.67000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 812.00000000 OU Notional Amount -154660.32000000 -0.00259400440 N/A DE IL N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Big Shopping Centers Ltd. Big Shopping Centers Ltd. Y equity-performance leg 2026-08-19 0.00000000 ILS 0.00000000 ILS 812.00000000 ILS 10705.93000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 195031.00000000 OU Notional Amount -943097.14000000 -0.01581787838 N/A DE AU N 2 BNP Paribas 549300FWX3HQBUJIR891 Treasury Wine Estates Ltd. Treasury Wine Estates Ltd. Y equity-performance leg 2027-03-22 0.00000000 AUD 0.00000000 AUD 195031.00000000 AUD 68244.45000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1315204.00000000 OU Notional Amount -29405945.16000000 -0.49320440558 N/A DE AU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Goodman Group Goodman Group Y equity-performance leg 2027-09-09 0.00000000 AUD 0.00000000 AUD 1315204.00000000 AUD 822877.02000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 464500.00000000 OU Notional Amount -5381287.36000000 -0.09025639608 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Lixil Corp. Lixil Corp. Y equity-performance leg 2028-02-15 0.00000000 JPY 0.00000000 JPY 464500.00000000 JPY -18731.52000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 78267.00000000 OU Notional Amount -610613.65000000 -0.01024137604 N/A DE CA N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Ivanhoe Mines Ltd. Ivanhoe Mines Ltd. Y equity-performance leg 2025-10-20 0.00000000 CAD 0.00000000 CAD 78267.00000000 CAD 82625.61000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 1638045.25000000 0.027473734629 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 49557000.00000000 EUR 58357406.40000000 USD 2025-09-17 1638045.25000000 N N N MORGAN STANLEY & CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 000000000 1079648.97000000 OU Notional Amount -23605.26000000 -0.00039591375 N/A DE GB N 2 MORGAN STANLEY & CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 FTSE 100 Dividend Index Futures UKDZ5 Index Y Fixed payment equal to the notional value in field C.11.f.iv.1 equity-performance leg 2025-12-18 0.00000000 GBP 0.00000000 GBP 1079648.97300000 GBP -23605.26000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 163282.00000000 OU Notional Amount USD 4957241.52000000 0.083144185433 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Standard Motor Products, Inc. Standard Motor Products, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 163282.00000000 USD -489436.00000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 2500.00000000 OU Notional Amount -57255.01000000 -0.00096029639 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Krosaki Harima Corp. Krosaki Harima Corp. Y equity-performance leg 2028-02-15 0.00000000 JPY 0.00000000 JPY 2500.00000000 JPY 1565.42000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 59800.00000000 OU Notional Amount -4367375.40000000 -0.07325079253 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Kawasaki Heavy Industries Ltd. Kawasaki Heavy Industries Ltd. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 59800.00000000 JPY -119679.26000000 N N N ASX Clear (Futures) 549300ZD7BBOVZFVHK49 000000000 64.00000000 NC 92985.04000000 0.001559570050 N/A DE AU N 1 ASX Clear (Futures) 549300ZD7BBOVZFVHK49 Long SFE S&P ASX Share Price Index 200 Futures XPU5 Index 2025-09-18 13780109.97000000 AUD 92985.04000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1377212.00000000 OU Notional Amount USD -8951878.00000000 -0.15014330074 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Array Technologies, Inc. Array Technologies, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 1377212.00000000 USD 1184402.32000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 6600.00000000 OU Notional Amount -183366.07000000 -0.00307546494 N/A DE SG N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 United Overseas Bank Ltd. United Overseas Bank Ltd. Y equity-performance leg 2028-02-15 0.00000000 SGD 0.00000000 SGD 6600.00000000 SGD 5418.06000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 305929.00000000 OU Notional Amount -2053362.95000000 -0.03443955457 N/A DE CA N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 NexGen Energy Ltd. NexGen Energy Ltd. Y equity-performance leg 2025-10-20 0.00000000 CAD 0.00000000 CAD 305929.00000000 CAD 42457.02000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 201100.00000000 OU Notional Amount 532709.22000000 0.008934742031 N/A DE JP N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Systena Corp. Systena Corp. Y equity-performance leg 2026-08-19 0.00000000 JPY 0.00000000 JPY 201100.00000000 JPY 3125.40000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 5678089.00000000 OU Notional Amount -7806216.63000000 -0.13092796072 N/A DE GB N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Sirius Real Estate Ltd. Sirius Real Estate Ltd. Y equity-performance leg 2025-12-08 0.00000000 GBP 0.00000000 GBP 5678089.00000000 GBP -470092.41000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 138820.00000000 OU Notional Amount USD -962022.60000000 -0.01613530128 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Amprius Technologies, Inc. Amprius Technologies, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 138820.00000000 USD 87301.84000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 11277.74000000 0.000189153282 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 826000.00000000 GBP 1102602.29000000 USD 2025-09-17 11277.74000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 7800.00000000 OU Notional Amount -365178.61000000 -0.00612487367 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Ryohin Keikaku Co. Ltd. Ryohin Keikaku Co. Ltd. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 7800.00000000 JPY 12780.66000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 49400.00000000 OU Notional Amount -1211876.84000000 -0.02032592366 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Daiichi Sankyo Co. Ltd. Daiichi Sankyo Co. Ltd. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 49400.00000000 JPY -11548.25000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 193397.00000000 OU Notional Amount USD -4366904.26000000 -0.07324289044 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 SoFi Technologies, Inc. SoFi Technologies, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 193397.00000000 USD -313303.14000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 22670.00000000 OU Notional Amount USD -1169772.00000000 -0.01961972998 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Middlesex Water Co. Middlesex Water Co. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 22670.00000000 USD 30248.82000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 9726.00000000 OU Notional Amount USD -4260182.52000000 -0.07145292477 N/A DE US N 2 BNP Paribas 549300FWX3HQBUJIR891 Caterpillar, Inc. Caterpillar, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 9726.00000000 USD -59169.70000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 150133.00000000 OU Notional Amount 14473705.36000000 0.242756871438 N/A DE CA N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 CGI, Inc. CGI, Inc. Y equity-performance leg 2028-02-15 0.00000000 CAD 0.00000000 CAD 150133.00000000 CAD -572963.61000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 34700.00000000 OU Notional Amount -390709.86000000 -0.00655309064 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 NHK Spring Co. Ltd. NHK Spring Co. Ltd. Y equity-performance leg 2028-02-15 0.00000000 JPY 0.00000000 JPY 34700.00000000 JPY -8638.05000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 7656115.00000000 OU Notional Amount 39511622.58000000 0.662699539918 N/A DE ES N 2 UBS AG BFM8T61CT2L1QCEMIK50 Telefonica SA Telefonica SA Y equity-performance leg 2028-04-18 0.00000000 EUR 0.00000000 EUR 7656115.00000000 EUR -503084.71000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 285925.00000000 OU Notional Amount USD -6716378.25000000 -0.11264889886 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Globalstar, Inc. Globalstar, Inc. Y equity-performance leg 2028-04-21 0.00000000 USD 0.00000000 USD 285925.00000000 USD 914964.25000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC N/A 22469.84000000 0.000376870188 N/A DFE CH N 2 UBS AG BFM8T61CT2L1QCEMIK50 2593256.89000000 EUR 2416000.00000000 CHF 2025-09-17 22469.84000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 55600.00000000 OU Notional Amount -1021466.78000000 -0.01713231502 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Fuji Seal International, Inc. Fuji Seal International, Inc. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 55600.00000000 JPY 16434.84000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 8407.00000000 OU Notional Amount USD -7390005.21000000 -0.12394715106 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 KLA Corp. KLA Corp. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 8407.00000000 USD 330328.45000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 139100.00000000 OU Notional Amount -1377070.63000000 -0.02309659825 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 eGuarantee, Inc. eGuarantee, Inc. Y equity-performance leg 2028-02-15 0.00000000 JPY 0.00000000 JPY 139100.00000000 JPY -12266.52000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 54352.00000000 OU Notional Amount -3520038.60000000 -0.05903903227 N/A DE FR N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Vicat SACA Vicat SACA Y equity-performance leg 2026-12-10 0.00000000 EUR 0.00000000 EUR 54352.00000000 EUR 305316.94000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 43174.00000000 OU Notional Amount USD -667038.30000000 -0.01118774541 N/A DE US N 2 BNP Paribas 549300FWX3HQBUJIR891 Teva Pharmaceutical Industries Ltd. Teva Pharmaceutical Industries Ltd. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 43174.00000000 USD 46951.72000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 21111.00000000 OU Notional Amount -214373.59000000 -0.00359553139 N/A DE AU N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 PEXA Group Ltd. PEXA Group Ltd. Y equity-performance leg 2026-08-19 0.00000000 AUD 0.00000000 AUD 21111.00000000 AUD -38888.34000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 275103.00000000 OU Notional Amount -865705.24000000 -0.01451984066 N/A DE ES N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Ence Energia y Celulosa SA Ence Energia y Celulosa SA Y equity-performance leg 2027-01-04 0.00000000 EUR 0.00000000 EUR 275103.00000000 EUR 66734.41000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 22600.00000000 OU Notional Amount 340230.13000000 0.005706431067 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Tosoh Corp. Tosoh Corp. Y equity-performance leg 2028-02-15 0.00000000 JPY 0.00000000 JPY 22600.00000000 JPY 3025.47000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 7210.00000000 OU Notional Amount -6146993.24000000 -0.10309902064 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 AEON REIT Investment Corp. AEON REIT Investment Corp. Y equity-performance leg 2028-02-15 0.00000000 JPY 0.00000000 JPY 7210.00000000 JPY 4429.29000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 12000.00000000 OU Notional Amount -501158.06000000 -0.00840555750 N/A DE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 Union Tool Co. Union Tool Co. Y equity-performance leg 2028-04-03 0.00000000 JPY 0.00000000 JPY 12000.00000000 JPY -35062.26000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 21353.00000000 OU Notional Amount USD -926933.73000000 -0.01554678133 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 JFrog Ltd. JFrog Ltd. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 21353.00000000 USD 8649.55000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 280.00000000 OU Notional Amount -753.14000000 -0.00001263186 N/A DE AU N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 Silex Systems Ltd. Silex Systems Ltd. Y equity-performance leg 2026-02-10 0.00000000 AUD 0.00000000 AUD 280.00000000 AUD 7.07000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 16045.00000000 OU Notional Amount USD 3297247.50000000 0.055302320141 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 MarketAxess Holdings, Inc. MarketAxess Holdings, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 16045.00000000 USD -181629.40000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 2320298.00000000 OU Notional Amount -22451075.83000000 -0.37655547030 N/A DE IT N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Terna - Rete Elettrica Nazionale Terna - Rete Elettrica Nazionale Y equity-performance leg 2027-01-06 0.00000000 EUR 0.00000000 EUR 2320298.00000000 EUR 1093233.94000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 177500.00000000 OU Notional Amount -1723825.66000000 -0.02891246669 N/A DE JP N 2 BNP Paribas 549300FWX3HQBUJIR891 Nikon Corp. Nikon Corp. Y equity-performance leg 2026-09-09 0.00000000 JPY 0.00000000 JPY 177500.00000000 JPY -4266.77000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 232567.00000000 OU Notional Amount -2445680.89000000 -0.04101961637 N/A DE NO N 2 UBS AG BFM8T61CT2L1QCEMIK50 Orkla ASA Orkla ASA Y equity-performance leg 2029-09-03 0.00000000 NOK 0.00000000 NOK 232567.00000000 NOK 4062.61000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 77700.00000000 OU Notional Amount 1706831.14000000 0.028627430040 N/A DE JP N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Nippon Express Holdings, Inc. Nippon Express Holdings, Inc. Y equity-performance leg 2026-08-19 0.00000000 JPY 0.00000000 JPY 77700.00000000 JPY 29695.00000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 19324.00000000 OU Notional Amount USD 451988.36000000 0.007580870100 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Hackett Group, Inc. Hackett Group, Inc. Y equity-performance leg 2026-08-19 0.00000000 USD 0.00000000 USD 19324.00000000 USD -8309.32000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 78089.00000000 OU Notional Amount USD 2024066.88000000 0.033948193026 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 GEO Group, Inc. GEO Group, Inc. Y equity-performance leg 2028-04-21 0.00000000 USD 0.00000000 USD 78089.00000000 USD 73941.07000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 204168.00000000 OU Notional Amount -10352636.90000000 -0.17363720501 N/A DE DE N 2 BNP Paribas 549300FWX3HQBUJIR891 Dr. Ing hc F Porsche AG Dr. Ing hc F Porsche AG Y equity-performance leg 2026-08-17 0.00000000 EUR 0.00000000 EUR 204168.00000000 EUR -95899.86000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 180142.00000000 OU Notional Amount 1863495.78000000 0.031255051435 N/A DE SE N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Embracer Group AB Embracer Group AB Y equity-performance leg 2027-01-04 0.00000000 SEK 0.00000000 SEK 180142.00000000 SEK -142733.06000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 446523.00000000 OU Notional Amount -10822621.43000000 -0.18151991171 N/A DE GB N 2 UBS AG BFM8T61CT2L1QCEMIK50 Diageo PLC Diageo PLC Y equity-performance leg 2029-09-03 0.00000000 GBP 0.00000000 GBP 446523.00000000 GBP 466981.52000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 6534442.00000000 OU Notional Amount 17590515.27000000 0.295032843886 N/A DE GB N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Airtel Africa PLC Airtel Africa PLC Y equity-performance leg 2027-01-04 0.00000000 GBP 0.00000000 GBP 6534442.00000000 GBP 1160098.98000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 259039.00000000 OU Notional Amount -13878616.96000000 -0.23277588905 N/A DE GB N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 British American Tobacco PLC British American Tobacco PLC Y equity-performance leg 2026-08-17 0.00000000 GBP 0.00000000 GBP 259039.00000000 GBP -282178.67000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 256694.00000000 OU Notional Amount USD 7485197.04000000 0.125543733987 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Seadrill Ltd. Seadrill Ltd. Y equity-performance leg 2027-02-08 0.00000000 USD 0.00000000 USD 256694.00000000 USD -66740.44000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 660865.00000000 OU Notional Amount USD -30888830.10000000 -0.51807574984 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 International Paper Co. International Paper Co. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 660865.00000000 USD 2556318.77000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 260522.00000000 OU Notional Amount -1996647.90000000 -0.03348831453 N/A DE GB N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Vistry Group PLC Vistry Group PLC Y equity-performance leg 2025-12-08 0.00000000 GBP 0.00000000 GBP 260522.00000000 GBP 183428.82000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 768049.00000000 OU Notional Amount USD -15890933.81000000 -0.26652700742 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Hewlett Packard Enterprise Co. Hewlett Packard Enterprise Co. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 768049.00000000 USD 47665.33000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 78303.00000000 OU Notional Amount USD 14111766.66000000 0.236686338407 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Expedia Group, Inc. Expedia Group, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 78303.00000000 USD 160137.46000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 149318.00000000 OU Notional Amount USD -3414902.66000000 -0.05727566406 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Applied Optoelectronics, Inc. Applied Optoelectronics, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 149318.00000000 USD 519626.64000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 34770.00000000 OU Notional Amount 859753.19000000 0.014420011284 N/A DE BE N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Fagron Fagron Y equity-performance leg 2026-12-10 0.00000000 EUR 0.00000000 EUR 34770.00000000 EUR -51622.50000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 66696.00000000 OU Notional Amount USD -2184960.96000000 -0.03664675172 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Kulicke & Soffa Industries, Inc. Kulicke & Soffa Industries, Inc. Y equity-performance leg 2028-04-21 0.00000000 USD 0.00000000 USD 66696.00000000 USD 160070.40000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 133402.00000000 OU Notional Amount -452479.17000000 -0.00758910209 N/A DE SE N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Vimian Group AB Vimian Group AB Y equity-performance leg 2026-08-19 0.00000000 SEK 0.00000000 SEK 133402.00000000 SEK 134991.26000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 108829.00000000 OU Notional Amount -11549980.57000000 -0.19371937445 N/A DE CH N 2 BNP Paribas 549300FWX3HQBUJIR891 Galenica AG Galenica AG Y equity-performance leg 2027-03-17 0.00000000 CHF 0.00000000 CHF 108829.00000000 CHF 413754.47000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 20300.00000000 OU Notional Amount 913427.79000000 0.015320256083 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Kao Corp. Kao Corp. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 20300.00000000 JPY -31124.57000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 503166.00000000 OU Notional Amount USD -2712064.74000000 -0.04548747781 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Shoals Technologies Group, Inc. Shoals Technologies Group, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 503166.00000000 USD 306931.26000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 16573.00000000 OU Notional Amount USD 561493.24000000 0.009417515341 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Smartstop Self Storage REIT, Inc. Smartstop Self Storage REIT, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 16573.00000000 USD -14020.94000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 53524.00000000 OU Notional Amount USD 262267.60000000 0.004398822587 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Veradigm, Inc. Veradigm, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 53524.00000000 USD 16057.20000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 36066.00000000 OU Notional Amount USD 9697065.42000000 0.162641784183 N/A DE US N 2 BNP Paribas 549300FWX3HQBUJIR891 VeriSign, Inc. VeriSign, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 36066.00000000 USD -455152.92000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 216530.00000000 OU Notional Amount USD 1284022.90000000 0.021535976745 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Helix Energy Solutions Group, Inc. Helix Energy Solutions Group, Inc. Y equity-performance leg 2027-02-08 0.00000000 USD 0.00000000 USD 216530.00000000 USD -120434.95000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 73600.00000000 OU Notional Amount -503413.37000000 -0.00844338417 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Toray Industries, Inc. Toray Industries, Inc. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 73600.00000000 JPY 9069.66000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 69088.00000000 OU Notional Amount USD 7678440.32000000 0.128784862151 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Cal-Maine Foods, Inc. Cal-Maine Foods, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 69088.00000000 USD 343629.47000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 323253.00000000 OU Notional Amount -5003493.55000000 -0.08391993689 N/A DE SE N 2 UBS AG BFM8T61CT2L1QCEMIK50 AFRY AB AFRY AB Y equity-performance leg 2028-04-24 0.00000000 SEK 0.00000000 SEK 323253.00000000 SEK 196838.94000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 143601.00000000 OU Notional Amount USD -1302461.07000000 -0.02184522668 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 ASP Isotopes, Inc. ASP Isotopes, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 143601.00000000 USD -218113.60000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 496457.00000000 OU Notional Amount 7368084.36000000 0.123579488682 N/A DE SE N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Securitas AB Securitas AB Y equity-performance leg 2026-07-06 0.00000000 SEK 0.00000000 SEK 496457.00000000 SEK -49512.63000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 41500.00000000 OU Notional Amount -997997.57000000 -0.01673868313 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Resonac Holdings Corp. Resonac Holdings Corp. Y equity-performance leg 2028-02-15 0.00000000 JPY 0.00000000 JPY 41500.00000000 JPY 8743.70000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 4920716.00000000 OU Notional Amount 29648589.89000000 0.497274108132 N/A DE IT N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Intesa Sanpaolo SpA Intesa Sanpaolo SpA Y equity-performance leg 2026-08-17 0.00000000 EUR 0.00000000 EUR 4920716.00000000 EUR 1174030.38000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 375089.00000000 OU Notional Amount USD 16038805.64000000 0.269007153450 N/A DE US N 2 BNP Paribas 549300FWX3HQBUJIR891 Verizon Communications, Inc. Verizon Communications, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 375089.00000000 USD 44509.04000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 15778.00000000 OU Notional Amount USD -5800308.36000000 -0.09728432877 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Cummins, Inc. Cummins, Inc. Y equity-performance leg 2028-02-24 0.00000000 USD 0.00000000 USD 15778.00000000 USD -11442.84000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 157100.00000000 OU Notional Amount 2242458.47000000 0.037611115396 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Rohto Pharmaceutical Co. Ltd. Rohto Pharmaceutical Co. Ltd. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 157100.00000000 JPY 2059.35000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 142753.00000000 OU Notional Amount 9997424.49000000 0.167679487130 N/A DE GB N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Cranswick PLC Cranswick PLC Y equity-performance leg 2026-12-10 0.00000000 GBP 0.00000000 GBP 142753.00000000 GBP -144932.61000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 16049.00000000 OU Notional Amount USD 3218305.97000000 0.053978291610 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Lululemon Athletica, Inc. Lululemon Athletica, Inc. Y equity-performance leg 2028-04-18 0.00000000 USD 0.00000000 USD 16049.00000000 USD -90032.97000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 663402.00000000 OU Notional Amount -37939224.08000000 -0.63632685020 N/A DE CH N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Sandoz Group AG Sandoz Group AG Y equity-performance leg 2026-11-09 0.00000000 CHF 0.00000000 CHF 663402.00000000 CHF 900563.38000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 68417.00000000 OU Notional Amount USD -18341229.36000000 -0.30762402211 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Hilton Worldwide Holdings, Inc. Hilton Worldwide Holdings, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 68417.00000000 USD 428290.42000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 74000.00000000 OU Notional Amount 1781638.61000000 0.029882121007 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Kyoritsu Maintenance Co. Ltd. Kyoritsu Maintenance Co. Ltd. Y equity-performance leg 2028-02-15 0.00000000 JPY 0.00000000 JPY 74000.00000000 JPY -62209.43000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 21712.00000000 OU Notional Amount -88377.37000000 -0.00148228897 N/A DE CA N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Rogers Sugar, Inc. Rogers Sugar, Inc. Y equity-performance leg 2028-02-24 0.00000000 CAD 0.00000000 CAD 21712.00000000 CAD 2597.74000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 5280.00000000 OU Notional Amount USD -52641.60000000 -0.00088291904 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 HighPeak Energy, Inc. HighPeak Energy, Inc. Y equity-performance leg 2028-04-21 0.00000000 USD 0.00000000 USD 5280.00000000 USD -5702.40000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 779300.00000000 OU Notional Amount -20322560.35000000 -0.34085543732 N/A DE JP N 2 BNP Paribas 549300FWX3HQBUJIR891 NTT Data Group Corp. NTT Data Group Corp. Y equity-performance leg 2027-03-24 0.00000000 JPY 0.00000000 JPY 779300.00000000 JPY 414447.48000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 55400.00000000 OU Notional Amount 1170182.69000000 0.019626618185 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Hokuhoku Financial Group, Inc. Hokuhoku Financial Group, Inc. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 55400.00000000 JPY -6875.95000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 14917.00000000 OU Notional Amount USD 706767.46000000 0.011854093554 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 V2X, Inc. V2X, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 14917.00000000 USD -27596.45000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 50106.00000000 OU Notional Amount 759531.52000000 0.012739066532 N/A DE IT N 2 BNP Paribas 549300FWX3HQBUJIR891 Credito Emiliano SpA Credito Emiliano SpA Y equity-performance leg 2027-03-17 0.00000000 EUR 0.00000000 EUR 50106.00000000 EUR 21692.99000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 138404.00000000 OU Notional Amount 930873.25000000 0.015612856020 N/A DE AU N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Jumbo Interactive Ltd. Jumbo Interactive Ltd. Y equity-performance leg 2028-02-15 0.00000000 AUD 0.00000000 AUD 138404.00000000 AUD 33748.42000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 39705.00000000 OU Notional Amount -4483662.04000000 -0.07520118327 N/A DE DE N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 CTS Eventim AG & Co. KGaA CTS Eventim AG & Co. KGaA Y equity-performance leg 2028-02-15 0.00000000 EUR 0.00000000 EUR 39705.00000000 EUR 212956.72000000 N N N Jiangsu Hengrui Pharmaceuticals Co Ltd 2549003BT1XS3SE3E448 000000000 655600.00000000 NS 6585230.57000000 0.110449254777 Long EC CORP CN N 1 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 14480.00000000 OU Notional Amount 749163.91000000 0.012565178194 N/A DE DK N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Zealand Pharma AS Zealand Pharma AS Y equity-performance leg 2026-07-17 0.00000000 DKK 0.00000000 DKK 14480.00000000 DKK -44304.56000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC 38293.64000000 0.000642271209 N/A DFE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 118254000.00000000 JPY 826320.21000000 USD 2025-09-17 38293.64000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 27783.00000000 OU Notional Amount USD -2701618.92000000 -0.04531227771 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Patrick Industries, Inc. Patrick Industries, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 27783.00000000 USD 10835.37000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 603632.00000000 OU Notional Amount 4056045.48000000 0.068029083544 N/A DE AU N 2 UBS AG BFM8T61CT2L1QCEMIK50 Lynas Rare Earths Ltd. Lynas Rare Earths Ltd. Y equity-performance leg 2028-04-18 0.00000000 AUD 0.00000000 AUD 603632.00000000 AUD 119751.88000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 214065.00000000 OU Notional Amount USD 682867.35000000 0.011453234494 N/A DE US N 2 BNP Paribas 549300FWX3HQBUJIR891 Tronox Holdings PLC Tronox Holdings PLC Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 214065.00000000 USD -443114.55000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 184886.00000000 OU Notional Amount -1585366.26000000 -0.02659018846 N/A DE DE N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Deutsche Lufthansa AG Deutsche Lufthansa AG Y equity-performance leg 2026-12-10 0.00000000 EUR 0.00000000 EUR 184886.00000000 EUR 39072.98000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1019.00000000 OU Notional Amount USD 7692930.31000000 0.129027892153 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 NVR, Inc. NVR, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 1019.00000000 USD 31711.28000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 65281.00000000 OU Notional Amount USD 14974155.78000000 0.251150560217 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Workday, Inc. Workday, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 65281.00000000 USD -564689.48000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 19979.00000000 OU Notional Amount -700609.78000000 -0.01175081529 N/A DE GB N 2 BNP Paribas 549300FWX3HQBUJIR891 Severn Trent PLC Severn Trent PLC Y equity-performance leg 2026-08-17 0.00000000 GBP 0.00000000 GBP 19979.00000000 GBP 32184.70000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 11957.00000000 OU Notional Amount 1615851.05000000 0.027101487549 N/A DE FR N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Exail Technologies SA Exail Technologies SA Y equity-performance leg 2027-01-04 0.00000000 EUR 0.00000000 EUR 11957.00000000 EUR 67680.56000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 935548.00000000 OU Notional Amount USD 34025880.76000000 0.570691205589 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 TechnipFMC PLC TechnipFMC PLC Y equity-performance leg 2028-04-18 0.00000000 USD 0.00000000 USD 935548.00000000 USD 2067561.08000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1820596.00000000 OU Notional Amount USD 19152669.92000000 0.321233721001 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Cleveland-Cliffs, Inc. Cleveland-Cliffs, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 1820596.00000000 USD -1464490.50000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 194.00000000 OU Notional Amount -1640156.29000000 -0.02750914155 N/A DE BE N 2 UBS AG BFM8T61CT2L1QCEMIK50 Lotus Bakeries NV Lotus Bakeries NV Y equity-performance leg 2028-04-18 0.00000000 EUR 0.00000000 EUR 194.00000000 EUR 54540.31000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 5131.00000000 OU Notional Amount -273649.46000000 -0.00458972219 N/A DE IT N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Moncler SpA Moncler SpA Y equity-performance leg 2026-06-25 0.00000000 EUR 0.00000000 EUR 5131.00000000 EUR 8441.04000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1933630.00000000 OU Notional Amount 28960917.06000000 0.485740274837 N/A DE ES N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Enagas SA Enagas SA Y equity-performance leg 2025-12-08 0.00000000 EUR 0.00000000 EUR 1933630.00000000 EUR -1397642.99000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 57601.00000000 OU Notional Amount -2802015.51000000 -0.04699615627 N/A DE DE N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Daimler Truck Holding AG Daimler Truck Holding AG Y equity-performance leg 2025-12-08 0.00000000 EUR 0.00000000 EUR 57601.00000000 EUR 114363.28000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 149261.00000000 OU Notional Amount USD -1373201.20000000 -0.02303169913 N/A DE US N 2 BNP Paribas 549300FWX3HQBUJIR891 Herbalife Ltd. Herbalife Ltd. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 149261.00000000 USD 11940.88000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 106469.00000000 OU Notional Amount USD -890080.84000000 -0.01492867477 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 SimilarWeb Ltd. SimilarWeb Ltd. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 106469.00000000 USD -17035.04000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 550100.00000000 OU Notional Amount -5064647.79000000 -0.08494563222 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Shin Nippon Biomedical Laboratories Ltd. Shin Nippon Biomedical Laboratories Ltd. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 550100.00000000 JPY 114.28000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 190.00000000 OU Notional Amount -155462.68000000 -0.00260746179 N/A DE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 Industrial & Infrastructure Fund Investment Corp. Industrial & Infrastructure Fund Investment Corp. Y equity-performance leg 2028-04-03 0.00000000 JPY 0.00000000 JPY 190.00000000 JPY 505.10000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 15024.00000000 OU Notional Amount -445537.76000000 -0.00747267890 N/A DE NL N 2 BNP Paribas 549300FWX3HQBUJIR891 JDE Peet's NV JDE Peet's NV Y equity-performance leg 2026-08-17 0.00000000 EUR 0.00000000 EUR 15024.00000000 EUR -23399.25000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 345800.00000000 OU Notional Amount -4366899.47000000 -0.07324281010 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Park24 Co. Ltd. Park24 Co. Ltd. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 345800.00000000 JPY 16796.50000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 114900.00000000 OU Notional Amount 1691932.04000000 0.028377538335 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Obayashi Corp. Obayashi Corp. Y equity-performance leg 2028-03-15 0.00000000 JPY 0.00000000 JPY 114900.00000000 JPY 14610.49000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 518925.00000000 OU Notional Amount -11203656.90000000 -0.18791074089 N/A DE AU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Westpac Banking Corp. Westpac Banking Corp. Y equity-performance leg 2027-05-12 0.00000000 AUD 0.00000000 AUD 518925.00000000 AUD -100125.19000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 419933.00000000 OU Notional Amount -12244425.67000000 -0.20536679407 N/A DE DE N 2 UBS AG BFM8T61CT2L1QCEMIK50 Zalando SE Zalando SE Y equity-performance leg 2028-04-18 0.00000000 EUR 0.00000000 EUR 419933.00000000 EUR 1133355.93000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 39216.00000000 OU Notional Amount USD -5427886.56000000 -0.09103797037 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 DTE Energy Co. DTE Energy Co. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 39216.00000000 USD -21956.80000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 960682.00000000 OU Notional Amount USD 14717648.24000000 0.246848346902 N/A DE US N 2 BNP Paribas 549300FWX3HQBUJIR891 DoubleVerify Holdings, Inc. DoubleVerify Holdings, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 960682.00000000 USD 371406.65000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 619165.00000000 OU Notional Amount USD 5913025.75000000 0.099174855097 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Leggett & Platt, Inc. Leggett & Platt, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 619165.00000000 USD -181182.26000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 278443.00000000 OU Notional Amount -601077.38000000 -0.01008143116 N/A DE IT N 2 UBS AG BFM8T61CT2L1QCEMIK50 Piaggio & C SpA Piaggio & C SpA Y equity-performance leg 2028-04-24 0.00000000 EUR 0.00000000 EUR 278443.00000000 EUR 11371.58000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 218756.00000000 OU Notional Amount USD 10843734.92000000 0.181874032835 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Federated Hermes, Inc. Federated Hermes, Inc. Y equity-performance leg 2028-04-21 0.00000000 USD 0.00000000 USD 218756.00000000 USD 927525.44000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 32981.00000000 OU Notional Amount USD 2527663.84000000 0.042394656418 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Floor & Decor Holdings, Inc. Floor & Decor Holdings, Inc. Y equity-performance leg 2027-02-05 0.00000000 USD 0.00000000 USD 32981.00000000 USD -123371.58000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 648300.00000000 OU Notional Amount 7181841.95000000 0.120455780989 N/A DE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 Shimizu Corp. Shimizu Corp. Y equity-performance leg 2028-04-18 0.00000000 JPY 0.00000000 JPY 648300.00000000 JPY 100419.96000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 457441.00000000 OU Notional Amount USD -6280664.93000000 -0.10534099810 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Caleres, Inc. Caleres, Inc. Y equity-performance leg 2028-04-21 0.00000000 USD 0.00000000 USD 457441.00000000 USD -155529.94000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 163134.00000000 OU Notional Amount USD 6685231.32000000 0.112126494199 N/A DE US N 2 BNP Paribas 549300FWX3HQBUJIR891 Guardant Health, Inc. Guardant Health, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 163134.00000000 USD -1159882.74000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 75187.00000000 OU Notional Amount USD 6413451.10000000 0.107568123395 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Willdan Group, Inc. Willdan Group, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 75187.00000000 USD 663149.34000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 63177.00000000 OU Notional Amount 3328842.10000000 0.055832233253 N/A DE GB N 2 BNP Paribas 549300FWX3HQBUJIR891 Experian PLC Experian PLC Y equity-performance leg 2026-08-17 0.00000000 GBP 0.00000000 GBP 63177.00000000 GBP -69002.92000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 59139.00000000 OU Notional Amount USD 2431795.68000000 0.040786729905 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 TriCo Bancshares TriCo Bancshares Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 59139.00000000 USD -95213.79000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 114196.00000000 OU Notional Amount USD 2478053.20000000 0.041562573448 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Oceaneering International, Inc. Oceaneering International, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 114196.00000000 USD 15987.29000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 39208.00000000 OU Notional Amount USD -1667516.24000000 -0.02796802998 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Horace Mann Educators Corp. Horace Mann Educators Corp. Y equity-performance leg 2027-01-04 0.00000000 USD 0.00000000 USD 39208.00000000 USD -38470.21000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 49200.00000000 OU Notional Amount -1117609.48000000 -0.01874484619 N/A DE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Tri Chemical Laboratories, Inc. Tri Chemical Laboratories, Inc. Y equity-performance leg 2027-01-06 0.00000000 JPY 0.00000000 JPY 49200.00000000 JPY 8619.37000000 N N N Procter & Gamble Co/The 2572IBTT8CCZW6AU4141 742718109 74000.00000000 NS USD 11134780.00000000 0.186755519041 Long EC CORP US N 1 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 45260.00000000 OU Notional Amount USD 1358705.20000000 0.022788568328 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Tanger, Inc. Tanger, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 45260.00000000 USD -78299.80000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1032.00000000 OU Notional Amount USD 168742.32000000 0.002830191486 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 IDEX Corp. IDEX Corp. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 1032.00000000 USD -22892.34000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 131901.00000000 OU Notional Amount USD -1714713.00000000 -0.02875962671 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Guess?, Inc. Guess?, Inc. Y equity-performance leg 2027-01-04 0.00000000 USD 0.00000000 USD 131901.00000000 USD 52760.40000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 163875.00000000 OU Notional Amount USD -5026046.25000000 -0.08429819683 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Sable Offshore Corp. Sable Offshore Corp. Y equity-performance leg 2028-04-21 0.00000000 USD 0.00000000 USD 163875.00000000 USD -1376550.00000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 3772814.00000000 OU Notional Amount 1504181.90000000 0.025228542590 N/A DE GB N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 THG PLC THG PLC Y equity-performance leg 2025-12-08 0.00000000 GBP 0.00000000 GBP 3772814.00000000 GBP -108734.29000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 23926.00000000 OU Notional Amount -764091.73000000 -0.01281555159 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Canadian Apartment Properties REIT Canadian Apartment Properties REIT Y equity-performance leg 2027-01-06 0.00000000 CAD 0.00000000 CAD 23926.00000000 CAD 40153.91000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 494578.00000000 OU Notional Amount USD -3442262.88000000 -0.05773455702 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Orchid Island Capital, Inc. Orchid Island Capital, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 494578.00000000 USD 105608.65000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 100337.00000000 OU Notional Amount -818892.84000000 -0.01373469052 N/A DE CH N 2 BNP Paribas 549300FWX3HQBUJIR891 Softwareone Holding AG Softwareone Holding AG Y equity-performance leg 2027-03-17 0.00000000 CHF 0.00000000 CHF 100337.00000000 CHF 53853.82000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 28594.00000000 OU Notional Amount -2146820.02000000 -0.03600704164 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Cameco Corp. Cameco Corp. Y equity-performance leg 2027-01-06 0.00000000 CAD 0.00000000 CAD 28594.00000000 CAD 111165.22000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 16331.00000000 OU Notional Amount -1161426.73000000 -0.01947976087 N/A DE AU N 2 BNP Paribas 549300FWX3HQBUJIR891 Rio Tinto Ltd. Rio Tinto Ltd. Y equity-performance leg 2027-03-22 0.00000000 AUD 0.00000000 AUD 16331.00000000 AUD 47166.21000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 3853.00000000 OU Notional Amount -3667242.10000000 -0.06150796888 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 LaSalle Logiport REIT LaSalle Logiport REIT Y equity-performance leg 2028-02-15 0.00000000 JPY 0.00000000 JPY 3853.00000000 JPY -74508.23000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 546135.00000000 OU Notional Amount 6000974.39000000 0.100649953295 N/A DE SE N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Hexagon AB Hexagon AB Y equity-performance leg 2025-12-08 0.00000000 SEK 0.00000000 SEK 546135.00000000 SEK 485327.96000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 25091.00000000 OU Notional Amount -20351434.44000000 -0.34133972131 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Japan Real Estate Investment Corp. Japan Real Estate Investment Corp. Y equity-performance leg 2027-09-09 0.00000000 JPY 0.00000000 JPY 25091.00000000 JPY 20612.09000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 109020.00000000 OU Notional Amount USD 28163136.60000000 0.472359686815 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Salesforce, Inc. Salesforce, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 109020.00000000 USD -1350886.80000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 46901.00000000 OU Notional Amount USD 7391597.60000000 0.123973859055 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Brinker International, Inc. Brinker International, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 46901.00000000 USD -594174.18000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 69758.00000000 OU Notional Amount -3575998.36000000 -0.05997760439 N/A DE ES N 2 BNP Paribas 549300FWX3HQBUJIR891 Ferrovial SE Ferrovial SE Y equity-performance leg 2027-03-22 0.00000000 EUR 0.00000000 EUR 69758.00000000 EUR 78695.46000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 16169.00000000 OU Notional Amount 173552.71000000 0.002910872638 N/A DE XX N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Sampo OYJ Sampo OYJ Y equity-performance leg 2026-07-06 0.00000000 EUR 0.00000000 EUR 16169.00000000 EUR -756.30000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 24363.00000000 OU Notional Amount 799069.07000000 0.013402200934 N/A DE IT N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 De' Longhi SpA De' Longhi SpA Y equity-performance leg 2026-08-19 0.00000000 EUR 0.00000000 EUR 24363.00000000 EUR -42618.11000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 6909.00000000 OU Notional Amount USD 701470.77000000 0.011765256048 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 BOK Financial Corp. BOK Financial Corp. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 6909.00000000 USD -11312.17000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 35209.00000000 OU Notional Amount USD -11823182.20000000 -0.19830158552 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Everest Group Ltd. Everest Group Ltd. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 35209.00000000 USD 42954.98000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 44600.00000000 OU Notional Amount -657043.00000000 -0.01102010156 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Nishimatsuya Chain Co. Ltd. Nishimatsuya Chain Co. Ltd. Y equity-performance leg 2028-02-15 0.00000000 JPY 0.00000000 JPY 44600.00000000 JPY -13757.92000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 569700.00000000 OU Notional Amount 5567323.28000000 0.093376640474 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Japan Exchange Group, Inc. Japan Exchange Group, Inc. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 569700.00000000 JPY -91557.65000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 783.00000000 OU Notional Amount -718267.50000000 -0.01204697531 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Nippon Building Fund, Inc. Nippon Building Fund, Inc. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 783.00000000 JPY -24953.40000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 120196.00000000 OU Notional Amount 2120110.88000000 0.035559068775 N/A DE IT N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Banca Mediolanum SpA Banca Mediolanum SpA Y equity-performance leg 2026-12-10 0.00000000 EUR 0.00000000 EUR 120196.00000000 EUR 35108.64000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 51600.00000000 OU Notional Amount -4479001.67000000 -0.07512301829 N/A DE BE N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Cofinimmo SA Cofinimmo SA Y equity-performance leg 2026-08-19 0.00000000 EUR 0.00000000 EUR 51600.00000000 EUR 55479.38000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 52512.00000000 OU Notional Amount USD 1103277.12000000 0.018504460006 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Invesco Ltd. Invesco Ltd. Y equity-performance leg 2028-04-18 0.00000000 USD 0.00000000 USD 52512.00000000 USD 224226.24000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 79446.00000000 OU Notional Amount 399763.24000000 0.006704936368 N/A DE AU N 2 BNP Paribas 549300FWX3HQBUJIR891 Santos Ltd. Santos Ltd. Y equity-performance leg 2026-09-07 0.00000000 AUD 0.00000000 AUD 79446.00000000 AUD -821.26000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 95600.00000000 OU Notional Amount 1387383.50000000 0.023269568473 N/A DE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 United Arrows Ltd. United Arrows Ltd. Y equity-performance leg 2028-04-03 0.00000000 JPY 0.00000000 JPY 95600.00000000 JPY -2308.85000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 28796.00000000 OU Notional Amount -3099789.63000000 -0.05199050374 N/A DE ES N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Vidrala SA Vidrala SA Y equity-performance leg 2028-02-15 0.00000000 EUR 0.00000000 EUR 28796.00000000 EUR 111142.58000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 4313.00000000 OU Notional Amount USD -413530.44000000 -0.00693584354 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Esquire Financial Holdings, Inc. Esquire Financial Holdings, Inc. Y equity-performance leg 2027-01-04 0.00000000 USD 0.00000000 USD 4313.00000000 USD 24945.13000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 137908.00000000 OU Notional Amount -1806935.84000000 -0.03030641293 N/A DE DK N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Scandinavian Tobacco Group AS Scandinavian Tobacco Group AS Y equity-performance leg 2026-02-18 0.00000000 DKK 0.00000000 DKK 137908.00000000 DKK 51653.76000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 33070.00000000 OU Notional Amount -930332.42000000 -0.01560378507 N/A DE CA N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Quebecor, Inc. Quebecor, Inc. Y equity-performance leg 2028-02-15 0.00000000 CAD 0.00000000 CAD 33070.00000000 CAD 39656.65000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 109963.00000000 OU Notional Amount -12614636.35000000 -0.21157606697 N/A DE FR N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Cie de Saint-Gobain SA Cie de Saint-Gobain SA Y equity-performance leg 2028-02-15 0.00000000 EUR 0.00000000 EUR 109963.00000000 EUR 60522.65000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 156100.00000000 OU Notional Amount -2994977.91000000 -0.05023257344 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 NIDEC Corp. NIDEC Corp. Y equity-performance leg 2027-09-09 0.00000000 JPY 0.00000000 JPY 156100.00000000 JPY -86637.28000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 263964.00000000 OU Notional Amount USD -2143387.68000000 -0.03594947351 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Fluence Energy, Inc. Fluence Energy, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 263964.00000000 USD 493404.76000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 209856.00000000 OU Notional Amount USD 13869383.04000000 0.232621015270 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Ambarella, Inc. Ambarella, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 209856.00000000 USD -426007.68000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 399300.00000000 OU Notional Amount 2429356.50000000 0.040745819324 N/A DE JP N 2 BNP Paribas 549300FWX3HQBUJIR891 Nomura Co. Ltd. Nomura Co. Ltd. Y equity-performance leg 2027-03-24 0.00000000 JPY 0.00000000 JPY 399300.00000000 JPY 64938.07000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 316889.00000000 OU Notional Amount -260211.62000000 -0.00436433913 N/A DE PT N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Banco Comercial Portugues SA Banco Comercial Portugues SA Y equity-performance leg 2025-12-08 0.00000000 EUR 0.00000000 EUR 316889.00000000 EUR -4392.96000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 197893.00000000 OU Notional Amount USD -12506837.60000000 -0.20976803740 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Equity Residential Equity Residential Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 197893.00000000 USD 899770.92000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1099854.00000000 OU Notional Amount -10642126.81000000 -0.17849260749 N/A DE IT N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Terna - Rete Elettrica Nazionale Terna - Rete Elettrica Nazionale Y equity-performance leg 2027-01-04 0.00000000 EUR 0.00000000 EUR 1099854.00000000 EUR 518208.32000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 138541.00000000 OU Notional Amount -5698638.41000000 -0.09557909308 N/A DE NL N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 TKH Group NV TKH Group NV Y equity-performance leg 2028-02-15 0.00000000 EUR 0.00000000 EUR 138541.00000000 EUR 480441.64000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 7261.00000000 OU Notional Amount USD -75587.01000000 -0.00126776562 N/A DE US N 2 BNP Paribas 549300FWX3HQBUJIR891 American Coastal Insurance Corp. American Coastal Insurance Corp. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 7261.00000000 USD 1712.87000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 190902.00000000 OU Notional Amount 4593825.57000000 0.077048875569 N/A DE XX N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Aedas Homes SA Aedas Homes SA Y equity-performance leg 2025-12-08 0.00000000 EUR 0.00000000 EUR 190902.00000000 EUR -521664.91000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 13811.00000000 OU Notional Amount USD 387536.66000000 0.006499868887 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Kinder Morgan, Inc. Kinder Morgan, Inc. Y equity-performance leg 2028-02-24 0.00000000 USD 0.00000000 USD 13811.00000000 USD 656.02000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 70610.00000000 OU Notional Amount USD -289501.00000000 -0.00485558848 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 B&G Foods, Inc. B&G Foods, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 70610.00000000 USD -1412.20000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 3716.00000000 OU Notional Amount USD -257333.00000000 -0.00431605815 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Mercury General Corp. Mercury General Corp. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 3716.00000000 USD 1477.11000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 439100.00000000 OU Notional Amount 9184120.75000000 0.154038538489 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Yaskawa Electric Corp. Yaskawa Electric Corp. Y equity-performance leg 2028-03-15 0.00000000 JPY 0.00000000 JPY 439100.00000000 JPY 756548.50000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 169423.00000000 OU Notional Amount USD -37584798.32000000 -0.63038232621 N/A DE US N 2 BNP Paribas 549300FWX3HQBUJIR891 Boeing Co. Boeing Co. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 169423.00000000 USD 1382491.68000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 42461.00000000 OU Notional Amount USD -2911126.16000000 -0.04882618938 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Affirm Holdings, Inc. Affirm Holdings, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 42461.00000000 USD -102331.01000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 5016.00000000 OU Notional Amount -387140.98000000 -0.00649323243 N/A DE DK N 2 UBS AG BFM8T61CT2L1QCEMIK50 Chemometec AS Chemometec AS Y equity-performance leg 2028-04-24 0.00000000 DKK 0.00000000 DKK 5016.00000000 DKK 24521.01000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 597090.00000000 OU Notional Amount -4576114.48000000 -0.07675182041 N/A DE GB N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Vistry Group PLC Vistry Group PLC Y equity-performance leg 2025-12-08 0.00000000 GBP 0.00000000 GBP 597090.00000000 GBP 420402.16000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 46594.00000000 OU Notional Amount USD -5731993.88000000 -0.09613853998 N/A DE US N 2 BNP Paribas 549300FWX3HQBUJIR891 Novanta, Inc. Novanta, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 46594.00000000 USD 74524.01000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 48783.00000000 OU Notional Amount -2196572.87000000 -0.03684150979 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Cogeco Communications, Inc. Cogeco Communications, Inc. Y equity-performance leg 2027-01-04 0.00000000 CAD 0.00000000 CAD 48783.00000000 CAD 124946.49000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 8466.00000000 OU Notional Amount USD 197257.80000000 0.003308460771 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Trinity Industries, Inc. Trinity Industries, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 8466.00000000 USD -16893.90000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 5593.00000000 OU Notional Amount USD 599849.25000000 0.010060832637 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 AerCap Holdings NV AerCap Holdings NV Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 5593.00000000 USD -26958.26000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 102985.00000000 OU Notional Amount -2600908.18000000 -0.04362313015 N/A DE AU N 2 BNP Paribas 549300FWX3HQBUJIR891 BHP Group Ltd. BHP Group Ltd. Y equity-performance leg 2026-09-07 0.00000000 AUD 0.00000000 AUD 102985.00000000 AUD 39979.56000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 13951.12000000 0.000233991929 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 1559000.00000000 SGD 1218722.83000000 USD 2025-09-17 13951.12000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 186400.00000000 OU Notional Amount 1777827.71000000 0.029818203569 N/A DE JP N 2 BNP Paribas 549300FWX3HQBUJIR891 Hulic Co. Ltd. Hulic Co. Ltd. Y equity-performance leg 2026-09-07 0.00000000 JPY 0.00000000 JPY 186400.00000000 JPY -57308.50000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 24418.00000000 OU Notional Amount 722124.18000000 0.012111660584 N/A DE GB N 2 BNP Paribas 549300FWX3HQBUJIR891 Craneware PLC Craneware PLC Y equity-performance leg 2027-03-17 0.00000000 GBP 0.00000000 GBP 24418.00000000 GBP -13281.94000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 18400.00000000 OU Notional Amount -768442.36000000 -0.01288852153 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Union Tool Co. Union Tool Co. Y equity-performance leg 2028-02-15 0.00000000 JPY 0.00000000 JPY 18400.00000000 JPY -49770.77000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1161027.00000000 OU Notional Amount 21368136.50000000 0.358392121173 N/A DE FR N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Credit Agricole SA Credit Agricole SA Y equity-performance leg 2026-08-17 0.00000000 EUR 0.00000000 EUR 1161027.00000000 EUR -542460.84000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 685500.00000000 OU Notional Amount 5423801.10000000 0.090969447946 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Dai-ichi Life Holdings, Inc. Dai-ichi Life Holdings, Inc. Y equity-performance leg 2027-09-09 0.00000000 JPY 0.00000000 JPY 685500.00000000 JPY 147562.99000000 N N N AliphCom, Series 8 N/A 000000000 823530.00000000 NS USD 8.24000000 0.000000138203 Long EP CORP US N 3 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 26684.00000000 OU Notional Amount 487198.86000000 0.008171430057 N/A DE DK N 2 UBS AG BFM8T61CT2L1QCEMIK50 Vestas Wind Systems AS Vestas Wind Systems AS Y equity-performance leg 2029-09-03 0.00000000 DKK 0.00000000 DKK 26684.00000000 DKK 41950.53000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 5923.00000000 OU Notional Amount 258105.33000000 0.004329011877 N/A DE CA N 2 UBS AG BFM8T61CT2L1QCEMIK50 Finning International, Inc. Finning International, Inc. Y equity-performance leg 2029-09-04 0.00000000 CAD 0.00000000 CAD 5923.00000000 CAD -2381.50000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 106800.00000000 OU Notional Amount 1550308.03000000 0.026002182424 N/A DE JP N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Alfresa Holdings Corp. Alfresa Holdings Corp. Y equity-performance leg 2026-08-19 0.00000000 JPY 0.00000000 JPY 106800.00000000 JPY 73382.16000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 773600.00000000 OU Notional Amount 22093720.88000000 0.370561817161 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Japan Tobacco, Inc. Japan Tobacco, Inc. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 773600.00000000 JPY -541548.27000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 385600.00000000 OU Notional Amount 7849520.10000000 0.131654258144 N/A DE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Mitsui & Co. Ltd. Mitsui & Co. Ltd. Y equity-performance leg 2027-01-07 0.00000000 JPY 0.00000000 JPY 385600.00000000 JPY -91295.32000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 784800.00000000 OU Notional Amount 31339615.95000000 0.525636451128 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 McDonald's Holdings Co. Japan Ltd. McDonald's Holdings Co. Japan Ltd. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 784800.00000000 JPY -198969.28000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 86784.00000000 OU Notional Amount -115181.07000000 -0.00193184782 N/A DE AU N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Orora Ltd. Orora Ltd. Y equity-performance leg 2028-02-15 0.00000000 AUD 0.00000000 AUD 86784.00000000 AUD 5804.78000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 3282.00000000 OU Notional Amount USD -383042.22000000 -0.00642448693 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 ServiceTitan, Inc. ServiceTitan, Inc. Y equity-performance leg 2027-01-06 0.00000000 USD 0.00000000 USD 3282.00000000 USD 1279.98000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 94150.00000000 OU Notional Amount USD -3950063.25000000 -0.06625152113 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Establishment Labs Holdings, Inc. Establishment Labs Holdings, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 94150.00000000 USD 122253.97000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 12732.00000000 OU Notional Amount USD -454405.08000000 -0.00762140397 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 PPL Corp. PPL Corp. Y equity-performance leg 2028-02-24 0.00000000 USD 0.00000000 USD 12732.00000000 USD 6461.49000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 68100.00000000 OU Notional Amount -755529.31000000 -0.01267194039 N/A DE JP N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 SG Holdings Co. Ltd. SG Holdings Co. Ltd. Y equity-performance leg 2026-08-19 0.00000000 JPY 0.00000000 JPY 68100.00000000 JPY -37724.06000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 36176.00000000 OU Notional Amount USD -206203.20000000 -0.00345849542 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Eos Energy Enterprises, Inc. Eos Energy Enterprises, Inc. Y equity-performance leg 2027-01-04 0.00000000 USD 0.00000000 USD 36176.00000000 USD 11938.08000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 4864.00000000 OU Notional Amount -169240.56000000 -0.00283854810 N/A DE SE N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Clas Ohlson AB Clas Ohlson AB Y equity-performance leg 2025-12-08 0.00000000 SEK 0.00000000 SEK 4864.00000000 SEK -2115.82000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 18594.00000000 OU Notional Amount USD 994964.94000000 0.016687819049 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Spectrum Brands Holdings, Inc. Spectrum Brands Holdings, Inc. Y equity-performance leg 2026-06-25 0.00000000 USD 0.00000000 USD 18594.00000000 USD -125974.64000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 18000.00000000 OU Notional Amount -408881.52000000 -0.00685787060 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Tri Chemical Laboratories, Inc. Tri Chemical Laboratories, Inc. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 18000.00000000 JPY 2320.50000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 24545.00000000 OU Notional Amount 4838142.61000000 0.081146626545 N/A DE CA N 2 UBS AG BFM8T61CT2L1QCEMIK50 FirstService Corp. FirstService Corp. Y equity-performance leg 2029-09-04 0.00000000 CAD 0.00000000 CAD 24545.00000000 CAD 496329.31000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1645460.00000000 OU Notional Amount USD 22674438.80000000 0.380301773996 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Alignment Healthcare, Inc. Alignment Healthcare, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 1645460.00000000 USD 2381967.54000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 46466.00000000 OU Notional Amount USD 3204295.36000000 0.053743301898 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Exponent, Inc. Exponent, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 46466.00000000 USD -170763.11000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 109200.00000000 OU Notional Amount -2567214.14000000 -0.04305800466 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Asics Corp. Asics Corp. Y equity-performance leg 2027-09-09 0.00000000 JPY 0.00000000 JPY 109200.00000000 JPY 39757.51000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 37251.00000000 OU Notional Amount USD 412741.08000000 0.006922604184 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Great Lakes Dredge & Dock Corp. Great Lakes Dredge & Dock Corp. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 37251.00000000 USD 5960.16000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 3629.00000000 OU Notional Amount USD -277364.47000000 -0.00465203134 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Alexandria Real Estate Equities, Inc. Alexandria Real Estate Equities, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 3629.00000000 USD 6130.84000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 244325.00000000 OU Notional Amount USD 14087779.50000000 0.236284019321 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Jefferies Financial Group, Inc. Jefferies Financial Group, Inc. Y equity-performance leg 2027-02-05 0.00000000 USD 0.00000000 USD 244325.00000000 USD 344286.72000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 4266.00000000 OU Notional Amount USD -132757.92000000 -0.00222665147 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Ziff Davis, Inc. Ziff Davis, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 4266.00000000 USD 2017.82000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 776.00000000 OU Notional Amount 139547.40000000 0.002340526451 N/A DE CH N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Burkhalter Holding AG Burkhalter Holding AG Y equity-performance leg 2025-12-08 0.00000000 CHF 0.00000000 CHF 776.00000000 CHF 1667.18000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 170449.00000000 OU Notional Amount 5459386.99000000 0.091566304045 N/A DE CA N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Russel Metals, Inc. Russel Metals, Inc. Y equity-performance leg 2026-08-19 0.00000000 CAD 0.00000000 CAD 170449.00000000 CAD -64290.93000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 10028.00000000 OU Notional Amount USD 1461982.12000000 0.024520756552 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Zoetis, Inc. Zoetis, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 10028.00000000 USD -54151.20000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 983500.00000000 OU Notional Amount 36125870.66000000 0.605912799887 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Ulvac, Inc. Ulvac, Inc. Y equity-performance leg 2028-02-15 0.00000000 JPY 0.00000000 JPY 983500.00000000 JPY 8612.10000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 176094.00000000 OU Notional Amount USD -9771456.06000000 -0.16388948396 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Terreno Realty Corp. Terreno Realty Corp. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 176094.00000000 USD 241248.78000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 12800.00000000 OU Notional Amount -317627.99000000 -0.00532734190 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Sumitomo Electric Industries Ltd. Sumitomo Electric Industries Ltd. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 12800.00000000 JPY -15443.16000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 62985.00000000 OU Notional Amount 1467074.22000000 0.024606162620 N/A DE SE N 2 Citibank NA E57ODZWZ7FF32TWEFA76 SKF AB SKF AB Y equity-performance leg 2026-07-06 0.00000000 SEK 0.00000000 SEK 62985.00000000 SEK -4359.43000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 132668.00000000 OU Notional Amount -1828780.89000000 -0.03067280398 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 NFI Group, Inc. NFI Group, Inc. Y equity-performance leg 2027-01-04 0.00000000 CAD 0.00000000 CAD 132668.00000000 CAD 35758.17000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 39707.00000000 OU Notional Amount USD -7691245.90000000 -0.12899964077 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 ESCO Technologies, Inc. ESCO Technologies, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 39707.00000000 USD -241418.56000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 97130.00000000 OU Notional Amount USD -23106255.70000000 -0.38754432295 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 MongoDB, Inc. MongoDB, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 97130.00000000 USD -2213074.12000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 195000.00000000 OU Notional Amount -2265983.11000000 -0.03800567697 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Iyogin Holdings, Inc. Iyogin Holdings, Inc. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 195000.00000000 JPY -20818.85000000 N N N BNP PARIBAS SA QHSFEYI7HUOXXZ413E03 000000000 133285000.00000000 OU Notional Amount 133680.37000000 0.002242123049 N/A DE FR N 2 BNP PARIBAS SA QHSFEYI7HUOXXZ413E03 SGX Nikkei Dividend Index Futures MNDZ5 Index Y Fixed payment equal to the notional value in field C.11.f.iv.1 equity-performance leg 2026-03-31 0.00000000 JPY 0.00000000 JPY 133285000.00000000 JPY 133680.37000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 605700.00000000 OU Notional Amount 16552520.96000000 0.277623324693 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Kewpie Corp. Kewpie Corp. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 605700.00000000 JPY 265796.98000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 3059.00000000 OU Notional Amount -1480730.23000000 -0.02483520488 N/A DE XX N 2 BNP Paribas 549300FWX3HQBUJIR891 ASM International NV ASM International NV Y equity-performance leg 2027-03-24 0.00000000 EUR 0.00000000 EUR 3059.00000000 EUR 85488.95000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 57516.00000000 OU Notional Amount USD 13011269.52000000 0.218228504972 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Guidewire Software, Inc. Guidewire Software, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 57516.00000000 USD 174848.64000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 17271.00000000 OU Notional Amount 370372.41000000 0.006211985478 N/A DE AU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 ARB Corp. Ltd. ARB Corp. Ltd. Y equity-performance leg 2027-05-12 0.00000000 AUD 0.00000000 AUD 17271.00000000 AUD -25940.17000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 10890.00000000 OU Notional Amount USD 3433834.80000000 0.057593199001 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Piper Sandler Cos. Piper Sandler Cos. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 10890.00000000 USD -13472.36000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 280587.00000000 OU Notional Amount -20053789.41000000 -0.33634753897 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce Y equity-performance leg 2027-01-04 0.00000000 CAD 0.00000000 CAD 280587.00000000 CAD 745876.54000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 91415.00000000 OU Notional Amount USD -1284380.75000000 -0.02154197870 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Oscar Health, Inc. Oscar Health, Inc. Y equity-performance leg 2027-01-04 0.00000000 USD 0.00000000 USD 91415.00000000 USD -16552.58000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1167.00000000 OU Notional Amount -2064114.41000000 -0.03461988094 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Fairfax Financial Holdings Ltd. Fairfax Financial Holdings Ltd. Y equity-performance leg 2027-01-06 0.00000000 CAD 0.00000000 CAD 1167.00000000 CAD 10601.10000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1354264.00000000 OU Notional Amount -2501482.02000000 -0.04195552790 N/A DE AU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Sigma Healthcare Ltd. Sigma Healthcare Ltd. Y equity-performance leg 2027-05-12 0.00000000 AUD 0.00000000 AUD 1354264.00000000 AUD -43059.87000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 453846.00000000 OU Notional Amount USD 5427998.16000000 0.091039842163 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Upwork, Inc. Upwork, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 453846.00000000 USD -780615.12000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 40690.00000000 OU Notional Amount -311849.30000000 -0.00523042016 N/A DE GB N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Vistry Group PLC Vistry Group PLC Y equity-performance leg 2026-08-17 0.00000000 GBP 0.00000000 GBP 40690.00000000 GBP 25593.99000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 190500.00000000 OU Notional Amount -2774955.67000000 -0.04654230137 N/A DE HK N 2 UBS AG BFM8T61CT2L1QCEMIK50 Hang Seng Bank Ltd. Hang Seng Bank Ltd. Y equity-performance leg 2028-04-18 0.00000000 HKD 0.00000000 HKD 190500.00000000 HKD 219674.87000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 2826.00000000 OU Notional Amount USD -239673.06000000 -0.00401986089 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Nutex Health, Inc. Nutex Health, Inc. Y equity-performance leg 2027-01-04 0.00000000 USD 0.00000000 USD 2826.00000000 USD 35094.92000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 27594.00000000 OU Notional Amount USD -1060161.48000000 -0.01778131291 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 German American Bancorp, Inc. German American Bancorp, Inc. Y equity-performance leg 2027-01-04 0.00000000 USD 0.00000000 USD 27594.00000000 USD 64569.96000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 17645.00000000 OU Notional Amount USD 186684.10000000 0.003131115836 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Alphatec Holdings, Inc. Alphatec Holdings, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 17645.00000000 USD -17997.90000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 136500.00000000 OU Notional Amount -3678432.73000000 -0.06169566114 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 TOPPAN Holdings, Inc. TOPPAN Holdings, Inc. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 136500.00000000 JPY -15089.60000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 129402.00000000 OU Notional Amount USD 12185786.34000000 0.204383279494 N/A DE US N 2 BNP Paribas 549300FWX3HQBUJIR891 Primoris Services Corp. Primoris Services Corp. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 129402.00000000 USD 1049589.14000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 66162.00000000 OU Notional Amount -3882371.04000000 -0.06511616921 N/A DE FR N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Eurazeo SE Eurazeo SE Y equity-performance leg 2027-01-06 0.00000000 EUR 0.00000000 EUR 66162.00000000 EUR 1031863.23000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 2490.00000000 OU Notional Amount USD -266529.60000000 -0.00447030599 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Churchill Downs, Inc. Churchill Downs, Inc. Y equity-performance leg 2028-02-24 0.00000000 USD 0.00000000 USD 2490.00000000 USD 8858.17000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 486908.00000000 OU Notional Amount 2487967.74000000 0.041728862774 N/A DE PT N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Mota-Engil SGPS SA Mota-Engil SGPS SA Y equity-performance leg 2026-08-19 0.00000000 EUR 0.00000000 EUR 486908.00000000 EUR 72618.92000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 97326.00000000 OU Notional Amount 11268274.07000000 0.188994517416 N/A DE DE N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Siemens Energy AG Siemens Energy AG Y equity-performance leg 2027-01-06 0.00000000 EUR 0.00000000 EUR 97326.00000000 EUR 854904.62000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 4727.00000000 OU Notional Amount USD 185251.13000000 0.003107081678 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 CTS Corp. CTS Corp. Y equity-performance leg 2026-06-25 0.00000000 USD 0.00000000 USD 4727.00000000 USD -7012.51000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 806000.00000000 OU Notional Amount 422119.35000000 0.007079899046 N/A DE HK N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 IGG, Inc. IGG, Inc. Y equity-performance leg 2028-02-15 0.00000000 HKD 0.00000000 HKD 806000.00000000 HKD -20413.40000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 12489.00000000 OU Notional Amount USD -167352.60000000 -0.00280688272 N/A DE US N 2 BNP Paribas 549300FWX3HQBUJIR891 Enovix Corp. Enovix Corp. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 12489.00000000 USD 15361.47000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 479536.00000000 OU Notional Amount 15549619.28000000 0.260802388509 N/A DE CA N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Teck Resources Ltd. Teck Resources Ltd. Y equity-performance leg 2025-10-20 0.00000000 CAD 0.00000000 CAD 479536.00000000 CAD -3033303.95000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 374238.00000000 OU Notional Amount -1219120.29000000 -0.02044741274 N/A DE AU N 2 BNP Paribas 549300FWX3HQBUJIR891 GPT Group GPT Group Y equity-performance leg 2027-03-22 0.00000000 AUD 0.00000000 AUD 374238.00000000 AUD 7846.49000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 62728.00000000 OU Notional Amount -735206.93000000 -0.01233108797 N/A DE CA N 2 UBS AG BFM8T61CT2L1QCEMIK50 G Mining Ventures Corp. G Mining Ventures Corp. Y equity-performance leg 2028-04-21 0.00000000 CAD 0.00000000 CAD 62728.00000000 CAD 19037.56000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 20842.00000000 OU Notional Amount 2278239.98000000 0.038211252486 N/A DE CA N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Stantec, Inc. Stantec, Inc. Y equity-performance leg 2025-12-08 0.00000000 CAD 0.00000000 CAD 20842.00000000 CAD 4165.67000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 182700.00000000 OU Notional Amount -15269861.63000000 -0.25611021810 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Nintendo Co. Ltd. Nintendo Co. Ltd. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 182700.00000000 JPY 748253.20000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1025300.00000000 OU Notional Amount -3773838.05000000 -0.06329582477 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 BlackBerry Ltd. BlackBerry Ltd. Y equity-performance leg 2027-01-04 0.00000000 CAD 0.00000000 CAD 1025300.00000000 CAD 288323.00000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 35400.00000000 OU Notional Amount -410320.89000000 -0.00688201210 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Piolax, Inc. Piolax, Inc. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 35400.00000000 JPY 2697.22000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 7987515.00000000 OU Notional Amount 8660037.47000000 0.145248473039 N/A DE GB N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Vodafone Group PLC Vodafone Group PLC Y equity-performance leg 2025-12-08 0.00000000 GBP 0.00000000 GBP 7987515.00000000 GBP -101622.28000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1353013.00000000 OU Notional Amount USD -11730622.71000000 -0.19674915291 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Uranium Energy Corp. Uranium Energy Corp. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 1353013.00000000 USD -3179580.55000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 149234.00000000 OU Notional Amount USD 14329448.68000000 0.240337359679 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Abercrombie & Fitch Co. Abercrombie & Fitch Co. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 149234.00000000 USD 990322.84000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 125000.00000000 OU Notional Amount 2490605.34000000 0.041773101309 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 San-A Co. Ltd. San-A Co. Ltd. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 125000.00000000 JPY -85043.69000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 113152.00000000 OU Notional Amount USD -13348541.44000000 -0.22388532014 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 AGCO Corp. AGCO Corp. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 113152.00000000 USD -928977.92000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 47289.00000000 OU Notional Amount 4740921.55000000 0.079516008830 N/A DE GB N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Lion Finance Group PLC Lion Finance Group PLC Y equity-performance leg 2026-08-19 0.00000000 GBP 0.00000000 GBP 47289.00000000 GBP 234054.38000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 7300.00000000 OU Notional Amount -161120.55000000 -0.00270235711 N/A DE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Kokusai Electric Corp. Kokusai Electric Corp. Y equity-performance leg 2027-01-07 0.00000000 JPY 0.00000000 JPY 7300.00000000 JPY 6680.08000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 426263.00000000 OU Notional Amount -867547.39000000 -0.01455073769 N/A DE AU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Centuria Industrial REIT Centuria Industrial REIT Y equity-performance leg 2027-05-12 0.00000000 AUD 0.00000000 AUD 426263.00000000 AUD -7170.68000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 57499.00000000 OU Notional Amount 2335843.00000000 0.039177385800 N/A DE NO N 2 UBS AG BFM8T61CT2L1QCEMIK50 Salmar ASA Salmar ASA Y equity-performance leg 2029-09-03 0.00000000 NOK 0.00000000 NOK 57499.00000000 NOK -54377.49000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 121340.00000000 OU Notional Amount 1202639.21000000 0.020170987651 N/A DE GB N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 J D Wetherspoon PLC J D Wetherspoon PLC Y equity-performance leg 2028-02-15 0.00000000 GBP 0.00000000 GBP 121340.00000000 GBP -63422.12000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 809568.00000000 OU Notional Amount -7560994.10000000 -0.12681502262 N/A DE GB N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Drax Group PLC Drax Group PLC Y equity-performance leg 2027-01-27 0.00000000 GBP 0.00000000 GBP 809568.00000000 GBP 91695.42000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 71453.00000000 OU Notional Amount USD 7942000.95000000 0.133205371784 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Visteon Corp. Visteon Corp. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 71453.00000000 USD 56385.08000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 176571.00000000 OU Notional Amount USD 2042926.47000000 0.034264511132 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Novocure Ltd. Novocure Ltd. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 176571.00000000 USD -835180.83000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1222300.00000000 OU Notional Amount 11562124.83000000 0.193923061241 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Panasonic Holdings Corp. Panasonic Holdings Corp. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 1222300.00000000 JPY -630773.12000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 58289.00000000 OU Notional Amount USD -839361.60000000 -0.01407799806 N/A DE US N 2 BNP Paribas 549300FWX3HQBUJIR891 Ceribell, Inc. Ceribell, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 58289.00000000 USD 78017.65000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 235796.00000000 OU Notional Amount USD 3928361.36000000 0.065887531210 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Joby Aviation, Inc. Joby Aviation, Inc. Y equity-performance leg 2028-02-24 0.00000000 USD 0.00000000 USD 235796.00000000 USD -294480.99000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 147047.00000000 OU Notional Amount 2775969.49000000 0.046559305432 N/A DE IL N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Tel Aviv Stock Exchange Ltd. Tel Aviv Stock Exchange Ltd. Y equity-performance leg 2026-04-06 0.00000000 ILS 0.00000000 ILS 147047.00000000 ILS -18804.03000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 344000.00000000 OU Notional Amount 4085848.21000000 0.068528942932 N/A DE HK N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Sun Hung Kai Properties Ltd. Sun Hung Kai Properties Ltd. Y equity-performance leg 2027-01-06 0.00000000 HKD 0.00000000 HKD 344000.00000000 HKD 80523.34000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 90800.00000000 OU Notional Amount -3130210.93000000 -0.05250073795 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Niterra Co. Ltd. Niterra Co. Ltd. Y equity-performance leg 2028-03-15 0.00000000 JPY 0.00000000 JPY 90800.00000000 JPY -69893.17000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 18162.00000000 OU Notional Amount USD 3151107.00000000 0.052851212447 N/A DE US N 2 BNP Paribas 549300FWX3HQBUJIR891 Ascendis Pharma AS Ascendis Pharma AS Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 18162.00000000 USD -23900.83000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 6600.00000000 OU Notional Amount -139910.88000000 -0.00234662283 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Awa Bank Ltd. Awa Bank Ltd. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 6600.00000000 JPY 740.66000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 54739.00000000 OU Notional Amount USD -4099403.71000000 -0.06875629941 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 IPG Photonics Corp. IPG Photonics Corp. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 54739.00000000 USD -103456.71000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 534021.00000000 OU Notional Amount USD 16212877.56000000 0.271926734418 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Civitas Resources, Inc. Civitas Resources, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 534021.00000000 USD 345355.18000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 143189.00000000 OU Notional Amount USD -4749579.13000000 -0.07966121608 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Vertex, Inc. Vertex, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 143189.00000000 USD 426703.22000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1366.00000000 OU Notional Amount USD -30571.08000000 -0.00051274635 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Legacy Housing Corp. Legacy Housing Corp. Y equity-performance leg 2028-04-21 0.00000000 USD 0.00000000 USD 1366.00000000 USD 437.12000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 90582.00000000 OU Notional Amount -18211969.50000000 -0.30545604104 N/A DE XX N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Airbus SE Airbus SE Y equity-performance leg 2026-08-19 0.00000000 EUR 0.00000000 EUR 90582.00000000 EUR 717886.80000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 21333.00000000 OU Notional Amount USD -3106084.80000000 -0.05209608802 N/A DE US N 2 BNP Paribas 549300FWX3HQBUJIR891 Vertiv Holdings Co. Vertiv Holdings Co. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 21333.00000000 USD -56533.12000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 100548.00000000 OU Notional Amount USD -1874214.72000000 -0.03143483237 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Aeva Technologies, Inc. Aeva Technologies, Inc. Y equity-performance leg 2027-01-04 0.00000000 USD 0.00000000 USD 100548.00000000 USD 725956.56000000 N N N United States Treasury 254900HROIFWPRGM1V77 91282CAZ4 1100000.00000000 PA USD 1085553.91000000 0.018207201571 Long DBT UST US N 2 2025-11-30 Fixed 0.38000000 N N N N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 226700.00000000 OU Notional Amount -17310570.19000000 -0.29033752985 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 SoftBank Group Corp. SoftBank Group Corp. Y equity-performance leg 2027-09-09 0.00000000 JPY 0.00000000 JPY 226700.00000000 JPY 554438.51000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 88206.00000000 OU Notional Amount -237256.38000000 -0.00397932769 N/A DE AU N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Silex Systems Ltd. Silex Systems Ltd. Y equity-performance leg 2028-02-15 0.00000000 AUD 0.00000000 AUD 88206.00000000 AUD 7530.92000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 648900.00000000 OU Notional Amount 3534410.29000000 0.059280078116 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Mitsubishi Chemical Group Corp. Mitsubishi Chemical Group Corp. Y equity-performance leg 2027-09-09 0.00000000 JPY 0.00000000 JPY 648900.00000000 JPY 73521.74000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 229400.00000000 OU Notional Amount 2132678.74000000 0.035769860296 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 MCJ Co. Ltd. MCJ Co. Ltd. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 229400.00000000 JPY 85484.42000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 83373.00000000 OU Notional Amount -3618708.14000000 -0.06069394428 N/A DE DE N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Bechtle AG Bechtle AG Y equity-performance leg 2026-12-10 0.00000000 EUR 0.00000000 EUR 83373.00000000 EUR 155639.17000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 121844.00000000 OU Notional Amount -495958.55000000 -0.00831834992 N/A DE CA N 2 BNP Paribas 549300FWX3HQBUJIR891 Rogers Sugar, Inc. Rogers Sugar, Inc. Y equity-performance leg 2026-05-18 0.00000000 CAD 0.00000000 CAD 121844.00000000 CAD 7255.28000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 189440.00000000 OU Notional Amount USD 4360908.80000000 0.073142332981 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 QuidelOrtho Corp. QuidelOrtho Corp. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 189440.00000000 USD -477388.80000000 N N N United States Treasury 254900HROIFWPRGM1V77 91282CKM2 20300000.00000000 PA USD 20315665.10000000 0.340739788340 Long DBT UST US N 2 2026-04-30 Floating 4.43000000 N N N N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 82033.00000000 OU Notional Amount USD -4425680.35000000 -0.07422869880 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Symbotic, Inc. Symbotic, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 82033.00000000 USD -442978.20000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 22840.00000000 OU Notional Amount USD 1279953.60000000 0.021467725353 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Flowserve Corp. Flowserve Corp. Y equity-performance leg 2028-04-18 0.00000000 USD 0.00000000 USD 22840.00000000 USD 77199.20000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 2158.00000000 OU Notional Amount -1339533.10000000 -0.02246700872 N/A DE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Japan Logistics Fund, Inc. Japan Logistics Fund, Inc. Y equity-performance leg 2027-01-06 0.00000000 JPY 0.00000000 JPY 2158.00000000 JPY 41563.34000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 102655.00000000 OU Notional Amount USD -7486629.15000000 -0.12556775372 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 U.S. Cellular Corp. U.S. Cellular Corp. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 102655.00000000 USD -335681.85000000 N N N HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 000000000 2821406.83000000 OU Notional Amount 177364.81000000 0.002974810202 N/A DE GB N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 FTSE 100 Dividend Index Futures UKDZ6 Index Y Fixed payment equal to the notional value in field C.11.f.iv.1 equity-performance leg 2026-12-17 0.00000000 GBP 0.00000000 GBP 2821406.83000000 GBP 177364.81000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 208700.00000000 OU Notional Amount 6386354.30000000 0.107113648592 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Hitachi Ltd. Hitachi Ltd. Y equity-performance leg 2028-02-15 0.00000000 JPY 0.00000000 JPY 208700.00000000 JPY 505396.67000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 1426428.00000000 OU Notional Amount 3475849.47000000 0.058297880324 N/A DE IT N 2 BNP Paribas 549300FWX3HQBUJIR891 A2A SpA A2A SpA Y equity-performance leg 2026-08-17 0.00000000 EUR 0.00000000 EUR 1426428.00000000 EUR -143194.77000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 113146.00000000 OU Notional Amount 4505915.33000000 0.075574421426 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Empire Co. Ltd. Empire Co. Ltd. Y equity-performance leg 2027-01-06 0.00000000 CAD 0.00000000 CAD 113146.00000000 CAD -109912.52000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 3359.00000000 OU Notional Amount USD -61469.70000000 -0.00103098630 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 LSI Industries, Inc. LSI Industries, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 3359.00000000 USD -2519.25000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 114191.00000000 OU Notional Amount USD -12162483.41000000 -0.20399243649 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Amphenol Corp. Amphenol Corp. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 114191.00000000 USD -894068.70000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1080521.00000000 OU Notional Amount -8079931.71000000 -0.13551878351 N/A DE AU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Origin Energy Ltd. Origin Energy Ltd. Y equity-performance leg 2027-09-09 0.00000000 AUD 0.00000000 AUD 1080521.00000000 AUD 462101.46000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 446930.00000000 OU Notional Amount -669143.44000000 -0.01122305339 N/A DE AU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 West African Resources Ltd. West African Resources Ltd. Y equity-performance leg 2027-05-12 0.00000000 AUD 0.00000000 AUD 446930.00000000 AUD 5224.32000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 646.00000000 OU Notional Amount -1149.37000000 -0.00001927754 N/A DE AU N 2 UBS AG BFM8T61CT2L1QCEMIK50 Fletcher Building Ltd. Fletcher Building Ltd. Y equity-performance leg 2028-04-03 0.00000000 AUD 0.00000000 AUD 646.00000000 AUD -0.79000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 116604.00000000 OU Notional Amount -3013892.39000000 -0.05054981217 N/A DE GB N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Hikma Pharmaceuticals PLC Hikma Pharmaceuticals PLC Y equity-performance leg 2027-01-04 0.00000000 GBP 0.00000000 GBP 116604.00000000 GBP 118443.38000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 131282.00000000 OU Notional Amount -11471035.68000000 -0.19239528956 N/A DE CH N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Nestle SA Nestle SA Y equity-performance leg 2025-12-08 0.00000000 CHF 0.00000000 CHF 131282.00000000 CHF 1437887.81000000 N N N HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 000000000 4898749.21000000 OU Notional Amount -67219.71000000 -0.00112742701 N/A DE DE N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 Eurex Swiss Market New Index Futures SMU5 Index Y Fixed payment equal to the notional value in field C.11.f.iv.1 equity-performance leg 2025-09-19 0.00000000 CHF 0.00000000 CHF 4898749.21000000 CHF -67219.71000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 2548.00000000 OU Notional Amount -34325.74000000 -0.00057572052 N/A DE SE N 2 UBS AG BFM8T61CT2L1QCEMIK50 H & M Hennes & Mauritz AB H & M Hennes & Mauritz AB Y equity-performance leg 2028-04-18 0.00000000 SEK 0.00000000 SEK 2548.00000000 SEK 3968.75000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 12818.00000000 OU Notional Amount -8933747.15000000 -0.14983920526 N/A DE CH N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Lonza Group AG Lonza Group AG Y equity-performance leg 2025-12-08 0.00000000 CHF 0.00000000 CHF 12818.00000000 CHF 11964.19000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1600.00000000 OU Notional Amount -135591.10000000 -0.00227417032 N/A DE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Shochiku Co. Ltd. Shochiku Co. Ltd. Y equity-performance leg 2027-01-06 0.00000000 JPY 0.00000000 JPY 1600.00000000 JPY 3487.12000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 25300.00000000 OU Notional Amount 663479.20000000 0.011128051238 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Inaba Denki Sangyo Co. Ltd. Inaba Denki Sangyo Co. Ltd. Y equity-performance leg 2028-02-15 0.00000000 JPY 0.00000000 JPY 25300.00000000 JPY -21645.92000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 743.00000000 OU Notional Amount -189244.42000000 -0.00317405821 N/A DE DE N 2 BNP Paribas 549300FWX3HQBUJIR891 Siemens AG Siemens AG Y equity-performance leg 2027-03-24 0.00000000 EUR 0.00000000 EUR 743.00000000 EUR 5571.49000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 53477.00000000 OU Notional Amount 281054.20000000 0.004713916485 N/A DE AU N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Challenger Ltd. Challenger Ltd. Y equity-performance leg 2026-08-19 0.00000000 AUD 0.00000000 AUD 53477.00000000 AUD -4962.47000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 46501.00000000 OU Notional Amount USD 10172558.76000000 0.170616886117 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Garmin Ltd. Garmin Ltd. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 46501.00000000 USD 121832.62000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 7528.00000000 OU Notional Amount USD 747982.08000000 0.012545356224 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Aflac, Inc. Aflac, Inc. Y equity-performance leg 2028-02-24 0.00000000 USD 0.00000000 USD 7528.00000000 USD 2028.61000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 113893.00000000 OU Notional Amount USD -5463447.21000000 -0.09163440314 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Maplebear, Inc. Maplebear, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 113893.00000000 USD 148151.15000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1306.00000000 OU Notional Amount USD -122986.02000000 -0.00206275454 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 SouthState Corp. SouthState Corp. Y equity-performance leg 2026-08-19 0.00000000 USD 0.00000000 USD 1306.00000000 USD 352.62000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 11350.00000000 OU Notional Amount USD -1600009.50000000 -0.02683578882 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Hyatt Hotels Corp. Hyatt Hotels Corp. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 11350.00000000 USD 65660.37000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 417159.56000000 0.006996712117 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 2382757000.00000000 JPY 16295487.71000000 USD 2025-09-17 417159.56000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 2565000.00000000 OU Notional Amount -11517502.52000000 -0.19317464387 N/A DE HK N 2 BNP Paribas 549300FWX3HQBUJIR891 BOC Hong Kong Holdings Ltd. BOC Hong Kong Holdings Ltd. Y equity-performance leg 2025-12-15 0.00000000 HKD 0.00000000 HKD 2565000.00000000 HKD 588721.09000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 17000.00000000 OU Notional Amount 474363.32000000 0.007956148935 N/A DE JP N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Amano Corp. Amano Corp. Y equity-performance leg 2026-08-19 0.00000000 JPY 0.00000000 JPY 17000.00000000 JPY -39559.62000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 3636.00000000 OU Notional Amount USD 211942.44000000 0.003554755494 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Brunswick Corp. Brunswick Corp. Y equity-performance leg 2026-06-25 0.00000000 USD 0.00000000 USD 3636.00000000 USD -9109.27000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 8738.00000000 OU Notional Amount USD -1202436.18000000 -0.02016758237 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 FTAI Aviation Ltd. FTAI Aviation Ltd. Y equity-performance leg 2027-01-06 0.00000000 USD 0.00000000 USD 8738.00000000 USD -153259.37000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 30734.00000000 OU Notional Amount -383731.38000000 -0.00643604570 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Allied Properties Real Estate Investment Trust Allied Properties Real Estate Investment Trust Y equity-performance leg 2027-01-04 0.00000000 CAD 0.00000000 CAD 30734.00000000 CAD 346.27000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 942377.00000000 OU Notional Amount 13500060.74000000 0.226426642518 N/A DE DK N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 GN Store Nord AS GN Store Nord AS Y equity-performance leg 2025-12-08 0.00000000 DKK 0.00000000 DKK 942377.00000000 DKK -1151866.54000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 1231878.00000000 OU Notional Amount -1382766.19000000 -0.02319212571 N/A DE GB N 2 BNP Paribas 549300FWX3HQBUJIR891 JD Sports Fashion PLC JD Sports Fashion PLC Y equity-performance leg 2027-03-22 0.00000000 GBP 0.00000000 GBP 1231878.00000000 GBP 356.66000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 95496.00000000 OU Notional Amount USD 4524600.48000000 0.075887813777 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 V2X, Inc. V2X, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 95496.00000000 USD 11459.52000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 11495.00000000 OU Notional Amount -796918.09000000 -0.01336612412 N/A DE CA N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 West Fraser Timber Co. Ltd. West Fraser Timber Co. Ltd. Y equity-performance leg 2026-08-18 0.00000000 CAD 0.00000000 CAD 11495.00000000 CAD 49804.15000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 38184.00000000 OU Notional Amount USD 3634353.12000000 0.060956346088 N/A DE US N 2 BNP Paribas 549300FWX3HQBUJIR891 MKS, Inc. MKS, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 38184.00000000 USD -324751.80000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 678419.00000000 OU Notional Amount USD -7482961.57000000 -0.12550624008 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Masterbrand, Inc. Masterbrand, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 678419.00000000 USD 251015.03000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 16983.00000000 OU Notional Amount USD -1242306.45000000 -0.02083629724 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 U.S. Physical Therapy, Inc. U.S. Physical Therapy, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 16983.00000000 USD 23067.07000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 104400.00000000 OU Notional Amount 2380866.19000000 0.039932526828 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Kureha Corp. Kureha Corp. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 104400.00000000 JPY 26311.31000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 155733.00000000 OU Notional Amount USD 5466228.30000000 0.091681048333 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 AtriCure, Inc. AtriCure, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 155733.00000000 USD 540393.51000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 6133.00000000 OU Notional Amount 202942.39000000 0.003403804240 N/A DE SE N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Assa Abloy AB Assa Abloy AB Y equity-performance leg 2026-07-06 0.00000000 SEK 0.00000000 SEK 6133.00000000 SEK -1251.98000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 624823.00000000 OU Notional Amount 24391365.52000000 0.409098529814 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Brookfield Infrastructure Corp. Brookfield Infrastructure Corp. Y equity-performance leg 2027-01-04 0.00000000 CAD 0.00000000 CAD 624823.00000000 CAD -1576728.94000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 14500.00000000 OU Notional Amount -582324.71000000 -0.00976690634 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Shiga Bank Ltd. Shiga Bank Ltd. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 14500.00000000 JPY 6371.97000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 15400.00000000 OU Notional Amount -366657.62000000 -0.00614968002 N/A DE JP N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Fukuyama Transporting Co. Ltd. Fukuyama Transporting Co. Ltd. Y equity-performance leg 2026-08-19 0.00000000 JPY 0.00000000 JPY 15400.00000000 JPY -8181.25000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 210658.00000000 OU Notional Amount -4446987.95000000 -0.07458607559 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Barrick Mining Corp. Barrick Mining Corp. Y equity-performance leg 2027-01-04 0.00000000 CAD 0.00000000 CAD 210658.00000000 CAD 97105.80000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 99389.00000000 OU Notional Amount USD 8721384.75000000 0.146277406086 N/A DE US N 2 BNP Paribas 549300FWX3HQBUJIR891 Uber Technologies, Inc. Uber Technologies, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 99389.00000000 USD -443274.94000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 303334.00000000 OU Notional Amount USD 12797661.46000000 0.214645813251 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 LivaNova PLC LivaNova PLC Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 303334.00000000 USD -1248533.18000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 124400.00000000 OU Notional Amount -4995944.43000000 -0.08379332102 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Shiga Bank Ltd. Shiga Bank Ltd. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 124400.00000000 JPY 102449.01000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 1979.00000000 OU Notional Amount USD -253272.42000000 -0.00424795301 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Wintrust Financial Corp. Wintrust Financial Corp. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 1979.00000000 USD 12832.14000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 266300.00000000 OU Notional Amount 1483758.20000000 0.024885990811 N/A DE HK N 2 UBS AG BFM8T61CT2L1QCEMIK50 Link REIT Link REIT Y equity-performance leg 2029-09-03 0.00000000 HKD 0.00000000 HKD 266300.00000000 HKD 41997.42000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 24869.00000000 OU Notional Amount USD -2837055.52000000 -0.04758385672 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Agilysys, Inc. Agilysys, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 24869.00000000 USD 73172.84000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 761965.00000000 OU Notional Amount 18180954.25000000 0.304935844949 N/A DE GB N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 BAE Systems PLC BAE Systems PLC Y equity-performance leg 2026-08-17 0.00000000 GBP 0.00000000 GBP 761965.00000000 GBP -884355.61000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 8207.00000000 OU Notional Amount -191267.64000000 -0.00320799219 N/A DE NL N 2 BNP Paribas 549300FWX3HQBUJIR891 ING Groep NV ING Groep NV Y equity-performance leg 2027-03-24 0.00000000 EUR 0.00000000 EUR 8207.00000000 EUR 1390.34000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 37239.00000000 OU Notional Amount USD 1617289.77000000 0.027125618147 N/A DE US N 2 BNP Paribas 549300FWX3HQBUJIR891 ExlService Holdings, Inc. ExlService Holdings, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 37239.00000000 USD 22732.74000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 163200.00000000 OU Notional Amount -7640660.10000000 -0.12815120216 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Ryohin Keikaku Co. Ltd. Ryohin Keikaku Co. Ltd. Y equity-performance leg 2028-02-15 0.00000000 JPY 0.00000000 JPY 163200.00000000 JPY -333361.05000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 182591.00000000 OU Notional Amount USD -7836805.72000000 -0.13144100915 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Sandisk Corp. Sandisk Corp. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 182591.00000000 USD 604034.40000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 67635.00000000 OU Notional Amount USD 2539017.90000000 0.042585089761 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Amer Sports, Inc. Amer Sports, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 67635.00000000 USD -24786.48000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 228900.00000000 OU Notional Amount -203552.82000000 -0.00341404253 N/A DE SG N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Mapletree Logistics Trust Mapletree Logistics Trust Y equity-performance leg 2027-01-06 0.00000000 SGD 0.00000000 SGD 228900.00000000 SGD 11334.72000000 N N N Virgin Australia Holdings Ltd 254900SNPW6V9967CJ18 000000000 1414477.00000000 NS 2863392.89000000 0.048025594164 Long EC CORP AU N 1 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 127340.00000000 OU Notional Amount USD 1813321.60000000 0.030413516620 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Mobileye Global, Inc. Mobileye Global, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 127340.00000000 USD -5412.07000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 30500.00000000 OU Notional Amount -726519.22000000 -0.01218537537 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Mitsuboshi Belting Ltd. Mitsuboshi Belting Ltd. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 30500.00000000 JPY -12740.35000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 192912.00000000 OU Notional Amount USD -1489280.64000000 -0.02497861465 N/A DE US N 2 BNP Paribas 549300FWX3HQBUJIR891 DiamondRock Hospitality Co. DiamondRock Hospitality Co. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 192912.00000000 USD 54015.36000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 65105.00000000 OU Notional Amount USD -2366566.75000000 -0.03969269278 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Ibotta, Inc. Ibotta, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 65105.00000000 USD 224612.25000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 1172.00000000 OU Notional Amount USD 4416541.36000000 0.074075417211 N/A DE US N 2 BNP Paribas 549300FWX3HQBUJIR891 AutoZone, Inc. AutoZone, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 1172.00000000 USD 71987.14000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 56221.00000000 OU Notional Amount 3734418.64000000 0.062634671850 N/A DE NL N 2 BNP Paribas 549300FWX3HQBUJIR891 ASR Nederland NV ASR Nederland NV Y equity-performance leg 2026-08-17 0.00000000 EUR 0.00000000 EUR 56221.00000000 EUR 3722.76000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 325277.00000000 OU Notional Amount -5899193.66000000 -0.09894285957 N/A DE FR N 2 UBS AG BFM8T61CT2L1QCEMIK50 Getlink SE Getlink SE Y equity-performance leg 2028-04-18 0.00000000 EUR 0.00000000 EUR 325277.00000000 EUR 59221.22000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 14400.00000000 OU Notional Amount -98493.92000000 -0.00165196646 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Toray Industries, Inc. Toray Industries, Inc. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 14400.00000000 JPY 1774.50000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 52031.00000000 OU Notional Amount USD -5908120.05000000 -0.09909257538 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Dollar Tree, Inc. Dollar Tree, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 52031.00000000 USD -284823.00000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 21000.00000000 OU Notional Amount -207345.83000000 -0.00347765991 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Chiba Kogyo Bank Ltd. Chiba Kogyo Bank Ltd. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 21000.00000000 JPY 6998.53000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 120500.00000000 OU Notional Amount 1151340.03000000 0.019310584034 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Japan Lifeline Co. Ltd. Japan Lifeline Co. Ltd. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 120500.00000000 JPY -35576.75000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 431437.00000000 OU Notional Amount 1278580.02000000 0.021444687301 N/A DE GB N 2 BNP Paribas 549300FWX3HQBUJIR891 Firstgroup PLC Firstgroup PLC Y equity-performance leg 2027-03-17 0.00000000 GBP 0.00000000 GBP 431437.00000000 GBP 10049.65000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 74400.00000000 OU Notional Amount -801685.29000000 -0.01344608087 N/A DE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Tokyo Metro Co. Ltd. Tokyo Metro Co. Ltd. Y equity-performance leg 2027-01-06 0.00000000 JPY 0.00000000 JPY 74400.00000000 JPY 16351.76000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 117148.00000000 OU Notional Amount -17303546.00000000 -0.29021971825 N/A DE FR N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Legrand SA Legrand SA Y equity-performance leg 2028-02-15 0.00000000 EUR 0.00000000 EUR 117148.00000000 EUR -1864926.52000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 22384.00000000 OU Notional Amount -2736127.37000000 -0.04589106270 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Shopify, Inc. Shopify, Inc. Y equity-performance leg 2027-01-04 0.00000000 CAD 0.00000000 CAD 22384.00000000 CAD 35444.39000000 N N N HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 000000000 1215067.62000000 OU Notional Amount 26900.79000000 0.000451187270 N/A DE DE N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 Eurex Dow Jones EURO STOXX 50 Dividend Futures DEDZ6 Index Y Fixed payment equal to the notional value in field C.11.f.iv.1 equity-performance leg 2026-12-18 0.00000000 EUR 0.00000000 EUR 1215067.62000000 EUR 26900.79000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 82600.00000000 OU Notional Amount -1941867.11000000 -0.03256951641 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Asics Corp. Asics Corp. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 82600.00000000 JPY 30072.98000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 14900.00000000 OU Notional Amount -551311.58000000 -0.00924674580 N/A DE FR N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Renault SA Renault SA Y equity-performance leg 2026-08-19 0.00000000 EUR 0.00000000 EUR 14900.00000000 EUR 161714.60000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 74323.00000000 OU Notional Amount 2075970.97000000 0.034818742356 N/A DE GB N 2 BNP Paribas 549300FWX3HQBUJIR891 Avon Technologies PLC Avon Technologies PLC Y equity-performance leg 2027-03-17 0.00000000 GBP 0.00000000 GBP 74323.00000000 GBP -4095.80000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 119900.00000000 OU Notional Amount -1189316.21000000 -0.01994753071 N/A DE SG N 2 BNP Paribas 549300FWX3HQBUJIR891 Venture Corp. Ltd. Venture Corp. Ltd. Y equity-performance leg 2027-03-22 0.00000000 SGD 0.00000000 SGD 119900.00000000 SGD -51408.78000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 19579.00000000 OU Notional Amount USD 5564351.80000000 0.093326802014 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Veeva Systems, Inc. Veeva Systems, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 19579.00000000 USD -19579.00000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 2180200.00000000 OU Notional Amount -22571398.94000000 -0.37857356180 N/A DE JP N 2 BNP Paribas 549300FWX3HQBUJIR891 Honda Motor Co. Ltd. Honda Motor Co. Ltd. Y equity-performance leg 2027-03-24 0.00000000 JPY 0.00000000 JPY 2180200.00000000 JPY -186566.16000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 91336.00000000 OU Notional Amount USD -24931074.56000000 -0.41815067470 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Burlington Stores, Inc. Burlington Stores, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 91336.00000000 USD -2044365.38000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 17300.00000000 OU Notional Amount -914571.58000000 -0.01533944003 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Digital Arts, Inc. Digital Arts, Inc. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 17300.00000000 JPY -6819.89000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 117300.00000000 OU Notional Amount -5187055.00000000 -0.08699867880 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Open House Group Co. Ltd. Open House Group Co. Ltd. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 117300.00000000 JPY 77526.35000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 103573.00000000 OU Notional Amount USD -3800093.37000000 -0.06373618605 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Helios Technologies, Inc. Helios Technologies, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 103573.00000000 USD -262039.69000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 29105.00000000 OU Notional Amount USD -4326749.30000000 -0.07256940067 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Diamondback Energy, Inc. Diamondback Energy, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 29105.00000000 USD -5104.94000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 20900.00000000 OU Notional Amount 277904.24000000 0.004661084510 N/A DE JP N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 EDION Corp. EDION Corp. Y equity-performance leg 2026-08-19 0.00000000 JPY 0.00000000 JPY 20900.00000000 JPY -11470.66000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 246035.00000000 OU Notional Amount 8824266.13000000 0.148002960208 N/A DE DE N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 Deutsche Telekom AG Deutsche Telekom AG Y equity-performance leg 2026-02-10 0.00000000 EUR 0.00000000 EUR 246035.00000000 EUR -125995.83000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 2252.00000000 OU Notional Amount -502809.76000000 -0.00843326026 N/A DE CH N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 BKW AG BKW AG Y equity-performance leg 2028-02-15 0.00000000 CHF 0.00000000 CHF 2252.00000000 CHF -3020.47000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 59960.00000000 OU Notional Amount -1299865.39000000 -0.02180169124 N/A DE NZ N 2 BNP Paribas 549300FWX3HQBUJIR891 Fisher & Paykel Healthcare Corp. Ltd. Fisher & Paykel Healthcare Corp. Ltd. Y equity-performance leg 2027-03-22 0.00000000 NZD 0.00000000 NZD 59960.00000000 NZD -36419.62000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 53408.00000000 OU Notional Amount USD -1026501.76000000 -0.01721676306 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 TreeHouse Foods, Inc. TreeHouse Foods, Inc. Y equity-performance leg 2026-08-19 0.00000000 USD 0.00000000 USD 53408.00000000 USD -4806.72000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 391800.00000000 OU Notional Amount -4121102.70000000 -0.06912024070 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Iwatani Corp. Iwatani Corp. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 391800.00000000 JPY -19051.73000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 6302.00000000 OU Notional Amount USD -231409.44000000 -0.00388126124 N/A DE US N 2 BNP Paribas 549300FWX3HQBUJIR891 Range Resources Corp. Range Resources Corp. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 6302.00000000 USD -8334.39000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 100631.00000000 OU Notional Amount USD -3743473.20000000 -0.06278653736 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Vital Farms, Inc. Vital Farms, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 100631.00000000 USD 186167.35000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 317652.00000000 OU Notional Amount USD 6591279.00000000 0.110550700668 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Revolve Group, Inc. Revolve Group, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 317652.00000000 USD -473301.48000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 390243.00000000 OU Notional Amount 3112142.86000000 0.052197695432 N/A DE CA N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Enerflex Ltd. Enerflex Ltd. Y equity-performance leg 2025-12-08 0.00000000 CAD 0.00000000 CAD 390243.00000000 CAD 34692.12000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 82947.00000000 OU Notional Amount 2257066.78000000 0.037856129892 N/A DE GB N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Carnival PLC Carnival PLC Y equity-performance leg 2025-12-08 0.00000000 GBP 0.00000000 GBP 82947.00000000 GBP 47818.92000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 87700.00000000 OU Notional Amount 1207826.20000000 0.020257985240 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Tsugami Corp. Tsugami Corp. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 87700.00000000 JPY 67334.27000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 50489.00000000 OU Notional Amount -4253523.36000000 -0.07134123555 N/A DE CH N 2 UBS AG BFM8T61CT2L1QCEMIK50 Bachem Holding AG Bachem Holding AG Y equity-performance leg 2030-04-02 0.00000000 CHF 0.00000000 CHF 50489.00000000 CHF -665376.74000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 590400.00000000 OU Notional Amount 6540428.03000000 0.109697814549 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Shimizu Corp. Shimizu Corp. Y equity-performance leg 2027-09-09 0.00000000 JPY 0.00000000 JPY 590400.00000000 JPY -217780.40000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 800.00000000 OU Notional Amount -54084.93000000 -0.00090712696 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Square Enix Holdings Co. Ltd. Square Enix Holdings Co. Ltd. Y equity-performance leg 2028-03-15 0.00000000 JPY 0.00000000 JPY 800.00000000 JPY -1878.42000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 11097.00000000 OU Notional Amount 150177.39000000 0.002518815496 N/A DE SE N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Atlas Copco AB Atlas Copco AB Y equity-performance leg 2026-07-06 0.00000000 SEK 0.00000000 SEK 11097.00000000 SEK -6639.33000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 31700.00000000 OU Notional Amount -876013.52000000 -0.01469273390 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Nippon Yakin Kogyo Co. Ltd. Nippon Yakin Kogyo Co. Ltd. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 31700.00000000 JPY 4625.85000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 265300.00000000 OU Notional Amount -9588168.67000000 -0.16081533866 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Wacoal Holdings Corp. Wacoal Holdings Corp. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 265300.00000000 JPY -503312.29000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 615208.00000000 OU Notional Amount -2885736.58000000 -0.04840034853 N/A DE GB N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 Haleon PLC Haleon PLC Y equity-performance leg 2026-02-10 0.00000000 GBP 0.00000000 GBP 615208.00000000 GBP 217519.62000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 3889.00000000 OU Notional Amount USD -2203001.83000000 -0.03694933803 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Mastercard, Inc. Mastercard, Inc. Y equity-performance leg 2027-01-06 0.00000000 USD 0.00000000 USD 3889.00000000 USD -29984.19000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 129000.00000000 OU Notional Amount -834808.84000000 -0.01400163795 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Penta-Ocean Construction Co. Ltd. Penta-Ocean Construction Co. Ltd. Y equity-performance leg 2028-02-15 0.00000000 JPY 0.00000000 JPY 129000.00000000 JPY -20883.88000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 53772.00000000 OU Notional Amount USD -2021289.48000000 -0.03390160972 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Fresh Del Monte Produce, Inc. Fresh Del Monte Produce, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 53772.00000000 USD -246275.76000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 27862.00000000 OU Notional Amount USD 5493271.92000000 0.092134631187 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Danaher Corp. Danaher Corp. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 27862.00000000 USD -112577.79000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 76967.00000000 OU Notional Amount USD 3427340.51000000 0.057484275026 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Heidrick & Struggles International, Inc. Heidrick & Struggles International, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 76967.00000000 USD -131613.57000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 110047.00000000 OU Notional Amount USD -4957617.35000000 -0.08315048895 N/A DE US N 2 BNP Paribas 549300FWX3HQBUJIR891 Baker Hughes Co. Baker Hughes Co. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 110047.00000000 USD 64239.50000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 412526.00000000 OU Notional Amount USD 5053443.50000000 0.084757710865 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Kelly Services, Inc. Kelly Services, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 412526.00000000 USD -71450.81000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 512500.00000000 OU Notional Amount 3423260.44000000 0.057415842996 N/A DE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Universal Entertainment Corp. Universal Entertainment Corp. Y equity-performance leg 2027-01-06 0.00000000 JPY 0.00000000 JPY 512500.00000000 JPY 76415.46000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 11600.00000000 OU Notional Amount -196344.60000000 -0.00329314433 N/A DE JP N 2 BNP Paribas 549300FWX3HQBUJIR891 Osaka Steel Co. Ltd. Osaka Steel Co. Ltd. Y equity-performance leg 2027-03-24 0.00000000 JPY 0.00000000 JPY 11600.00000000 JPY 26607.94000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 129142.00000000 OU Notional Amount -1975800.55000000 -0.03313865718 N/A DE AU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Brambles Ltd. Brambles Ltd. Y equity-performance leg 2027-09-09 0.00000000 AUD 0.00000000 AUD 129142.00000000 AUD 8848.46000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 92621.00000000 OU Notional Amount -23969686.86000000 -0.40202602213 N/A DE FR N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Schneider Electric SE Schneider Electric SE Y equity-performance leg 2027-01-04 0.00000000 EUR 0.00000000 EUR 92621.00000000 EUR 1166398.30000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 214037.00000000 OU Notional Amount USD 4837236.20000000 0.081131423993 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 PBF Energy, Inc. PBF Energy, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 214037.00000000 USD -918218.73000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 110351.00000000 OU Notional Amount USD 4587291.07000000 0.076939277181 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Fifth Third Bancorp Fifth Third Bancorp Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 110351.00000000 USD -58680.22000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 87638.00000000 OU Notional Amount USD -6227556.28000000 -0.10445024557 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 NextEra Energy, Inc. NextEra Energy, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 87638.00000000 USD 341959.53000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 152254.00000000 OU Notional Amount USD 1179968.50000000 0.019790748418 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Brookdale Senior Living, Inc. Brookdale Senior Living, Inc. Y equity-performance leg 2026-08-19 0.00000000 USD 0.00000000 USD 152254.00000000 USD -7612.70000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 39994.00000000 OU Notional Amount USD 2313652.90000000 0.038805207486 N/A DE US N 2 BNP Paribas 549300FWX3HQBUJIR891 BioMarin Pharmaceutical, Inc. BioMarin Pharmaceutical, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 39994.00000000 USD 46521.46000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 58173.00000000 OU Notional Amount -2949747.00000000 -0.04947394847 N/A DE DE N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Dr. Ing hc F Porsche AG Dr. Ing hc F Porsche AG Y equity-performance leg 2025-12-08 0.00000000 EUR 0.00000000 EUR 58173.00000000 EUR 4964.62000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 165271.00000000 OU Notional Amount USD -15497461.67000000 -0.25992758707 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Church & Dwight Co., Inc. Church & Dwight Co., Inc. Y equity-performance leg 2028-04-18 0.00000000 USD 0.00000000 USD 165271.00000000 USD 302995.86000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 743.00000000 OU Notional Amount USD -299354.70000000 -0.00502085738 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 FactSet Research Systems, Inc. FactSet Research Systems, Inc. Y equity-performance leg 2028-02-24 0.00000000 USD 0.00000000 USD 743.00000000 USD 9352.51000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 381228.00000000 OU Notional Amount USD 4670043.00000000 0.078327214764 N/A DE US N 2 BNP Paribas 549300FWX3HQBUJIR891 Pediatrix Medical Group, Inc. Pediatrix Medical Group, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 381228.00000000 USD -211786.49000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 554467.00000000 OU Notional Amount -10880581.56000000 -0.18249203457 N/A DE AU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 ANZ Group Holdings Ltd. ANZ Group Holdings Ltd. Y equity-performance leg 2027-09-09 0.00000000 AUD 0.00000000 AUD 554467.00000000 AUD 84182.47000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 115900.00000000 OU Notional Amount -3995500.52000000 -0.06701360722 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Niterra Co. Ltd. Niterra Co. Ltd. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 115900.00000000 JPY -70882.09000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 75644.00000000 OU Notional Amount USD -1649795.64000000 -0.02767081532 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 First Horizon Corp. First Horizon Corp. Y equity-performance leg 2028-04-18 0.00000000 USD 0.00000000 USD 75644.00000000 USD -44629.96000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 328385.00000000 OU Notional Amount -610835.75000000 -0.01024510116 N/A DE GB N 2 UBS AG BFM8T61CT2L1QCEMIK50 Tritax Big Box REIT PLC Tritax Big Box REIT PLC Y equity-performance leg 2028-04-18 0.00000000 GBP 0.00000000 GBP 328385.00000000 GBP 23171.99000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 238342.00000000 OU Notional Amount USD -9271503.80000000 -0.15550415046 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Omega Healthcare Investors, Inc. Omega Healthcare Investors, Inc. Y equity-performance leg 2027-01-06 0.00000000 USD 0.00000000 USD 238342.00000000 USD 19612.01000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 54366.00000000 OU Notional Amount -1529436.11000000 -0.02565211297 N/A DE CA N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Quebecor, Inc. Quebecor, Inc. Y equity-performance leg 2026-08-19 0.00000000 CAD 0.00000000 CAD 54366.00000000 CAD 65194.24000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 22201.00000000 OU Notional Amount 994091.42000000 0.016673168137 N/A DE AU N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Aristocrat Leisure Ltd. Aristocrat Leisure Ltd. Y equity-performance leg 2026-08-19 0.00000000 AUD 0.00000000 AUD 22201.00000000 AUD 13944.51000000 N N N HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 000000000 1054057.13000000 OU Notional Amount 40457.94000000 0.000678571429 N/A DE GB N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 FTSE 100 Dividend Index Futures UKDZ6 Index Y Fixed payment equal to the notional value in field C.11.f.iv.1 equity-performance leg 2026-12-17 0.00000000 GBP 0.00000000 GBP 1054057.13000000 GBP 40457.94000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 287300.00000000 OU Notional Amount 4470985.31000000 0.074988565754 N/A DE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 Asahi Intecc Co. Ltd. Asahi Intecc Co. Ltd. Y equity-performance leg 2029-09-03 0.00000000 JPY 0.00000000 JPY 287300.00000000 JPY 54993.90000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 16869.00000000 OU Notional Amount -1336966.32000000 -0.02242395799 N/A DE BE N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Syensqo SA Syensqo SA Y equity-performance leg 2025-12-08 0.00000000 EUR 0.00000000 EUR 16869.00000000 EUR 23357.49000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 390888.00000000 OU Notional Amount USD 3928424.40000000 0.065888588533 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Viavi Solutions, Inc. Viavi Solutions, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 390888.00000000 USD -78177.60000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 39142.00000000 OU Notional Amount 28468874.37000000 0.477487602762 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Japan Metropolitan Fund Invest Japan Metropolitan Fund Invest Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 39142.00000000 JPY -267052.12000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 7600.00000000 OU Notional Amount -236473.25000000 -0.00396619282 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 SCSK Corp. SCSK Corp. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 7600.00000000 JPY -15834.78000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 6434.00000000 OU Notional Amount -489454.29000000 -0.00820925873 N/A DE DE N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Eckert & Ziegler SE Eckert & Ziegler SE Y equity-performance leg 2026-12-10 0.00000000 EUR 0.00000000 EUR 6434.00000000 EUR -221.58000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 153900.00000000 OU Notional Amount 2160113.49000000 0.036230003288 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Tsubakimoto Chain Co. Tsubakimoto Chain Co. Y equity-performance leg 2028-02-15 0.00000000 JPY 0.00000000 JPY 153900.00000000 JPY 237074.29000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 600.00000000 OU Notional Amount -7306.71000000 -0.00012255010 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Osaka Soda Co. Ltd. Osaka Soda Co. Ltd. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 600.00000000 JPY 6.06000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 174713.00000000 OU Notional Amount USD 14041683.81000000 0.235510890035 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Marvell Technology, Inc. Marvell Technology, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 174713.00000000 USD 1390715.48000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 440985.00000000 OU Notional Amount 8757108.05000000 0.146876566863 N/A DE DE N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Evonik Industries AG Evonik Industries AG Y equity-performance leg 2026-12-10 0.00000000 EUR 0.00000000 EUR 440985.00000000 EUR -401226.01000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 844600.00000000 OU Notional Amount 20334756.37000000 0.341059992245 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Kyoritsu Maintenance Co. Ltd. Kyoritsu Maintenance Co. Ltd. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 844600.00000000 JPY -758094.56000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 20827.00000000 OU Notional Amount -4991500.82000000 -0.08371879160 N/A DE CH N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Baloise Holding AG Baloise Holding AG Y equity-performance leg 2025-12-08 0.00000000 CHF 0.00000000 CHF 20827.00000000 CHF 93547.83000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 268600.00000000 OU Notional Amount 3702051.65000000 0.062091804006 N/A DE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 Mitsubishi UFJ Financial Group, Inc. Mitsubishi UFJ Financial Group, Inc. Y equity-performance leg 2029-09-03 0.00000000 JPY 0.00000000 JPY 268600.00000000 JPY 95877.18000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 4683.00000000 OU Notional Amount USD -710130.12000000 -0.01191049299 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Chevron Corp. Chevron Corp. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 4683.00000000 USD 8979.65000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 21600.00000000 OU Notional Amount -1304676.70000000 -0.02188238782 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Furukawa Electric Co. Ltd. Furukawa Electric Co. Ltd. Y equity-performance leg 2027-09-09 0.00000000 JPY 0.00000000 JPY 21600.00000000 JPY -170332.21000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 108394.00000000 OU Notional Amount USD -3840399.42000000 -0.06441220994 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 BJ's Restaurants, Inc. BJ's Restaurants, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 108394.00000000 USD 462842.38000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1368831.00000000 OU Notional Amount 1878605.98000000 0.031508483766 N/A DE AU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Bravura Solutions Ltd. Bravura Solutions Ltd. Y equity-performance leg 2027-05-12 0.00000000 AUD 0.00000000 AUD 1368831.00000000 AUD -50080.56000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 108400.00000000 OU Notional Amount -7328507.41000000 -0.12291569345 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Square Enix Holdings Co. Ltd. Square Enix Holdings Co. Ltd. Y equity-performance leg 2027-09-09 0.00000000 JPY 0.00000000 JPY 108400.00000000 JPY 86018.57000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 9100.00000000 OU Notional Amount -100959.13000000 -0.00169331362 N/A DE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 SG Holdings Co. Ltd. SG Holdings Co. Ltd. Y equity-performance leg 2027-01-06 0.00000000 JPY 0.00000000 JPY 9100.00000000 JPY -2517.82000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 143100.00000000 OU Notional Amount 2107184.29000000 0.035342260538 N/A DE JP N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Obayashi Corp. Obayashi Corp. Y equity-performance leg 2026-08-19 0.00000000 JPY 0.00000000 JPY 143100.00000000 JPY 18196.35000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 248339.00000000 OU Notional Amount 5990412.27000000 0.100472802583 N/A DE DK N 2 UBS AG BFM8T61CT2L1QCEMIK50 Tryg AS Tryg AS Y equity-performance leg 2028-04-18 0.00000000 DKK 0.00000000 DKK 248339.00000000 DKK -98737.78000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 213200.00000000 OU Notional Amount 1803610.97000000 0.030250647327 N/A DE HK N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 ASMPT Ltd. ASMPT Ltd. Y equity-performance leg 2027-09-09 0.00000000 HKD 0.00000000 HKD 213200.00000000 HKD 141455.16000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 92500.00000000 OU Notional Amount 1976360.91000000 0.033148055692 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 MS&AD Insurance Group Holdings, Inc. MS&AD Insurance Group Holdings, Inc. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 92500.00000000 JPY 10192.27000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 481920.00000000 OU Notional Amount USD 9407078.40000000 0.157778044043 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Privia Health Group, Inc. Privia Health Group, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 481920.00000000 USD -539750.40000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 39157.00000000 OU Notional Amount -83168.10000000 -0.00139491769 N/A DE SE N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Hexatronic Group AB Hexatronic Group AB Y equity-performance leg 2028-02-15 0.00000000 SEK 0.00000000 SEK 39157.00000000 SEK 2688.66000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 215025.00000000 OU Notional Amount USD 2399679.00000000 0.040248060327 N/A DE US N 2 BNP Paribas 549300FWX3HQBUJIR891 Theravance Biopharma, Inc. Theravance Biopharma, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 215025.00000000 USD -79559.25000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -5129.05000000 -0.00008602580 N/A DFE SG N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 457981.02000000 USD 586000.00000000 SGD 2025-09-17 -5129.05000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 171194.00000000 OU Notional Amount 3023087.50000000 0.050704035029 N/A DE AU N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Sonic Healthcare Ltd. Sonic Healthcare Ltd. Y equity-performance leg 2027-01-06 0.00000000 AUD 0.00000000 AUD 171194.00000000 AUD -67802.15000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 206400.00000000 OU Notional Amount 4889411.19000000 0.082006516931 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Kandenko Co. Ltd. Kandenko Co. Ltd. Y equity-performance leg 2028-02-15 0.00000000 JPY 0.00000000 JPY 206400.00000000 JPY 242967.34000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 272912.00000000 OU Notional Amount -10097956.10000000 -0.16936563027 N/A DE FR N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Renault SA Renault SA Y equity-performance leg 2026-12-10 0.00000000 EUR 0.00000000 EUR 272912.00000000 EUR 487128.23000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 13200.00000000 OU Notional Amount -249456.53000000 -0.00418395188 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Megmilk Snow Brand Co. Ltd. Megmilk Snow Brand Co. Ltd. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 13200.00000000 JPY 2757.21000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 129963.00000000 OU Notional Amount USD -5181624.81000000 -0.08690760220 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 IonQ, Inc. IonQ, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 129963.00000000 USD 662811.30000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 424600.00000000 OU Notional Amount 8044963.44000000 0.134932286305 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Otsuka Corp. Otsuka Corp. Y equity-performance leg 2027-09-09 0.00000000 JPY 0.00000000 JPY 424600.00000000 JPY -162953.61000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 318200.00000000 OU Notional Amount -4668433.11000000 -0.07830021325 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Aozora Bank Ltd. Aozora Bank Ltd. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 318200.00000000 JPY 30805.45000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 4300.00000000 OU Notional Amount 285946.10000000 0.004795964744 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Advantest Corp. Advantest Corp. Y equity-performance leg 2027-09-09 0.00000000 JPY 0.00000000 JPY 4300.00000000 JPY -48968.27000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 15658.00000000 OU Notional Amount -2556578.42000000 -0.04287961951 N/A DE CH N 2 UBS AG BFM8T61CT2L1QCEMIK50 Cie Financiere Richemont SA Cie Financiere Richemont SA Y equity-performance leg 2030-04-02 0.00000000 CHF 0.00000000 CHF 15658.00000000 CHF 334699.93000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 106900.00000000 OU Notional Amount -5607182.53000000 -0.09404517051 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 ITOCHU Corp. ITOCHU Corp. Y equity-performance leg 2028-02-15 0.00000000 JPY 0.00000000 JPY 106900.00000000 JPY -201678.52000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 3448.00000000 OU Notional Amount -18764.99000000 -0.00031473144 N/A DE PT N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Altri SGPS SA Altri SGPS SA Y equity-performance leg 2028-02-15 0.00000000 EUR 0.00000000 EUR 3448.00000000 EUR 908.86000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 3094.00000000 OU Notional Amount USD 100555.00000000 0.001686535451 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Bowhead Specialty Holdings, Inc. Bowhead Specialty Holdings, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 3094.00000000 USD -7394.66000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1013.00000000 OU Notional Amount 16965.49000000 0.000284549752 N/A DE SE N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 International Petroleum Corp. International Petroleum Corp. Y equity-performance leg 2027-01-18 0.00000000 SEK 0.00000000 SEK 1013.00000000 SEK -317.78000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 113500.00000000 OU Notional Amount 2769400.38000000 0.046449126556 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Nifco, Inc. Nifco, Inc. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 113500.00000000 JPY 148680.74000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 436400.00000000 OU Notional Amount 6389345.19000000 0.107163812602 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Heiwa Real Estate Co. Ltd. Heiwa Real Estate Co. Ltd. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 436400.00000000 JPY -182641.15000000 N N N United States Treasury 254900HROIFWPRGM1V77 912797PD3 5200000.00000000 PA USD 5096002.44000000 0.085471520830 Long STIV UST US N 2 2026-01-22 None 0.00000000 N N N N N N MORGAN STANLEY & CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 000000000 1250795.33000000 OU Notional Amount 39224.18000000 0.000657878475 N/A DE GB N 2 MORGAN STANLEY & CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 FTSE 100 Dividend Index Futures UKDZ6 Index Y Fixed payment equal to the notional value in field C.11.f.iv.1 equity-performance leg 2026-12-17 0.00000000 GBP 0.00000000 GBP 1250795.33000000 GBP 39224.18000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1612987.00000000 OU Notional Amount 24158490.88000000 0.405192693842 N/A DE ES N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Enagas SA Enagas SA Y equity-performance leg 2026-08-17 0.00000000 EUR 0.00000000 EUR 1612987.00000000 EUR -1443064.90000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 25800.00000000 OU Notional Amount 825625.66000000 0.013847615190 N/A DE JP N 2 BNP Paribas 549300FWX3HQBUJIR891 Ki-Star Real Estate Co. Ltd. Ki-Star Real Estate Co. Ltd. Y equity-performance leg 2027-03-24 0.00000000 JPY 0.00000000 JPY 25800.00000000 JPY -1425.90000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 62600.00000000 OU Notional Amount USD -5317244.00000000 -0.08918224366 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 MGE Energy, Inc. MGE Energy, Inc. Y equity-performance leg 2026-08-19 0.00000000 USD 0.00000000 USD 62600.00000000 USD 36934.00000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 4200.00000000 OU Notional Amount -46596.52000000 -0.00078152934 N/A DE JP N 2 BNP Paribas 549300FWX3HQBUJIR891 SG Holdings Co. Ltd. SG Holdings Co. Ltd. Y equity-performance leg 2027-03-24 0.00000000 JPY 0.00000000 JPY 4200.00000000 JPY -2326.59000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 460300.00000000 OU Notional Amount -5106756.87000000 -0.08565189701 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 SG Holdings Co. Ltd. SG Holdings Co. Ltd. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 460300.00000000 JPY -210182.18000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 121531.00000000 OU Notional Amount USD -2265337.84000000 -0.03799485433 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Aeva Technologies, Inc. Aeva Technologies, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 121531.00000000 USD 969295.08000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 18000.00000000 OU Notional Amount USD -1378620.00000000 -0.02312258469 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Life360, Inc. Life360, Inc. Y equity-performance leg 2028-04-21 0.00000000 USD 0.00000000 USD 18000.00000000 USD -7170.42000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 287.00000000 OU Notional Amount -223203.82000000 -0.00374363438 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 SOSiLA Logistics REIT, Inc. SOSiLA Logistics REIT, Inc. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 287.00000000 JPY 1203.10000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 94341.00000000 OU Notional Amount USD 1800026.28000000 0.030190523944 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 AvePoint, Inc. AvePoint, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 94341.00000000 USD 53774.37000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 32759.00000000 OU Notional Amount USD 834699.32000000 0.013999801051 N/A DE US N 2 BNP Paribas 549300FWX3HQBUJIR891 Peapack-Gladstone Financial Corp. Peapack-Gladstone Financial Corp. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 32759.00000000 USD -122191.07000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 643300.00000000 OU Notional Amount 4499633.08000000 0.075469053843 N/A DE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 TSI Holdings Co. Ltd. TSI Holdings Co. Ltd. Y equity-performance leg 2027-01-06 0.00000000 JPY 0.00000000 JPY 643300.00000000 JPY -348018.63000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1060000.00000000 OU Notional Amount 555144.55000000 0.009311033408 N/A DE HK N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 IGG, Inc. IGG, Inc. Y equity-performance leg 2027-01-06 0.00000000 HKD 0.00000000 HKD 1060000.00000000 HKD -14693.47000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC -346096.33000000 -0.00580482054 N/A DFE XX N 2 Bank of America NA B4TYDEB6GKMZO031MB27 12392250.78000000 USD 10525000.00000000 EUR 2025-09-17 -346096.33000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1639500.00000000 OU Notional Amount -5897721.76000000 -0.09891817246 N/A DE HK N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 MTR Corp. Ltd. MTR Corp. Ltd. Y equity-performance leg 2027-01-06 0.00000000 HKD 0.00000000 HKD 1639500.00000000 HKD -60229.16000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 68277.00000000 OU Notional Amount USD 4084330.14000000 0.068503481454 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 1st Source Corp. 1st Source Corp. Y equity-performance leg 2028-04-21 0.00000000 USD 0.00000000 USD 68277.00000000 USD -200734.38000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 92179.00000000 OU Notional Amount USD -1363327.41000000 -0.02286609327 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 NextNav, Inc. NextNav, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 92179.00000000 USD 113781.38000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 18700.00000000 OU Notional Amount -201561.70000000 -0.00338064693 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Anritsu Corp. Anritsu Corp. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 18700.00000000 JPY 23677.44000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 214040.00000000 OU Notional Amount USD -19869333.20000000 -0.33325378990 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 CF Industries Holdings, Inc. CF Industries Holdings, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 214040.00000000 USD 797493.53000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 106037.00000000 OU Notional Amount USD -1903364.15000000 -0.03192373443 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Fulton Financial Corp. Fulton Financial Corp. Y equity-performance leg 2028-04-21 0.00000000 USD 0.00000000 USD 106037.00000000 USD 66215.01000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 8605.00000000 OU Notional Amount USD 3963204.85000000 0.066471935577 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 CACI International, Inc. CACI International, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 8605.00000000 USD -243521.50000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 5937.00000000 OU Notional Amount -454675.61000000 -0.00762594137 N/A DE FR N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Eurofins Scientific SE Eurofins Scientific SE Y equity-performance leg 2026-06-25 0.00000000 EUR 0.00000000 EUR 5937.00000000 EUR 1259.26000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 188610.00000000 OU Notional Amount -3505275.19000000 -0.05879141639 N/A DE ES N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Puig Brands SA Puig Brands SA Y equity-performance leg 2028-02-15 0.00000000 EUR 0.00000000 EUR 188610.00000000 EUR 10943.23000000 N N N Slide Insurance Holdings Inc 2549004LDWZTPC69SX47 831349105 260878.00000000 NS USD 4904506.40000000 0.082259697845 Long EC CORP US N 1 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 10873.00000000 OU Notional Amount USD 151243.43000000 0.002536695405 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Bandwidth, Inc. Bandwidth, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 10873.00000000 USD -18375.37000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1989180.00000000 OU Notional Amount -7477335.14000000 -0.12541187209 N/A DE ES N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Gestamp Automocion SA Gestamp Automocion SA Y equity-performance leg 2025-12-08 0.00000000 EUR 0.00000000 EUR 1989180.00000000 EUR -94733.48000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 90400.00000000 OU Notional Amount -818656.07000000 -0.01373071935 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Toho Titanium Co. Ltd. Toho Titanium Co. Ltd. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 90400.00000000 JPY -34714.48000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 98900.00000000 OU Notional Amount -2665179.47000000 -0.04470110547 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 TOPPAN Holdings, Inc. TOPPAN Holdings, Inc. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 98900.00000000 JPY -30815.19000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 264755.00000000 OU Notional Amount 280121.56000000 0.004698273996 N/A DE NL N 2 Citibank NA E57ODZWZ7FF32TWEFA76 PostNL NV PostNL NV Y equity-performance leg 2026-06-25 0.00000000 EUR 0.00000000 EUR 264755.00000000 EUR -35917.43000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 709400.00000000 OU Notional Amount 8981170.08000000 0.150634595374 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 NGK Insulators Ltd. NGK Insulators Ltd. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 709400.00000000 JPY 226026.12000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 8805.00000000 OU Notional Amount USD 1672509.75000000 0.028051782474 N/A DE US N 2 BNP Paribas 549300FWX3HQBUJIR891 Commvault Systems, Inc. Commvault Systems, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 8805.00000000 USD -30340.99000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 653.00000000 OU Notional Amount USD -32460.63000000 -0.00054443839 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 GXO Logistics, Inc. GXO Logistics, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 653.00000000 USD 783.60000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 326661.00000000 OU Notional Amount -855422.02000000 -0.01434736773 N/A DE AU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Endeavour Group Ltd. Endeavour Group Ltd. Y equity-performance leg 2027-09-09 0.00000000 AUD 0.00000000 AUD 326661.00000000 AUD 29749.29000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 681000.00000000 OU Notional Amount 1099327.22000000 0.018438211223 N/A DE SG N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Sheng Siong Group Ltd. Sheng Siong Group Ltd. Y equity-performance leg 2026-08-19 0.00000000 SGD 0.00000000 SGD 681000.00000000 SGD 8032.00000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 4300.00000000 OU Notional Amount -72781.78000000 -0.00122071555 N/A DE JP N 2 BNP Paribas 549300FWX3HQBUJIR891 Bunka Shutter Co. Ltd. Bunka Shutter Co. Ltd. Y equity-performance leg 2027-03-24 0.00000000 JPY 0.00000000 JPY 4300.00000000 JPY -3452.57000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 83700.00000000 OU Notional Amount -1719227.62000000 -0.02883534713 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Chugoku Marine Paints Ltd. Chugoku Marine Paints Ltd. Y equity-performance leg 2028-02-15 0.00000000 JPY 0.00000000 JPY 83700.00000000 JPY -184281.16000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 46205.00000000 OU Notional Amount USD 6162360.85000000 0.103356770323 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Landstar System, Inc. Landstar System, Inc. Y equity-performance leg 2026-06-25 0.00000000 USD 0.00000000 USD 46205.00000000 USD -219776.94000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 16566.00000000 OU Notional Amount USD 4949092.50000000 0.083007507882 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Ralph Lauren Corp. Ralph Lauren Corp. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 16566.00000000 USD 172949.04000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 74593.00000000 OU Notional Amount 358894.57000000 0.006019476065 N/A DE AU N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Data#3 Ltd. Data#3 Ltd. Y equity-performance leg 2028-02-15 0.00000000 AUD 0.00000000 AUD 74593.00000000 AUD -15276.28000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 75262.00000000 OU Notional Amount USD -4268860.64000000 -0.07159847653 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Triumph Financial, Inc. Triumph Financial, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 75262.00000000 USD 572937.69000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 82846.00000000 OU Notional Amount USD -17205457.28000000 -0.28857454791 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Cloudflare, Inc. Cloudflare, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 82846.00000000 USD -1231920.02000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 397468.00000000 OU Notional Amount USD 10986015.52000000 0.184260401250 N/A DE US N 2 BNP Paribas 549300FWX3HQBUJIR891 United Natural Foods, Inc. United Natural Foods, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 397468.00000000 USD 1689239.00000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 8048.00000000 OU Notional Amount USD -162408.64000000 -0.00272396130 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Consensus Cloud Solutions, Inc. Consensus Cloud Solutions, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 8048.00000000 USD 7356.67000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 285379.00000000 OU Notional Amount -14629359.16000000 -0.24536753875 N/A DE ES N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Ferrovial SE Ferrovial SE Y equity-performance leg 2025-12-08 0.00000000 EUR 0.00000000 EUR 285379.00000000 EUR 328174.09000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 569643.00000000 OU Notional Amount -1912786.77000000 -0.03208177315 N/A DE NZ N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Meridian Energy Ltd. Meridian Energy Ltd. Y equity-performance leg 2025-12-08 0.00000000 NZD 0.00000000 NZD 569643.00000000 NZD 129480.72000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 173300.00000000 OU Notional Amount 3951819.06000000 0.066280970051 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Create SD Holdings Co. Ltd. Create SD Holdings Co. Ltd. Y equity-performance leg 2028-02-15 0.00000000 JPY 0.00000000 JPY 173300.00000000 JPY -148971.48000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 212200.00000000 OU Notional Amount -646726.38000000 -0.01084706844 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Yamada Holdings Co. Ltd. Yamada Holdings Co. Ltd. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 212200.00000000 JPY 24323.55000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 740700.00000000 OU Notional Amount -14264410.40000000 -0.23924652018 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Nippon Steel Corp. Nippon Steel Corp. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 740700.00000000 JPY 229688.46000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 734400.00000000 OU Notional Amount 9318290.77000000 0.156288874080 N/A DE JP N 2 BNP Paribas 549300FWX3HQBUJIR891 Seiko Epson Corp. Seiko Epson Corp. Y equity-performance leg 2027-03-24 0.00000000 JPY 0.00000000 JPY 734400.00000000 JPY 97279.72000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1316772.00000000 OU Notional Amount -14989550.95000000 -0.25140877214 N/A DE SE N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Castellum AB Castellum AB Y equity-performance leg 2025-12-08 0.00000000 SEK 0.00000000 SEK 1316772.00000000 SEK 1211973.01000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 767246.00000000 OU Notional Amount USD 21605647.36000000 0.362375717072 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Home BancShares, Inc. Home BancShares, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 767246.00000000 USD -1171727.70000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 488555.00000000 OU Notional Amount USD 3879126.70000000 0.065061754276 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Compass, Inc. Compass, Inc. Y equity-performance leg 2027-02-08 0.00000000 USD 0.00000000 USD 488555.00000000 USD 312675.20000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 29868.00000000 OU Notional Amount 379719.10000000 0.006368750672 N/A DE FR N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Forvia SE Forvia SE Y equity-performance leg 2026-12-10 0.00000000 EUR 0.00000000 EUR 29868.00000000 EUR 19333.05000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 31764.00000000 OU Notional Amount USD 3951123.96000000 0.066269311647 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Hartford Insurance Group, Inc. Hartford Insurance Group, Inc. Y equity-performance leg 2028-02-24 0.00000000 USD 0.00000000 USD 31764.00000000 USD -6463.29000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 702300.00000000 OU Notional Amount 1261473.81000000 0.021157777355 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Seven Bank Ltd. Seven Bank Ltd. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 702300.00000000 JPY -7552.59000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 18716.00000000 OU Notional Amount -1640793.73000000 -0.02751983287 N/A DE CH N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Alcon AG Alcon AG Y equity-performance leg 2026-02-26 0.00000000 CHF 0.00000000 CHF 18716.00000000 CHF 52158.06000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 337279.00000000 OU Notional Amount -9262331.96000000 -0.15535031789 N/A DE DE N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Lanxess AG Lanxess AG Y equity-performance leg 2025-12-08 0.00000000 EUR 0.00000000 EUR 337279.00000000 EUR 1081305.65000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 57393.00000000 OU Notional Amount -1775720.20000000 -0.02978285584 N/A DE CA N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Manulife Financial Corp. Manulife Financial Corp. Y equity-performance leg 2025-12-08 0.00000000 CAD 0.00000000 CAD 57393.00000000 CAD -16494.42000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 20537.00000000 OU Notional Amount USD -3841445.85000000 -0.06442976094 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Williams-Sonoma, Inc. Williams-Sonoma, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 20537.00000000 USD -273246.86000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 17097.00000000 OU Notional Amount USD 2745607.23000000 0.046050061458 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Reddit, Inc. Reddit, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 17097.00000000 USD 186765.93000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 569898.00000000 OU Notional Amount 38748657.11000000 0.649902878254 N/A DE BE N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Ageas SA Ageas SA Y equity-performance leg 2027-01-04 0.00000000 EUR 0.00000000 EUR 569898.00000000 EUR 203252.05000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 154300.00000000 OU Notional Amount -3315473.97000000 -0.05560801938 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 H.U. Group Holdings, Inc. H.U. Group Holdings, Inc. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 154300.00000000 JPY -2390.36000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 5204.00000000 OU Notional Amount USD -59117.44000000 -0.00099153357 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 NextDecade Corp. NextDecade Corp. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 5204.00000000 USD 416.32000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 172337.00000000 OU Notional Amount USD -1657881.94000000 -0.02780644091 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Apollo Commercial Real Estate Finance, Inc. Apollo Commercial Real Estate Finance, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 172337.00000000 USD 20680.44000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 58500.00000000 OU Notional Amount -447517.04000000 -0.00750587592 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Change Holdings, Inc. Change Holdings, Inc. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 58500.00000000 JPY 6102.71000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 253500.00000000 OU Notional Amount 1641499.58000000 0.027531671579 N/A DE JP N 2 BNP Paribas 549300FWX3HQBUJIR891 Toyobo Co. Ltd. Toyobo Co. Ltd. Y equity-performance leg 2027-03-24 0.00000000 JPY 0.00000000 JPY 253500.00000000 JPY 37273.99000000 N N N JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 000000000 194400000.00000000 OU Notional Amount -3819.63000000 -0.00006406385 N/A DE US N 2 JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 SGX Nikkei Dividend Index Futures MNDZ5 Index Y Fixed payment equal to the notional value in field C.11.f.iv.1 equity-performance leg 2026-03-31 0.00000000 JPY 0.00000000 JPY 194400000.00000000 JPY -3819.63000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 3208404.00000000 OU Notional Amount -18026163.41000000 -0.30233965143 N/A DE GB N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Tesco PLC Tesco PLC Y equity-performance leg 2027-01-04 0.00000000 GBP 0.00000000 GBP 3208404.00000000 GBP 398994.74000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 42600.00000000 OU Notional Amount 880204.31000000 0.014763022958 N/A DE JP N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Raito Kogyo Co. Ltd. Raito Kogyo Co. Ltd. Y equity-performance leg 2026-08-19 0.00000000 JPY 0.00000000 JPY 42600.00000000 JPY 58854.67000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1359.00000000 OU Notional Amount 1311876.21000000 0.022003139937 N/A DE CH N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 dormakaba Holding AG dormakaba Holding AG Y equity-performance leg 2027-01-04 0.00000000 CHF 0.00000000 CHF 1359.00000000 CHF 2319.05000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 23619.00000000 OU Notional Amount USD 7998574.35000000 0.134154236035 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Gartner, Inc. Gartner, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 23619.00000000 USD -781194.70000000 N N N Illumio Inc. N/A 000000000 466730.00000000 NS USD 2497005.50000000 0.041880446510 Long EP CORP US Y 3 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 58797.00000000 OU Notional Amount 11589662.70000000 0.194384933788 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 FirstService Corp. FirstService Corp. Y equity-performance leg 2027-01-06 0.00000000 CAD 0.00000000 CAD 58797.00000000 CAD 1020508.12000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 162771.00000000 OU Notional Amount USD -1318445.10000000 -0.02211331512 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 WaVe Life Sciences Ltd. WaVe Life Sciences Ltd. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 162771.00000000 USD -187186.65000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 2508.00000000 OU Notional Amount 228675.00000000 0.003835398482 N/A DE FR N 2 Citibank NA E57ODZWZ7FF32TWEFA76 BNP Paribas SA BNP Paribas SA Y equity-performance leg 2026-06-25 0.00000000 EUR 0.00000000 EUR 2508.00000000 EUR 2293.74000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 27675.00000000 OU Notional Amount USD -992148.75000000 -0.01664058515 N/A DE US N 2 BNP Paribas 549300FWX3HQBUJIR891 Semler Scientific, Inc. Semler Scientific, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 27675.00000000 USD 154300.08000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 552035.00000000 OU Notional Amount USD -5702521.55000000 -0.09564422215 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 SoundHound AI, Inc. SoundHound AI, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 552035.00000000 USD 535473.95000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 54800.00000000 OU Notional Amount -4643995.10000000 -0.07789033239 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Shochiku Co. Ltd. Shochiku Co. Ltd. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 54800.00000000 JPY 120545.86000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 21039.00000000 OU Notional Amount 5059489.36000000 0.084859113652 N/A DE CH N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Helvetia Holding AG Helvetia Holding AG Y equity-performance leg 2028-02-15 0.00000000 CHF 0.00000000 CHF 21039.00000000 CHF -18935.17000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 225602.00000000 OU Notional Amount -2648726.96000000 -0.04442515956 N/A DE PT N 2 UBS AG BFM8T61CT2L1QCEMIK50 EDP Renovaveis SA EDP Renovaveis SA Y equity-performance leg 2028-04-18 0.00000000 EUR 0.00000000 EUR 225602.00000000 EUR 31722.95000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 186900.00000000 OU Notional Amount -5815374.96000000 -0.09753702983 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 SCSK Corp. SCSK Corp. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 186900.00000000 JPY -191733.57000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 27700.00000000 OU Notional Amount -567122.44000000 -0.00951192979 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Marubeni Corp. Marubeni Corp. Y equity-performance leg 2028-02-15 0.00000000 JPY 0.00000000 JPY 27700.00000000 JPY -20026.27000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 573100.00000000 OU Notional Amount -11940207.01000000 -0.20026435705 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Mitsui E&S Co. Ltd. Mitsui E&S Co. Ltd. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 573100.00000000 JPY -14065.03000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 179300.00000000 OU Notional Amount 4582863.67000000 0.076865019639 N/A DE JP N 2 BNP Paribas 549300FWX3HQBUJIR891 Sumitomo Corp. Sumitomo Corp. Y equity-performance leg 2027-03-24 0.00000000 JPY 0.00000000 JPY 179300.00000000 JPY 127705.06000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 61095.00000000 OU Notional Amount USD -9563811.30000000 -0.16040681031 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 VSE Corp. VSE Corp. Y equity-performance leg 2026-08-19 0.00000000 USD 0.00000000 USD 61095.00000000 USD -1904331.15000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 142601.00000000 OU Notional Amount 1247055.68000000 0.020915952609 N/A DE GB N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Phoenix Group Holdings PLC Phoenix Group Holdings PLC Y equity-performance leg 2025-12-08 0.00000000 GBP 0.00000000 GBP 142601.00000000 GBP 11306.26000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 188500.00000000 OU Notional Amount 5216394.43000000 0.087490767603 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Totetsu Kogyo Co. Ltd. Totetsu Kogyo Co. Ltd. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 188500.00000000 JPY -54047.53000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 19567.00000000 OU Notional Amount USD 87170.99000000 0.001462055243 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Playtika Holding Corp. Playtika Holding Corp. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 19567.00000000 USD -2445.87000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 215.00000000 OU Notional Amount USD -7924.90000000 -0.00013291855 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Kilroy Realty Corp. Kilroy Realty Corp. Y equity-performance leg 2028-04-18 0.00000000 USD 0.00000000 USD 215.00000000 USD 107.13000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 99114.00000000 OU Notional Amount 282990.11000000 0.004746386087 N/A DE AU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 WEB Travel Group Ltd. WEB Travel Group Ltd. Y equity-performance leg 2027-05-12 0.00000000 AUD 0.00000000 AUD 99114.00000000 AUD -16148.95000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 129500.00000000 OU Notional Amount 1460232.30000000 0.024491408102 N/A DE JP N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Amada Co. Ltd. Amada Co. Ltd. Y equity-performance leg 2026-08-19 0.00000000 JPY 0.00000000 JPY 129500.00000000 JPY 57833.99000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 27093.00000000 OU Notional Amount USD -1007859.60000000 -0.01690409174 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Vital Farms, Inc. Vital Farms, Inc. Y equity-performance leg 2027-01-04 0.00000000 USD 0.00000000 USD 27093.00000000 USD 9482.55000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 50514.00000000 OU Notional Amount 1277990.70000000 0.021434803068 N/A DE NO N 2 BNP Paribas 549300FWX3HQBUJIR891 DNB Bank ASA DNB Bank ASA Y equity-performance leg 2027-03-18 0.00000000 NOK 0.00000000 NOK 50514.00000000 NOK -5767.60000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 85624.00000000 OU Notional Amount 1605712.87000000 0.026931447273 N/A DE IL N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Bank Hapoalim BM Bank Hapoalim BM Y equity-performance leg 2026-07-13 0.00000000 ILS 0.00000000 ILS 85624.00000000 ILS -34986.53000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 122600.00000000 OU Notional Amount -2506219.26000000 -0.04203498216 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Sega Sammy Holdings, Inc. Sega Sammy Holdings, Inc. Y equity-performance leg 2028-02-15 0.00000000 JPY 0.00000000 JPY 122600.00000000 JPY 13235.24000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 124200.00000000 OU Notional Amount 2990263.72000000 0.050153505780 N/A DE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 Kyoritsu Maintenance Co. Ltd. Kyoritsu Maintenance Co. Ltd. Y equity-performance leg 2028-04-03 0.00000000 JPY 0.00000000 JPY 124200.00000000 JPY -104410.96000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 40072.00000000 OU Notional Amount USD 1202961.44000000 0.020176392179 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Tanger, Inc. Tanger, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 40072.00000000 USD -56902.24000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 1667.00000000 OU Notional Amount USD 46876.04000000 0.000786217525 N/A DE US N 2 BNP Paribas 549300FWX3HQBUJIR891 Golden Entertainment, Inc. Golden Entertainment, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 1667.00000000 USD -6084.55000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 71612.00000000 OU Notional Amount USD 13237478.20000000 0.222022537673 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 AMETEK, Inc. AMETEK, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 71612.00000000 USD 404607.80000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 996500.00000000 OU Notional Amount 5042003.58000000 0.084565837456 N/A DE JP N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Rakuten Group, Inc. Rakuten Group, Inc. Y equity-performance leg 2026-08-19 0.00000000 JPY 0.00000000 JPY 996500.00000000 JPY -280071.59000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 15700.00000000 OU Notional Amount 302929.51000000 0.005080815056 N/A DE JP N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Heiwado Co. Ltd. Heiwado Co. Ltd. Y equity-performance leg 2026-08-19 0.00000000 JPY 0.00000000 JPY 15700.00000000 JPY -1883.90000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 939.00000000 OU Notional Amount -586654.56000000 -0.00983952775 N/A DE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Takara Leben Real Estate Investment Corp. Takara Leben Real Estate Investment Corp. Y equity-performance leg 2027-01-06 0.00000000 JPY 0.00000000 JPY 939.00000000 JPY 823.05000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 20219.00000000 OU Notional Amount USD 647816.76000000 0.010865356590 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Gentherm, Inc. Gentherm, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 20219.00000000 USD -12941.91000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 5600.00000000 OU Notional Amount -389656.57000000 -0.00653542458 N/A DE JP N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Fujita Kanko, Inc. Fujita Kanko, Inc. Y equity-performance leg 2026-08-19 0.00000000 JPY 0.00000000 JPY 5600.00000000 JPY 26802.40000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 122500.00000000 OU Notional Amount -2975217.11000000 -0.04990113999 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Kadokawa Corp. Kadokawa Corp. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 122500.00000000 JPY 238527.77000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 26356.00000000 OU Notional Amount -5206180.37000000 -0.08731945464 N/A DE BE N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 D'ieteren Group D'ieteren Group Y equity-performance leg 2028-02-15 0.00000000 EUR 0.00000000 EUR 26356.00000000 EUR 327375.09000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 54679.00000000 OU Notional Amount USD 1128027.77000000 0.018919584552 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Haverty Furniture Cos., Inc. Haverty Furniture Cos., Inc. Y equity-performance leg 2027-02-08 0.00000000 USD 0.00000000 USD 54679.00000000 USD -52491.84000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 317228.00000000 OU Notional Amount -1602454.12000000 -0.02687679064 N/A DE SE N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Dometic Group AB Dometic Group AB Y equity-performance leg 2028-02-15 0.00000000 SEK 0.00000000 SEK 317228.00000000 SEK -31322.69000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 403086.00000000 OU Notional Amount 5774425.19000000 0.096850209301 N/A DE DK N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 GN Store Nord AS GN Store Nord AS Y equity-performance leg 2027-01-06 0.00000000 DKK 0.00000000 DKK 403086.00000000 DKK -407373.84000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 31100.00000000 OU Notional Amount -446903.36000000 -0.00749558311 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Kyoei Steel Ltd. Kyoei Steel Ltd. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 31100.00000000 JPY 3261.72000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 30982.00000000 OU Notional Amount -3395958.29000000 -0.05695792400 N/A DE NL N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 IMCD NV IMCD NV Y equity-performance leg 2026-08-19 0.00000000 EUR 0.00000000 EUR 30982.00000000 EUR 590032.12000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 72413.00000000 OU Notional Amount -14967583.14000000 -0.25104032213 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Intact Financial Corp. Intact Financial Corp. Y equity-performance leg 2027-01-06 0.00000000 CAD 0.00000000 CAD 72413.00000000 CAD 1150794.85000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 4700.00000000 OU Notional Amount -249443.65000000 -0.00418373585 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Kurabo Industries Ltd. Kurabo Industries Ltd. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 4700.00000000 JPY -18800.54000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 166116.00000000 OU Notional Amount USD -14810902.56000000 -0.24841243339 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Starbucks Corp. Starbucks Corp. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 166116.00000000 USD 949211.48000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1316501.00000000 OU Notional Amount USD -7556715.74000000 -0.12674326482 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Hecla Mining Co. Hecla Mining Co. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 1316501.00000000 USD -197475.15000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 265400.00000000 OU Notional Amount -8270619.65000000 -0.13871705283 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Anycolor, Inc. Anycolor, Inc. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 265400.00000000 JPY 59063.43000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 4895.00000000 OU Notional Amount 150425.16000000 0.002522971161 N/A DE CA N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Brookfield Business Corp. Brookfield Business Corp. Y equity-performance leg 2025-12-08 0.00000000 CAD 0.00000000 CAD 4895.00000000 CAD -6388.05000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 9200.00000000 OU Notional Amount -233104.83000000 -0.00390969678 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Gunze Ltd. Gunze Ltd. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 9200.00000000 JPY -5928.84000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 163828.00000000 OU Notional Amount -17738968.56000000 -0.29752274231 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 RB Global, Inc. RB Global, Inc. Y equity-performance leg 2027-01-06 0.00000000 CAD 0.00000000 CAD 163828.00000000 CAD -156741.16000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 229134.00000000 OU Notional Amount USD -14701237.44000000 -0.24657310056 N/A DE US N 2 BNP Paribas 549300FWX3HQBUJIR891 WP Carey, Inc. WP Carey, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 229134.00000000 USD -505272.14000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 39305.00000000 OU Notional Amount 591447.21000000 0.009919911366 N/A DE CA N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 North American Construction Group Ltd. North American Construction Group Ltd. Y equity-performance leg 2026-08-19 0.00000000 CAD 0.00000000 CAD 39305.00000000 CAD -6613.20000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 272300.00000000 OU Notional Amount 7734039.03000000 0.129717378639 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Canon, Inc. Canon, Inc. Y equity-performance leg 2027-09-09 0.00000000 JPY 0.00000000 JPY 272300.00000000 JPY 320775.58000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1971625.00000000 OU Notional Amount -4961924.09000000 -0.08322272275 N/A DE GB N 2 UBS AG BFM8T61CT2L1QCEMIK50 LondonMetric Property PLC LondonMetric Property PLC Y equity-performance leg 2029-09-03 0.00000000 GBP 0.00000000 GBP 1971625.00000000 GBP 125368.17000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 3100.00000000 OU Notional Amount -58384.73000000 -0.00097924436 N/A DE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Ogaki Kyoritsu Bank Ltd. Ogaki Kyoritsu Bank Ltd. Y equity-performance leg 2027-01-06 0.00000000 JPY 0.00000000 JPY 3100.00000000 JPY 491.77000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 278900.00000000 OU Notional Amount -8634219.02000000 -0.14481543906 N/A DE JP N 2 BNP Paribas 549300FWX3HQBUJIR891 Makita Corp. Makita Corp. Y equity-performance leg 2026-09-09 0.00000000 JPY 0.00000000 JPY 278900.00000000 JPY -161418.95000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 2435800.00000000 OU Notional Amount 30900750.93000000 0.518275689209 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Asahi Group Holdings Ltd. Asahi Group Holdings Ltd. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 2435800.00000000 JPY -417145.85000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 39408.00000000 OU Notional Amount 902078.97000000 0.015129910627 N/A DE DE N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 SMA Solar Technology AG SMA Solar Technology AG Y equity-performance leg 2026-12-10 0.00000000 EUR 0.00000000 EUR 39408.00000000 EUR -67487.94000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 62321.00000000 OU Notional Amount 7176921.00000000 0.120373245495 N/A DE AU N 2 BNP Paribas 549300FWX3HQBUJIR891 Xero Ltd. Xero Ltd. Y equity-performance leg 2026-09-07 0.00000000 AUD 0.00000000 AUD 62321.00000000 AUD 89955.83000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 57800.00000000 OU Notional Amount -1637737.35000000 -0.02746857044 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Fuso Chemical Co. Ltd. Fuso Chemical Co. Ltd. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 57800.00000000 JPY 11013.32000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 218300.00000000 OU Notional Amount 6268675.01000000 0.105139899952 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 NEC Corp. NEC Corp. Y equity-performance leg 2028-03-15 0.00000000 JPY 0.00000000 JPY 218300.00000000 JPY 578547.03000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 6328.00000000 OU Notional Amount -427083.59000000 -0.00716316061 N/A DE NL N 2 UBS AG BFM8T61CT2L1QCEMIK50 Heineken Holding NV Heineken Holding NV Y equity-performance leg 2029-09-03 0.00000000 EUR 0.00000000 EUR 6328.00000000 EUR 1788.32000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 18600.00000000 OU Notional Amount -1155458.75000000 -0.01937966431 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Cosmos Pharmaceutical Corp. Cosmos Pharmaceutical Corp. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 18600.00000000 JPY 47831.84000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 15520.00000000 OU Notional Amount -562593.91000000 -0.00943597607 N/A DE DE N 2 BNP Paribas 549300FWX3HQBUJIR891 SUSS MicroTec SE SUSS MicroTec SE Y equity-performance leg 2027-03-24 0.00000000 EUR 0.00000000 EUR 15520.00000000 EUR 181619.69000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 175501.00000000 OU Notional Amount USD 2658840.15000000 0.044594780701 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Castle Biosciences, Inc. Castle Biosciences, Inc. Y equity-performance leg 2028-04-21 0.00000000 USD 0.00000000 USD 175501.00000000 USD -652863.72000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 80486.00000000 OU Notional Amount USD 20602001.42000000 0.345542297960 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Illinois Tool Works, Inc. Illinois Tool Works, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 80486.00000000 USD -326616.32000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 100.00000000 OU Notional Amount 974.28000000 0.000016340885 N/A DE JP N 2 BNP Paribas 549300FWX3HQBUJIR891 Lion Corp. Lion Corp. Y equity-performance leg 2026-09-07 0.00000000 JPY 0.00000000 JPY 100.00000000 JPY -11.91000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 200946.00000000 OU Notional Amount 7545626.72000000 0.126557276801 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Great-West Lifeco, Inc. Great-West Lifeco, Inc. Y equity-performance leg 2027-01-04 0.00000000 CAD 0.00000000 CAD 200946.00000000 CAD -188235.28000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 34592.00000000 OU Notional Amount 141645.88000000 0.002375722721 N/A DE ES N 2 BNP Paribas 549300FWX3HQBUJIR891 Sacyr SA Sacyr SA Y equity-performance leg 2027-03-17 0.00000000 EUR 0.00000000 EUR 34592.00000000 EUR -102.64000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 151753.00000000 OU Notional Amount -2720322.44000000 -0.04562597817 N/A DE SE N 2 BNP Paribas 549300FWX3HQBUJIR891 Epiroc AB Epiroc AB Y equity-performance leg 2026-08-17 0.00000000 SEK 0.00000000 SEK 151753.00000000 SEK 213949.00000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 5109.00000000 OU Notional Amount -50337.88000000 -0.00084428043 N/A DE SE N 2 BNP Paribas 549300FWX3HQBUJIR891 Hoist Finance AB Hoist Finance AB Y equity-performance leg 2025-11-17 0.00000000 SEK 0.00000000 SEK 5109.00000000 SEK 4656.61000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 5844.00000000 OU Notional Amount USD -204715.32000000 -0.00343354029 N/A DE US N 2 BNP Paribas 549300FWX3HQBUJIR891 Towne Bank Towne Bank Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 5844.00000000 USD -1519.44000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 27900.00000000 OU Notional Amount -1720804.00000000 -0.02886178659 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Japan Steel Works Ltd. Japan Steel Works Ltd. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 27900.00000000 JPY -24070.34000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC N/A 4994.76000000 0.000083773455 N/A DFE CH N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 1650321.65000000 EUR 1530000.00000000 CHF 2025-09-17 4994.76000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 423508.00000000 OU Notional Amount 1423412.68000000 0.023873859552 N/A DE AU N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Lendlease Corp. Ltd. Lendlease Corp. Ltd. Y equity-performance leg 2028-02-15 0.00000000 AUD 0.00000000 AUD 423508.00000000 AUD -6526.14000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 64394.00000000 OU Notional Amount 6207960.83000000 0.104121585428 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 CGI, Inc. CGI, Inc. Y equity-performance leg 2027-01-04 0.00000000 CAD 0.00000000 CAD 64394.00000000 CAD -363980.76000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1169130.00000000 OU Notional Amount USD 12462925.80000000 0.209031536909 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Park Hotels & Resorts, Inc. Park Hotels & Resorts, Inc. Y equity-performance leg 2028-04-21 0.00000000 USD 0.00000000 USD 1169130.00000000 USD -367552.11000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 64032.00000000 OU Notional Amount USD -856107.84000000 -0.01435887049 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Chimera Investment Corp. Chimera Investment Corp. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 64032.00000000 USD 28174.08000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 11151.00000000 OU Notional Amount USD -334195.47000000 -0.00560521613 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Distribution Solutions Group, Inc. Distribution Solutions Group, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 11151.00000000 USD -15499.89000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 53952.00000000 OU Notional Amount USD 1876450.56000000 0.031472332483 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Nabors Industries Ltd. Nabors Industries Ltd. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 53952.00000000 USD 135959.04000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 66954.00000000 OU Notional Amount USD -2034732.06000000 -0.03412707228 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Forward Air Corp. Forward Air Corp. Y equity-performance leg 2027-01-04 0.00000000 USD 0.00000000 USD 66954.00000000 USD -173410.86000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 189019.00000000 OU Notional Amount USD -17270666.03000000 -0.28966824657 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Brown & Brown, Inc. Brown & Brown, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 189019.00000000 USD 2243918.57000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 156538.00000000 OU Notional Amount -1441416.71000000 -0.02417582797 N/A DE AU N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 NEXTDC Ltd. NEXTDC Ltd. Y equity-performance leg 2028-02-15 0.00000000 AUD 0.00000000 AUD 156538.00000000 AUD -32098.78000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 287000.00000000 OU Notional Amount 11460843.24000000 0.192224339226 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 McDonald's Holdings Co. Japan Ltd. McDonald's Holdings Co. Japan Ltd. Y equity-performance leg 2027-09-09 0.00000000 JPY 0.00000000 JPY 287000.00000000 JPY -75402.81000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 18031.00000000 OU Notional Amount USD -766858.43000000 -0.01286195543 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Horace Mann Educators Corp. Horace Mann Educators Corp. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 18031.00000000 USD -28752.79000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 223033.00000000 OU Notional Amount USD 5210050.88000000 0.087384371880 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Archrock, Inc. Archrock, Inc. Y equity-performance leg 2026-08-19 0.00000000 USD 0.00000000 USD 223033.00000000 USD 2230.33000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 89375.00000000 OU Notional Amount -1206415.14000000 -0.02023431856 N/A DE GB N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 WH Smith PLC WH Smith PLC Y equity-performance leg 2025-12-08 0.00000000 GBP 0.00000000 GBP 89375.00000000 GBP 96762.04000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 9900.00000000 OU Notional Amount -2984034.04000000 -0.05004901991 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Maruwa Co. Ltd. Maruwa Co. Ltd. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 9900.00000000 JPY 318330.10000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 256243.00000000 OU Notional Amount USD -5762905.07000000 -0.09665699075 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Reynolds Consumer Products, Inc. Reynolds Consumer Products, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 256243.00000000 USD -207556.83000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 211100.00000000 OU Notional Amount -11108807.42000000 -0.18631989995 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Zensho Holdings Co. Ltd. Zensho Holdings Co. Ltd. Y equity-performance leg 2027-09-09 0.00000000 JPY 0.00000000 JPY 211100.00000000 JPY 130581.58000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 130055.00000000 OU Notional Amount USD 17220582.55000000 0.288828233006 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Airbnb, Inc. Airbnb, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 130055.00000000 USD -909554.54000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 30400.00000000 OU Notional Amount USD -714096.00000000 -0.01197700979 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Matthews International Corp. Matthews International Corp. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 30400.00000000 USD 33744.00000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 30706.00000000 OU Notional Amount 1007109.75000000 0.016891515062 N/A DE IT N 2 UBS AG BFM8T61CT2L1QCEMIK50 De' Longhi SpA De' Longhi SpA Y equity-performance leg 2028-04-24 0.00000000 EUR 0.00000000 EUR 30706.00000000 EUR -53713.90000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 2325.00000000 OU Notional Amount -171092.01000000 -0.00286960111 N/A DE BE N 2 BNP Paribas 549300FWX3HQBUJIR891 Aedifica SA Aedifica SA Y equity-performance leg 2027-03-24 0.00000000 EUR 0.00000000 EUR 2325.00000000 EUR 5673.65000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 127627.00000000 OU Notional Amount 4484744.11000000 0.075219332041 N/A DE GB N 2 BNP Paribas 549300FWX3HQBUJIR891 Compass Group PLC Compass Group PLC Y equity-performance leg 2027-03-22 0.00000000 GBP 0.00000000 GBP 127627.00000000 GBP -48350.78000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 103100.00000000 OU Notional Amount -2823868.08000000 -0.04736267344 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Tokyo Ohka Kogyo Co. Ltd. Tokyo Ohka Kogyo Co. Ltd. Y equity-performance leg 2028-02-15 0.00000000 JPY 0.00000000 JPY 103100.00000000 JPY 3408.13000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 247832.00000000 OU Notional Amount USD 4939291.76000000 0.082843127240 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Compass Minerals International, Inc. Compass Minerals International, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 247832.00000000 USD -473359.12000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 1.00000000 OU Notional Amount 2.65000000 0.000000044446 N/A DE GB N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 MONY Group PLC MONY Group PLC Y equity-performance leg 2028-02-15 0.00000000 GBP 0.00000000 GBP 1.00000000 GBP -0.31000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 175212.00000000 OU Notional Amount 5890308.94000000 0.098793842662 N/A DE SE N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 AddTech AB AddTech AB Y equity-performance leg 2027-01-18 0.00000000 SEK 0.00000000 SEK 175212.00000000 SEK -273899.29000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 615000.00000000 OU Notional Amount 6010011.97000000 0.100801534013 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Japan Exchange Group, Inc. Japan Exchange Group, Inc. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 615000.00000000 JPY -102840.22000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 2203.00000000 OU Notional Amount USD -1144788.95000000 -0.01920070756 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 HubSpot, Inc. HubSpot, Inc. Y equity-performance leg 2027-01-06 0.00000000 USD 0.00000000 USD 2203.00000000 USD 88136.52000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 351046.00000000 OU Notional Amount -10861245.68000000 -0.18216772800 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Manulife Financial Corp. Manulife Financial Corp. Y equity-performance leg 2027-01-06 0.00000000 CAD 0.00000000 CAD 351046.00000000 CAD -52089.20000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 115958.00000000 OU Notional Amount USD 7242736.68000000 0.121477123746 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 CSG Systems International, Inc. CSG Systems International, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 115958.00000000 USD 15074.54000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 105870.00000000 OU Notional Amount -5053241.81000000 -0.08475432806 N/A DE DE N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Fresenius SE & Co. KGaA Fresenius SE & Co. KGaA Y equity-performance leg 2028-02-15 0.00000000 EUR 0.00000000 EUR 105870.00000000 EUR 30599.26000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 43048.00000000 OU Notional Amount -3864446.00000000 -0.06481552563 N/A DE FR N 2 UBS AG BFM8T61CT2L1QCEMIK50 Sanofi SA Sanofi SA Y equity-performance leg 2029-09-03 0.00000000 EUR 0.00000000 EUR 43048.00000000 EUR 23943.58000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 111884.00000000 OU Notional Amount -1498930.61000000 -0.02514046654 N/A DE AU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Telix Pharmaceuticals Ltd. Telix Pharmaceuticals Ltd. Y equity-performance leg 2027-05-12 0.00000000 AUD 0.00000000 AUD 111884.00000000 AUD 95948.98000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 7900.00000000 OU Notional Amount -188180.39000000 -0.00315621201 N/A DE JP N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Mitsuboshi Belting Ltd. Mitsuboshi Belting Ltd. Y equity-performance leg 2026-08-19 0.00000000 JPY 0.00000000 JPY 7900.00000000 JPY -5348.10000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 62604.00000000 OU Notional Amount USD -8673784.20000000 -0.14547903688 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Tradeweb Markets, Inc. Tradeweb Markets, Inc. Y equity-performance leg 2027-01-06 0.00000000 USD 0.00000000 USD 62604.00000000 USD -203286.23000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 4.00000000 OU Notional Amount 9.75000000 0.000000163529 N/A DE IT N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 A2A SpA A2A SpA Y equity-performance leg 2026-08-19 0.00000000 EUR 0.00000000 EUR 4.00000000 EUR -0.40000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 16545.00000000 OU Notional Amount USD 522987.45000000 0.008771685895 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Live Oak Bancshares, Inc. Live Oak Bancshares, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 16545.00000000 USD -32051.60000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 122000.00000000 OU Notional Amount -3027391.82000000 -0.05077622824 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Sumitomo Electric Industries Ltd. Sumitomo Electric Industries Ltd. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 122000.00000000 JPY -309438.20000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 129265.00000000 OU Notional Amount USD 4556591.25000000 0.076424371559 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Valvoline, Inc. Valvoline, Inc. Y equity-performance leg 2027-02-05 0.00000000 USD 0.00000000 USD 129265.00000000 USD -72426.41000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 16211.00000000 OU Notional Amount USD -220955.93000000 -0.00370593216 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Bausch & Lomb Corp. Bausch & Lomb Corp. Y equity-performance leg 2028-04-21 0.00000000 USD 0.00000000 USD 16211.00000000 USD 1296.88000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 8319.00000000 OU Notional Amount USD -199073.67000000 -0.00333891703 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Universal Logistics Holdings, Inc. Universal Logistics Holdings, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 8319.00000000 USD 15556.53000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 47200.00000000 OU Notional Amount 894305.88000000 0.014999538275 N/A DE JP N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Otsuka Corp. Otsuka Corp. Y equity-performance leg 2026-08-19 0.00000000 JPY 0.00000000 JPY 47200.00000000 JPY -3843.33000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 267356.00000000 OU Notional Amount -1374249.24000000 -0.02304927713 N/A DE GB N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Schroders PLC Schroders PLC Y equity-performance leg 2026-08-17 0.00000000 GBP 0.00000000 GBP 267356.00000000 GBP 78068.54000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 320506.00000000 OU Notional Amount -2759873.44000000 -0.04628933816 N/A DE SE N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Hexpol AB Hexpol AB Y equity-performance leg 2027-01-18 0.00000000 SEK 0.00000000 SEK 320506.00000000 SEK 145641.11000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 136300.00000000 OU Notional Amount 1365090.60000000 0.022895665971 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 CyberAgent, Inc. CyberAgent, Inc. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 136300.00000000 JPY -44988.31000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 47774.00000000 OU Notional Amount USD -958346.44000000 -0.01607364373 N/A DE US N 2 BNP Paribas 549300FWX3HQBUJIR891 QXO, Inc. QXO, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 47774.00000000 USD 52073.66000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 143900.00000000 OU Notional Amount -834615.58000000 -0.01399839654 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Rengo Co. Ltd. Rengo Co. Ltd. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 143900.00000000 JPY 14152.70000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 33800.00000000 OU Notional Amount 770752.94000000 0.012927275200 N/A DE JP N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Create SD Holdings Co. Ltd. Create SD Holdings Co. Ltd. Y equity-performance leg 2026-08-19 0.00000000 JPY 0.00000000 JPY 33800.00000000 JPY -30792.19000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 487.00000000 OU Notional Amount -18056.00000000 -0.00030284007 N/A DE SE N 2 UBS AG BFM8T61CT2L1QCEMIK50 Sectra AB Sectra AB Y equity-performance leg 2028-04-24 0.00000000 SEK 0.00000000 SEK 487.00000000 SEK 126.31000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 94980.00000000 OU Notional Amount -1115132.34000000 -0.01870329893 N/A DE PT N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 EDP Renovaveis SA EDP Renovaveis SA Y equity-performance leg 2027-01-04 0.00000000 EUR 0.00000000 EUR 94980.00000000 EUR 62513.71000000 N N N Zhejiang Sanhua Intelligent Controls Co Ltd 8368003UTQ4F88XERZ23 000000000 908900.00000000 NS 3027736.94000000 0.050782016685 Long EC CORP CN N 1 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 275100.00000000 OU Notional Amount -17356939.27000000 -0.29111524451 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Toho Co. Ltd. Toho Co. Ltd. Y equity-performance leg 2027-09-09 0.00000000 JPY 0.00000000 JPY 275100.00000000 JPY 1135096.35000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 547572.00000000 OU Notional Amount -5042094.76000000 -0.08456736675 N/A DE AU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 NEXTDC Ltd. NEXTDC Ltd. Y equity-performance leg 2027-05-12 0.00000000 AUD 0.00000000 AUD 547572.00000000 AUD 60771.51000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 3228.00000000 OU Notional Amount -5450.35000000 -0.00009141473 N/A DE SG N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 CapitaLand Integrated Commercial Trust CapitaLand Integrated Commercial Trust Y equity-performance leg 2027-01-06 0.00000000 SGD 0.00000000 SGD 3228.00000000 SGD 181.13000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 64030.00000000 OU Notional Amount USD -1954835.90000000 -0.03278703244 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Napco Security Technologies, Inc. Napco Security Technologies, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 64030.00000000 USD -48022.50000000 N N N MORGAN STANLEY & CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 000000000 1015656.54000000 OU Notional Amount 46021.29000000 0.000771881429 N/A DE GB N 2 MORGAN STANLEY & CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 FTSE 100 Dividend Index Futures UKDZ6 Index Y Fixed payment equal to the notional value in field C.11.f.iv.1 equity-performance leg 2026-12-17 0.00000000 GBP 0.00000000 GBP 1015656.54000000 GBP 46021.29000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 5329.00000000 OU Notional Amount 870098.76000000 0.014593529961 N/A DE CH N 2 UBS AG BFM8T61CT2L1QCEMIK50 Cie Financiere Richemont SA Cie Financiere Richemont SA Y equity-performance leg 2028-04-18 0.00000000 CHF 0.00000000 CHF 5329.00000000 CHF -18336.71000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 30849.00000000 OU Notional Amount -2677765.94000000 -0.04491220913 N/A DE BE N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Cofinimmo SA Cofinimmo SA Y equity-performance leg 2026-12-10 0.00000000 EUR 0.00000000 EUR 30849.00000000 EUR 101201.14000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 2337.00000000 OU Notional Amount USD 279271.50000000 0.004684016562 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Teleflex, Inc. Teleflex, Inc. Y equity-performance leg 2027-02-05 0.00000000 USD 0.00000000 USD 2337.00000000 USD 12638.26000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 373634.00000000 OU Notional Amount USD -5746490.92000000 -0.09638168822 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Hayward Holdings, Inc. Hayward Holdings, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 373634.00000000 USD -292300.78000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 13795.00000000 OU Notional Amount -299644.96000000 -0.00502572570 N/A DE AU N 2 BNP Paribas 549300FWX3HQBUJIR891 AUB Group Ltd. AUB Group Ltd. Y equity-performance leg 2027-03-22 0.00000000 AUD 0.00000000 AUD 13795.00000000 AUD 4015.00000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1463347.00000000 OU Notional Amount -9864961.84000000 -0.16545778800 N/A DE IT N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Pirelli & C SpA Pirelli & C SpA Y equity-performance leg 2027-01-04 0.00000000 EUR 0.00000000 EUR 1463347.00000000 EUR 168340.50000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 285136.00000000 OU Notional Amount -3012695.61000000 -0.05052973946 N/A DE CA N 2 BNP Paribas 549300FWX3HQBUJIR891 NuVista Energy Ltd. NuVista Energy Ltd. Y equity-performance leg 2026-05-18 0.00000000 CAD 0.00000000 CAD 285136.00000000 CAD -95363.17000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 34385.00000000 OU Notional Amount 1109263.61000000 0.018604867023 N/A DE DE N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Kontron AG Kontron AG Y equity-performance leg 2026-08-19 0.00000000 EUR 0.00000000 EUR 34385.00000000 EUR 29839.60000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 4217500.00000000 OU Notional Amount 6093595.11000000 0.102203412873 N/A DE JP N 2 BNP Paribas 549300FWX3HQBUJIR891 SoftBank Corp. SoftBank Corp. Y equity-performance leg 2027-03-24 0.00000000 JPY 0.00000000 JPY 4217500.00000000 JPY -84494.11000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 252430.00000000 OU Notional Amount -26257748.20000000 -0.44040200111 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 National Bank of Canada National Bank of Canada Y equity-performance leg 2027-01-06 0.00000000 CAD 0.00000000 CAD 252430.00000000 CAD 202617.55000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 102100.00000000 OU Notional Amount -2296457.32000000 -0.03851679860 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Mitsubishi Electric Corp. Mitsubishi Electric Corp. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 102100.00000000 JPY -41843.61000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 226390.00000000 OU Notional Amount USD 1847342.40000000 0.030984122610 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Golden Ocean Group Ltd. Golden Ocean Group Ltd. Y equity-performance leg 2028-04-21 0.00000000 USD 0.00000000 USD 226390.00000000 USD -99676.43000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 373952.00000000 OU Notional Amount -7236855.07000000 -0.12137847580 N/A DE IT N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Fincantieri SpA Fincantieri SpA Y equity-performance leg 2028-02-15 0.00000000 EUR 0.00000000 EUR 373952.00000000 EUR 16641.11000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 35300.00000000 OU Notional Amount -409161.79000000 -0.00686257137 N/A DE JP N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Piolax, Inc. Piolax, Inc. Y equity-performance leg 2026-08-19 0.00000000 JPY 0.00000000 JPY 35300.00000000 JPY 7025.10000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 242618.00000000 OU Notional Amount 12305928.25000000 0.206398331858 N/A DE DE N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Fresenius Medical Care AG Fresenius Medical Care AG Y equity-performance leg 2026-12-10 0.00000000 EUR 0.00000000 EUR 242618.00000000 EUR -693455.47000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 32000.00000000 OU Notional Amount -1389669.10000000 -0.02330790317 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Taiyo Holdings Co. Ltd. Taiyo Holdings Co. Ltd. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 32000.00000000 JPY 18579.80000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 54700.00000000 OU Notional Amount 1562211.13000000 0.026201824412 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Japan Tobacco, Inc. Japan Tobacco, Inc. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 54700.00000000 JPY -27342.09000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 411375.00000000 OU Notional Amount -16525254.55000000 -0.27716600514 N/A DE GB N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Whitbread PLC Whitbread PLC Y equity-performance leg 2026-08-17 0.00000000 GBP 0.00000000 GBP 411375.00000000 GBP 1323000.50000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1117122.00000000 OU Notional Amount -2063453.36000000 -0.03460879364 N/A DE AU N 2 UBS AG BFM8T61CT2L1QCEMIK50 Sigma Healthcare Ltd. Sigma Healthcare Ltd. Y equity-performance leg 2029-09-03 0.00000000 AUD 0.00000000 AUD 1117122.00000000 AUD -69420.46000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 901100.00000000 OU Notional Amount 15079785.84000000 0.252922215937 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Tokyo Tatemono Co. Ltd. Tokyo Tatemono Co. Ltd. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 901100.00000000 JPY -421413.88000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 19903.00000000 OU Notional Amount -417698.18000000 -0.00700574599 N/A DE AU N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Brickworks Ltd. Brickworks Ltd. Y equity-performance leg 2027-01-06 0.00000000 AUD 0.00000000 AUD 19903.00000000 AUD 7884.56000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 633802.00000000 OU Notional Amount -1525509.00000000 -0.02558624643 N/A DE GB N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Crest Nicholson Holdings PLC Crest Nicholson Holdings PLC Y equity-performance leg 2026-08-19 0.00000000 GBP 0.00000000 GBP 633802.00000000 GBP 45682.86000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 61101.00000000 OU Notional Amount -7468732.95000000 -0.12526759385 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Shopify, Inc. Shopify, Inc. Y equity-performance leg 2027-01-06 0.00000000 CAD 0.00000000 CAD 61101.00000000 CAD 96751.60000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 61351.00000000 OU Notional Amount USD -1412913.53000000 -0.02369776499 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 ConnectOne Bancorp, Inc. ConnectOne Bancorp, Inc. Y equity-performance leg 2027-01-04 0.00000000 USD 0.00000000 USD 61351.00000000 USD 31604.97000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 165957.00000000 OU Notional Amount 2354962.70000000 0.039498066541 N/A DE AU N 2 UBS AG BFM8T61CT2L1QCEMIK50 Pinnacle Investment Management Group Ltd. Pinnacle Investment Management Group Ltd. Y equity-performance leg 2028-04-03 0.00000000 AUD 0.00000000 AUD 165957.00000000 AUD -2033.86000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 325453.00000000 OU Notional Amount USD -5278847.66000000 -0.08853824994 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Angi, Inc. Angi, Inc. Y equity-performance leg 2027-01-04 0.00000000 USD 0.00000000 USD 325453.00000000 USD 109222.23000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 152600.00000000 OU Notional Amount -4239645.70000000 -0.07110847571 N/A DE SG N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 United Overseas Bank Ltd. United Overseas Bank Ltd. Y equity-performance leg 2027-01-06 0.00000000 SGD 0.00000000 SGD 152600.00000000 SGD 177487.10000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 78332.00000000 OU Notional Amount -1741778.95000000 -0.02921358409 N/A DE CA N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Laurentian Bank of Canada Laurentian Bank of Canada Y equity-performance leg 2028-02-15 0.00000000 CAD 0.00000000 CAD 78332.00000000 CAD 20369.96000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 421000.00000000 OU Notional Amount 9728140.16000000 0.163162978063 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 DMG Mori Co. Ltd. DMG Mori Co. Ltd. Y equity-performance leg 2027-09-09 0.00000000 JPY 0.00000000 JPY 421000.00000000 JPY 205701.84000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 166400.00000000 OU Notional Amount 8931270.21000000 0.149797661360 N/A DE CA N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Aritzia, Inc. Aritzia, Inc. Y equity-performance leg 2025-12-08 0.00000000 CAD 0.00000000 CAD 166400.00000000 CAD -64796.87000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 152646.00000000 OU Notional Amount USD 4790031.48000000 0.080339693758 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Par Pacific Holdings, Inc. Par Pacific Holdings, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 152646.00000000 USD -61179.02000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 22699.00000000 OU Notional Amount USD -1391448.70000000 -0.02333775109 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Bread Financial Holdings, Inc. Bread Financial Holdings, Inc. Y equity-performance leg 2028-04-21 0.00000000 USD 0.00000000 USD 22699.00000000 USD -27692.78000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 111173.00000000 OU Notional Amount 2067003.60000000 0.034668339219 N/A DE XX N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Coface SA Coface SA Y equity-performance leg 2026-12-10 0.00000000 EUR 0.00000000 EUR 111173.00000000 EUR -30025.78000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 3563.00000000 OU Notional Amount -1111916.20000000 -0.01864935697 N/A DE CH N 2 BNP Paribas 549300FWX3HQBUJIR891 Roche Holding AG Roche Holding AG Y equity-performance leg 2026-08-17 0.00000000 CHF 0.00000000 CHF 3563.00000000 CHF 42426.69000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 10220.00000000 OU Notional Amount USD -556274.60000000 -0.00932998691 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Centerspace Centerspace Y equity-performance leg 2028-04-21 0.00000000 USD 0.00000000 USD 10220.00000000 USD 29746.47000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 348507.00000000 OU Notional Amount USD -4579381.98000000 -0.07680662380 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Integra LifeSciences Holdings Corp. Integra LifeSciences Holdings Corp. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 348507.00000000 USD -48790.98000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 38638.00000000 OU Notional Amount USD -5610237.60000000 -0.09409641096 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Middleby Corp. Middleby Corp. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 38638.00000000 USD 110504.68000000 N N N HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 000000000 5505041.03000000 OU Notional Amount -86353.99000000 -0.00144835230 N/A DE DE N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 Eurex Swiss Market New Index Futures SMU5 Index Y Fixed payment equal to the notional value in field C.11.f.iv.1 equity-performance leg 2025-09-19 0.00000000 CHF 0.00000000 CHF 5505041.03000000 CHF -86353.99000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 49600.00000000 OU Notional Amount -3168874.47000000 -0.05314921322 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Toyo Suisan Kaisha Ltd. Toyo Suisan Kaisha Ltd. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 49600.00000000 JPY -96448.82000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 46963.00000000 OU Notional Amount USD -2371631.50000000 -0.03977764012 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 St. Joe Co. St. Joe Co. Y equity-performance leg 2027-01-04 0.00000000 USD 0.00000000 USD 46963.00000000 USD -3757.04000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 346775.00000000 OU Notional Amount -10041038.72000000 -0.16841099670 N/A DE GB N 2 UBS AG BFM8T61CT2L1QCEMIK50 Associated British Foods PLC Associated British Foods PLC Y equity-performance leg 2028-04-18 0.00000000 GBP 0.00000000 GBP 346775.00000000 GBP -257819.60000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 36684.00000000 OU Notional Amount USD 19009281.96000000 0.318828779647 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Ameriprise Financial, Inc. Ameriprise Financial, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 36684.00000000 USD -674618.76000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 270130.00000000 OU Notional Amount -1966776.72000000 -0.03298730708 N/A DE IE N 2 BNP Paribas 549300FWX3HQBUJIR891 Dalata Hotel Group PLC Dalata Hotel Group PLC Y equity-performance leg 2027-03-24 0.00000000 EUR 0.00000000 EUR 270130.00000000 EUR 33795.15000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 134927.00000000 OU Notional Amount 1849893.16000000 0.031026904641 N/A DE GB N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Babcock International Group PLC Babcock International Group PLC Y equity-performance leg 2026-08-17 0.00000000 GBP 0.00000000 GBP 134927.00000000 GBP -42438.70000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 320500.00000000 OU Notional Amount -10224564.81000000 -0.17148914554 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 TIS, Inc. TIS, Inc. Y equity-performance leg 2027-09-09 0.00000000 JPY 0.00000000 JPY 320500.00000000 JPY -228996.95000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 375352.00000000 OU Notional Amount USD 4162653.68000000 0.069817144891 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 DHT Holdings, Inc. DHT Holdings, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 375352.00000000 USD 53427.48000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 719815.00000000 OU Notional Amount -1638605.01000000 -0.02748312307 N/A DE GB N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Alphawave IP Group PLC Alphawave IP Group PLC Y equity-performance leg 2026-12-10 0.00000000 GBP 0.00000000 GBP 719815.00000000 GBP 60271.16000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 91051.00000000 OU Notional Amount 2193799.66000000 0.036794996773 N/A DE NZ N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 EBOS Group Ltd. EBOS Group Ltd. Y equity-performance leg 2027-06-14 0.00000000 NZD 0.00000000 NZD 91051.00000000 NZD 9669.69000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 113118.00000000 OU Notional Amount -1420681.17000000 -0.02382804593 N/A DE FI N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Metso OYJ Metso OYJ Y equity-performance leg 2026-08-19 0.00000000 EUR 0.00000000 EUR 113118.00000000 EUR 84505.59000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 100718.00000000 OU Notional Amount USD -1521848.98000000 -0.02552485959 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Fidelis Insurance Holdings Ltd. Fidelis Insurance Holdings Ltd. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 100718.00000000 USD 91653.38000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 788343.00000000 OU Notional Amount -10980816.90000000 -0.18417320860 N/A DE CA N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Air Canada Air Canada Y equity-performance leg 2028-02-15 0.00000000 CAD 0.00000000 CAD 788343.00000000 CAD 1726887.35000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 150202.00000000 OU Notional Amount 7123555.74000000 0.119478189029 N/A DE DE N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 IONOS Group SE IONOS Group SE Y equity-performance leg 2025-12-08 0.00000000 EUR 0.00000000 EUR 150202.00000000 EUR 61969.52000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 17222.00000000 OU Notional Amount 1224661.69000000 0.020540354597 N/A DE DE N 2 BNP Paribas 549300FWX3HQBUJIR891 Henkel AG & Co. KGaA Henkel AG & Co. KGaA Y equity-performance leg 2026-08-17 0.00000000 EUR 0.00000000 EUR 17222.00000000 EUR -32032.14000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 367400.00000000 OU Notional Amount 5231317.10000000 0.087741054630 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Inpex Corp. Inpex Corp. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 367400.00000000 JPY 45080.11000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 15300.00000000 OU Notional Amount 401085.82000000 0.006727119035 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Sumitomo Mitsui Trust Group, Inc. Sumitomo Mitsui Trust Group, Inc. Y equity-performance leg 2028-02-15 0.00000000 JPY 0.00000000 JPY 15300.00000000 JPY 5467.94000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 32300.00000000 OU Notional Amount 329853.49000000 0.005532391276 N/A DE CA N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Lundin Mining Corp. Lundin Mining Corp. Y equity-performance leg 2028-02-24 0.00000000 CAD 0.00000000 CAD 32300.00000000 CAD 1164.73000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1029228.00000000 OU Notional Amount -2620633.55000000 -0.04395396935 N/A DE GB N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Premier Foods PLC Premier Foods PLC Y equity-performance leg 2025-12-08 0.00000000 GBP 0.00000000 GBP 1029228.00000000 GBP 95483.66000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 373900.00000000 OU Notional Amount 1347896.12000000 0.022607275537 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Tokai Tokyo Financial Holdings, Inc. Tokai Tokyo Financial Holdings, Inc. Y equity-performance leg 2028-02-15 0.00000000 JPY 0.00000000 JPY 373900.00000000 JPY 44250.96000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 32392.00000000 OU Notional Amount -2000977.75000000 -0.03356093594 N/A DE IL N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Mizrahi Tefahot Bank Ltd. Mizrahi Tefahot Bank Ltd. Y equity-performance leg 2025-12-08 0.00000000 ILS 0.00000000 ILS 32392.00000000 ILS 156234.78000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 139399.00000000 OU Notional Amount USD 12175108.66000000 0.204204190579 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Brink's Co. Brink's Co. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 139399.00000000 USD -908020.81000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 183150.00000000 OU Notional Amount USD 7727098.50000000 0.129600970207 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 LivaNova PLC LivaNova PLC Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 183150.00000000 USD -227106.00000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 28359.00000000 OU Notional Amount USD -747826.83000000 -0.01254275233 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Summit Therapeutics, Inc. Summit Therapeutics, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 28359.00000000 USD 4821.03000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 567993.00000000 OU Notional Amount -1838879.70000000 -0.03084218393 N/A DE AU N 2 BNP Paribas 549300FWX3HQBUJIR891 Helia Group Ltd. Helia Group Ltd. Y equity-performance leg 2027-03-22 0.00000000 AUD 0.00000000 AUD 567993.00000000 AUD 64227.33000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 209770.00000000 OU Notional Amount 1071867.77000000 0.017977653957 N/A DE PT N 2 BNP Paribas 549300FWX3HQBUJIR891 Mota-Engil SGPS SA Mota-Engil SGPS SA Y equity-performance leg 2027-03-17 0.00000000 EUR 0.00000000 EUR 209770.00000000 EUR 31285.72000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 381460.00000000 OU Notional Amount 3153631.99000000 0.052893562257 N/A DE GB N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Lancashire Holdings Ltd. Lancashire Holdings Ltd. Y equity-performance leg 2026-12-10 0.00000000 GBP 0.00000000 GBP 381460.00000000 GBP -67644.06000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 51393.00000000 OU Notional Amount USD -2126642.34000000 -0.03566861617 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 NBT Bancorp, Inc. NBT Bancorp, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 51393.00000000 USD 45048.55000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 33518.00000000 OU Notional Amount USD 854038.64000000 0.014324165317 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Peapack-Gladstone Financial Corp. Peapack-Gladstone Financial Corp. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 33518.00000000 USD -159210.50000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 8800.00000000 OU Notional Amount -194450.10000000 -0.00326136927 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Nitto Kogyo Corp. Nitto Kogyo Corp. Y equity-performance leg 2028-02-15 0.00000000 JPY 0.00000000 JPY 8800.00000000 JPY 934.67000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 32178.00000000 OU Notional Amount USD 854325.90000000 0.014328983319 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 United Fire Group, Inc. United Fire Group, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 32178.00000000 USD -33465.12000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1274919.00000000 OU Notional Amount 1430351.82000000 0.023990244670 N/A DE AU N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Perenti Ltd. Perenti Ltd. Y equity-performance leg 2026-08-19 0.00000000 AUD 0.00000000 AUD 1274919.00000000 AUD -10645.67000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1018000.00000000 OU Notional Amount 8054601.79000000 0.135093943298 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Dai-ichi Life Holdings, Inc. Dai-ichi Life Holdings, Inc. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 1018000.00000000 JPY 656038.48000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 284730.00000000 OU Notional Amount -8605801.47000000 -0.14433881228 N/A DE FR N 2 UBS AG BFM8T61CT2L1QCEMIK50 Rexel SA Rexel SA Y equity-performance leg 2028-04-18 0.00000000 EUR 0.00000000 EUR 284730.00000000 EUR 58133.77000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 148386.00000000 OU Notional Amount 2341919.99000000 0.039279310708 N/A DE FI N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Neste OYJ Neste OYJ Y equity-performance leg 2026-12-10 0.00000000 EUR 0.00000000 EUR 148386.00000000 EUR -96998.02000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 386787.00000000 OU Notional Amount -9768388.33000000 -0.16383803117 N/A DE AU N 2 BNP Paribas 549300FWX3HQBUJIR891 BHP Group Ltd. BHP Group Ltd. Y equity-performance leg 2027-03-22 0.00000000 AUD 0.00000000 AUD 386787.00000000 AUD 163669.51000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1491.00000000 OU Notional Amount 185878.78000000 0.003117608793 N/A DE DK N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Carlsberg AS Carlsberg AS Y equity-performance leg 2026-08-03 0.00000000 DKK 0.00000000 DKK 1491.00000000 DKK -5050.49000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 7900.00000000 OU Notional Amount -215941.37000000 -0.00362182662 N/A DE JP N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Nippon Carbon Co. Ltd. Nippon Carbon Co. Ltd. Y equity-performance leg 2026-08-19 0.00000000 JPY 0.00000000 JPY 7900.00000000 JPY 326.14000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 154879.00000000 OU Notional Amount USD -10581333.28000000 -0.17747296209 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Freshpet, Inc. Freshpet, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 154879.00000000 USD 312447.26000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 23.00000000 OU Notional Amount -829.88000000 -0.00001391897 N/A DE FI N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Valmet OYJ Valmet OYJ Y equity-performance leg 2025-12-08 0.00000000 EUR 0.00000000 EUR 23.00000000 EUR -118.30000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 6803.00000000 OU Notional Amount USD -385866.16000000 -0.00647185081 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Triumph Financial, Inc. Triumph Financial, Inc. Y equity-performance leg 2026-08-19 0.00000000 USD 0.00000000 USD 6803.00000000 USD 36940.29000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 36283.00000000 OU Notional Amount USD -2247369.02000000 -0.03769347645 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Green Brick Partners, Inc. Green Brick Partners, Inc. Y equity-performance leg 2028-04-21 0.00000000 USD 0.00000000 USD 36283.00000000 USD 76680.12000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 46667.00000000 OU Notional Amount USD -1149874.88000000 -0.01928601014 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Berkshire Hills Bancorp, Inc. Berkshire Hills Bancorp, Inc. Y equity-performance leg 2028-04-21 0.00000000 USD 0.00000000 USD 46667.00000000 USD 55614.46000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 223869.00000000 OU Notional Amount -12988979.59000000 -0.21785465228 N/A DE GB N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Unilever PLC Unilever PLC Y equity-performance leg 2025-12-08 0.00000000 GBP 0.00000000 GBP 223869.00000000 GBP 639429.70000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1394599.00000000 OU Notional Amount -24511914.31000000 -0.41112040647 N/A DE ES N 2 UBS AG BFM8T61CT2L1QCEMIK50 Iberdrola SA Iberdrola SA Y equity-performance leg 2028-04-18 0.00000000 EUR 0.00000000 EUR 1394599.00000000 EUR 663397.93000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 60825.00000000 OU Notional Amount 604316.26000000 0.010135754527 N/A DE AU N 2 UBS AG BFM8T61CT2L1QCEMIK50 Northern Star Resources Ltd. Northern Star Resources Ltd. Y equity-performance leg 2028-04-18 0.00000000 AUD 0.00000000 AUD 60825.00000000 AUD -57985.95000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 124400.00000000 OU Notional Amount -670503.00000000 -0.01124585629 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Kumiai Chemical Industry Co. Ltd. Kumiai Chemical Industry Co. Ltd. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 124400.00000000 JPY 4703.34000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 10669.00000000 OU Notional Amount 174872.33000000 0.002933005659 N/A DE NL N 2 Citibank NA E57ODZWZ7FF32TWEFA76 InPost SA InPost SA Y equity-performance leg 2026-07-06 0.00000000 EUR 0.00000000 EUR 10669.00000000 EUR 21187.33000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 702019.00000000 OU Notional Amount -4761872.43000000 -0.07986740261 N/A DE FI N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Mandatum OYJ Mandatum OYJ Y equity-performance leg 2027-01-04 0.00000000 EUR 0.00000000 EUR 702019.00000000 EUR 66306.29000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 92879.00000000 OU Notional Amount USD 23178883.24000000 0.388762451551 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 UnitedHealth Group, Inc. UnitedHealth Group, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 92879.00000000 USD -5297431.37000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -8676.67000000 -0.00014552743 N/A DFE XX N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 308542.94000000 USD 262000.00000000 EUR 2025-09-17 -8676.67000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 953852.00000000 OU Notional Amount USD 8823131.00000000 0.147983921503 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Topgolf Callaway Brands Corp. Topgolf Callaway Brands Corp. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 953852.00000000 USD 486464.52000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 27747.00000000 OU Notional Amount 5218803.49000000 0.087531173004 N/A DE FR N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Gaztransport Et Technigaz SA Gaztransport Et Technigaz SA Y equity-performance leg 2026-12-10 0.00000000 EUR 0.00000000 EUR 27747.00000000 EUR -73660.96000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 75871.00000000 OU Notional Amount 332848.42000000 0.005582623045 N/A DE IT N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Enav SpA Enav SpA Y equity-performance leg 2026-06-25 0.00000000 EUR 0.00000000 EUR 75871.00000000 EUR -20313.62000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 66609.00000000 OU Notional Amount USD -2665692.18000000 -0.04470970478 N/A DE US N 2 BNP Paribas 549300FWX3HQBUJIR891 Voyager Technologies, Inc. Voyager Technologies, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 66609.00000000 USD 172341.89000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 108583.00000000 OU Notional Amount -11757150.32000000 -0.19719408110 N/A DE CA N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 RB Global, Inc. RB Global, Inc. Y equity-performance leg 2026-08-18 0.00000000 CAD 0.00000000 CAD 108583.00000000 CAD -49414.35000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1447800.00000000 OU Notional Amount -8608745.47000000 -0.14438818984 N/A DE SG N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Sembcorp Industries Ltd. Sembcorp Industries Ltd. Y equity-performance leg 2027-09-09 0.00000000 SGD 0.00000000 SGD 1447800.00000000 SGD 282496.46000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 61253.00000000 OU Notional Amount USD 6905663.22000000 0.115823637195 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 AECOM AECOM Y equity-performance leg 2026-08-19 0.00000000 USD 0.00000000 USD 61253.00000000 USD -18988.43000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 70352.00000000 OU Notional Amount -1979157.74000000 -0.03319496487 N/A DE CA N 2 BNP Paribas 549300FWX3HQBUJIR891 Quebecor, Inc. Quebecor, Inc. Y equity-performance leg 2026-08-17 0.00000000 CAD 0.00000000 CAD 70352.00000000 CAD 84364.21000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 56906.00000000 OU Notional Amount 885070.20000000 0.014844634971 N/A DE FR N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Emeis SA Emeis SA Y equity-performance leg 2026-06-25 0.00000000 EUR 0.00000000 EUR 56906.00000000 EUR 101958.96000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 20000.00000000 OU Notional Amount 435678.34000000 0.007307314066 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Fujitsu Ltd. Fujitsu Ltd. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 20000.00000000 JPY 1683.66000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 251871.00000000 OU Notional Amount 3439564.72000000 0.057689302757 N/A DE AU N 2 UBS AG BFM8T61CT2L1QCEMIK50 Orica Ltd. Orica Ltd. Y equity-performance leg 2029-09-03 0.00000000 AUD 0.00000000 AUD 251871.00000000 AUD 21484.37000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 337663.00000000 OU Notional Amount USD -1637665.55000000 -0.02746736619 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Coty, Inc. Coty, Inc. Y equity-performance leg 2026-08-19 0.00000000 USD 0.00000000 USD 337663.00000000 USD 23636.41000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 69600.00000000 OU Notional Amount 924940.80000000 0.015513355377 N/A DE JP N 2 BNP Paribas 549300FWX3HQBUJIR891 Maxell Ltd. Maxell Ltd. Y equity-performance leg 2027-03-24 0.00000000 JPY 0.00000000 JPY 69600.00000000 JPY 60873.08000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 2555.00000000 OU Notional Amount -455030.49000000 -0.00763189352 N/A DE CH N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Daetwyler Holding AG Daetwyler Holding AG Y equity-performance leg 2026-08-19 0.00000000 CHF 0.00000000 CHF 2555.00000000 CHF -65751.77000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 701048.00000000 OU Notional Amount USD -5531268.72000000 -0.09277192371 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Hillman Solutions Corp. Hillman Solutions Corp. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 701048.00000000 USD 147220.08000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 62511.00000000 OU Notional Amount -7059015.18000000 -0.11839569743 N/A DE DE N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 CTS Eventim AG & Co. KGaA CTS Eventim AG & Co. KGaA Y equity-performance leg 2025-12-08 0.00000000 EUR 0.00000000 EUR 62511.00000000 EUR 503865.21000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 251151.00000000 OU Notional Amount -1703584.98000000 -0.02857298457 N/A DE FI N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Mandatum OYJ Mandatum OYJ Y equity-performance leg 2026-08-19 0.00000000 EUR 0.00000000 EUR 251151.00000000 EUR -43997.51000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 196861.00000000 OU Notional Amount 2931419.75000000 0.049166558920 N/A DE GB N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 IG Group Holdings PLC IG Group Holdings PLC Y equity-performance leg 2028-02-15 0.00000000 GBP 0.00000000 GBP 196861.00000000 GBP 154042.13000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 33766.00000000 OU Notional Amount USD -8785237.88000000 -0.14734836792 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Essex Property Trust, Inc. Essex Property Trust, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 33766.00000000 USD 770410.87000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 289400.00000000 OU Notional Amount -8274496.97000000 -0.13878208428 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Yokohama Rubber Co. Ltd. Yokohama Rubber Co. Ltd. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 289400.00000000 JPY 215928.57000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 15219.00000000 OU Notional Amount USD 4613031.09000000 0.077370995705 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Autodesk, Inc. Autodesk, Inc. Y equity-performance leg 2028-02-24 0.00000000 USD 0.00000000 USD 15219.00000000 USD 63147.30000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 174281.00000000 OU Notional Amount -7564464.19000000 -0.12687322390 N/A DE DE N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Bechtle AG Bechtle AG Y equity-performance leg 2025-12-08 0.00000000 EUR 0.00000000 EUR 174281.00000000 EUR 420292.31000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 24900.00000000 OU Notional Amount -192079.87000000 -0.00322161513 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 AZ-COM MARUWA Holdings, Inc. AZ-COM MARUWA Holdings, Inc. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 24900.00000000 JPY -1530.13000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 15814.00000000 OU Notional Amount USD 268205.44000000 0.004498413633 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Midland States Bancorp, Inc. Midland States Bancorp, Inc. Y equity-performance leg 2026-08-19 0.00000000 USD 0.00000000 USD 15814.00000000 USD -19451.22000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 42800.00000000 OU Notional Amount -803184.29000000 -0.01347122250 N/A DE JP N 2 BNP Paribas 549300FWX3HQBUJIR891 Fuji Corp. Fuji Corp. Y equity-performance leg 2027-03-24 0.00000000 JPY 0.00000000 JPY 42800.00000000 JPY 8705.45000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 536300.00000000 OU Notional Amount -10949807.24000000 -0.18365310625 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Namura Shipbuilding Co. Ltd. Namura Shipbuilding Co. Ltd. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 536300.00000000 JPY 137348.63000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 310600.00000000 OU Notional Amount 10439976.77000000 0.175102092763 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Mitsui OSK Lines Ltd. Mitsui OSK Lines Ltd. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 310600.00000000 JPY 363485.64000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 618316.00000000 OU Notional Amount 6345748.37000000 0.106432595035 N/A DE CH N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Clariant AG Clariant AG Y equity-performance leg 2025-12-08 0.00000000 CHF 0.00000000 CHF 618316.00000000 CHF -419145.94000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 100290.00000000 OU Notional Amount 4357360.11000000 0.073082813400 N/A DE SE N 2 UBS AG BFM8T61CT2L1QCEMIK50 Alfa Laval AB Alfa Laval AB Y equity-performance leg 2028-04-18 0.00000000 SEK 0.00000000 SEK 100290.00000000 SEK 27427.60000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 18499.00000000 OU Notional Amount -3311346.10000000 -0.05553878564 N/A DE CH N 2 UBS AG BFM8T61CT2L1QCEMIK50 Swiss Re AG Swiss Re AG Y equity-performance leg 2028-04-18 0.00000000 CHF 0.00000000 CHF 18499.00000000 CHF 75860.76000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 154068.00000000 OU Notional Amount USD -2275584.36000000 -0.03816671171 N/A DE US N 2 BNP Paribas 549300FWX3HQBUJIR891 Rocket Cos., Inc. Rocket Cos., Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 154068.00000000 USD -224939.28000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 459790.00000000 OU Notional Amount 13110784.43000000 0.219897595755 N/A DE CA N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 CAE, Inc. CAE, Inc. Y equity-performance leg 2025-12-08 0.00000000 CAD 0.00000000 CAD 459790.00000000 CAD -235902.63000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 374.00000000 OU Notional Amount -113450.42000000 -0.00190282089 N/A DE DE N 2 UBS AG BFM8T61CT2L1QCEMIK50 Hannover Rueck SE Hannover Rueck SE Y equity-performance leg 2029-09-03 0.00000000 EUR 0.00000000 EUR 374.00000000 EUR 228.65000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 12251.00000000 OU Notional Amount USD 286550.89000000 0.004806108445 N/A DE US N 2 BNP Paribas 549300FWX3HQBUJIR891 Hackett Group, Inc. Hackett Group, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 12251.00000000 USD -5267.93000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 15600.00000000 OU Notional Amount USD -3334812.00000000 -0.05593236201 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 NXP Semiconductors NV NXP Semiconductors NV Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 15600.00000000 USD 113724.00000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 15482.00000000 OU Notional Amount USD 5845538.74000000 0.098042944850 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Talen Energy Corp. Talen Energy Corp. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 15482.00000000 USD 990693.18000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 954777.00000000 OU Notional Amount -3384956.86000000 -0.05677340507 N/A DE AU N 2 BNP Paribas 549300FWX3HQBUJIR891 Stockland Stockland Y equity-performance leg 2026-09-07 0.00000000 AUD 0.00000000 AUD 954777.00000000 AUD -1117.15000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 369189.00000000 OU Notional Amount USD -4275208.62000000 -0.07170494655 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Ocular Therapeutix, Inc. Ocular Therapeutix, Inc. Y equity-performance leg 2027-01-04 0.00000000 USD 0.00000000 USD 369189.00000000 USD 10421.55000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 20077.00000000 OU Notional Amount USD -8068143.22000000 -0.13532106379 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 MicroStrategy, Inc. MicroStrategy, Inc. Y equity-performance leg 2027-01-06 0.00000000 USD 0.00000000 USD 20077.00000000 USD 492689.58000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 29458.00000000 OU Notional Amount USD -3570015.02000000 -0.05987725020 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 elf Beauty, Inc. elf Beauty, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 29458.00000000 USD -410655.84000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 14600.00000000 OU Notional Amount -900492.42000000 -0.01510330058 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Japan Steel Works Ltd. Japan Steel Works Ltd. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 14600.00000000 JPY -79366.91000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 9900.00000000 OU Notional Amount -2984034.04000000 -0.05004901991 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Maruwa Co. Ltd. Maruwa Co. Ltd. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 9900.00000000 JPY -134433.83000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 137687.00000000 OU Notional Amount USD 2361332.05000000 0.039604894989 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Sprout Social, Inc. Sprout Social, Inc. Y equity-performance leg 2028-04-21 0.00000000 USD 0.00000000 USD 137687.00000000 USD -208282.41000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 26630.00000000 OU Notional Amount USD 282011.70000000 0.004729975932 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 NerdWallet, Inc. NerdWallet, Inc. Y equity-performance leg 2028-04-21 0.00000000 USD 0.00000000 USD 26630.00000000 USD 5592.30000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 72224.00000000 OU Notional Amount USD -1107193.92000000 -0.01857015362 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Venture Global, Inc. Venture Global, Inc. Y equity-performance leg 2027-01-06 0.00000000 USD 0.00000000 USD 72224.00000000 USD -19500.48000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 80045.00000000 OU Notional Amount -4697022.30000000 -0.07877971882 N/A DE FR N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Eurazeo SE Eurazeo SE Y equity-performance leg 2027-01-04 0.00000000 EUR 0.00000000 EUR 80045.00000000 EUR 1248382.65000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 471700.00000000 OU Notional Amount -12116826.22000000 -0.20322666185 N/A DE NO N 2 UBS AG BFM8T61CT2L1QCEMIK50 Equinor ASA Equinor ASA Y equity-performance leg 2029-09-03 0.00000000 NOK 0.00000000 NOK 471700.00000000 NOK 81875.85000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC N/A -1062.17000000 -0.00001781500 N/A DFE XX N 2 Bank of America NA B4TYDEB6GKMZO031MB27 20644000.00000000 SEK 1846843.99000000 EUR 2025-09-17 -1062.17000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 151497.00000000 OU Notional Amount 1501534.80000000 0.025184144718 N/A DE GB N 2 UBS AG BFM8T61CT2L1QCEMIK50 J D Wetherspoon PLC J D Wetherspoon PLC Y equity-performance leg 2028-04-24 0.00000000 GBP 0.00000000 GBP 151497.00000000 GBP -79184.62000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1200.00000000 OU Notional Amount -933256.37000000 -0.01565282634 N/A DE JP N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 SOSiLA Logistics REIT, Inc. SOSiLA Logistics REIT, Inc. Y equity-performance leg 2026-08-19 0.00000000 JPY 0.00000000 JPY 1200.00000000 JPY 9137.23000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 139400.00000000 OU Notional Amount 2488741.44000000 0.041741839478 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 CKD Corp. CKD Corp. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 139400.00000000 JPY 21190.28000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 917200.00000000 OU Notional Amount 6170260.97000000 0.103489273256 N/A DE SG N 2 UBS AG BFM8T61CT2L1QCEMIK50 Singapore Technologies Engineering Ltd. Singapore Technologies Engineering Ltd. Y equity-performance leg 2028-04-18 0.00000000 SGD 0.00000000 SGD 917200.00000000 SGD 56447.77000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 305100.00000000 OU Notional Amount 5780778.02000000 0.096956760671 N/A DE JP N 2 BNP Paribas 549300FWX3HQBUJIR891 Otsuka Corp. Otsuka Corp. Y equity-performance leg 2026-09-07 0.00000000 JPY 0.00000000 JPY 305100.00000000 JPY -24843.22000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 39800.00000000 OU Notional Amount 2049330.75000000 0.034371925435 N/A DE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Goldwin, Inc. Goldwin, Inc. Y equity-performance leg 2027-01-06 0.00000000 JPY 0.00000000 JPY 39800.00000000 JPY -67959.19000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 4800.00000000 OU Notional Amount -99330.72000000 -0.00166600149 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Nitto Denko Corp. Nitto Denko Corp. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 4800.00000000 JPY 611.29000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 4249335.00000000 OU Notional Amount 5717414.94000000 0.095894018085 N/A DE GB N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Taylor Wimpey PLC Taylor Wimpey PLC Y equity-performance leg 2025-12-08 0.00000000 GBP 0.00000000 GBP 4249335.00000000 GBP -781699.12000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 15100.00000000 OU Notional Amount -534442.27000000 -0.00896380921 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Nippon Sanso Holdings Corp. Nippon Sanso Holdings Corp. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 15100.00000000 JPY 37699.19000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 812500.00000000 OU Notional Amount -3723036.15000000 -0.06244376167 N/A DE HK N 2 BNP Paribas 549300FWX3HQBUJIR891 CK Asset Holdings Ltd. CK Asset Holdings Ltd. Y equity-performance leg 2025-12-15 0.00000000 HKD 0.00000000 HKD 812500.00000000 HKD -84876.03000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 27948.00000000 OU Notional Amount USD -1734872.10000000 -0.02909774054 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Banner Corp. Banner Corp. Y equity-performance leg 2028-04-21 0.00000000 USD 0.00000000 USD 27948.00000000 USD 64088.87000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 98363.00000000 OU Notional Amount 1719763.80000000 0.028844340085 N/A DE AU N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Ampol Ltd. Ampol Ltd. Y equity-performance leg 2028-02-15 0.00000000 AUD 0.00000000 AUD 98363.00000000 AUD 14632.63000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 284270.00000000 OU Notional Amount 2474913.99000000 0.041509921775 N/A DE SE N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Storytel AB Storytel AB Y equity-performance leg 2027-01-04 0.00000000 SEK 0.00000000 SEK 284270.00000000 SEK -329226.01000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 83944.00000000 OU Notional Amount USD -1653696.80000000 -0.02773624662 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Jack in the Box, Inc. Jack in the Box, Inc. Y equity-performance leg 2027-01-04 0.00000000 USD 0.00000000 USD 83944.00000000 USD 395559.21000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 598400.00000000 OU Notional Amount -1730528.44000000 -0.02902488751 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Acom Co. Ltd. Acom Co. Ltd. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 598400.00000000 JPY -11681.25000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 8600.00000000 OU Notional Amount -233462.20000000 -0.00391569068 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Simplex Holdings, Inc. Simplex Holdings, Inc. Y equity-performance leg 2028-02-15 0.00000000 JPY 0.00000000 JPY 8600.00000000 JPY -14786.31000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 5206.00000000 OU Notional Amount 1026171.13000000 0.017211217644 N/A DE CA N 2 BNP Paribas 549300FWX3HQBUJIR891 FirstService Corp. FirstService Corp. Y equity-performance leg 2026-08-17 0.00000000 CAD 0.00000000 CAD 5206.00000000 CAD 59430.23000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1705019.00000000 OU Notional Amount USD -6973527.71000000 -0.11696187863 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Hanesbrands, Inc. Hanesbrands, Inc. Y equity-performance leg 2028-04-21 0.00000000 USD 0.00000000 USD 1705019.00000000 USD 511505.70000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 81755.00000000 OU Notional Amount -1989877.49000000 -0.03337475940 N/A DE AU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 CAR Group Ltd. CAR Group Ltd. Y equity-performance leg 2027-09-09 0.00000000 AUD 0.00000000 AUD 81755.00000000 AUD -16594.38000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 174400.00000000 OU Notional Amount 2447847.91000000 0.041055962216 N/A DE JP N 2 BNP Paribas 549300FWX3HQBUJIR891 Tsubakimoto Chain Co. Tsubakimoto Chain Co. Y equity-performance leg 2027-03-24 0.00000000 JPY 0.00000000 JPY 174400.00000000 JPY 268653.39000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 129500.00000000 OU Notional Amount 1235132.45000000 0.020715972994 N/A DE JP N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Hulic Co. Ltd. Hulic Co. Ltd. Y equity-performance leg 2026-08-19 0.00000000 JPY 0.00000000 JPY 129500.00000000 JPY -39814.65000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 365384.00000000 OU Notional Amount -10120841.45000000 -0.16974946951 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 OR Royalties, Inc. OR Royalties, Inc. Y equity-performance leg 2027-01-06 0.00000000 CAD 0.00000000 CAD 365384.00000000 CAD 302549.12000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 2166200.00000000 OU Notional Amount -19479601.19000000 -0.32671710001 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 AEON Financial Service Co. Ltd. AEON Financial Service Co. Ltd. Y equity-performance leg 2028-02-15 0.00000000 JPY 0.00000000 JPY 2166200.00000000 JPY -511175.08000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 30491.00000000 OU Notional Amount USD 1519366.53000000 0.025483223280 N/A DE US N 2 BNP Paribas 549300FWX3HQBUJIR891 Lattice Semiconductor Corp. Lattice Semiconductor Corp. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 30491.00000000 USD -68604.75000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 5756.00000000 OU Notional Amount USD 2506565.32000000 0.042040786378 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Ubiquiti, Inc. Ubiquiti, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 5756.00000000 USD -28405.37000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 2296.00000000 OU Notional Amount USD 124190.64000000 0.002082958750 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Southern Missouri Bancorp, Inc. Southern Missouri Bancorp, Inc. Y equity-performance leg 2028-04-21 0.00000000 USD 0.00000000 USD 2296.00000000 USD -3704.60000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 391000.00000000 OU Notional Amount 2545019.50000000 0.042685750207 N/A DE HK N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 CK Hutchison Holdings Ltd. CK Hutchison Holdings Ltd. Y equity-performance leg 2027-01-06 0.00000000 HKD 0.00000000 HKD 391000.00000000 HKD 19691.31000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 26400.00000000 OU Notional Amount -2939817.50000000 -0.04930740823 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 IHI Corp. IHI Corp. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 26400.00000000 JPY -228685.17000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 1615138.00000000 OU Notional Amount 5481891.46000000 0.091943755057 N/A DE GB N 2 BNP Paribas 549300FWX3HQBUJIR891 Greencore Group PLC Greencore Group PLC Y equity-performance leg 2027-03-17 0.00000000 GBP 0.00000000 GBP 1615138.00000000 GBP 476993.07000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 311700.00000000 OU Notional Amount 4405092.68000000 0.073883396877 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Isetan Mitsukoshi Holdings Ltd. Isetan Mitsukoshi Holdings Ltd. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 311700.00000000 JPY -182170.28000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 33728.00000000 OU Notional Amount USD 1907992.96000000 0.032001370082 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Columbia Sportswear Co. Columbia Sportswear Co. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 33728.00000000 USD -102925.97000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 136270.00000000 OU Notional Amount USD 3786943.30000000 0.063515629547 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Getty Realty Corp. Getty Realty Corp. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 136270.00000000 USD 51899.17000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 6900.00000000 OU Notional Amount -83982.78000000 -0.00140858172 N/A DE JP N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Japan Investment Adviser Co. Ltd. Japan Investment Adviser Co. Ltd. Y equity-performance leg 2026-08-19 0.00000000 JPY 0.00000000 JPY 6900.00000000 JPY -82.34000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 8316.00000000 OU Notional Amount 134542.66000000 0.002256585608 N/A DE CH N 2 Citibank NA E57ODZWZ7FF32TWEFA76 SIG Group AG SIG Group AG Y equity-performance leg 2026-07-06 0.00000000 CHF 0.00000000 CHF 8316.00000000 CHF -628.96000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 115309.00000000 OU Notional Amount -2861582.36000000 -0.04799522746 N/A DE AU N 2 BNP Paribas 549300FWX3HQBUJIR891 National Australia Bank Ltd. National Australia Bank Ltd. Y equity-performance leg 2026-09-07 0.00000000 AUD 0.00000000 AUD 115309.00000000 AUD 72837.06000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 363539.00000000 OU Notional Amount 7219180.48000000 0.121082032837 N/A DE DE N 2 BNP Paribas 549300FWX3HQBUJIR891 Evonik Industries AG Evonik Industries AG Y equity-performance leg 2026-08-17 0.00000000 EUR 0.00000000 EUR 363539.00000000 EUR -218258.95000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 185361.00000000 OU Notional Amount USD -14261675.34000000 -0.23920064702 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 ATI, Inc. ATI, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 185361.00000000 USD 2136707.19000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 477000.00000000 OU Notional Amount 1669154.25000000 0.027995503127 N/A DE HK N 2 BNP Paribas 549300FWX3HQBUJIR891 Henderson Land Development Co. Ltd. Henderson Land Development Co. Ltd. Y equity-performance leg 2027-07-19 0.00000000 HKD 0.00000000 HKD 477000.00000000 HKD -5564.82000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 48700.00000000 OU Notional Amount -1723664.79000000 -0.02890976853 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Nippon Sanso Holdings Corp. Nippon Sanso Holdings Corp. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 48700.00000000 JPY 152248.58000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 11684.00000000 OU Notional Amount USD -5311195.88000000 -0.08908080297 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Crowdstrike Holdings, Inc. Crowdstrike Holdings, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 11684.00000000 USD 548890.94000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 94246.00000000 OU Notional Amount USD 1581447.88000000 0.026524468347 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 OceanFirst Financial Corp. OceanFirst Financial Corp. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 94246.00000000 USD -145138.84000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 465529.00000000 OU Notional Amount USD -15981610.57000000 -0.26804786238 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 STAG Industrial, Inc. STAG Industrial, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 465529.00000000 USD 955510.99000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 116888.00000000 OU Notional Amount 4321015.11000000 0.072473225304 N/A DE NO N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Yara International ASA Yara International ASA Y equity-performance leg 2027-01-04 0.00000000 NOK 0.00000000 NOK 116888.00000000 NOK -183024.13000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 57700.00000000 OU Notional Amount -371362.52000000 -0.00622859186 N/A DE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 ES-Con Japan Ltd. ES-Con Japan Ltd. Y equity-performance leg 2027-01-06 0.00000000 JPY 0.00000000 JPY 57700.00000000 JPY 29405.74000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 84761.00000000 OU Notional Amount -3341027.14000000 -0.05603660401 N/A DE DE N 2 UBS AG BFM8T61CT2L1QCEMIK50 RTL Group SA RTL Group SA Y equity-performance leg 2028-04-24 0.00000000 EUR 0.00000000 EUR 84761.00000000 EUR 12066.67000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 143000.00000000 OU Notional Amount -7969791.30000000 -0.13367147899 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 GMO Payment Gateway, Inc. GMO Payment Gateway, Inc. Y equity-performance leg 2027-09-09 0.00000000 JPY 0.00000000 JPY 143000.00000000 JPY 415604.53000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 29800.00000000 OU Notional Amount -321105.13000000 -0.00538566143 N/A DE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Tokyo Metro Co. Ltd. Tokyo Metro Co. Ltd. Y equity-performance leg 2027-01-07 0.00000000 JPY 0.00000000 JPY 29800.00000000 JPY 6549.49000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 63700.00000000 OU Notional Amount -1385293.67000000 -0.02323451728 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Morinaga Milk Industry Co. Ltd. Morinaga Milk Industry Co. Ltd. Y equity-performance leg 2028-02-15 0.00000000 JPY 0.00000000 JPY 63700.00000000 JPY 49994.36000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 388500.00000000 OU Notional Amount 2718968.46000000 0.045603268857 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 JAC Recruitment Co. Ltd. JAC Recruitment Co. Ltd. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 388500.00000000 JPY -16555.03000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 284241.00000000 OU Notional Amount 4326387.62000000 0.072563334484 N/A DE CA N 2 UBS AG BFM8T61CT2L1QCEMIK50 Cenovus Energy, Inc. Cenovus Energy, Inc. Y equity-performance leg 2028-04-18 0.00000000 CAD 0.00000000 CAD 284241.00000000 CAD 311723.67000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1285680.00000000 OU Notional Amount 15148809.26000000 0.254079895265 N/A DE GB N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Beazley PLC Beazley PLC Y equity-performance leg 2026-08-17 0.00000000 GBP 0.00000000 GBP 1285680.00000000 GBP -666989.18000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 15656.00000000 OU Notional Amount USD -399071.44000000 -0.00669333331 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Financial Institutions, Inc. Financial Institutions, Inc. Y equity-performance leg 2027-01-04 0.00000000 USD 0.00000000 USD 15656.00000000 USD 8063.95000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 473234.00000000 OU Notional Amount -27063727.23000000 -0.45392009775 N/A DE CH N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Sandoz Group AG Sandoz Group AG Y equity-performance leg 2025-12-08 0.00000000 CHF 0.00000000 CHF 473234.00000000 CHF -461315.27000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 400.00000000 OU Notional Amount -20.89000000 -0.00000035037 N/A DE HK N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 AustAsia Group Ltd. AustAsia Group Ltd. Y equity-performance leg 2026-08-19 0.00000000 HKD 0.00000000 HKD 400.00000000 HKD -20.89000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 22625.00000000 OU Notional Amount USD -1295733.75000000 -0.02173239426 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Rollins, Inc. Rollins, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 22625.00000000 USD -192.88000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 681.00000000 OU Notional Amount USD -6782.76000000 -0.00011376227 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Portillo's, Inc. Portillo's, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 681.00000000 USD 1021.50000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 55550.00000000 OU Notional Amount 2258723.30000000 0.037883913491 N/A DE CA N 2 UBS AG BFM8T61CT2L1QCEMIK50 TMX Group Ltd. TMX Group Ltd. Y equity-performance leg 2029-09-04 0.00000000 CAD 0.00000000 CAD 55550.00000000 CAD -33491.89000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 849833.00000000 OU Notional Amount -15590799.81000000 -0.26149307941 N/A DE FI N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Fortum OYJ Fortum OYJ Y equity-performance leg 2027-01-04 0.00000000 EUR 0.00000000 EUR 849833.00000000 EUR 574227.71000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 41700.00000000 OU Notional Amount -351982.26000000 -0.00590354094 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Pola Orbis Holdings, Inc. Pola Orbis Holdings, Inc. Y equity-performance leg 2028-02-15 0.00000000 JPY 0.00000000 JPY 41700.00000000 JPY 631.14000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 4958814.00000000 OU Notional Amount 5386868.89000000 0.090350011006 N/A DE AU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Nine Entertainment Co. Holdings Ltd. Nine Entertainment Co. Holdings Ltd. Y equity-performance leg 2027-05-12 0.00000000 AUD 0.00000000 AUD 4958814.00000000 AUD -186468.07000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 79497.00000000 OU Notional Amount USD -11003179.77000000 -0.18454828465 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 DTE Energy Co. DTE Energy Co. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 79497.00000000 USD -11246.53000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 173498.00000000 OU Notional Amount -12764901.15000000 -0.21409634853 N/A DE IT N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 UniCredit SpA UniCredit SpA Y equity-performance leg 2025-12-08 0.00000000 EUR 0.00000000 EUR 173498.00000000 EUR -854282.27000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 31800.00000000 OU Notional Amount -435969.94000000 -0.00731220486 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Mitsubishi Pencil Co. Ltd. Mitsubishi Pencil Co. Ltd. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 31800.00000000 JPY 6645.96000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 26390.00000000 OU Notional Amount USD -953206.80000000 -0.01598744031 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Astronics Corp. Astronics Corp. Y equity-performance leg 2028-04-21 0.00000000 USD 0.00000000 USD 26390.00000000 USD -21903.70000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 20304.00000000 OU Notional Amount USD -169741.44000000 -0.00284694899 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 SimilarWeb Ltd. SimilarWeb Ltd. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 20304.00000000 USD 12588.48000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 198604.00000000 OU Notional Amount 2498540.35000000 0.041906189427 N/A DE SE N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Ambea AB Ambea AB Y equity-performance leg 2027-01-18 0.00000000 SEK 0.00000000 SEK 198604.00000000 SEK 55327.13000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 647613.00000000 OU Notional Amount 4372742.58000000 0.073340812316 N/A DE SE N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Fastighets AB Balder Fastighets AB Balder Y equity-performance leg 2027-01-04 0.00000000 SEK 0.00000000 SEK 647613.00000000 SEK -346452.22000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 24594.00000000 OU Notional Amount 1572020.55000000 0.026366350638 N/A DE GB N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 TBC Bank Group PLC TBC Bank Group PLC Y equity-performance leg 2028-02-15 0.00000000 GBP 0.00000000 GBP 24594.00000000 GBP -29552.11000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 153558.00000000 OU Notional Amount -15569690.69000000 -0.26113903158 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Toromont Industries Ltd. Toromont Industries Ltd. Y equity-performance leg 2027-01-06 0.00000000 CAD 0.00000000 CAD 153558.00000000 CAD -723390.47000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 110298.00000000 OU Notional Amount 7855644.75000000 0.131756982418 N/A DE AU N 2 UBS AG BFM8T61CT2L1QCEMIK50 JB Hi-Fi Ltd. JB Hi-Fi Ltd. Y equity-performance leg 2028-04-18 0.00000000 AUD 0.00000000 AUD 110298.00000000 AUD 111188.22000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 65600.00000000 OU Notional Amount -3071245.73000000 -0.05151175779 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Ryohin Keikaku Co. Ltd. Ryohin Keikaku Co. Ltd. Y equity-performance leg 2027-09-09 0.00000000 JPY 0.00000000 JPY 65600.00000000 JPY 107488.62000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 22991.00000000 OU Notional Amount USD -951367.58000000 -0.01595659242 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 NBT Bancorp, Inc. NBT Bancorp, Inc. Y equity-performance leg 2026-08-19 0.00000000 USD 0.00000000 USD 22991.00000000 USD 26439.65000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 28905.00000000 OU Notional Amount USD -120533.85000000 -0.00202162608 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Arko Corp. Arko Corp. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 28905.00000000 USD 5491.95000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 315035.00000000 OU Notional Amount 3724436.25000000 0.062467244526 N/A DE IT N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Infrastrutture Wireless Italiane SpA Infrastrutture Wireless Italiane SpA Y equity-performance leg 2026-08-17 0.00000000 EUR 0.00000000 EUR 315035.00000000 EUR -129875.98000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 240014.00000000 OU Notional Amount -19271624.49000000 -0.32322885898 N/A DE ES N 2 UBS AG BFM8T61CT2L1QCEMIK50 Amadeus IT Group SA Amadeus IT Group SA Y equity-performance leg 2028-04-18 0.00000000 EUR 0.00000000 EUR 240014.00000000 EUR 441707.29000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1916.00000000 OU Notional Amount USD 369098.24000000 0.006190614757 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 AutoNation, Inc. AutoNation, Inc. Y equity-performance leg 2026-08-19 0.00000000 USD 0.00000000 USD 1916.00000000 USD -24294.88000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 315132.00000000 OU Notional Amount 4474962.70000000 0.075055275607 N/A DE NO N 2 UBS AG BFM8T61CT2L1QCEMIK50 Storebrand ASA Storebrand ASA Y equity-performance leg 2028-04-24 0.00000000 NOK 0.00000000 NOK 315132.00000000 NOK -7466.65000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 376211.00000000 OU Notional Amount USD -4680064.84000000 -0.07849530375 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Dynex Capital, Inc. Dynex Capital, Inc. Y equity-performance leg 2028-04-21 0.00000000 USD 0.00000000 USD 376211.00000000 USD 44344.36000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 22865490.00000000 OU Notional Amount 24790688.99000000 0.415796090243 N/A DE GB N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Vodafone Group PLC Vodafone Group PLC Y equity-performance leg 2028-02-15 0.00000000 GBP 0.00000000 GBP 22865490.00000000 GBP 60552.85000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 13.00000000 OU Notional Amount 28.23000000 0.000000473481 N/A DE GB N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Man Group PLC Man Group PLC Y equity-performance leg 2028-02-15 0.00000000 GBP 0.00000000 GBP 13.00000000 GBP -2.49000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 14455.00000000 OU Notional Amount USD 1676201.80000000 0.028113706528 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 SkyWest, Inc. SkyWest, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 14455.00000000 USD 48713.35000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 766900.00000000 OU Notional Amount -11700499.64000000 -0.19624392069 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Mercari, Inc. Mercari, Inc. Y equity-performance leg 2027-09-09 0.00000000 JPY 0.00000000 JPY 766900.00000000 JPY 994533.99000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 719100.00000000 OU Notional Amount -8757096.45000000 -0.14687637230 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Osaka Soda Co. Ltd. Osaka Soda Co. Ltd. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 719100.00000000 JPY 488098.87000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 321064.00000000 OU Notional Amount -22258521.82000000 -0.37332590276 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 West Fraser Timber Co. Ltd. West Fraser Timber Co. Ltd. Y equity-performance leg 2027-01-04 0.00000000 CAD 0.00000000 CAD 321064.00000000 CAD 1755619.06000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 93766.00000000 OU Notional Amount -947404.73000000 -0.01589012644 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Minto Apartment Real Estate Investment Trust Minto Apartment Real Estate Investment Trust Y equity-performance leg 2027-01-04 0.00000000 CAD 0.00000000 CAD 93766.00000000 CAD 72652.46000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 20051.00000000 OU Notional Amount -707590.14000000 -0.01186789176 N/A DE ES N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Cellnex Telecom SA Cellnex Telecom SA Y equity-performance leg 2028-02-15 0.00000000 EUR 0.00000000 EUR 20051.00000000 EUR 37697.29000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 406789.00000000 OU Notional Amount 15856383.29000000 0.265947516829 N/A DE GB N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Imperial Brands PLC Imperial Brands PLC Y equity-performance leg 2026-12-10 0.00000000 GBP 0.00000000 GBP 406789.00000000 GBP -239087.19000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1362607.00000000 OU Notional Amount -1529507.70000000 -0.02565331370 N/A DE GB N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 JD Sports Fashion PLC JD Sports Fashion PLC Y equity-performance leg 2026-08-19 0.00000000 GBP 0.00000000 GBP 1362607.00000000 GBP 394.51000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 338300.00000000 OU Notional Amount -10792418.95000000 -0.18101334761 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 TIS, Inc. TIS, Inc. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 338300.00000000 JPY -240559.25000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 28663.00000000 OU Notional Amount 84776.59000000 0.001421895723 N/A DE NO N 2 UBS AG BFM8T61CT2L1QCEMIK50 Aker Solutions ASA Aker Solutions ASA Y equity-performance leg 2028-04-24 0.00000000 NOK 0.00000000 NOK 28663.00000000 NOK -2699.67000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 9552.00000000 OU Notional Amount -370307.42000000 -0.00621089544 N/A DE SE N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Vitec Software Group AB Vitec Software Group AB Y equity-performance leg 2026-08-19 0.00000000 SEK 0.00000000 SEK 9552.00000000 SEK 9688.98000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 5213.00000000 OU Notional Amount USD 926402.23000000 0.015537866873 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Ryder System, Inc. Ryder System, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 5213.00000000 USD -25504.60000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 27601.00000000 OU Notional Amount 1179027.81000000 0.019774970912 N/A DE BE N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Colruyt Group NV Colruyt Group NV Y equity-performance leg 2026-12-10 0.00000000 EUR 0.00000000 EUR 27601.00000000 EUR -28317.06000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 28694.00000000 OU Notional Amount -603217.55000000 -0.01011732666 N/A DE DE N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 1&1 AG 1&1 AG Y equity-performance leg 2026-12-10 0.00000000 EUR 0.00000000 EUR 28694.00000000 EUR 20650.83000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 16514.00000000 OU Notional Amount -3299998.92000000 -0.05534846769 N/A DE FR N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Sartorius Stedim Biotech Sartorius Stedim Biotech Y equity-performance leg 2027-01-04 0.00000000 EUR 0.00000000 EUR 16514.00000000 EUR 96413.98000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 225800.00000000 OU Notional Amount 2357649.86000000 0.039543136310 N/A DE JP N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Bic Camera, Inc. Bic Camera, Inc. Y equity-performance leg 2026-08-19 0.00000000 JPY 0.00000000 JPY 225800.00000000 JPY -116434.32000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 189800.00000000 OU Notional Amount -3495454.52000000 -0.05862670148 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Internet Initiative Japan, Inc. Internet Initiative Japan, Inc. Y equity-performance leg 2028-02-15 0.00000000 JPY 0.00000000 JPY 189800.00000000 JPY -68475.79000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 37692.00000000 OU Notional Amount -35904.36000000 -0.00060219756 N/A DE AU N 2 UBS AG BFM8T61CT2L1QCEMIK50 Accent Group Ltd. Accent Group Ltd. Y equity-performance leg 2028-04-03 0.00000000 AUD 0.00000000 AUD 37692.00000000 AUD 146.43000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 10398.00000000 OU Notional Amount 157618.02000000 0.002643611740 N/A DE IT N 2 UBS AG BFM8T61CT2L1QCEMIK50 Credito Emiliano SpA Credito Emiliano SpA Y equity-performance leg 2028-04-24 0.00000000 EUR 0.00000000 EUR 10398.00000000 EUR 3939.03000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 710600.00000000 OU Notional Amount 6965746.71000000 0.116831373618 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Toagosei Co. Ltd. Toagosei Co. Ltd. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 710600.00000000 JPY -103163.33000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 12400.00000000 OU Notional Amount -323164.39000000 -0.00542019989 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Hankyu Hanshin Holdings, Inc. Hankyu Hanshin Holdings, Inc. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 12400.00000000 JPY -7247.68000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 10967.00000000 OU Notional Amount USD -51215.89000000 -0.00085900665 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Enovix Corp. Enovix Corp. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 10967.00000000 USD -51215.89000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 8700.00000000 OU Notional Amount -2622332.94000000 -0.04398247197 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Maruwa Co. Ltd. Maruwa Co. Ltd. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 8700.00000000 JPY -151769.17000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 633638.00000000 OU Notional Amount 8071384.74000000 0.135375431440 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 RioCan Real Estate Investment Trust RioCan Real Estate Investment Trust Y equity-performance leg 2027-01-04 0.00000000 CAD 0.00000000 CAD 633638.00000000 CAD -326199.25000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1160967.00000000 OU Notional Amount 7901211.61000000 0.132521242025 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Centerra Gold, Inc. Centerra Gold, Inc. Y equity-performance leg 2027-01-04 0.00000000 CAD 0.00000000 CAD 1160967.00000000 CAD -1007969.53000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 3157.00000000 OU Notional Amount USD 346133.48000000 0.005805443638 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 GMS, Inc. GMS, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 3157.00000000 USD -260.45000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 264163.00000000 OU Notional Amount -4643012.67000000 -0.07787385481 N/A DE ES N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Iberdrola SA Iberdrola SA Y equity-performance leg 2028-02-15 0.00000000 EUR 0.00000000 EUR 264163.00000000 EUR 19759.45000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 30200.00000000 OU Notional Amount -367771.26000000 -0.00616835829 N/A DE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 Osaka Soda Co. Ltd. Osaka Soda Co. Ltd. Y equity-performance leg 2028-04-03 0.00000000 JPY 0.00000000 JPY 30200.00000000 JPY -6032.66000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 101739.00000000 OU Notional Amount 7203820.22000000 0.120824406433 N/A DE GB N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 AtkinsRealis Group, Inc. AtkinsRealis Group, Inc. Y equity-performance leg 2028-02-15 0.00000000 CAD 0.00000000 CAD 101739.00000000 CAD -46704.70000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 220.00000000 OU Notional Amount -136560.37000000 -0.00229042718 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Japan Logistics Fund, Inc. Japan Logistics Fund, Inc. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 220.00000000 JPY 4237.23000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 16600.00000000 OU Notional Amount USD -4409458.00000000 -0.07395661319 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Primerica, Inc. Primerica, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 16600.00000000 USD 7214.27000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 512419.00000000 OU Notional Amount -12716519.70000000 -0.21328488187 N/A DE AU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 National Australia Bank Ltd. National Australia Bank Ltd. Y equity-performance leg 2027-05-12 0.00000000 AUD 0.00000000 AUD 512419.00000000 AUD -217528.82000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 166703.00000000 OU Notional Amount 2147695.24000000 0.036021721065 N/A DE AU N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Charter Hall Group Charter Hall Group Y equity-performance leg 2028-02-15 0.00000000 AUD 0.00000000 AUD 166703.00000000 AUD 17669.38000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 850900.00000000 OU Notional Amount 6179803.67000000 0.103649325982 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Japan Petroleum Exploration Co. Ltd. Japan Petroleum Exploration Co. Ltd. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 850900.00000000 JPY 147769.42000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 17130.00000000 OU Notional Amount USD 2269553.70000000 0.038065563867 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Palomar Holdings, Inc. Palomar Holdings, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 17130.00000000 USD -150485.72000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 15962.00000000 OU Notional Amount USD -412458.08000000 -0.00691785763 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Hippo Holdings, Inc. Hippo Holdings, Inc. Y equity-performance leg 2028-04-21 0.00000000 USD 0.00000000 USD 15962.00000000 USD 9806.01000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1956783.00000000 OU Notional Amount 4085189.45000000 0.068517894032 N/A DE AU N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Perseus Mining Ltd. Perseus Mining Ltd. Y equity-performance leg 2026-08-19 0.00000000 AUD 0.00000000 AUD 1956783.00000000 AUD -567635.17000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 719225.00000000 OU Notional Amount USD 8263895.25000000 0.138604269389 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 American Airlines Group, Inc. American Airlines Group, Inc. Y equity-performance leg 2028-04-18 0.00000000 USD 0.00000000 USD 719225.00000000 USD -489073.00000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 19021.00000000 OU Notional Amount USD -527071.91000000 -0.00884019155 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Dime Community Bancshares, Inc. Dime Community Bancshares, Inc. Y equity-performance leg 2028-04-21 0.00000000 USD 0.00000000 USD 19021.00000000 USD 8058.23000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 2180.00000000 OU Notional Amount USD -216190.60000000 -0.00362600677 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Northeast Bank Northeast Bank Y equity-performance leg 2028-04-21 0.00000000 USD 0.00000000 USD 2180.00000000 USD -7103.09000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 943219.00000000 OU Notional Amount -6496728.16000000 -0.10896486860 N/A DE IT N 2 BNP Paribas 549300FWX3HQBUJIR891 Davide Campari-Milano NV Davide Campari-Milano NV Y equity-performance leg 2026-08-17 0.00000000 EUR 0.00000000 EUR 943219.00000000 EUR 402411.94000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 166200.00000000 OU Notional Amount 1585166.12000000 0.026586831666 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Hulic Co. Ltd. Hulic Co. Ltd. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 166200.00000000 JPY -59261.57000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 388800.00000000 OU Notional Amount -10046480.17000000 -0.16850226216 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 JMDC, Inc. JMDC, Inc. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 388800.00000000 JPY -56231.47000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 322675.00000000 OU Notional Amount USD -2245818.00000000 -0.03766746233 N/A DE US N 2 BNP Paribas 549300FWX3HQBUJIR891 Orchid Island Capital, Inc. Orchid Island Capital, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 322675.00000000 USD 69142.46000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 10500.00000000 OU Notional Amount USD -191310.00000000 -0.00320870267 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Provident Financial Services, Inc. Provident Financial Services, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 10500.00000000 USD 8542.80000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 71089.00000000 OU Notional Amount USD 21407741.46000000 0.359056386193 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Evercore, Inc. Evercore, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 71089.00000000 USD 1111831.96000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 44099.00000000 OU Notional Amount USD -3377542.41000000 -0.05664904792 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Oklo, Inc. Oklo, Inc. Y equity-performance leg 2027-01-06 0.00000000 USD 0.00000000 USD 44099.00000000 USD -673391.73000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 318854.00000000 OU Notional Amount USD -4157856.16000000 -0.06973667959 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Garrett Motion, Inc. Garrett Motion, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 318854.00000000 USD -455961.22000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 320762.00000000 OU Notional Amount -1725181.81000000 -0.02893521240 N/A DE AU N 2 BNP Paribas 549300FWX3HQBUJIR891 APA Group APA Group Y equity-performance leg 2027-03-22 0.00000000 AUD 0.00000000 AUD 320762.00000000 AUD 11279.41000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 51300.00000000 OU Notional Amount 261980.82000000 0.004394012635 N/A DE JP N 2 BNP Paribas 549300FWX3HQBUJIR891 Kyushu Financial Group, Inc. Kyushu Financial Group, Inc. Y equity-performance leg 2027-03-24 0.00000000 JPY 0.00000000 JPY 51300.00000000 JPY -1523.80000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 7000.00000000 OU Notional Amount -223313.43000000 -0.00374547279 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 TIS, Inc. TIS, Inc. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 7000.00000000 JPY 1441.00000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 294100.00000000 OU Notional Amount 2341736.31000000 0.039276229977 N/A DE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 SIGMAXYZ Holdings, Inc. SIGMAXYZ Holdings, Inc. Y equity-performance leg 2028-04-03 0.00000000 JPY 0.00000000 JPY 294100.00000000 JPY 1911.93000000 N N N AliphCom N/A 000000000 8264.00000000 NS USD 0.08000000 0.000000001341 Long EP CORP US Y 3 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 1.00000000 OU Notional Amount 2.65000000 0.000000044446 N/A DE GB N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 MONY Group PLC MONY Group PLC Y equity-performance leg 2028-02-15 0.00000000 GBP 0.00000000 GBP 1.00000000 GBP -0.31000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 33400.00000000 OU Notional Amount 369249.25000000 0.006193147537 N/A DE JP N 2 BNP Paribas 549300FWX3HQBUJIR891 Aisan Industry Co. Ltd. Aisan Industry Co. Ltd. Y equity-performance leg 2027-03-24 0.00000000 JPY 0.00000000 JPY 33400.00000000 JPY -20722.20000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 51760.00000000 OU Notional Amount USD -4853535.20000000 -0.08140479519 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Church & Dwight Co., Inc. Church & Dwight Co., Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 51760.00000000 USD 84749.52000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 114.00000000 OU Notional Amount USD 1214.10000000 0.000020363211 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Northfield Bancorp, Inc. Northfield Bancorp, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 114.00000000 USD -152.76000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 49097.00000000 OU Notional Amount -562239.09000000 -0.00943002493 N/A DE DE N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Suedzucker AG Suedzucker AG Y equity-performance leg 2026-08-19 0.00000000 EUR 0.00000000 EUR 49097.00000000 EUR 11322.00000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 125407.00000000 OU Notional Amount USD 3253057.58000000 0.054561154941 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 James Hardie Industries PLC James Hardie Industries PLC Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 125407.00000000 USD -130522.83000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 19475.00000000 OU Notional Amount USD 867221.75000000 0.014545275977 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Heidrick & Struggles International, Inc. Heidrick & Struggles International, Inc. Y equity-performance leg 2028-04-21 0.00000000 USD 0.00000000 USD 19475.00000000 USD -25317.50000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 876.00000000 OU Notional Amount -166850.29000000 -0.00279845785 N/A DE IL N 2 BNP Paribas 549300FWX3HQBUJIR891 Big Shopping Centers Ltd. Big Shopping Centers Ltd. Y equity-performance leg 2027-06-17 0.00000000 ILS 0.00000000 ILS 876.00000000 ILS 11549.70000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 162855.00000000 OU Notional Amount 790292.44000000 0.013254996939 N/A DE AU N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 GrainCorp Ltd. GrainCorp Ltd. Y equity-performance leg 2027-01-06 0.00000000 AUD 0.00000000 AUD 162855.00000000 AUD 2646.90000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 27494.00000000 OU Notional Amount 113950.78000000 0.001911213069 N/A DE GB N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Ocado Group PLC Ocado Group PLC Y equity-performance leg 2026-08-17 0.00000000 GBP 0.00000000 GBP 27494.00000000 GBP -8164.74000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 303319.00000000 OU Notional Amount USD -5565903.65000000 -0.09335283005 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Antero Midstream Corp. Antero Midstream Corp. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 303319.00000000 USD -354883.23000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 135718.00000000 OU Notional Amount USD -38984995.50000000 -0.65386680917 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Arthur J Gallagher & Co. Arthur J Gallagher & Co. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 135718.00000000 USD 3567823.81000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 685258.00000000 OU Notional Amount -769192.72000000 -0.01290110677 N/A DE GB N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 JD Sports Fashion PLC JD Sports Fashion PLC Y equity-performance leg 2026-08-19 0.00000000 GBP 0.00000000 GBP 685258.00000000 GBP 198.40000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 859093.00000000 OU Notional Amount -17343453.56000000 -0.29088905856 N/A DE AU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Woolworths Group Ltd. Woolworths Group Ltd. Y equity-performance leg 2027-05-12 0.00000000 AUD 0.00000000 AUD 859093.00000000 AUD 180382.69000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 33748.00000000 OU Notional Amount -1254298.93000000 -0.02103743834 N/A DE SE N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Holmen AB Holmen AB Y equity-performance leg 2025-12-08 0.00000000 SEK 0.00000000 SEK 33748.00000000 SEK 64400.29000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 52678.00000000 OU Notional Amount -599663.09000000 -0.01005771031 N/A DE SE N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Castellum AB Castellum AB Y equity-performance leg 2027-01-04 0.00000000 SEK 0.00000000 SEK 52678.00000000 SEK 45608.76000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 48664.00000000 OU Notional Amount USD 7587690.88000000 0.127262788184 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Atmos Energy Corp. Atmos Energy Corp. Y equity-performance leg 2028-02-24 0.00000000 USD 0.00000000 USD 48664.00000000 USD -46961.59000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 84586.00000000 OU Notional Amount USD -1912489.46000000 -0.03207678658 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Dine Brands Global, Inc. Dine Brands Global, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 84586.00000000 USD 273212.78000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 136800.00000000 OU Notional Amount 4116950.96000000 0.069050606604 N/A DE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 AGC, Inc. AGC, Inc. Y equity-performance leg 2027-01-07 0.00000000 JPY 0.00000000 JPY 136800.00000000 JPY 19217.49000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 1235825.00000000 OU Notional Amount USD -9330478.75000000 -0.15649329415 N/A DE US N 2 BNP Paribas 549300FWX3HQBUJIR891 Invesco Mortgage Capital, Inc. Invesco Mortgage Capital, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 1235825.00000000 USD -129398.60000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 12535014.00000000 OU Notional Amount -8254403.14000000 -0.13844506517 N/A DE GB N 2 UBS AG BFM8T61CT2L1QCEMIK50 Assura PLC Assura PLC Y equity-performance leg 2028-04-24 0.00000000 GBP 0.00000000 GBP 12535014.00000000 GBP 151747.77000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 13523.00000000 OU Notional Amount USD 229350.08000000 0.003846721105 N/A DE US N 2 BNP Paribas 549300FWX3HQBUJIR891 Midland States Bancorp, Inc. Midland States Bancorp, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 13523.00000000 USD -16633.29000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 32318.00000000 OU Notional Amount USD 5983031.34000000 0.100349007644 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Texas Roadhouse, Inc. Texas Roadhouse, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 32318.00000000 USD -100832.16000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 129000.00000000 OU Notional Amount 2007508.20000000 0.033670466400 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Asahi Intecc Co. Ltd. Asahi Intecc Co. Ltd. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 129000.00000000 JPY 25431.12000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 148504.00000000 OU Notional Amount 4914031.73000000 0.082419459236 N/A DE SE N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Assa Abloy AB Assa Abloy AB Y equity-performance leg 2027-01-04 0.00000000 SEK 0.00000000 SEK 148504.00000000 SEK -10754.21000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 25500.00000000 OU Notional Amount 338879.17000000 0.005683772403 N/A DE JP N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Maxell Ltd. Maxell Ltd. Y equity-performance leg 2026-08-19 0.00000000 JPY 0.00000000 JPY 25500.00000000 JPY 22302.64000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 68923.00000000 OU Notional Amount USD 2475714.16000000 0.041523342441 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Andersons, Inc. Andersons, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 68923.00000000 USD -46867.64000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 87512.00000000 OU Notional Amount 519772.38000000 0.008717761878 N/A DE AU N 2 UBS AG BFM8T61CT2L1QCEMIK50 Collins Foods Ltd. Collins Foods Ltd. Y equity-performance leg 2028-04-03 0.00000000 AUD 0.00000000 AUD 87512.00000000 AUD 14891.35000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 10098.00000000 OU Notional Amount 6321403.16000000 0.106024270638 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 NIPPON REIT Investment Corp. NIPPON REIT Investment Corp. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 10098.00000000 JPY 122085.29000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 146171.00000000 OU Notional Amount USD -1455863.16000000 -0.02441812771 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Portillo's, Inc. Portillo's, Inc. Y equity-performance leg 2027-01-04 0.00000000 USD 0.00000000 USD 146171.00000000 USD 219256.50000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1254771.00000000 OU Notional Amount -17604466.11000000 -0.29526683111 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Peyto Exploration & Development Corp. Peyto Exploration & Development Corp. Y equity-performance leg 2027-01-06 0.00000000 CAD 0.00000000 CAD 1254771.00000000 CAD -273384.09000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1320000.00000000 OU Notional Amount -18612424.37000000 -0.31217257762 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Denka Co. Ltd. Denka Co. Ltd. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 1320000.00000000 JPY -58906.72000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 12856.00000000 OU Notional Amount -1206573.44000000 -0.02023697361 N/A DE CH N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Aryzta AG Aryzta AG Y equity-performance leg 2027-01-04 0.00000000 CHF 0.00000000 CHF 12856.00000000 CHF 76674.21000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 19284.00000000 OU Notional Amount USD -995054.40000000 -0.01668931949 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Middlesex Water Co. Middlesex Water Co. Y equity-performance leg 2028-04-21 0.00000000 USD 0.00000000 USD 19284.00000000 USD 23748.14000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 3005800.00000000 OU Notional Amount 16656982.02000000 0.279375373631 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Nomura Real Estate Holdings, Inc. Nomura Real Estate Holdings, Inc. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 3005800.00000000 JPY -303387.78000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 536300.00000000 OU Notional Amount 5997319.34000000 0.100588649815 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Ono Pharmaceutical Co. Ltd. Ono Pharmaceutical Co. Ltd. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 536300.00000000 JPY 185633.17000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1267863.00000000 OU Notional Amount -8376033.73000000 -0.14048508607 N/A DE GB N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Pennon Group PLC Pennon Group PLC Y equity-performance leg 2027-01-04 0.00000000 GBP 0.00000000 GBP 1267863.00000000 GBP 862421.07000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 89273.00000000 OU Notional Amount 358281.24000000 0.006009189129 N/A DE GB N 2 BNP Paribas 549300FWX3HQBUJIR891 Glencore PLC Glencore PLC Y equity-performance leg 2027-03-22 0.00000000 GBP 0.00000000 GBP 89273.00000000 GBP -10380.83000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 24724.00000000 OU Notional Amount USD -808227.56000000 -0.01355580958 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 XPEL, Inc. XPEL, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 24724.00000000 USD 58348.64000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 47457.00000000 OU Notional Amount -218109.18000000 -0.00365818571 N/A DE GB N 2 UBS AG BFM8T61CT2L1QCEMIK50 British Land Co. PLC British Land Co. PLC Y equity-performance leg 2029-09-03 0.00000000 GBP 0.00000000 GBP 47457.00000000 GBP 955.58000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 83043.00000000 OU Notional Amount -3993686.44000000 -0.06698318098 N/A DE GB N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Berkeley Group Holdings PLC Berkeley Group Holdings PLC Y equity-performance leg 2026-06-25 0.00000000 GBP 0.00000000 GBP 83043.00000000 GBP 52550.14000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 26453.00000000 OU Notional Amount USD -1009975.54000000 -0.01693958086 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Oxford Industries, Inc. Oxford Industries, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 26453.00000000 USD 196545.79000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 294077.00000000 OU Notional Amount USD -4005328.74000000 -0.06717844876 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 NCR Voyix Corp. NCR Voyix Corp. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 294077.00000000 USD 81610.94000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 204854.00000000 OU Notional Amount -3105646.00000000 -0.05208872835 N/A DE AU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 BlueScope Steel Ltd. BlueScope Steel Ltd. Y equity-performance leg 2027-09-09 0.00000000 AUD 0.00000000 AUD 204854.00000000 AUD 268083.78000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 899100.00000000 OU Notional Amount 6340142.41000000 0.106338570369 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Tokyu Fudosan Holdings Corp. Tokyu Fudosan Holdings Corp. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 899100.00000000 JPY 32336.48000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 56744.00000000 OU Notional Amount USD -5394084.64000000 -0.09047103550 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Ryman Hospitality Properties, Inc. Ryman Hospitality Properties, Inc. Y equity-performance leg 2027-01-06 0.00000000 USD 0.00000000 USD 56744.00000000 USD 264994.48000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 4259.00000000 OU Notional Amount USD -268018.87000000 -0.00449528443 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Ingles Markets, Inc. Ingles Markets, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 4259.00000000 USD 13330.67000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 24230.00000000 OU Notional Amount USD -1900116.60000000 -0.03186926565 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 nVent Electric PLC nVent Electric PLC Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 24230.00000000 USD 1052.34000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 37200.00000000 OU Notional Amount 851312.31000000 0.014278438578 N/A DE JP N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 MIXI, Inc. MIXI, Inc. Y equity-performance leg 2026-08-19 0.00000000 JPY 0.00000000 JPY 37200.00000000 JPY -9619.47000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 618583.00000000 OU Notional Amount 8911738.71000000 0.149470073799 N/A DE AT N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 UNIQA Insurance Group AG UNIQA Insurance Group AG Y equity-performance leg 2026-12-10 0.00000000 EUR 0.00000000 EUR 618583.00000000 EUR 471043.51000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 564300.00000000 OU Notional Amount 5337893.35000000 0.089528580103 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Panasonic Holdings Corp. Panasonic Holdings Corp. Y equity-performance leg 2027-09-09 0.00000000 JPY 0.00000000 JPY 564300.00000000 JPY -140896.95000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 267768.00000000 OU Notional Amount USD 4174503.12000000 0.070015886880 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 LendingClub Corp. LendingClub Corp. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 267768.00000000 USD 701552.16000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 35534.00000000 OU Notional Amount USD 2978104.54000000 0.049949568750 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Boise Cascade Co. Boise Cascade Co. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 35534.00000000 USD -106811.19000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 7200.00000000 OU Notional Amount -176212.79000000 -0.00295548821 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Daishi Hokuetsu Financial Group, Inc. Daishi Hokuetsu Financial Group, Inc. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 7200.00000000 JPY -2226.19000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 94900.00000000 OU Notional Amount 1557082.19000000 0.026115800454 N/A DE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Paramount Bed Holdings Co. Ltd. Paramount Bed Holdings Co. Ltd. Y equity-performance leg 2027-01-06 0.00000000 JPY 0.00000000 JPY 94900.00000000 JPY -85610.82000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 216681.00000000 OU Notional Amount USD -9824316.54000000 -0.16477607412 N/A DE US N 2 BNP Paribas 549300FWX3HQBUJIR891 Celsius Holdings, Inc. Celsius Holdings, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 216681.00000000 USD 36835.77000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 3400.00000000 OU Notional Amount 250046.93000000 0.004193854229 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Horiba Ltd. Horiba Ltd. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 3400.00000000 JPY -314.60000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 150600.00000000 OU Notional Amount -3237039.69000000 -0.05429249859 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 KYB Corp. KYB Corp. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 150600.00000000 JPY -21133.45000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 228157.00000000 OU Notional Amount USD -8215933.57000000 -0.13779984321 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Mosaic Co. Mosaic Co. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 228157.00000000 USD -25097.27000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 4444400.00000000 OU Notional Amount -49307995.27000000 -0.82700693229 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 SG Holdings Co. Ltd. SG Holdings Co. Ltd. Y equity-performance leg 2027-09-09 0.00000000 JPY 0.00000000 JPY 4444400.00000000 JPY -1170110.70000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 17500.00000000 OU Notional Amount -75299.44000000 -0.00126294242 N/A DE JP N 2 BNP Paribas 549300FWX3HQBUJIR891 North Pacific Bank Ltd. North Pacific Bank Ltd. Y equity-performance leg 2027-03-24 0.00000000 JPY 0.00000000 JPY 17500.00000000 JPY 821.57000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 20500.00000000 OU Notional Amount 786723.70000000 0.013195141074 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Kose Corp. Kose Corp. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 20500.00000000 JPY -12135.12000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 237328.00000000 OU Notional Amount USD 10798424.00000000 0.181114065922 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Greenbrier Cos., Inc. Greenbrier Cos., Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 237328.00000000 USD -681231.80000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 182743.00000000 OU Notional Amount USD 4493650.37000000 0.075368710225 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 EverQuote, Inc. EverQuote, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 182743.00000000 USD 10964.58000000 N N N HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 000000000 1194257.05000000 OU Notional Amount -7173.84000000 -0.00012032157 N/A DE GB N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 FTSE 100 Dividend Index Futures UKDZ5 Index Y Fixed payment equal to the notional value in field C.11.f.iv.1 equity-performance leg 2025-12-18 0.00000000 GBP 0.00000000 GBP 1194257.05000000 GBP -7173.84000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1083000.00000000 OU Notional Amount -17422800.25000000 -0.29221988255 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Yakult Honsha Co. Ltd. Yakult Honsha Co. Ltd. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 1083000.00000000 JPY 1512058.00000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 148476.00000000 OU Notional Amount USD -3759412.32000000 -0.06305387256 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Dream Finders Homes, Inc. Dream Finders Homes, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 148476.00000000 USD 135113.16000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 96935.00000000 OU Notional Amount 3157856.10000000 0.052964410164 N/A DE FR N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 SCOR SE SCOR SE Y equity-performance leg 2026-12-10 0.00000000 EUR 0.00000000 EUR 96935.00000000 EUR -208250.55000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 236571.00000000 OU Notional Amount 980484.81000000 0.016444954422 N/A DE GB N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Ocado Group PLC Ocado Group PLC Y equity-performance leg 2025-12-08 0.00000000 GBP 0.00000000 GBP 236571.00000000 GBP 230158.73000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 24400.00000000 OU Notional Amount -1460705.72000000 -0.02449934842 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 SWCC Corp. SWCC Corp. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 24400.00000000 JPY -55622.65000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 895.00000000 OU Notional Amount -68085.42000000 -0.00114194694 N/A DE DE N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Eckert & Ziegler SE Eckert & Ziegler SE Y equity-performance leg 2026-08-19 0.00000000 EUR 0.00000000 EUR 895.00000000 EUR 1791.43000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 12737.00000000 OU Notional Amount -376337.17000000 -0.00631202803 N/A DE CA N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Winpak Ltd. Winpak Ltd. Y equity-performance leg 2028-02-15 0.00000000 CAD 0.00000000 CAD 12737.00000000 CAD 45893.57000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1416901.00000000 OU Notional Amount 33808130.64000000 0.567039042126 N/A DE GB N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 BAE Systems PLC BAE Systems PLC Y equity-performance leg 2027-01-27 0.00000000 GBP 0.00000000 GBP 1416901.00000000 GBP -1706419.68000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 4888.00000000 OU Notional Amount USD -100790.56000000 -0.00169048632 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Interface, Inc. Interface, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 4888.00000000 USD 1437.56000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1540528.00000000 OU Notional Amount -14185327.50000000 -0.23792012056 N/A DE AU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 NEXTDC Ltd. NEXTDC Ltd. Y equity-performance leg 2027-09-09 0.00000000 AUD 0.00000000 AUD 1540528.00000000 AUD 169067.82000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 51174.00000000 OU Notional Amount -599787.64000000 -0.01005979929 N/A DE CA N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 G Mining Ventures Corp. G Mining Ventures Corp. Y equity-performance leg 2028-02-15 0.00000000 CAD 0.00000000 CAD 51174.00000000 CAD 15531.00000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 33200.00000000 OU Notional Amount -2589928.65000000 -0.04343897852 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 SCREEN Holdings Co. Ltd. SCREEN Holdings Co. Ltd. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 33200.00000000 JPY 132199.59000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 5135.00000000 OU Notional Amount -390635.34000000 -0.00655184077 N/A DE DE N 2 UBS AG BFM8T61CT2L1QCEMIK50 Eckert & Ziegler SE Eckert & Ziegler SE Y equity-performance leg 2028-04-24 0.00000000 EUR 0.00000000 EUR 5135.00000000 EUR 10278.24000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 102281.00000000 OU Notional Amount USD 8580353.09000000 0.143911985228 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 ICF International, Inc. ICF International, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 102281.00000000 USD -85553.16000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 224500.00000000 OU Notional Amount -5978279.70000000 -0.10026931186 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Kobe Bussan Co. Ltd. Kobe Bussan Co. Ltd. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 224500.00000000 JPY 493336.99000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 139300.00000000 OU Notional Amount 2195706.07000000 0.036826971593 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Okamura Corp. Okamura Corp. Y equity-performance leg 2028-02-15 0.00000000 JPY 0.00000000 JPY 139300.00000000 JPY 14287.00000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 10101.00000000 OU Notional Amount -2018486.68000000 -0.03385460041 N/A DE FR N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Sartorius Stedim Biotech Sartorius Stedim Biotech Y equity-performance leg 2026-08-19 0.00000000 EUR 0.00000000 EUR 10101.00000000 EUR 284132.83000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 101800.00000000 OU Notional Amount -2373179.78000000 -0.03980360829 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Central Japan Railway Co. Central Japan Railway Co. Y equity-performance leg 2028-02-15 0.00000000 JPY 0.00000000 JPY 101800.00000000 JPY -133449.84000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 191433.00000000 OU Notional Amount 983993.83000000 0.016503808647 N/A DE GB N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Schroders PLC Schroders PLC Y equity-performance leg 2026-12-10 0.00000000 GBP 0.00000000 GBP 191433.00000000 GBP -18747.94000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 325365.00000000 OU Notional Amount 12682526.20000000 0.212714733765 N/A DE GB N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Imperial Brands PLC Imperial Brands PLC Y equity-performance leg 2026-08-17 0.00000000 GBP 0.00000000 GBP 325365.00000000 GBP -201141.22000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 93500.00000000 OU Notional Amount -5973583.93000000 -0.10019055314 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Toyo Suisan Kaisha Ltd. Toyo Suisan Kaisha Ltd. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 93500.00000000 JPY 150723.68000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 8436.00000000 OU Notional Amount USD 2267681.16000000 0.038034157123 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Dycom Industries, Inc. Dycom Industries, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 8436.00000000 USD 111953.38000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 34558.00000000 OU Notional Amount USD 4413402.18000000 0.074022766041 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Choice Hotels International, Inc. Choice Hotels International, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 34558.00000000 USD -207074.63000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 185634.00000000 OU Notional Amount USD 31038004.80000000 0.520577747959 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 NRG Energy, Inc. NRG Energy, Inc. Y equity-performance leg 2028-02-24 0.00000000 USD 0.00000000 USD 185634.00000000 USD 2673032.32000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 335189.00000000 OU Notional Amount -8718397.49000000 -0.14622730296 N/A DE CA N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Element Fleet Management Corp. Element Fleet Management Corp. Y equity-performance leg 2028-02-15 0.00000000 CAD 0.00000000 CAD 335189.00000000 CAD 13981.27000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1729.00000000 OU Notional Amount 107265.62000000 0.001799087771 N/A DE DE N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Brenntag SE Brenntag SE Y equity-performance leg 2026-07-06 0.00000000 EUR 0.00000000 EUR 1729.00000000 EUR -370.62000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 57000.00000000 OU Notional Amount 2503616.16000000 0.041991322274 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Dentsu Soken, Inc. Dentsu Soken, Inc. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 57000.00000000 JPY -66438.41000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1595116.00000000 OU Notional Amount -8579149.37000000 -0.14389179611 N/A DE AU N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 APA Group APA Group Y equity-performance leg 2027-01-07 0.00000000 AUD 0.00000000 AUD 1595116.00000000 AUD 86880.06000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 534092.00000000 OU Notional Amount -6698126.49000000 -0.11234277545 N/A DE SE N 2 UBS AG BFM8T61CT2L1QCEMIK50 Svenska Cellulosa AB SCA Svenska Cellulosa AB SCA Y equity-performance leg 2028-04-18 0.00000000 SEK 0.00000000 SEK 534092.00000000 SEK 145441.11000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 4101.00000000 OU Notional Amount 178178.62000000 0.002988459642 N/A DE SE N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Alfa Laval AB Alfa Laval AB Y equity-performance leg 2027-01-08 0.00000000 SEK 0.00000000 SEK 4101.00000000 SEK 1473.46000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 66587.00000000 OU Notional Amount USD -27042978.31000000 -0.45357209129 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Quanta Services, Inc. Quanta Services, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 66587.00000000 USD -1791135.17000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 28589.00000000 OU Notional Amount 192334.51000000 0.003225886029 N/A DE AU N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Sandfire Resources Ltd. Sandfire Resources Ltd. Y equity-performance leg 2027-01-07 0.00000000 AUD 0.00000000 AUD 28589.00000000 AUD -16757.06000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 2077.00000000 OU Notional Amount USD 191852.49000000 0.003217801460 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 EnerSys EnerSys Y equity-performance leg 2026-06-25 0.00000000 USD 0.00000000 USD 2077.00000000 USD -628.29000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 274637.00000000 OU Notional Amount USD 22959653.20000000 0.385085466472 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Qorvo, Inc. Qorvo, Inc. Y equity-performance leg 2027-02-05 0.00000000 USD 0.00000000 USD 274637.00000000 USD -1153475.40000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 121875.00000000 OU Notional Amount USD -1741593.75000000 -0.02921047786 N/A DE US N 2 BNP Paribas 549300FWX3HQBUJIR891 Redwire Corp. Redwire Corp. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 121875.00000000 USD 307769.80000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 71011.00000000 OU Notional Amount USD 1881081.39000000 0.031550002007 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Alkermes PLC Alkermes PLC Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 71011.00000000 USD -205221.79000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 197918.00000000 OU Notional Amount USD 4678781.52000000 0.078473779567 N/A DE US N 2 BNP Paribas 549300FWX3HQBUJIR891 Universal Insurance Holdings, Inc. Universal Insurance Holdings, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 197918.00000000 USD -182597.15000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 7300.00000000 OU Notional Amount 122087.51000000 0.002047684489 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Shionogi & Co. Ltd. Shionogi & Co. Ltd. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 7300.00000000 JPY -2211.21000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1360700.00000000 OU Notional Amount 2321553.50000000 0.038937718470 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 NTN Corp. NTN Corp. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 1360700.00000000 JPY 62652.11000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 516115.00000000 OU Notional Amount 6000082.44000000 0.100634993270 N/A DE AU N 2 UBS AG BFM8T61CT2L1QCEMIK50 ALS Ltd. ALS Ltd. Y equity-performance leg 2028-04-03 0.00000000 AUD 0.00000000 AUD 516115.00000000 AUD -3900.71000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 47413.00000000 OU Notional Amount USD -2695429.05000000 -0.04520845955 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 American Superconductor Corp. American Superconductor Corp. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 47413.00000000 USD -849640.96000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 28186.00000000 OU Notional Amount USD 603744.12000000 0.010126158442 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 NetScout Systems, Inc. NetScout Systems, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 28186.00000000 USD -21852.87000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 142296.00000000 OU Notional Amount -332003.91000000 -0.00556845869 N/A DE AU N 2 UBS AG BFM8T61CT2L1QCEMIK50 Pantoro Gold Ltd. Pantoro Gold Ltd. Y equity-performance leg 2028-04-03 0.00000000 AUD 0.00000000 AUD 142296.00000000 AUD -51780.78000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1254.00000000 OU Notional Amount -104834.45000000 -0.00175831153 N/A DE BE N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Groupe Bruxelles Lambert NV Groupe Bruxelles Lambert NV Y equity-performance leg 2025-12-08 0.00000000 EUR 0.00000000 EUR 1254.00000000 EUR 6336.97000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 283556.00000000 OU Notional Amount USD -2583195.16000000 -0.04332604262 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Bloomin' Brands, Inc. Bloomin' Brands, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 283556.00000000 USD 218338.12000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -5615.15000000 -0.00009417880 N/A DFE XX N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 207052.03000000 USD 176000.00000000 EUR 2025-09-17 -5615.15000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 210100.00000000 OU Notional Amount -3082456.93000000 -0.05169979504 N/A DE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 Aozora Bank Ltd. Aozora Bank Ltd. Y equity-performance leg 2028-04-03 0.00000000 JPY 0.00000000 JPY 210100.00000000 JPY 10715.28000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 8724.00000000 OU Notional Amount USD 2396482.80000000 0.040194452803 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 United Therapeutics Corp. United Therapeutics Corp. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 8724.00000000 USD -172037.28000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 922444.00000000 OU Notional Amount USD 4510751.16000000 0.075655529265 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Grab Holdings Ltd. Grab Holdings Ltd. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 922444.00000000 USD 83019.96000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 100400.00000000 OU Notional Amount 3021504.94000000 0.050677491908 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 AGC, Inc. AGC, Inc. Y equity-performance leg 2027-09-09 0.00000000 JPY 0.00000000 JPY 100400.00000000 JPY 33046.28000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 752470.00000000 OU Notional Amount 5346671.45000000 0.089675808753 N/A DE NO N 2 UBS AG BFM8T61CT2L1QCEMIK50 Odfjell Drilling Ltd. Odfjell Drilling Ltd. Y equity-performance leg 2028-04-24 0.00000000 NOK 0.00000000 NOK 752470.00000000 NOK 108578.25000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 91900.00000000 OU Notional Amount -1742348.95000000 -0.02922314428 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Harmonic Drive Systems, Inc. Harmonic Drive Systems, Inc. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 91900.00000000 JPY -20536.78000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 32474.00000000 OU Notional Amount -6414687.40000000 -0.10758885895 N/A DE BE N 2 UBS AG BFM8T61CT2L1QCEMIK50 D'ieteren Group D'ieteren Group Y equity-performance leg 2029-09-03 0.00000000 EUR 0.00000000 EUR 32474.00000000 EUR 407906.01000000 N N N HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 000000000 3122836.57000000 OU Notional Amount -62710.46000000 -0.00105179666 N/A DE DE N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 Eurex Swiss Market New Index Futures SMU5 Index Y Fixed payment equal to the notional value in field C.11.f.iv.1 equity-performance leg 2025-09-19 0.00000000 CHF 0.00000000 CHF 3122836.57000000 CHF -62710.46000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 36302.00000000 OU Notional Amount USD 447966.68000000 0.007513417403 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Liberty Energy, Inc. Liberty Energy, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 36302.00000000 USD 39569.18000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 151368.00000000 OU Notional Amount -282264.62000000 -0.00473421797 N/A DE GB N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Johnson Service Group PLC Johnson Service Group PLC Y equity-performance leg 2025-12-08 0.00000000 GBP 0.00000000 GBP 151368.00000000 GBP -1135.41000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 732900.00000000 OU Notional Amount -1741301.99000000 -0.02920558438 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Chiyoda Corp. Chiyoda Corp. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 732900.00000000 JPY -120663.55000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 589274.00000000 OU Notional Amount 8363548.62000000 0.140275682461 N/A DE GB N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Rolls-Royce Holdings PLC Rolls-Royce Holdings PLC Y equity-performance leg 2026-08-17 0.00000000 GBP 0.00000000 GBP 589274.00000000 GBP 522872.78000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 30400.00000000 OU Notional Amount -1406674.32000000 -0.02359311928 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Sapporo Holdings Ltd. Sapporo Holdings Ltd. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 30400.00000000 JPY 46485.71000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 171727.00000000 OU Notional Amount USD 3726475.90000000 0.062501454083 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Oceaneering International, Inc. Oceaneering International, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 171727.00000000 USD -27715.39000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 94900.00000000 OU Notional Amount 671962.48000000 0.011270335087 N/A DE JP N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 TOKAI Holdings Corp. TOKAI Holdings Corp. Y equity-performance leg 2026-08-19 0.00000000 JPY 0.00000000 JPY 94900.00000000 JPY 6377.85000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 228485.00000000 OU Notional Amount USD -1873577.00000000 -0.03142413636 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 CommScope Holding Co., Inc. CommScope Holding Co., Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 228485.00000000 USD -89109.15000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 2573865.00000000 OU Notional Amount -3538540.48000000 -0.05934935077 N/A DE GB N 2 BNP Paribas 549300FWX3HQBUJIR891 Sirius Real Estate Ltd. Sirius Real Estate Ltd. Y equity-performance leg 2027-03-17 0.00000000 GBP 0.00000000 GBP 2573865.00000000 GBP -144564.04000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 1085700.00000000 OU Notional Amount 18410505.32000000 0.308785937113 N/A DE JP N 2 BNP Paribas 549300FWX3HQBUJIR891 Terumo Corp. Terumo Corp. Y equity-performance leg 2026-09-07 0.00000000 JPY 0.00000000 JPY 1085700.00000000 JPY 596577.35000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 16463.00000000 OU Notional Amount -452674.67000000 -0.00759238107 N/A DE SE N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Swedish Orphan Biovitrum AB Swedish Orphan Biovitrum AB Y equity-performance leg 2026-07-06 0.00000000 SEK 0.00000000 SEK 16463.00000000 SEK 9041.67000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 51700.00000000 OU Notional Amount -1532338.27000000 -0.02570078878 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Sundrug Co. Ltd. Sundrug Co. Ltd. Y equity-performance leg 2028-02-15 0.00000000 JPY 0.00000000 JPY 51700.00000000 JPY 45874.08000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 85013.00000000 OU Notional Amount -1786852.21000000 -0.02996956490 N/A DE SE N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Lindab International AB Lindab International AB Y equity-performance leg 2027-01-04 0.00000000 SEK 0.00000000 SEK 85013.00000000 SEK 45574.95000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 3700.00000000 OU Notional Amount -97683.93000000 -0.00163838109 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Duskin Co. Ltd. Duskin Co. Ltd. Y equity-performance leg 2028-02-15 0.00000000 JPY 0.00000000 JPY 3700.00000000 JPY 1393.70000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 220043.00000000 OU Notional Amount USD 8561873.13000000 0.143602034378 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 CubeSmart CubeSmart Y equity-performance leg 2028-04-18 0.00000000 USD 0.00000000 USD 220043.00000000 USD -512403.63000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 146749.00000000 OU Notional Amount -17811578.71000000 -0.29874057924 N/A DE FR N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Aeroports de Paris SA Aeroports de Paris SA Y equity-performance leg 2026-08-17 0.00000000 EUR 0.00000000 EUR 146749.00000000 EUR 1106336.61000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 57051.00000000 OU Notional Amount -371071.13000000 -0.00622370459 N/A DE GB N 2 BNP Paribas 549300FWX3HQBUJIR891 Auction Technology Group PLC Auction Technology Group PLC Y equity-performance leg 2027-03-17 0.00000000 GBP 0.00000000 GBP 57051.00000000 GBP -15589.15000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 12700.00000000 OU Notional Amount -668317.64000000 -0.01120920285 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Zensho Holdings Co. Ltd. Zensho Holdings Co. Ltd. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 12700.00000000 JPY 47681.68000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 237066.00000000 OU Notional Amount -4249642.25000000 -0.07127614053 N/A DE SE N 2 UBS AG BFM8T61CT2L1QCEMIK50 Epiroc AB Epiroc AB Y equity-performance leg 2029-09-03 0.00000000 SEK 0.00000000 SEK 237066.00000000 SEK 307539.62000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 220817.00000000 OU Notional Amount USD -2201545.49000000 -0.03692491191 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 HighPeak Energy, Inc. HighPeak Energy, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 220817.00000000 USD -357723.54000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 103650.00000000 OU Notional Amount USD 8766717.00000000 0.147037730752 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Assured Guaranty Ltd. Assured Guaranty Ltd. Y equity-performance leg 2027-02-08 0.00000000 USD 0.00000000 USD 103650.00000000 USD 45361.78000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 183607.00000000 OU Notional Amount USD 13577737.65000000 0.227729460504 N/A DE US N 2 BNP Paribas 549300FWX3HQBUJIR891 Prestige Consumer Healthcare, Inc. Prestige Consumer Healthcare, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 183607.00000000 USD -220128.28000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 122578.00000000 OU Notional Amount USD 6917076.54000000 0.116015064462 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Fidelity National Financial, Inc. Fidelity National Financial, Inc. Y equity-performance leg 2027-02-05 0.00000000 USD 0.00000000 USD 122578.00000000 USD -10144.08000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 9185.00000000 OU Notional Amount 69076.40000000 0.001158567922 N/A DE SE N 2 BNP Paribas 549300FWX3HQBUJIR891 Peab AB Peab AB Y equity-performance leg 2025-11-17 0.00000000 SEK 0.00000000 SEK 9185.00000000 SEK -1406.40000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1013200.00000000 OU Notional Amount 11580338.34000000 0.194228543119 N/A DE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Sumitomo Rubber Industries Ltd. Sumitomo Rubber Industries Ltd. Y equity-performance leg 2027-01-06 0.00000000 JPY 0.00000000 JPY 1013200.00000000 JPY -96506.41000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 35728.00000000 OU Notional Amount USD -405870.08000000 -0.00680736192 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Pitney Bowes, Inc. Pitney Bowes, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 35728.00000000 USD 32780.44000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 17360.00000000 OU Notional Amount USD 3931866.40000000 0.065946318681 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 STERIS PLC STERIS PLC Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 17360.00000000 USD -25613.81000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 110484.00000000 OU Notional Amount USD -1440711.36000000 -0.02416399765 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Garrett Motion, Inc. Garrett Motion, Inc. Y equity-performance leg 2028-04-21 0.00000000 USD 0.00000000 USD 110484.00000000 USD -218758.32000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 101400.00000000 OU Notional Amount -1552216.00000000 -0.02603418340 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 UBE Corp. UBE Corp. Y equity-performance leg 2028-02-15 0.00000000 JPY 0.00000000 JPY 101400.00000000 JPY 9434.60000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 76008.00000000 OU Notional Amount -408800.35000000 -0.00685650920 N/A DE AU N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 APA Group APA Group Y equity-performance leg 2028-02-15 0.00000000 AUD 0.00000000 AUD 76008.00000000 AUD 2672.78000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 40900.00000000 OU Notional Amount -323433.83000000 -0.00542471901 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 JVCKenwood Corp. JVCKenwood Corp. Y equity-performance leg 2028-02-15 0.00000000 JPY 0.00000000 JPY 40900.00000000 JPY -13912.15000000 N N N United States Treasury 254900HROIFWPRGM1V77 91282CJS1 2800000.00000000 PA USD 2798895.32000000 0.046943823607 Long DBT UST US N 2 2025-12-31 Fixed 4.25000000 N N N N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 42034.00000000 OU Notional Amount USD 5234073.68000000 0.087787288730 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 BancFirst Corp. BancFirst Corp. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 42034.00000000 USD -241338.36000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 44500.00000000 OU Notional Amount -409743.93000000 -0.00687233518 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Nipro Corp. Nipro Corp. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 44500.00000000 JPY -5929.92000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 53426.00000000 OU Notional Amount 8672160.68000000 0.145451806771 N/A DE GB N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Next PLC Next PLC Y equity-performance leg 2025-12-08 0.00000000 GBP 0.00000000 GBP 53426.00000000 GBP -162976.97000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 48168.00000000 OU Notional Amount USD 2339519.76000000 0.039239053406 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 On Holding AG On Holding AG Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 48168.00000000 USD -91809.92000000 N N N United States Treasury 254900HROIFWPRGM1V77 912797QH3 15800000.00000000 PA USD 15792421.85000000 0.264874738388 Long STIV UST US N 2 2025-08-05 None 0.00000000 N N N N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 482444.00000000 OU Notional Amount 11723361.35000000 0.196627363434 N/A DE CA N 2 UBS AG BFM8T61CT2L1QCEMIK50 Alamos Gold, Inc. Alamos Gold, Inc. Y equity-performance leg 2028-04-18 0.00000000 CAD 0.00000000 CAD 482444.00000000 CAD -961338.61000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 81707.00000000 OU Notional Amount -145373.95000000 -0.00243825091 N/A DE AU N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Fletcher Building Ltd. Fletcher Building Ltd. Y equity-performance leg 2027-01-06 0.00000000 AUD 0.00000000 AUD 81707.00000000 AUD -100.01000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 24599.00000000 OU Notional Amount 17048900.54000000 0.285948736250 N/A DE NL N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 ASML Holding NV ASML Holding NV Y equity-performance leg 2025-12-08 0.00000000 EUR 0.00000000 EUR 24599.00000000 EUR -2541860.54000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 1778012.00000000 OU Notional Amount -3284193.52000000 -0.05508337528 N/A DE AU N 2 BNP Paribas 549300FWX3HQBUJIR891 Sigma Healthcare Ltd. Sigma Healthcare Ltd. Y equity-performance leg 2026-09-07 0.00000000 AUD 0.00000000 AUD 1778012.00000000 AUD -110489.64000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 245729.00000000 OU Notional Amount USD -4106131.59000000 -0.06886914122 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Macerich Co. Macerich Co. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 245729.00000000 USD -130236.37000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 18403.00000000 OU Notional Amount USD -1708350.49000000 -0.02865291298 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 CF Industries Holdings, Inc. CF Industries Holdings, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 18403.00000000 USD -4643.65000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 15500.00000000 OU Notional Amount -1561604.49000000 -0.02619164968 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Lasertec Corp. Lasertec Corp. Y equity-performance leg 2027-09-09 0.00000000 JPY 0.00000000 JPY 15500.00000000 JPY 236232.65000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 146813.00000000 OU Notional Amount USD 7789897.78000000 0.130654256589 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Sunrise Communications AG Sunrise Communications AG Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 146813.00000000 USD -305371.04000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 935.00000000 OU Notional Amount USD -592294.45000000 -0.00993412150 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Synopsys, Inc. Synopsys, Inc. Y equity-performance leg 2028-04-18 0.00000000 USD 0.00000000 USD 935.00000000 USD -48081.91000000 N N N Hinge Health Inc N/A 433313103 111670.00000000 NS USD 5019566.50000000 0.084189516727 Long EC CORP US N 1 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 9861.00000000 OU Notional Amount -6622934.64000000 -0.11108163755 N/A DE BE N 2 UBS AG BFM8T61CT2L1QCEMIK50 Argenx SE Argenx SE Y equity-performance leg 2028-04-18 0.00000000 EUR 0.00000000 EUR 9861.00000000 EUR -623464.37000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1643.00000000 OU Notional Amount 1495545.19000000 0.025083685372 N/A DE CH N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Emmi AG Emmi AG Y equity-performance leg 2026-02-26 0.00000000 CHF 0.00000000 CHF 1643.00000000 CHF -40209.90000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 157747.00000000 OU Notional Amount USD -2669079.24000000 -0.04476651346 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Ameresco, Inc. Ameresco, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 157747.00000000 USD -69408.68000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 32288.00000000 OU Notional Amount -10076213.93000000 -0.16900096476 N/A DE CH N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Roche Holding AG Roche Holding AG Y equity-performance leg 2027-01-04 0.00000000 CHF 0.00000000 CHF 32288.00000000 CHF 350548.88000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 128200.00000000 OU Notional Amount -1075513.27000000 -0.01803879726 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Keisei Electric Railway Co. Ltd. Keisei Electric Railway Co. Ltd. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 128200.00000000 JPY 54762.99000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 861.00000000 OU Notional Amount USD -73021.41000000 -0.00122473468 N/A DE US N 2 BNP Paribas 549300FWX3HQBUJIR891 Nutex Health, Inc. Nutex Health, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 861.00000000 USD 24900.12000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 488707.00000000 OU Notional Amount USD 12457141.43000000 0.208934519903 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 RingCentral, Inc. RingCentral, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 488707.00000000 USD -1890770.13000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 12600.00000000 OU Notional Amount -339547.64000000 -0.00569498416 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 TOPPAN Holdings, Inc. TOPPAN Holdings, Inc. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 12600.00000000 JPY -4177.93000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 7131.00000000 OU Notional Amount USD 708536.16000000 0.011883758666 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Crown Holdings, Inc. Crown Holdings, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 7131.00000000 USD -25866.99000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 75656.00000000 OU Notional Amount USD 6855946.72000000 0.114989778712 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Pinnacle West Capital Corp. Pinnacle West Capital Corp. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 75656.00000000 USD -20215.28000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 32895.00000000 OU Notional Amount USD -1651657.95000000 -0.02770205048 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 NuScale Power Corp. NuScale Power Corp. Y equity-performance leg 2028-04-18 0.00000000 USD 0.00000000 USD 32895.00000000 USD -237830.85000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 105700.00000000 OU Notional Amount 2038159.72000000 0.034184561921 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Tosei Corp. Tosei Corp. Y equity-performance leg 2028-02-15 0.00000000 JPY 0.00000000 JPY 105700.00000000 JPY 59493.05000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 84479.00000000 OU Notional Amount USD 7221264.92000000 0.121116993624 N/A DE US N 2 BNP Paribas 549300FWX3HQBUJIR891 SS&C Technologies Holdings, Inc. SS&C Technologies Holdings, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 84479.00000000 USD 6538.62000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 24700.00000000 OU Notional Amount USD -735319.00000000 -0.01233296764 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Carnival Corp. Carnival Corp. Y equity-performance leg 2028-02-24 0.00000000 USD 0.00000000 USD 24700.00000000 USD 1067.93000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -3600.43000000 -0.00006038737 N/A DFE XX N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 115764.15000000 USD 98000.00000000 EUR 2025-09-17 -3600.43000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 6298500.00000000 OU Notional Amount 18770456.54000000 0.314823135595 N/A DE SG N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Singapore Telecommunications Ltd. Singapore Telecommunications Ltd. Y equity-performance leg 2027-02-22 0.00000000 SGD 0.00000000 SGD 6298500.00000000 SGD -1678418.88000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 39909.00000000 OU Notional Amount -3335141.17000000 -0.05593788294 N/A DE GB N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Spirax Group PLC Spirax Group PLC Y equity-performance leg 2025-12-08 0.00000000 GBP 0.00000000 GBP 39909.00000000 GBP -2562.41000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 85800.00000000 OU Notional Amount -208900.89000000 -0.00350374180 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Toho Bank Ltd. Toho Bank Ltd. Y equity-performance leg 2028-02-15 0.00000000 JPY 0.00000000 JPY 85800.00000000 JPY -6008.14000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 10278.00000000 OU Notional Amount 3957718.87000000 0.066379923248 N/A DE CH N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Kardex Holding AG Kardex Holding AG Y equity-performance leg 2026-12-10 0.00000000 CHF 0.00000000 CHF 10278.00000000 CHF 27838.12000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1355300.00000000 OU Notional Amount -27906334.22000000 -0.46805252836 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Oriental Land Co. Ltd. Oriental Land Co. Ltd. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 1355300.00000000 JPY 1058511.38000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1811134.00000000 OU Notional Amount -12474775.49000000 -0.20923028309 N/A DE IT N 2 UBS AG BFM8T61CT2L1QCEMIK50 Davide Campari-Milano NV Davide Campari-Milano NV Y equity-performance leg 2029-09-03 0.00000000 EUR 0.00000000 EUR 1811134.00000000 EUR 503020.92000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 54751.00000000 OU Notional Amount -611399.51000000 -0.01025455669 N/A DE GB N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Renew Holdings PLC Renew Holdings PLC Y equity-performance leg 2027-01-04 0.00000000 GBP 0.00000000 GBP 54751.00000000 GBP -3083.06000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 28947.00000000 OU Notional Amount USD -654491.67000000 -0.01097730997 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Dine Brands Global, Inc. Dine Brands Global, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 28947.00000000 USD 28947.00000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 157651.00000000 OU Notional Amount USD 2498768.35000000 0.041910013504 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 ZIM Integrated Shipping Services Ltd. ZIM Integrated Shipping Services Ltd. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 157651.00000000 USD -122750.61000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 589100.00000000 OU Notional Amount 7833176.38000000 0.131380136885 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 EDION Corp. EDION Corp. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 589100.00000000 JPY -533168.78000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 76595.00000000 OU Notional Amount USD 9082635.10000000 0.152336393926 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Insight Enterprises, Inc. Insight Enterprises, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 76595.00000000 USD -2025171.80000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1582911.00000000 OU Notional Amount -4242981.14000000 -0.07116441861 N/A DE GB N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Oxford Nanopore Technologies PLC Oxford Nanopore Technologies PLC Y equity-performance leg 2025-12-08 0.00000000 GBP 0.00000000 GBP 1582911.00000000 GBP -1130457.08000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 13070.00000000 OU Notional Amount USD 376938.80000000 0.006322118734 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Univest Financial Corp. Univest Financial Corp. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 13070.00000000 USD -45091.50000000 N N N United States Treasury 254900HROIFWPRGM1V77 91282CMJ7 87885000.00000000 PA USD 87867851.00000000 1.473743183120 Long DBT UST US N 2 2027-01-31 Floating 4.38000000 N N N N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 30300.00000000 OU Notional Amount -88870.93000000 -0.00149056709 N/A DE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 Septeni Holdings Co. Ltd. Septeni Holdings Co. Ltd. Y equity-performance leg 2028-04-03 0.00000000 JPY 0.00000000 JPY 30300.00000000 JPY -2157.01000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1021550.00000000 OU Notional Amount 8693473.83000000 0.145809276644 N/A DE AU N 2 UBS AG BFM8T61CT2L1QCEMIK50 Worley Ltd. Worley Ltd. Y equity-performance leg 2028-04-18 0.00000000 AUD 0.00000000 AUD 1021550.00000000 AUD -214694.03000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 8200.00000000 OU Notional Amount -200686.79000000 -0.00336597271 N/A DE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Daishi Hokuetsu Financial Group, Inc. Daishi Hokuetsu Financial Group, Inc. Y equity-performance leg 2027-01-06 0.00000000 JPY 0.00000000 JPY 8200.00000000 JPY -2535.38000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1134.00000000 OU Notional Amount 167917.82000000 0.002816362750 N/A DE DE N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Krones AG Krones AG Y equity-performance leg 2026-06-25 0.00000000 EUR 0.00000000 EUR 1134.00000000 EUR -16996.31000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 943900.00000000 OU Notional Amount -33407950.60000000 -0.56032711507 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Nippon Sanso Holdings Corp. Nippon Sanso Holdings Corp. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 943900.00000000 JPY 2212496.98000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 1458993.00000000 OU Notional Amount -42177202.23000000 -0.70740735732 N/A DE NL N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 ABN AMRO Bank NV ABN AMRO Bank NV Y equity-performance leg 2028-02-15 0.00000000 EUR 0.00000000 EUR 1458993.00000000 EUR -1386094.04000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 29068.00000000 OU Notional Amount -3363872.89000000 -0.05641977906 N/A DE CH N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Banque Cantonale Vaudoise Banque Cantonale Vaudoise Y equity-performance leg 2026-08-19 0.00000000 CHF 0.00000000 CHF 29068.00000000 CHF 66444.67000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 15593.00000000 OU Notional Amount -289921.40000000 -0.00486263954 N/A DE SE N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Inwido AB Inwido AB Y equity-performance leg 2028-02-15 0.00000000 SEK 0.00000000 SEK 15593.00000000 SEK 2809.07000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 72108.00000000 OU Notional Amount USD 1123442.64000000 0.018842681520 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Tandem Diabetes Care, Inc. Tandem Diabetes Care, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 72108.00000000 USD 20034.85000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 922208.00000000 OU Notional Amount 7651897.09000000 0.128339671973 N/A DE IT N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Italgas SpA Italgas SpA Y equity-performance leg 2026-12-10 0.00000000 EUR 0.00000000 EUR 922208.00000000 EUR -198357.60000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 69600.00000000 OU Notional Amount -1815026.56000000 -0.03044211266 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 NTT Data Group Corp. NTT Data Group Corp. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 69600.00000000 JPY 66901.59000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 15015.00000000 OU Notional Amount -1578972.78000000 -0.02648295530 N/A DE BE N 2 UBS AG BFM8T61CT2L1QCEMIK50 VGP NV VGP NV Y equity-performance leg 2028-04-24 0.00000000 EUR 0.00000000 EUR 15015.00000000 EUR -36598.40000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 43400.00000000 OU Notional Amount -186742.60000000 -0.00313209701 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 North Pacific Bank Ltd. North Pacific Bank Ltd. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 43400.00000000 JPY 146.25000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 11757.00000000 OU Notional Amount 1835398.40000000 0.030783794636 N/A DE IL N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Nice Ltd. Nice Ltd. Y equity-performance leg 2027-05-23 0.00000000 ILS 0.00000000 ILS 11757.00000000 ILS -19321.15000000 N N N MORGAN STANLEY & CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 000000000 1582194.32000000 OU Notional Amount 37483.47000000 0.000628682820 N/A DE DE N 2 MORGAN STANLEY & CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Eurex Dow Jones EURO STOXX 50 Dividend Futures DEDZ5 Index Y Fixed payment equal to the notional value in field C.11.f.iv.1 equity-performance leg 2025-12-19 0.00000000 EUR 0.00000000 EUR 1582194.32000000 EUR 37483.47000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 3482984.00000000 OU Notional Amount 9416503.40000000 0.157936122673 N/A DE GB N 2 BNP Paribas 549300FWX3HQBUJIR891 Grainger PLC Grainger PLC Y equity-performance leg 2027-03-17 0.00000000 GBP 0.00000000 GBP 3482984.00000000 GBP -184121.37000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 42100.00000000 OU Notional Amount -419562.46000000 -0.00703701420 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 West Holdings Corp. West Holdings Corp. Y equity-performance leg 2028-02-15 0.00000000 JPY 0.00000000 JPY 42100.00000000 JPY 23059.55000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 42121.00000000 OU Notional Amount USD -2272427.95000000 -0.03811377155 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Symbotic, Inc. Symbotic, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 42121.00000000 USD -191650.55000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 835040.00000000 OU Notional Amount 26432487.30000000 0.443332772202 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Canadian Natural Resources Ltd. Canadian Natural Resources Ltd. Y equity-performance leg 2027-01-06 0.00000000 CAD 0.00000000 CAD 835040.00000000 CAD 382946.63000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 133674.00000000 OU Notional Amount USD 19269107.10000000 0.323186636639 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Yum! Brands, Inc. Yum! Brands, Inc. Y equity-performance leg 2028-04-18 0.00000000 USD 0.00000000 USD 133674.00000000 USD -113622.90000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 596614.00000000 OU Notional Amount -16062488.84000000 -0.26940437443 N/A DE ES N 2 UBS AG BFM8T61CT2L1QCEMIK50 Corp. ACCIONA Energias Renovables SA Corp. ACCIONA Energias Renovables SA Y equity-performance leg 2028-04-24 0.00000000 EUR 0.00000000 EUR 596614.00000000 EUR 30245.44000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 131200.00000000 OU Notional Amount 1587823.84000000 0.026631407660 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Japan Securities Finance Co. Ltd. Japan Securities Finance Co. Ltd. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 131200.00000000 JPY 7855.91000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 36600.00000000 OU Notional Amount USD 4145316.00000000 0.069526352668 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 DXP Enterprises, Inc. DXP Enterprises, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 36600.00000000 USD 854244.00000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 38917.00000000 OU Notional Amount USD 4441208.04000000 0.074489133389 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Stifel Financial Corp. Stifel Financial Corp. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 38917.00000000 USD 143214.56000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 59086.00000000 OU Notional Amount USD 11915873.62000000 0.199856230902 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Darden Restaurants, Inc. Darden Restaurants, Inc. Y equity-performance leg 2027-02-05 0.00000000 USD 0.00000000 USD 59086.00000000 USD -448462.74000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 98091.00000000 OU Notional Amount USD 907341.75000000 0.015218179386 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Heritage Commerce Corp. Heritage Commerce Corp. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 98091.00000000 USD -127518.30000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 4848067.00000000 OU Notional Amount 9066076.62000000 0.152058670655 N/A DE AU N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 South32 Ltd. South32 Ltd. Y equity-performance leg 2028-02-15 0.00000000 AUD 0.00000000 AUD 4848067.00000000 AUD -313996.30000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 252215.00000000 OU Notional Amount 2047790.67000000 0.034346094800 N/A DE CA N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Chemtrade Logistics Income Fund Chemtrade Logistics Income Fund Y equity-performance leg 2028-02-15 0.00000000 CAD 0.00000000 CAD 252215.00000000 CAD -10857.01000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 5911444.00000000 OU Notional Amount -16144369.09000000 -0.27077769197 N/A DE GB N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 BT Group PLC BT Group PLC Y equity-performance leg 2025-12-08 0.00000000 GBP 0.00000000 GBP 5911444.00000000 GBP -444333.83000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 608277.00000000 OU Notional Amount -11645257.83000000 -0.19531739023 N/A DE AU N 2 BNP Paribas 549300FWX3HQBUJIR891 Ansell Ltd. Ansell Ltd. Y equity-performance leg 2027-03-22 0.00000000 AUD 0.00000000 AUD 608277.00000000 AUD 260181.40000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 137951.00000000 OU Notional Amount 1916206.90000000 0.032139136489 N/A DE IT N 2 UBS AG BFM8T61CT2L1QCEMIK50 Maire SpA Maire SpA Y equity-performance leg 2028-04-24 0.00000000 EUR 0.00000000 EUR 137951.00000000 EUR -42793.65000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 181541.00000000 OU Notional Amount -1250422.78000000 -0.02097242651 N/A DE IT N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Davide Campari-Milano NV Davide Campari-Milano NV Y equity-performance leg 2025-12-08 0.00000000 EUR 0.00000000 EUR 181541.00000000 EUR 59181.79000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 137636.00000000 OU Notional Amount -1325104.10000000 -0.02222500165 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Freehold Royalties Ltd. Freehold Royalties Ltd. Y equity-performance leg 2027-01-04 0.00000000 CAD 0.00000000 CAD 137636.00000000 CAD 11344.55000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1137447.00000000 OU Notional Amount -10318785.21000000 -0.17306943538 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Energy Fuels, Inc. Energy Fuels, Inc. Y equity-performance leg 2027-01-04 0.00000000 CAD 0.00000000 CAD 1137447.00000000 CAD 132232.84000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 22550.00000000 OU Notional Amount 343400.06000000 0.005759597984 N/A DE SE N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Atlas Copco AB Atlas Copco AB Y equity-performance leg 2026-07-06 0.00000000 SEK 0.00000000 SEK 22550.00000000 SEK -9031.00000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 574500.00000000 OU Notional Amount 5289824.56000000 0.088722357454 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Suruga Bank Ltd. Suruga Bank Ltd. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 574500.00000000 JPY -244880.18000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 822000.00000000 OU Notional Amount -14257688.67000000 -0.23913378152 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Sekisui Chemical Co. Ltd. Sekisui Chemical Co. Ltd. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 822000.00000000 JPY -195167.04000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 3741529.00000000 OU Notional Amount 6996806.89000000 0.117352323294 N/A DE AU N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 South32 Ltd. South32 Ltd. Y equity-performance leg 2027-01-06 0.00000000 AUD 0.00000000 AUD 3741529.00000000 AUD -485835.23000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 121821.00000000 OU Notional Amount USD 1845588.15000000 0.030954699858 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Castle Biosciences, Inc. Castle Biosciences, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 121821.00000000 USD -453174.12000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 135118.00000000 OU Notional Amount USD 31871633.84000000 0.534559597987 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Cheniere Energy, Inc. Cheniere Energy, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 135118.00000000 USD 1783557.60000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 100200.00000000 OU Notional Amount -1156934.40000000 -0.01940441430 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 ARCLANDS Corp. ARCLANDS Corp. Y equity-performance leg 2028-02-15 0.00000000 JPY 0.00000000 JPY 100200.00000000 JPY 3542.24000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 697300.00000000 OU Notional Amount 8372089.91000000 0.140418939269 N/A DE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Kansai Electric Power Co., Inc. Kansai Electric Power Co., Inc. Y equity-performance leg 2027-01-06 0.00000000 JPY 0.00000000 JPY 697300.00000000 JPY -86951.47000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 49300.00000000 OU Notional Amount 1986022.52000000 0.033310102808 N/A DE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Hanwa Co. Ltd. Hanwa Co. Ltd. Y equity-performance leg 2027-01-06 0.00000000 JPY 0.00000000 JPY 49300.00000000 JPY -38922.04000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 8565.00000000 OU Notional Amount USD 680146.65000000 0.011407602183 N/A DE US N 2 BNP Paribas 549300FWX3HQBUJIR891 Fidelity National Information Services, Inc. Fidelity National Information Services, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 8565.00000000 USD -12845.64000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 14500.00000000 OU Notional Amount -167420.65000000 -0.00280802408 N/A DE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 ARCLANDS Corp. ARCLANDS Corp. Y equity-performance leg 2027-01-06 0.00000000 JPY 0.00000000 JPY 14500.00000000 JPY 2484.58000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 3633.00000000 OU Notional Amount USD -47047.35000000 -0.00078909078 N/A DE US N 2 BNP Paribas 549300FWX3HQBUJIR891 Adeia, Inc. Adeia, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 3633.00000000 USD 4432.26000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 52346.00000000 OU Notional Amount USD -17577786.80000000 -0.29481935857 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Everest Group Ltd. Everest Group Ltd. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 52346.00000000 USD 274024.71000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC -51983.68000000 -0.00087188423 N/A DFE XX N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 2296402.58000000 USD 1961000.00000000 EUR 2025-09-17 -51983.68000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 993631.00000000 OU Notional Amount -7430184.73000000 -0.12462105275 N/A DE AU N 2 BNP Paribas 549300FWX3HQBUJIR891 Origin Energy Ltd. Origin Energy Ltd. Y equity-performance leg 2027-03-22 0.00000000 AUD 0.00000000 AUD 993631.00000000 AUD 233757.77000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 3558300.00000000 OU Notional Amount 5141159.33000000 0.086228904311 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 SoftBank Corp. SoftBank Corp. Y equity-performance leg 2027-09-09 0.00000000 JPY 0.00000000 JPY 3558300.00000000 JPY -133832.87000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 3800.00000000 OU Notional Amount -127309.12000000 -0.00213526273 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Max Co. Ltd. Max Co. Ltd. Y equity-performance leg 2028-02-15 0.00000000 JPY 0.00000000 JPY 3800.00000000 JPY 462.54000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 33593.00000000 OU Notional Amount USD 8982096.34000000 0.150650130856 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Cigna Group Cigna Group Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 33593.00000000 USD -770978.17000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 200400.00000000 OU Notional Amount 2950941.52000000 0.049493983287 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Obayashi Corp. Obayashi Corp. Y equity-performance leg 2027-09-09 0.00000000 JPY 0.00000000 JPY 200400.00000000 JPY -75602.33000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 132700.00000000 OU Notional Amount -3420309.81000000 -0.05736635423 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Omron Corp. Omron Corp. Y equity-performance leg 2027-09-09 0.00000000 JPY 0.00000000 JPY 132700.00000000 JPY -102922.99000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 6040.00000000 OU Notional Amount -2889881.11000000 -0.04846986170 N/A DE CH N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Ypsomed Holding AG Ypsomed Holding AG Y equity-performance leg 2026-12-10 0.00000000 CHF 0.00000000 CHF 6040.00000000 CHF 340726.67000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 495.00000000 OU Notional Amount -457952.60000000 -0.00768090393 N/A DE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 Japan Excellent, Inc. Japan Excellent, Inc. Y equity-performance leg 2028-04-03 0.00000000 JPY 0.00000000 JPY 495.00000000 JPY -7695.64000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 153200.00000000 OU Notional Amount 4100602.42000000 0.068776404502 N/A DE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Nippon Electric Glass Co. Ltd. Nippon Electric Glass Co. Ltd. Y equity-performance leg 2027-01-06 0.00000000 JPY 0.00000000 JPY 153200.00000000 JPY 358535.76000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 500.00000000 OU Notional Amount USD -173275.00000000 -0.00290621481 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Duolingo, Inc. Duolingo, Inc. Y equity-performance leg 2027-01-06 0.00000000 USD 0.00000000 USD 500.00000000 USD 8766.50000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 209224.00000000 OU Notional Amount 3654405.69000000 0.061292673175 N/A DE GB N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Keller Group PLC Keller Group PLC Y equity-performance leg 2028-02-15 0.00000000 GBP 0.00000000 GBP 209224.00000000 GBP -266389.62000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 26452.00000000 OU Notional Amount USD 4161428.64000000 0.069796598192 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 World Acceptance Corp. World Acceptance Corp. Y equity-performance leg 2028-04-21 0.00000000 USD 0.00000000 USD 26452.00000000 USD -145750.52000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 51088.00000000 OU Notional Amount USD -8571033.76000000 -0.14375567892 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Avery Dennison Corp. Avery Dennison Corp. Y equity-performance leg 2027-01-06 0.00000000 USD 0.00000000 USD 51088.00000000 USD 710123.20000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 9325.00000000 OU Notional Amount -757891.19000000 -0.01271155447 N/A DE FR N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Alten SA Alten SA Y equity-performance leg 2026-08-19 0.00000000 EUR 0.00000000 EUR 9325.00000000 EUR 56698.80000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 155900.00000000 OU Notional Amount 2244964.68000000 0.037653150223 N/A DE JP N 2 BNP Paribas 549300FWX3HQBUJIR891 MISUMI Group, Inc. MISUMI Group, Inc. Y equity-performance leg 2027-03-24 0.00000000 JPY 0.00000000 JPY 155900.00000000 JPY 113652.33000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 64644.00000000 OU Notional Amount USD -6661564.20000000 -0.11172954290 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Robinhood Markets, Inc. Robinhood Markets, Inc. Y equity-performance leg 2028-04-18 0.00000000 USD 0.00000000 USD 64644.00000000 USD -15624.40000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 763386.00000000 OU Notional Amount USD -7053686.64000000 -0.11830632572 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Crescent Energy Co. Crescent Energy Co. Y equity-performance leg 2028-04-21 0.00000000 USD 0.00000000 USD 763386.00000000 USD -725216.70000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 18507.00000000 OU Notional Amount -162973.75000000 -0.00273343948 N/A DE IT N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Tamburi Investment Partners SpA Tamburi Investment Partners SpA Y equity-performance leg 2027-01-04 0.00000000 EUR 0.00000000 EUR 18507.00000000 EUR 8201.48000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 7300800.00000000 OU Notional Amount 21757457.98000000 0.364921925540 N/A DE SG N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Singapore Telecommunications Ltd. Singapore Telecommunications Ltd. Y equity-performance leg 2027-09-09 0.00000000 SGD 0.00000000 SGD 7300800.00000000 SGD -1945510.92000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 206923.00000000 OU Notional Amount USD -7581658.72000000 -0.12716161517 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Renasant Corp. Renasant Corp. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 206923.00000000 USD 249466.94000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 237562.00000000 OU Notional Amount USD 2568045.22000000 0.043071943763 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Sonos, Inc. Sonos, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 237562.00000000 USD 11878.10000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 727200.00000000 OU Notional Amount -11131868.61000000 -0.18670668842 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 UBE Corp. UBE Corp. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 727200.00000000 JPY 112655.94000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 4666687.00000000 OU Notional Amount 32394161.42000000 0.543323570820 N/A DE GB N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 NatWest Group PLC NatWest Group PLC Y equity-performance leg 2025-12-08 0.00000000 GBP 0.00000000 GBP 4666687.00000000 GBP 1208996.16000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 331400.00000000 OU Notional Amount 7279843.50000000 0.122099489292 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Nippon Express Holdings, Inc. Nippon Express Holdings, Inc. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 331400.00000000 JPY 177123.17000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 188334.00000000 OU Notional Amount USD -2288258.10000000 -0.03837927908 N/A DE US N 2 BNP Paribas 549300FWX3HQBUJIR891 Paysafe Ltd. Paysafe Ltd. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 188334.00000000 USD 156317.22000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 200408.00000000 OU Notional Amount -21699777.89000000 -0.36395449958 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 RB Global, Inc. RB Global, Inc. Y equity-performance leg 2027-01-04 0.00000000 CAD 0.00000000 CAD 200408.00000000 CAD -192777.07000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 227986.00000000 OU Notional Amount -717435.56000000 -0.01203302179 N/A DE ES N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Ence Energia y Celulosa SA Ence Energia y Celulosa SA Y equity-performance leg 2028-02-15 0.00000000 EUR 0.00000000 EUR 227986.00000000 EUR 44285.42000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 358400.00000000 OU Notional Amount 3970341.13000000 0.066591627181 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Shimizu Corp. Shimizu Corp. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 358400.00000000 JPY 45298.84000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1489.00000000 OU Notional Amount -1377558.42000000 -0.02310477959 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Japan Excellent, Inc. Japan Excellent, Inc. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 1489.00000000 JPY 9188.07000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 50201.00000000 OU Notional Amount 3584284.74000000 0.060116585779 N/A DE CA N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Cargojet, Inc. Cargojet, Inc. Y equity-performance leg 2025-12-08 0.00000000 CAD 0.00000000 CAD 50201.00000000 CAD -226220.32000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1609200.00000000 OU Notional Amount -3823308.99000000 -0.06412556466 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Chiyoda Corp. Chiyoda Corp. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 1609200.00000000 JPY -274391.74000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 9100.00000000 OU Notional Amount -99982.59000000 -0.00167693483 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Kobe Steel Ltd. Kobe Steel Ltd. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 9100.00000000 JPY 538.68000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 64726.00000000 OU Notional Amount USD -9833821.18000000 -0.16493548849 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 BWX Technologies, Inc. BWX Technologies, Inc. Y equity-performance leg 2028-04-18 0.00000000 USD 0.00000000 USD 64726.00000000 USD -485749.01000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 258420.00000000 OU Notional Amount USD 13673002.20000000 0.229327263108 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Polaris, Inc. Polaris, Inc. Y equity-performance leg 2027-02-08 0.00000000 USD 0.00000000 USD 258420.00000000 USD 268549.95000000 N N N ICE Futures Europe - Financial Products Division N/A 000000000 -687.00000000 NC -1243749.54000000 -0.02086050114 N/A DE GB N 2 ICE Futures Europe - Financial Products Division N/A Short FTSE 100 Index Futures Z U5 Index 2025-09-19 -61530707.76000000 GBP -1243749.54000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 122688.00000000 OU Notional Amount USD 19043631.36000000 0.319404897004 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Cardinal Health, Inc. Cardinal Health, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 122688.00000000 USD -225106.65000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 2312860.00000000 OU Notional Amount -7534388.67000000 -0.12636878921 N/A DE AU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 GPT Group GPT Group Y equity-performance leg 2027-09-09 0.00000000 AUD 0.00000000 AUD 2312860.00000000 AUD 120062.93000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 10107.00000000 OU Notional Amount USD -3888365.04000000 -0.06521670219 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Eaton Corp. PLC Eaton Corp. PLC Y equity-performance leg 2027-01-06 0.00000000 USD 0.00000000 USD 10107.00000000 USD 8510.06000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 182185.00000000 OU Notional Amount 376183.49000000 0.006309450472 N/A DE AU N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 NRW Holdings Ltd. NRW Holdings Ltd. Y equity-performance leg 2026-08-19 0.00000000 AUD 0.00000000 AUD 182185.00000000 AUD 1140.67000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 465571.00000000 OU Notional Amount USD -20983284.97000000 -0.35193728800 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Sonoco Products Co. Sonoco Products Co. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 465571.00000000 USD 689045.08000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 590.00000000 OU Notional Amount -4988104.17000000 -0.08366182208 N/A DE BE N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Lotus Bakeries NV Lotus Bakeries NV Y equity-performance leg 2027-01-06 0.00000000 EUR 0.00000000 EUR 590.00000000 EUR 253979.64000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 18781.00000000 OU Notional Amount -197501.51000000 -0.00331254834 N/A DE NO N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Orkla ASA Orkla ASA Y equity-performance leg 2027-02-03 0.00000000 NOK 0.00000000 NOK 18781.00000000 NOK 4258.26000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 30833.00000000 OU Notional Amount USD -1321194.05000000 -0.02215942125 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Bill Holdings, Inc. Bill Holdings, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 30833.00000000 USD 132879.87000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 265.00000000 OU Notional Amount -24958.95000000 -0.00041861820 N/A DE DK N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Schouw & Co. AS Schouw & Co. AS Y equity-performance leg 2028-02-15 0.00000000 DKK 0.00000000 DKK 265.00000000 DKK 249.53000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 187859.00000000 OU Notional Amount USD 1078310.66000000 0.018085715837 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Fortrea Holdings, Inc. Fortrea Holdings, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 187859.00000000 USD -11271.54000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 150302.00000000 OU Notional Amount -533119.15000000 -0.00894161748 N/A DE AU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 TPG Telecom Ltd. TPG Telecom Ltd. Y equity-performance leg 2027-05-12 0.00000000 AUD 0.00000000 AUD 150302.00000000 AUD 14099.47000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 5714097.00000000 OU Notional Amount USD 8581180.16000000 0.143925857068 N/A DE ZA N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 Pepkor Holdings Ltd. Pepkor Holdings Ltd. Y equity-performance leg 2026-02-10 0.00000000 USD 0.00000000 USD 5714097.00000000 USD 319816.28000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 10608.00000000 OU Notional Amount -262597.69000000 -0.00440435894 N/A DE AU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Ramsay Health Care Ltd. Ramsay Health Care Ltd. Y equity-performance leg 2027-05-12 0.00000000 AUD 0.00000000 AUD 10608.00000000 AUD 2650.58000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 188618.00000000 OU Notional Amount USD -16600270.18000000 -0.27842418742 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Cava Group, Inc. Cava Group, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 188618.00000000 USD 354209.15000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 3724995.00000000 OU Notional Amount -19147023.21000000 -0.32113901286 N/A DE GB N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Schroders PLC Schroders PLC Y equity-performance leg 2025-12-08 0.00000000 GBP 0.00000000 GBP 3724995.00000000 GBP -43420.45000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 21327.00000000 OU Notional Amount -1467566.03000000 -0.02461441139 N/A DE FI N 2 BNP Paribas 549300FWX3HQBUJIR891 QT Group OYJ QT Group OYJ Y equity-performance leg 2027-03-24 0.00000000 EUR 0.00000000 EUR 21327.00000000 EUR 88670.72000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 226800.00000000 OU Notional Amount -1459705.71000000 -0.02448257599 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 ES-Con Japan Ltd. ES-Con Japan Ltd. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 226800.00000000 JPY 115584.43000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 493.00000000 OU Notional Amount USD 135427.10000000 0.002271419673 N/A DE US N 2 BNP Paribas 549300FWX3HQBUJIR891 United Therapeutics Corp. United Therapeutics Corp. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 493.00000000 USD -9140.22000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 295459.00000000 OU Notional Amount -3261805.27000000 -0.05470787354 N/A DE GB N 2 UBS AG BFM8T61CT2L1QCEMIK50 Auto Trader Group PLC Auto Trader Group PLC Y equity-performance leg 2029-09-03 0.00000000 GBP 0.00000000 GBP 295459.00000000 GBP 18063.98000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 627600.00000000 OU Notional Amount 12368531.71000000 0.207448333894 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Nagase & Co. Ltd. Nagase & Co. Ltd. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 627600.00000000 JPY 454260.30000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 8374.00000000 OU Notional Amount USD -1172694.96000000 -0.01966875465 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 HCI Group, Inc. HCI Group, Inc. Y equity-performance leg 2028-04-21 0.00000000 USD 0.00000000 USD 8374.00000000 USD -11100.18000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 62326.00000000 OU Notional Amount 1883691.68000000 0.031593782491 N/A DE GB N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Computacenter PLC Computacenter PLC Y equity-performance leg 2025-12-08 0.00000000 GBP 0.00000000 GBP 62326.00000000 GBP -71065.19000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 67426.00000000 OU Notional Amount USD 2245960.06000000 0.037669845003 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Malibu Boats, Inc. Malibu Boats, Inc. Y equity-performance leg 2027-02-08 0.00000000 USD 0.00000000 USD 67426.00000000 USD -171072.00000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 299600.00000000 OU Notional Amount 4613677.84000000 0.077381843170 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Dai Nippon Printing Co. Ltd. Dai Nippon Printing Co. Ltd. Y equity-performance leg 2027-09-09 0.00000000 JPY 0.00000000 JPY 299600.00000000 JPY 103273.58000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 69752.00000000 OU Notional Amount USD -5194431.44000000 -0.08712239843 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Spire, Inc. Spire, Inc. Y equity-performance leg 2027-01-04 0.00000000 USD 0.00000000 USD 69752.00000000 USD 5974.07000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 41561.00000000 OU Notional Amount 3785452.32000000 0.063490622430 N/A DE CH N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Accelleron Industries AG Accelleron Industries AG Y equity-performance leg 2025-12-08 0.00000000 CHF 0.00000000 CHF 41561.00000000 CHF 848878.71000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 14126.00000000 OU Notional Amount -1180490.72000000 -0.01979950723 N/A DE GB N 2 BNP Paribas 549300FWX3HQBUJIR891 Spirax Group PLC Spirax Group PLC Y equity-performance leg 2027-03-22 0.00000000 GBP 0.00000000 GBP 14126.00000000 GBP -38425.85000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 518.00000000 OU Notional Amount USD 0.01000000 0.000000000167 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 OmniAb, Inc. OmniAb, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 518.00000000 USD 0.01000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1208400.00000000 OU Notional Amount -31492891.29000000 -0.52820722627 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Hankyu Hanshin Holdings, Inc. Hankyu Hanshin Holdings, Inc. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 1208400.00000000 JPY -421429.36000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 77284.00000000 OU Notional Amount USD -1843996.24000000 -0.03092799991 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Astrana Health, Inc. Astrana Health, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 77284.00000000 USD 47143.24000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 822600.00000000 OU Notional Amount -14268095.74000000 -0.23930833170 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Sekisui Chemical Co. Ltd. Sekisui Chemical Co. Ltd. Y equity-performance leg 2027-09-09 0.00000000 JPY 0.00000000 JPY 822600.00000000 JPY -100123.46000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 181058.00000000 OU Notional Amount USD -10030613.20000000 -0.16823613708 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Air Lease Corp. Air Lease Corp. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 181058.00000000 USD 554037.48000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 2100.00000000 OU Notional Amount -131889.93000000 -0.00221209330 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Sinfonia Technology Co. Ltd. Sinfonia Technology Co. Ltd. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 2100.00000000 JPY -68.84000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 9300.00000000 OU Notional Amount -245252.41000000 -0.00411343925 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Cybozu, Inc. Cybozu, Inc. Y equity-performance leg 2028-02-15 0.00000000 JPY 0.00000000 JPY 9300.00000000 JPY -114.12000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 42249.00000000 OU Notional Amount 4978288.05000000 0.083497183484 N/A DE FR N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Ipsen SA Ipsen SA Y equity-performance leg 2026-12-10 0.00000000 EUR 0.00000000 EUR 42249.00000000 EUR -284943.21000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 204011.00000000 OU Notional Amount USD -5165558.52000000 -0.08663813407 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Dream Finders Homes, Inc. Dream Finders Homes, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 204011.00000000 USD 689557.18000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 396880.00000000 OU Notional Amount USD -5306285.60000000 -0.08899844643 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Chimera Investment Corp. Chimera Investment Corp. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 396880.00000000 USD 291938.72000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 63242.00000000 OU Notional Amount USD -8714747.60000000 -0.14616608602 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 JBT Marel Corp. JBT Marel Corp. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 63242.00000000 USD -380275.92000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 126770.00000000 OU Notional Amount USD 1514901.50000000 0.025408334599 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Lindblad Expeditions Holdings, Inc. Lindblad Expeditions Holdings, Inc. Y equity-performance leg 2028-04-21 0.00000000 USD 0.00000000 USD 126770.00000000 USD -62117.30000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 230800.00000000 OU Notional Amount -5839547.14000000 -0.09794245212 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Osaka Gas Co. Ltd. Osaka Gas Co. Ltd. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 230800.00000000 JPY -30375.78000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1237.00000000 OU Notional Amount 128266.26000000 0.002151316142 N/A DE DE N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Sixt SE Sixt SE Y equity-performance leg 2026-06-25 0.00000000 EUR 0.00000000 EUR 1237.00000000 EUR -12736.98000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 134625.00000000 OU Notional Amount -2782675.77000000 -0.04667178496 N/A DE IT N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Iveco Group NV Iveco Group NV Y equity-performance leg 2027-01-04 0.00000000 EUR 0.00000000 EUR 134625.00000000 EUR 56546.11000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 401254.00000000 OU Notional Amount -5424245.29000000 -0.09097689802 N/A DE GB N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Mondi PLC Mondi PLC Y equity-performance leg 2026-08-17 0.00000000 GBP 0.00000000 GBP 401254.00000000 GBP 806879.08000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 302701.00000000 OU Notional Amount USD 31650416.56000000 0.530849282386 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Enova International, Inc. Enova International, Inc. 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Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 565300.00000000 JPY -384520.49000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 273794.00000000 OU Notional Amount 2088166.36000000 0.035023286711 N/A DE AU N 2 UBS AG BFM8T61CT2L1QCEMIK50 Flight Centre Travel Group Ltd. Flight Centre Travel Group Ltd. Y equity-performance leg 2028-04-03 0.00000000 AUD 0.00000000 AUD 273794.00000000 AUD -288846.69000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 8800.00000000 OU Notional Amount -1110231.60000000 -0.01862110241 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Hoya Corp. Hoya Corp. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 8800.00000000 JPY -32915.40000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 17480.00000000 OU Notional Amount -1336953.20000000 -0.02242373794 N/A DE BE N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Melexis NV Melexis NV Y equity-performance leg 2027-01-04 0.00000000 EUR 0.00000000 EUR 17480.00000000 EUR 160658.10000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 82700.00000000 OU Notional Amount 2126541.41000000 0.035666923350 N/A DE JP N 2 BNP Paribas 549300FWX3HQBUJIR891 Glory Ltd. Glory Ltd. Y equity-performance leg 2027-03-24 0.00000000 JPY 0.00000000 JPY 82700.00000000 JPY 52808.78000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1600.00000000 OU Notional Amount -53603.84000000 -0.00089905799 N/A DE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 Max Co. Ltd. Max Co. Ltd. Y equity-performance leg 2028-04-03 0.00000000 JPY 0.00000000 JPY 1600.00000000 JPY -713.33000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 12108.00000000 OU Notional Amount -2094492.75000000 -0.03512939462 N/A DE AU N 2 BNP Paribas 549300FWX3HQBUJIR891 CSL Ltd. CSL Ltd. Y equity-performance leg 2027-03-22 0.00000000 AUD 0.00000000 AUD 12108.00000000 AUD 15679.13000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 3106706.00000000 OU Notional Amount 13325307.55000000 0.223495635107 N/A DE GB N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Rotork PLC Rotork PLC Y equity-performance leg 2025-12-08 0.00000000 GBP 0.00000000 GBP 3106706.00000000 GBP -120595.16000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 148187.00000000 OU Notional Amount -6138497.46000000 -0.10295652714 N/A DE ES N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Indra Sistemas SA Indra Sistemas SA Y equity-performance leg 2027-01-04 0.00000000 EUR 0.00000000 EUR 148187.00000000 EUR 549120.93000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 2091097.00000000 OU Notional Amount 2346034.85000000 0.039348326244 N/A DE AU N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Perenti Ltd. Perenti Ltd. Y equity-performance leg 2028-02-15 0.00000000 AUD 0.00000000 AUD 2091097.00000000 AUD -57861.84000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1683.00000000 OU Notional Amount USD 67841.73000000 0.001137859706 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Allient, Inc. Allient, Inc. Y equity-performance leg 2026-08-19 0.00000000 USD 0.00000000 USD 1683.00000000 USD 1699.83000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 145264.00000000 OU Notional Amount USD -2860248.16000000 -0.04797284990 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Levi Strauss & Co. Levi Strauss & Co. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 145264.00000000 USD 183032.64000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1667266.00000000 OU Notional Amount -9881869.96000000 -0.16574137553 N/A DE NO N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Norsk Hydro ASA Norsk Hydro ASA Y equity-performance leg 2027-01-06 0.00000000 NOK 0.00000000 NOK 1667266.00000000 NOK 648377.54000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 316945.00000000 OU Notional Amount USD -25279533.20000000 -0.42399511655 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Bunge Global SA Bunge Global SA Y equity-performance leg 2027-01-06 0.00000000 USD 0.00000000 USD 316945.00000000 USD -1293135.60000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 62916.00000000 OU Notional Amount 6877350.87000000 0.115348774861 N/A DE CA N 2 UBS AG BFM8T61CT2L1QCEMIK50 Stantec, Inc. Stantec, Inc. Y equity-performance leg 2028-04-18 0.00000000 CAD 0.00000000 CAD 62916.00000000 CAD -114589.37000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 34348.00000000 OU Notional Amount USD 6616798.72000000 0.110978724262 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 AutoNation, Inc. AutoNation, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 34348.00000000 USD -611050.92000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 321400.00000000 OU Notional Amount -4165073.44000000 -0.06985772975 N/A DE SG N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Oversea-Chinese Banking Corp. Ltd. Oversea-Chinese Banking Corp. Ltd. Y equity-performance leg 2025-12-08 0.00000000 SGD 0.00000000 SGD 321400.00000000 SGD 32014.71000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 633400.00000000 OU Notional Amount 7142170.94000000 0.119790408160 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Amada Co. Ltd. Amada Co. Ltd. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 633400.00000000 JPY 298340.11000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 452580.00000000 OU Notional Amount 10917096.32000000 0.183104469928 N/A DE DK N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Tryg AS Tryg AS Y equity-performance leg 2027-01-04 0.00000000 DKK 0.00000000 DKK 452580.00000000 DKK -337229.20000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 22642.00000000 OU Notional Amount -1666178.61000000 -0.02794559489 N/A DE BE N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Aedifica SA Aedifica SA Y equity-performance leg 2026-12-10 0.00000000 EUR 0.00000000 EUR 22642.00000000 EUR 71454.65000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 13396.00000000 OU Notional Amount 2750929.86000000 0.046139334037 N/A DE AU N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Pro Medicus Ltd. Pro Medicus Ltd. Y equity-performance leg 2026-08-19 0.00000000 AUD 0.00000000 AUD 13396.00000000 AUD -83019.45000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 18100.00000000 OU Notional Amount 243534.94000000 0.004084633385 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Fuji Co. Ltd. Fuji Co. Ltd. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 18100.00000000 JPY -2287.83000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 241600.00000000 OU Notional Amount 3183723.90000000 0.053398271849 N/A DE JP N 2 BNP Paribas 549300FWX3HQBUJIR891 Kirin Holdings Co. Ltd. Kirin Holdings Co. Ltd. Y equity-performance leg 2027-03-24 0.00000000 JPY 0.00000000 JPY 241600.00000000 JPY -70201.15000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 180434.00000000 OU Notional Amount USD -6629145.16000000 -0.11118580206 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Tetra Tech, Inc. Tetra Tech, Inc. Y equity-performance leg 2028-04-18 0.00000000 USD 0.00000000 USD 180434.00000000 USD -14434.72000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 306695.00000000 OU Notional Amount 4665156.48000000 0.078245256738 N/A DE FR N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Orange SA Orange SA Y equity-performance leg 2026-12-10 0.00000000 EUR 0.00000000 EUR 306695.00000000 EUR -121379.06000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 803187.00000000 OU Notional Amount -1483579.16000000 -0.02488298790 N/A DE AU N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 Sigma Healthcare Ltd. Sigma Healthcare Ltd. Y equity-performance leg 2026-02-10 0.00000000 AUD 0.00000000 AUD 803187.00000000 AUD 83778.64000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 140217.00000000 OU Notional Amount -2967780.45000000 -0.04977641034 N/A DE SE N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Sagax AB Sagax AB Y equity-performance leg 2025-12-08 0.00000000 SEK 0.00000000 SEK 140217.00000000 SEK 168272.42000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 14506.00000000 OU Notional Amount -1590012.62000000 -0.02666811846 N/A DE NL N 2 BNP Paribas 549300FWX3HQBUJIR891 IMCD NV IMCD NV Y equity-performance leg 2027-03-24 0.00000000 EUR 0.00000000 EUR 14506.00000000 EUR 277370.23000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 8345.00000000 OU Notional Amount -1443553.19000000 -0.02421166159 N/A DE AU N 2 BNP Paribas 549300FWX3HQBUJIR891 CSL Ltd. CSL Ltd. Y equity-performance leg 2026-09-07 0.00000000 AUD 0.00000000 AUD 8345.00000000 AUD 20597.55000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 158652.00000000 OU Notional Amount USD -12631872.24000000 -0.21186515195 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Acushnet Holdings Corp. Acushnet Holdings Corp. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 158652.00000000 USD 456917.76000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 775500.00000000 OU Notional Amount 11542602.10000000 0.193595620773 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Murata Manufacturing Co. Ltd. Murata Manufacturing Co. Ltd. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 775500.00000000 JPY 321758.55000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 62100.00000000 OU Notional Amount 2145039.11000000 0.035977171740 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 77 Bank Ltd. 77 Bank Ltd. Y equity-performance leg 2028-02-15 0.00000000 JPY 0.00000000 JPY 62100.00000000 JPY 8220.05000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 35100.00000000 OU Notional Amount USD 1905977.56000000 0.031967567253 N/A DE SG N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Jardine Matheson Holdings Ltd. Jardine Matheson Holdings Ltd. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 35100.00000000 USD 100082.56000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 270577.00000000 OU Notional Amount USD 13028282.55000000 0.218513852078 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Tutor Perini Corp. Tutor Perini Corp. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 270577.00000000 USD 49340.14000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 7800.00000000 OU Notional Amount -196817.20000000 -0.00330107090 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Godo Steel Ltd. Godo Steel Ltd. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 7800.00000000 JPY 3817.33000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 95366.00000000 OU Notional Amount -694345.79000000 -0.01164575397 N/A DE IE N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Dalata Hotel Group PLC Dalata Hotel Group PLC Y equity-performance leg 2026-08-19 0.00000000 EUR 0.00000000 EUR 95366.00000000 EUR 10393.12000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 104597.00000000 OU Notional Amount 7449608.10000000 0.124946826732 N/A DE AU N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 JB Hi-Fi Ltd. JB Hi-Fi Ltd. Y equity-performance leg 2027-01-07 0.00000000 AUD 0.00000000 AUD 104597.00000000 AUD 213215.58000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 205.00000000 OU Notional Amount -89893.99000000 -0.00150772613 N/A DE IT N 2 BNP Paribas 549300FWX3HQBUJIR891 Ferrari NV Ferrari NV Y equity-performance leg 2027-03-22 0.00000000 EUR 0.00000000 EUR 205.00000000 EUR 16031.70000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 2639512.00000000 OU Notional Amount -3532258.61000000 -0.05924398956 N/A DE AU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Viva Energy Group Ltd. Viva Energy Group Ltd. Y equity-performance leg 2027-05-12 0.00000000 AUD 0.00000000 AUD 2639512.00000000 AUD 387460.93000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 239013.00000000 OU Notional Amount 2352011.31000000 0.039448565035 N/A DE IT N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 BPER Banca SpA BPER Banca SpA Y equity-performance leg 2026-08-17 0.00000000 EUR 0.00000000 EUR 239013.00000000 EUR 200879.43000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 123710.00000000 OU Notional Amount 1846724.36000000 0.030973756677 N/A DE GB N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 United Utilities Group PLC United Utilities Group PLC Y equity-performance leg 2026-08-17 0.00000000 GBP 0.00000000 GBP 123710.00000000 GBP -107030.24000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 45900.00000000 OU Notional Amount -6231324.99000000 -0.10451345539 N/A DE JP N 2 BNP Paribas 549300FWX3HQBUJIR891 Konami Group Corp. Konami Group Corp. Y equity-performance leg 2027-03-24 0.00000000 JPY 0.00000000 JPY 45900.00000000 JPY -116669.79000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1375.00000000 OU Notional Amount USD 603597.50000000 0.010123699292 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Motorola Solutions, Inc. Motorola Solutions, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 1375.00000000 USD 29727.50000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 496600.00000000 OU Notional Amount 14566101.57000000 0.244306565474 N/A DE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Mizuho Financial Group, Inc. Mizuho Financial Group, Inc. Y equity-performance leg 2027-01-06 0.00000000 JPY 0.00000000 JPY 496600.00000000 JPY 396407.58000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 152500.00000000 OU Notional Amount -1854865.62000000 -0.03111030407 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Renesas Electronics Corp. Renesas Electronics Corp. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 152500.00000000 JPY 98079.46000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 34259.00000000 OU Notional Amount USD 3927109.17000000 0.065866529143 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Jazz Pharmaceuticals PLC Jazz Pharmaceuticals PLC Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 34259.00000000 USD 188424.50000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 11759.00000000 OU Notional Amount 751621.93000000 0.012606404765 N/A DE GB N 2 BNP Paribas 549300FWX3HQBUJIR891 TBC Bank Group PLC TBC Bank Group PLC Y equity-performance leg 2027-03-17 0.00000000 GBP 0.00000000 GBP 11759.00000000 GBP -14129.59000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 631800.00000000 OU Notional Amount -6296426.61000000 -0.10560535723 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 West Holdings Corp. West Holdings Corp. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 631800.00000000 JPY 79121.44000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 383000.00000000 OU Notional Amount 22723818.16000000 0.381129977877 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Recruit Holdings Co. Ltd. Recruit Holdings Co. Ltd. Y equity-performance leg 2027-09-09 0.00000000 JPY 0.00000000 JPY 383000.00000000 JPY 1644286.61000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1300.00000000 OU Notional Amount -110167.77000000 -0.00184776341 N/A DE JP N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 Shochiku Co. Ltd. Shochiku Co. Ltd. Y equity-performance leg 2026-02-10 0.00000000 JPY 0.00000000 JPY 1300.00000000 JPY 6885.44000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 37687.00000000 OU Notional Amount USD -19761932.19000000 -0.33145243133 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Deere & Co. Deere & Co. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 37687.00000000 USD -582641.02000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 86444.00000000 OU Notional Amount 821642.23000000 0.013780804032 N/A DE CA N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Mullen Group Ltd. Mullen Group Ltd. Y equity-performance leg 2025-12-08 0.00000000 CAD 0.00000000 CAD 86444.00000000 CAD -23425.34000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 59037.00000000 OU Notional Amount USD 16428816.36000000 0.275548517936 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 CME Group, Inc. CME Group, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 59037.00000000 USD 166079.55000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 88846.00000000 OU Notional Amount 13533994.78000000 0.226995793346 N/A DE AU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 REA Group Ltd. REA Group Ltd. Y equity-performance leg 2027-09-09 0.00000000 AUD 0.00000000 AUD 88846.00000000 AUD -334446.09000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 138508.00000000 OU Notional Amount USD -4052744.08000000 -0.06797371157 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Warner Music Group Corp. Warner Music Group Corp. Y equity-performance leg 2027-01-06 0.00000000 USD 0.00000000 USD 138508.00000000 USD 279070.37000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 152537.00000000 OU Notional Amount USD -2045521.17000000 -0.03430803013 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 PureCycle Technologies, Inc. PureCycle Technologies, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 152537.00000000 USD 175417.55000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 125900.00000000 OU Notional Amount -1909830.94000000 -0.03203219717 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Aoyama Trading Co. Ltd. Aoyama Trading Co. Ltd. Y equity-performance leg 2028-02-15 0.00000000 JPY 0.00000000 JPY 125900.00000000 JPY 1653.39000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 6381.00000000 OU Notional Amount -4999199.29000000 -0.08384791241 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Nippon Accommodations Fund, Inc. Nippon Accommodations Fund, Inc. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 6381.00000000 JPY 98983.09000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 5400.00000000 OU Notional Amount -663961.07000000 -0.01113613329 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Daikin Industries Ltd. Daikin Industries Ltd. Y equity-performance leg 2028-02-15 0.00000000 JPY 0.00000000 JPY 5400.00000000 JPY 3171.37000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 490995.00000000 OU Notional Amount 2569077.48000000 0.043089257105 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 CES Energy Solutions Corp. CES Energy Solutions Corp. Y equity-performance leg 2027-01-04 0.00000000 CAD 0.00000000 CAD 490995.00000000 CAD -108847.40000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 80308.00000000 OU Notional Amount -11107295.42000000 -0.18629454028 N/A DE CH N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Swiss Prime Site AG Swiss Prime Site AG Y equity-performance leg 2027-01-04 0.00000000 CHF 0.00000000 CHF 80308.00000000 CHF 780051.92000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1912800.00000000 OU Notional Amount 13308791.48000000 0.223218623148 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Asahi Kasei Corp. Asahi Kasei Corp. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 1912800.00000000 JPY 186146.92000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1105193.00000000 OU Notional Amount 9408973.38000000 0.157809827156 N/A DE IT N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Banca Monte dei Paschi di Siena SpA Banca Monte dei Paschi di Siena SpA Y equity-performance leg 2027-01-04 0.00000000 EUR 0.00000000 EUR 1105193.00000000 EUR 328519.00000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 481445.00000000 OU Notional Amount 1943492.04000000 0.032596770181 N/A DE GB N 2 BNP Paribas 549300FWX3HQBUJIR891 TP ICAP Group PLC TP ICAP Group PLC Y equity-performance leg 2027-03-17 0.00000000 GBP 0.00000000 GBP 481445.00000000 GBP -5933.69000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 95172.00000000 OU Notional Amount 3199509.64000000 0.053663034518 N/A DE SE N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 AddTech AB AddTech AB Y equity-performance leg 2026-08-17 0.00000000 SEK 0.00000000 SEK 95172.00000000 SEK -104903.73000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 14912.00000000 OU Notional Amount -540554.15000000 -0.00906631930 N/A DE DE N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 SUSS MicroTec SE SUSS MicroTec SE Y equity-performance leg 2025-12-08 0.00000000 EUR 0.00000000 EUR 14912.00000000 EUR 187669.74000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 16300.00000000 OU Notional Amount -282725.46000000 -0.00474194730 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Sekisui Chemical Co. Ltd. Sekisui Chemical Co. Ltd. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 16300.00000000 JPY 2781.66000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1081.00000000 OU Notional Amount 1294131.00000000 0.021705512512 N/A DE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Fukuoka REIT Corp. Fukuoka REIT Corp. Y equity-performance leg 2027-01-06 0.00000000 JPY 0.00000000 JPY 1081.00000000 JPY -8394.16000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1232500.00000000 OU Notional Amount -14263794.62000000 -0.23923619216 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 JFE Holdings, Inc. JFE Holdings, Inc. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 1232500.00000000 JPY 458760.29000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 214957.00000000 OU Notional Amount USD -1745450.84000000 -0.02927517001 N/A DE US N 2 BNP Paribas 549300FWX3HQBUJIR891 Fluence Energy, Inc. Fluence Energy, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 214957.00000000 USD 86338.36000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 534200.00000000 OU Notional Amount -301333.40000000 -0.00505404467 N/A DE SG N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Genting Singapore Ltd. Genting Singapore Ltd. Y equity-performance leg 2027-02-22 0.00000000 SGD 0.00000000 SGD 534200.00000000 SGD 7923.79000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 3941.00000000 OU Notional Amount USD 1034867.19000000 0.017357070297 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Nova Ltd. Nova Ltd. Y equity-performance leg 2026-08-19 0.00000000 USD 0.00000000 USD 3941.00000000 USD -91904.12000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 8600.00000000 OU Notional Amount -370794.00000000 -0.00621905649 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Tokyo Kiraboshi Financial Group, Inc. Tokyo Kiraboshi Financial Group, Inc. Y equity-performance leg 2028-02-15 0.00000000 JPY 0.00000000 JPY 8600.00000000 JPY 10201.15000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 152720.00000000 OU Notional Amount -2815954.84000000 -0.04722995045 N/A DE GB N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Fresnillo PLC Fresnillo PLC Y equity-performance leg 2028-02-15 0.00000000 GBP 0.00000000 GBP 152720.00000000 GBP 135739.59000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 7623.00000000 OU Notional Amount 5199695.49000000 0.087210688499 N/A DE CH N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Zurich Insurance Group AG Zurich Insurance Group AG Y equity-performance leg 2026-11-09 0.00000000 CHF 0.00000000 CHF 7623.00000000 CHF -142993.89000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 57260.00000000 OU Notional Amount -751509.61000000 -0.01260452090 N/A DE FR N 2 UBS AG BFM8T61CT2L1QCEMIK50 Air France-KLM Air France-KLM Y equity-performance leg 2029-09-03 0.00000000 EUR 0.00000000 EUR 57260.00000000 EUR -17273.98000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 123514.00000000 OU Notional Amount USD -6160878.32000000 -0.10333190493 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Matador Resources Co. Matador Resources Co. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 123514.00000000 USD 261645.35000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 330629.00000000 OU Notional Amount -1294860.41000000 -0.02171774637 N/A DE AU N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Paladin Energy Ltd. Paladin Energy Ltd. Y equity-performance leg 2028-02-15 0.00000000 AUD 0.00000000 AUD 330629.00000000 AUD 361475.57000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 230359.00000000 OU Notional Amount USD 1361421.69000000 0.022834130027 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Patterson-UTI Energy, Inc. Patterson-UTI Energy, Inc. Y equity-performance leg 2028-04-21 0.00000000 USD 0.00000000 USD 230359.00000000 USD 5203.83000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 823446.00000000 OU Notional Amount 29533629.96000000 0.495345969327 N/A DE XX N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Deutsche Telekom AG Deutsche Telekom AG Y equity-performance leg 2026-08-19 0.00000000 EUR 0.00000000 EUR 823446.00000000 EUR 674641.61000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 1354.00000000 NC USD 1753430.00000000 0.029408998628 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Russell 2000 Index RUTW Index 100.00000000 2335.00000000 USD 2025-08-29 XXXX -1755409.61000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 2084212.00000000 OU Notional Amount -10263596.92000000 -0.17214380257 N/A DE GB N 2 UBS AG BFM8T61CT2L1QCEMIK50 Barratt Redrow PLC Barratt Redrow PLC Y equity-performance leg 2028-04-18 0.00000000 GBP 0.00000000 GBP 2084212.00000000 GBP 262402.25000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 3169074.00000000 OU Notional Amount 12915071.19000000 0.216615040759 N/A DE FI N 2 UBS AG BFM8T61CT2L1QCEMIK50 Nokia OYJ Nokia OYJ Y equity-performance leg 2029-09-03 0.00000000 EUR 0.00000000 EUR 3169074.00000000 EUR -1288688.54000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 167809.00000000 OU Notional Amount 2552553.01000000 0.042812104259 N/A DE XX N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 Orange SA Orange SA Y equity-performance leg 2026-02-10 0.00000000 EUR 0.00000000 EUR 167809.00000000 EUR -15767.41000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1500.00000000 OU Notional Amount -25389.39000000 -0.00042583766 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Osaka Steel Co. Ltd. Osaka Steel Co. Ltd. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 1500.00000000 JPY 3592.46000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 34900.00000000 OU Notional Amount -353892.89000000 -0.00593558654 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Appier Group, Inc. Appier Group, Inc. Y equity-performance leg 2028-02-15 0.00000000 JPY 0.00000000 JPY 34900.00000000 JPY -5959.67000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 90032.00000000 OU Notional Amount -909676.67000000 -0.01525734129 N/A DE CA N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Minto Apartment Real Estate Investment Trust Minto Apartment Real Estate Investment Trust Y equity-performance leg 2025-12-23 0.00000000 CAD 0.00000000 CAD 90032.00000000 CAD 69759.25000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 338700.00000000 OU Notional Amount 9428375.15000000 0.158135238851 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 FANUC Corp. FANUC Corp. Y equity-performance leg 2027-09-09 0.00000000 JPY 0.00000000 JPY 338700.00000000 JPY 556783.08000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 5.00000000 OU Notional Amount USD -707.90000000 -0.00001187308 N/A DE US N 2 BNP Paribas 549300FWX3HQBUJIR891 Willis Lease Finance Corp. Willis Lease Finance Corp. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 5.00000000 USD -28.20000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1587.00000000 OU Notional Amount USD 8734943.22000000 0.146504812384 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Booking Holdings, Inc. Booking Holdings, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 1587.00000000 USD -348053.64000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 22715.00000000 OU Notional Amount 3425446.92000000 0.057452515226 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Colliers International Group, Inc. Colliers International Group, Inc. Y equity-performance leg 2027-01-04 0.00000000 CAD 0.00000000 CAD 22715.00000000 CAD 242892.51000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 633654.00000000 OU Notional Amount 18068468.20000000 0.303049198724 N/A DE CA N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 CAE, Inc. CAE, Inc. Y equity-performance leg 2025-10-20 0.00000000 CAD 0.00000000 CAD 633654.00000000 CAD -173105.17000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 291381.00000000 OU Notional Amount 5320060.43000000 0.089229481582 N/A DE DK N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Vestas Wind Systems AS Vestas Wind Systems AS Y equity-performance leg 2027-01-04 0.00000000 DKK 0.00000000 DKK 291381.00000000 DKK -141426.61000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 19440.00000000 OU Notional Amount USD 481334.40000000 0.008073069760 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Kennametal, Inc. Kennametal, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 19440.00000000 USD -1226.04000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 27383.00000000 OU Notional Amount USD 1322325.07000000 0.022178391022 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 H2O America H2O America Y equity-performance leg 2027-02-08 0.00000000 USD 0.00000000 USD 27383.00000000 USD -73112.61000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 105449.00000000 OU Notional Amount USD -10017655.00000000 -0.16801879867 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 LCI Industries LCI Industries Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 105449.00000000 USD 497718.56000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 874600.00000000 OU Notional Amount 10324099.08000000 0.173158561041 N/A DE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Kyocera Corp. Kyocera Corp. Y equity-performance leg 2027-01-06 0.00000000 JPY 0.00000000 JPY 874600.00000000 JPY 592588.23000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 506957.00000000 OU Notional Amount USD -2088662.84000000 -0.03503161380 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Medical Properties Trust, Inc. Medical Properties Trust, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 506957.00000000 USD 55765.27000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 4947.00000000 OU Notional Amount -485190.31000000 -0.00813774211 N/A DE XX N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Vossloh AG Vossloh AG Y equity-performance leg 2026-12-10 0.00000000 EUR 0.00000000 EUR 4947.00000000 EUR 19666.96000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 151400.00000000 OU Notional Amount 5469820.13000000 0.091741291470 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Canon Marketing Japan, Inc. Canon Marketing Japan, Inc. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 151400.00000000 JPY 56512.08000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 120800.00000000 OU Notional Amount -1195903.18000000 -0.02005800914 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 eGuarantee, Inc. eGuarantee, Inc. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 120800.00000000 JPY 4939.19000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 99609.00000000 OU Notional Amount 2073989.35000000 0.034785506093 N/A DE CA N 2 UBS AG BFM8T61CT2L1QCEMIK50 Bird Construction, Inc. Bird Construction, Inc. Y equity-performance leg 2028-04-21 0.00000000 CAD 0.00000000 CAD 99609.00000000 CAD -89135.59000000 N N N United States Treasury 254900HROIFWPRGM1V77 912797RP4 5200000.00000000 PA USD 5133302.62000000 0.086097129462 Long STIV UST US N 2 2025-11-18 None 0.00000000 N N N N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 15984.00000000 OU Notional Amount USD 747092.16000000 0.012530430247 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 KBR, Inc. KBR, Inc. Y equity-performance leg 2027-02-05 0.00000000 USD 0.00000000 USD 15984.00000000 USD -4907.57000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 5011600.00000000 OU Notional Amount -10673716.02000000 -0.17902243020 N/A DE SG N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 CapitaLand Investment Ltd. CapitaLand Investment Ltd. Y equity-performance leg 2026-08-19 0.00000000 SGD 0.00000000 SGD 5011600.00000000 SGD 8340.77000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC N/A 46.02000000 0.000000771859 N/A DFE CH N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 16182.20000000 EUR 15000.00000000 CHF 2025-09-17 46.02000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 511405.00000000 OU Notional Amount USD 46246354.15000000 0.775656265597 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Entergy Corp. Entergy Corp. Y equity-performance leg 2027-02-05 0.00000000 USD 0.00000000 USD 511405.00000000 USD 971669.50000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 5156.00000000 OU Notional Amount -741022.04000000 -0.01242862056 N/A DE FR N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 Nexans SA Nexans SA Y equity-performance leg 2026-02-10 0.00000000 EUR 0.00000000 EUR 5156.00000000 EUR -99081.94000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 23543.00000000 OU Notional Amount -3667032.16000000 -0.06150444771 N/A DE NL N 2 UBS AG BFM8T61CT2L1QCEMIK50 Wolters Kluwer NV Wolters Kluwer NV Y equity-performance leg 2028-04-18 0.00000000 EUR 0.00000000 EUR 23543.00000000 EUR 79668.55000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 10524.00000000 OU Notional Amount USD -2266869.60000000 -0.03802054542 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Centrus Energy Corp. Centrus Energy Corp. Y equity-performance leg 2028-04-21 0.00000000 USD 0.00000000 USD 10524.00000000 USD 42251.73000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 5600.00000000 OU Notional Amount -212560.66000000 -0.00356512444 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Kato Sangyo Co. Ltd. Kato Sangyo Co. Ltd. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 5600.00000000 JPY -624.52000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 15462.00000000 OU Notional Amount USD 234249.30000000 0.003928892138 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Castle Biosciences, Inc. Castle Biosciences, Inc. Y equity-performance leg 2026-08-19 0.00000000 USD 0.00000000 USD 15462.00000000 USD -57518.64000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 49380.00000000 OU Notional Amount USD 7053439.20000000 0.118302175599 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 DR Horton, Inc. DR Horton, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 49380.00000000 USD -526390.80000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 302575.00000000 OU Notional Amount USD 2302595.75000000 0.038619753999 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Udemy, Inc. Udemy, Inc. Y equity-performance leg 2027-02-08 0.00000000 USD 0.00000000 USD 302575.00000000 USD 146016.64000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 872742.00000000 OU Notional Amount -11071759.16000000 -0.18569851659 N/A DE GB N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Prudential PLC Prudential PLC Y equity-performance leg 2027-01-04 0.00000000 GBP 0.00000000 GBP 872742.00000000 GBP -229422.01000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 53556.00000000 OU Notional Amount 875077.83000000 0.014677040259 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Northland Power, Inc. Northland Power, Inc. Y equity-performance leg 2027-01-04 0.00000000 CAD 0.00000000 CAD 53556.00000000 CAD -43339.96000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 5239.00000000 OU Notional Amount USD -384752.16000000 -0.00645316650 N/A DE US N 2 BNP Paribas 549300FWX3HQBUJIR891 Xcel Energy, Inc. Xcel Energy, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 5239.00000000 USD -5514.05000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 145124.00000000 OU Notional Amount 483232.07000000 0.008104897990 N/A DE AU N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Ventia Services Group Pty. Ltd. Ventia Services Group Pty. Ltd. Y equity-performance leg 2028-02-15 0.00000000 AUD 0.00000000 AUD 145124.00000000 AUD -9326.77000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 3621.00000000 OU Notional Amount USD -256330.59000000 -0.00429924546 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 A.O. Smith Corp. A.O. Smith Corp. Y equity-performance leg 2027-01-06 0.00000000 USD 0.00000000 USD 3621.00000000 USD 4589.62000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 24155.00000000 OU Notional Amount 4616716.75000000 0.077432812584 N/A DE DE N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 adidas AG adidas AG Y equity-performance leg 2027-01-06 0.00000000 EUR 0.00000000 EUR 24155.00000000 EUR -1022717.50000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 33500.00000000 OU Notional Amount -1185683.17000000 -0.01988659639 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Nippon Sanso Holdings Corp. Nippon Sanso Holdings Corp. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 33500.00000000 JPY 104729.52000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 47812.00000000 OU Notional Amount -5240706.15000000 -0.08789853029 N/A DE NL N 2 BNP Paribas 549300FWX3HQBUJIR891 IMCD NV IMCD NV Y equity-performance leg 2026-08-17 0.00000000 EUR 0.00000000 EUR 47812.00000000 EUR 922764.31000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 39039.00000000 OU Notional Amount -3816647.78000000 -0.06401384105 N/A DE IT N 2 UBS AG BFM8T61CT2L1QCEMIK50 DiaSorin SpA DiaSorin SpA Y equity-performance leg 2029-09-03 0.00000000 EUR 0.00000000 EUR 39039.00000000 EUR 267032.10000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 13678.00000000 OU Notional Amount USD 7460801.88000000 0.125134571815 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Regeneron Pharmaceuticals, Inc. Regeneron Pharmaceuticals, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 13678.00000000 USD -35119.83000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 78996.00000000 OU Notional Amount -3853198.50000000 -0.06462687954 N/A DE SE N 2 BNP Paribas 549300FWX3HQBUJIR891 L E Lundbergforetagen AB L E Lundbergforetagen AB Y equity-performance leg 2026-08-17 0.00000000 SEK 0.00000000 SEK 78996.00000000 SEK 62475.37000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 166351.00000000 OU Notional Amount -5576483.82000000 -0.09353028351 N/A DE AT N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Wienerberger AG Wienerberger AG Y equity-performance leg 2028-02-15 0.00000000 EUR 0.00000000 EUR 166351.00000000 EUR 131974.56000000 N N N Palantir Technologies Inc 549300UVN46B3BBDHO85 69608A108 4.00000000 NS USD 633.40000000 0.000010623554 Long EC CORP US N 1 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 142779.00000000 OU Notional Amount USD 973752.78000000 0.016332043008 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Chatham Lodging Trust Chatham Lodging Trust Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 142779.00000000 USD -77100.66000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 17577.00000000 OU Notional Amount -831913.73000000 -0.01395308038 N/A DE CA N 2 BNP Paribas 549300FWX3HQBUJIR891 Exchange Income Corp. Exchange Income Corp. Y equity-performance leg 2026-05-18 0.00000000 CAD 0.00000000 CAD 17577.00000000 CAD 12704.51000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 1366300.00000000 OU Notional Amount -2679898.96000000 -0.04494798471 N/A DE SG N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Yangzijiang Shipbuilding Holdings Ltd. Yangzijiang Shipbuilding Holdings Ltd. Y equity-performance leg 2028-02-15 0.00000000 SGD 0.00000000 SGD 1366300.00000000 SGD -171561.35000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 618789.00000000 OU Notional Amount USD 10166703.27000000 0.170518676267 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Huntington Bancshares, Inc. Huntington Bancshares, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 618789.00000000 USD -80442.57000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 213607.00000000 OU Notional Amount -175590.88000000 -0.00294505737 N/A DE AU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 HomeCo Daily Needs REIT HomeCo Daily Needs REIT Y equity-performance leg 2027-05-12 0.00000000 AUD 0.00000000 AUD 213607.00000000 AUD -1509.28000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 265372.00000000 OU Notional Amount 883599.60000000 0.014819969673 N/A DE AU N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Bega Cheese Ltd. Bega Cheese Ltd. Y equity-performance leg 2026-08-19 0.00000000 AUD 0.00000000 AUD 265372.00000000 AUD 200.10000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 58097.00000000 OU Notional Amount USD 15517708.70000000 0.260267175696 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Accenture PLC Accenture PLC Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 58097.00000000 USD -857098.23000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 369173.00000000 OU Notional Amount USD 14364521.43000000 0.240925609256 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 CubeSmart CubeSmart Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 369173.00000000 USD -1332216.80000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 497981.00000000 OU Notional Amount 3928397.69000000 0.065888140546 N/A DE IE N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 AIB Group PLC AIB Group PLC Y equity-performance leg 2028-02-15 0.00000000 EUR 0.00000000 EUR 497981.00000000 EUR -11567.65000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 255400.00000000 OU Notional Amount 8493257.88000000 0.142451200987 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Nishimatsu Construction Co. Ltd. Nishimatsu Construction Co. Ltd. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 255400.00000000 JPY 73609.66000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 54100.00000000 OU Notional Amount -1239881.99000000 -0.02079563355 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Toyota Tsusho Corp. Toyota Tsusho Corp. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 54100.00000000 JPY -30646.50000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 112492.00000000 OU Notional Amount -2385798.97000000 -0.04001526073 N/A DE NL N 2 BNP Paribas 549300FWX3HQBUJIR891 CTP NV CTP NV Y equity-performance leg 2027-03-24 0.00000000 EUR 0.00000000 EUR 112492.00000000 EUR -21239.88000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 271711.00000000 OU Notional Amount -1551533.25000000 -0.02602273214 N/A DE IT N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Nexi SpA Nexi SpA Y equity-performance leg 2026-08-19 0.00000000 EUR 0.00000000 EUR 271711.00000000 EUR 57307.80000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 48800.00000000 OU Notional Amount -1077079.84000000 -0.01806507219 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Kokusai Electric Corp. Kokusai Electric Corp. Y equity-performance leg 2028-02-15 0.00000000 JPY 0.00000000 JPY 48800.00000000 JPY 22331.01000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1173803.00000000 OU Notional Amount USD 27596108.53000000 0.462849339819 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Progyny, Inc. Progyny, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 1173803.00000000 USD 609945.85000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 33200.00000000 OU Notional Amount -2045633.55000000 -0.03430991500 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Organo Corp. Organo Corp. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 33200.00000000 JPY 85032.84000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 1250376.00000000 OU Notional Amount USD 22581790.56000000 0.378747852846 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Penn Entertainment, Inc. Penn Entertainment, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 1250376.00000000 USD 233406.29000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 18200.00000000 OU Notional Amount 664830.84000000 0.011150721307 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Sumitomo Realty & Development Co. Ltd. Sumitomo Realty & Development Co. Ltd. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 18200.00000000 JPY 3588.39000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 68600.00000000 OU Notional Amount -639400.34000000 -0.01072419413 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Chiba Bank Ltd. Chiba Bank Ltd. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 68600.00000000 JPY -14700.48000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 25321.00000000 OU Notional Amount USD -837365.47000000 -0.01404451843 N/A DE US N 2 BNP Paribas 549300FWX3HQBUJIR891 Cadre Holdings, Inc. Cadre Holdings, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 25321.00000000 USD -28106.31000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 9459.00000000 OU Notional Amount USD -4168486.71000000 -0.06991497803 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Kinsale Capital Group, Inc. Kinsale Capital Group, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 9459.00000000 USD 422628.12000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 617168.00000000 OU Notional Amount USD -11405264.64000000 -0.19129216002 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Blackstone Mortgage Trust, Inc. Blackstone Mortgage Trust, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 617168.00000000 USD 752004.09000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 26418.00000000 OU Notional Amount USD 264708.36000000 0.004439759668 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Liberty Global Ltd. Liberty Global Ltd. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 26418.00000000 USD -264.18000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 52800.00000000 OU Notional Amount -1282379.29000000 -0.02150840967 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Kadokawa Corp. Kadokawa Corp. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 52800.00000000 JPY 71799.40000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 736.00000000 OU Notional Amount -7396.15000000 -0.00012405021 N/A DE NO N 2 BNP Paribas 549300FWX3HQBUJIR891 Hoegh Autoliners ASA Hoegh Autoliners ASA Y equity-performance leg 2027-03-17 0.00000000 NOK 0.00000000 NOK 736.00000000 NOK -271.02000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 151400.00000000 OU Notional Amount 3893087.89000000 0.065295915102 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Glory Ltd. Glory Ltd. Y equity-performance leg 2028-02-15 0.00000000 JPY 0.00000000 JPY 151400.00000000 JPY 112025.86000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 86805.00000000 OU Notional Amount -2733328.02000000 -0.04584411125 N/A DE CH N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Adecco Group AG Adecco Group AG Y equity-performance leg 2025-12-08 0.00000000 CHF 0.00000000 CHF 86805.00000000 CHF 21096.23000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 341300.00000000 OU Notional Amount 4219652.25000000 0.070773140207 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Kuraray Co. Ltd. Kuraray Co. Ltd. Y equity-performance leg 2028-03-15 0.00000000 JPY 0.00000000 JPY 341300.00000000 JPY 3483.45000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 10963.00000000 OU Notional Amount USD 373399.78000000 0.006262761340 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Global Industrial Co. Global Industrial Co. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 10963.00000000 USD 65449.11000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 24473.00000000 OU Notional Amount USD -7779232.51000000 -0.13047537581 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Royal Caribbean Cruises Ltd. Royal Caribbean Cruises Ltd. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 24473.00000000 USD 750586.91000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 3053.00000000 OU Notional Amount USD -498493.84000000 -0.00836087249 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Hawkins, Inc. Hawkins, Inc. Y equity-performance leg 2026-08-19 0.00000000 USD 0.00000000 USD 3053.00000000 USD -17890.58000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 874142.00000000 OU Notional Amount -13373884.93000000 -0.22431038796 N/A DE AU N 2 BNP Paribas 549300FWX3HQBUJIR891 Brambles Ltd. Brambles Ltd. Y equity-performance leg 2026-09-07 0.00000000 AUD 0.00000000 AUD 874142.00000000 AUD 36895.46000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 600198.00000000 OU Notional Amount USD -2460811.80000000 -0.04127339605 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 B&G Foods, Inc. B&G Foods, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 600198.00000000 USD 264087.12000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 257500.00000000 OU Notional Amount 7394337.22000000 0.124019808697 N/A DE JP N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 NEC Corp. NEC Corp. Y equity-performance leg 2026-08-19 0.00000000 JPY 0.00000000 JPY 257500.00000000 JPY 682436.38000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 314700.00000000 OU Notional Amount 6072096.60000000 0.101842834092 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Heiwado Co. Ltd. Heiwado Co. Ltd. Y equity-performance leg 2028-02-15 0.00000000 JPY 0.00000000 JPY 314700.00000000 JPY -37761.99000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 15704.00000000 OU Notional Amount USD 374069.28000000 0.006273990374 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Magnolia Oil & Gas Corp. Magnolia Oil & Gas Corp. Y equity-performance leg 2028-04-18 0.00000000 USD 0.00000000 USD 15704.00000000 USD 10005.54000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 7900.00000000 OU Notional Amount -220763.12000000 -0.00370269830 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Seibu Holdings, Inc. Seibu Holdings, Inc. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 7900.00000000 JPY 5583.18000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 163765.00000000 OU Notional Amount USD 15516733.75000000 0.260250823573 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Onto Innovation, Inc. Onto Innovation, Inc. Y equity-performance leg 2028-04-18 0.00000000 USD 0.00000000 USD 163765.00000000 USD -808999.10000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1034372.00000000 OU Notional Amount 1351363.50000000 0.022665431365 N/A DE AU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 GQG Partners, Inc. GQG Partners, Inc. Y equity-performance leg 2027-05-12 0.00000000 AUD 0.00000000 AUD 1034372.00000000 AUD -153520.72000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 313900.00000000 OU Notional Amount -745797.10000000 -0.01250870915 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Chiyoda Corp. Chiyoda Corp. Y equity-performance leg 2028-02-15 0.00000000 JPY 0.00000000 JPY 313900.00000000 JPY -52013.89000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 738.00000000 OU Notional Amount -13312.88000000 -0.00022328719 N/A DE DE N 2 BNP Paribas 549300FWX3HQBUJIR891 SAF-Holland SE SAF-Holland SE Y equity-performance leg 2027-03-24 0.00000000 EUR 0.00000000 EUR 738.00000000 EUR 1451.66000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 47500.00000000 OU Notional Amount -747572.64000000 -0.01253848898 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Minebea Mitsumi, Inc. Minebea Mitsumi, Inc. Y equity-performance leg 2028-02-15 0.00000000 JPY 0.00000000 JPY 47500.00000000 JPY -43951.67000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1804.00000000 OU Notional Amount -141124.51000000 -0.00236697816 N/A DE CH N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Georg Fischer AG Georg Fischer AG Y equity-performance leg 2026-08-19 0.00000000 CHF 0.00000000 CHF 1804.00000000 CHF 3388.92000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 96147.00000000 OU Notional Amount USD 3548785.77000000 0.059521187526 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Robert Half, Inc. Robert Half, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 96147.00000000 USD -553806.72000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 16800.00000000 OU Notional Amount -575278.58000000 -0.00964872676 N/A DE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 Hoshizaki Corp. Hoshizaki Corp. Y equity-performance leg 2028-04-18 0.00000000 JPY 0.00000000 JPY 16800.00000000 JPY 12278.44000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 626100.00000000 OU Notional Amount 10835046.07000000 0.181728301110 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Electric Power Development Co. Ltd. Electric Power Development Co. Ltd. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 626100.00000000 JPY -166547.38000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 31626.00000000 OU Notional Amount USD -505383.48000000 -0.00847642738 N/A DE US N 2 BNP Paribas 549300FWX3HQBUJIR891 Meridianlink, Inc. Meridianlink, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 31626.00000000 USD -316.26000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 164253.00000000 OU Notional Amount USD 8925508.02000000 0.149701016363 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 H&R Block, Inc. H&R Block, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 164253.00000000 USD -178013.47000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 50845.00000000 OU Notional Amount USD -7959276.30000000 -0.13349511859 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 VSE Corp. VSE Corp. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 50845.00000000 USD -1584838.65000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 4140.00000000 OU Notional Amount -316646.81000000 -0.00531088529 N/A DE BE N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Melexis NV Melexis NV Y equity-performance leg 2025-12-08 0.00000000 EUR 0.00000000 EUR 4140.00000000 EUR 39602.05000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 69815.00000000 OU Notional Amount USD 2204059.55000000 0.036967078402 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Avient Corp. Avient Corp. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 69815.00000000 USD -152894.85000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 11892.00000000 OU Notional Amount -210768.14000000 -0.00353505982 N/A DE SE N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Cibus Nordic Real Estate AB publ Cibus Nordic Real Estate AB publ Y equity-performance leg 2026-08-19 0.00000000 SEK 0.00000000 SEK 11892.00000000 SEK 13917.14000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 26379.00000000 OU Notional Amount 865190.78000000 0.014511212003 N/A DE IT N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 De' Longhi SpA De' Longhi SpA Y equity-performance leg 2028-02-15 0.00000000 EUR 0.00000000 EUR 26379.00000000 EUR -46144.69000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 6777.00000000 OU Notional Amount USD -481370.31000000 -0.00807367205 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 International Flavors & Fragrances, Inc. International Flavors & Fragrances, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 6777.00000000 USD 14244.29000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 12559300.00000000 OU Notional Amount 18146126.63000000 0.304351706757 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 SoftBank Corp. SoftBank Corp. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 12559300.00000000 JPY -299504.64000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1801197.00000000 OU Notional Amount USD 41949878.13000000 0.703594616497 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Pfizer, Inc. Pfizer, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 1801197.00000000 USD -3332214.45000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 138976.00000000 OU Notional Amount 6582826.54000000 0.110408933740 N/A DE GB N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 4imprint Group PLC 4imprint Group PLC Y equity-performance leg 2025-12-08 0.00000000 GBP 0.00000000 GBP 138976.00000000 GBP -395428.45000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 864438.00000000 OU Notional Amount 3469267.52000000 0.058187486092 N/A DE GB N 2 BNP Paribas 549300FWX3HQBUJIR891 Glencore PLC Glencore PLC Y equity-performance leg 2026-08-17 0.00000000 GBP 0.00000000 GBP 864438.00000000 GBP -111358.56000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 29748.00000000 OU Notional Amount -302078.80000000 -0.00506654671 N/A DE AU N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 PEXA Group Ltd. PEXA Group Ltd. Y equity-performance leg 2028-02-15 0.00000000 AUD 0.00000000 AUD 29748.00000000 AUD -54798.45000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1131898.00000000 OU Notional Amount -21705069.77000000 -0.36404325642 N/A DE NL N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 CVC Capital Partners PLC CVC Capital Partners PLC Y equity-performance leg 2027-01-06 0.00000000 EUR 0.00000000 EUR 1131898.00000000 EUR 936003.04000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 110000.00000000 OU Notional Amount USD -4957700.00000000 -0.08315187518 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Sonoco Products Co. Sonoco Products Co. Y equity-performance leg 2028-04-21 0.00000000 USD 0.00000000 USD 110000.00000000 USD 26164.02000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 12800.00000000 OU Notional Amount -178613.33000000 -0.00299575071 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Ship Healthcare Holdings, Inc. Ship Healthcare Holdings, Inc. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 12800.00000000 JPY 2415.47000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 85450.00000000 OU Notional Amount USD 4844160.50000000 0.081247560211 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Calix, Inc. Calix, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 85450.00000000 USD 108521.50000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 888300.00000000 OU Notional Amount 9210445.23000000 0.154480059734 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Astellas Pharma, Inc. Astellas Pharma, Inc. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 888300.00000000 JPY 939439.09000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 210834.00000000 OU Notional Amount -13640435.48000000 -0.22878104533 N/A DE DK N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Novonesis Novozymes B Novonesis Novozymes B Y equity-performance leg 2028-02-15 0.00000000 DKK 0.00000000 DKK 210834.00000000 DKK 1063921.49000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 283439.00000000 OU Notional Amount USD 11691858.75000000 0.196098993371 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 ManpowerGroup, Inc. ManpowerGroup, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 283439.00000000 USD -869096.97000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 115320.00000000 OU Notional Amount -2826750.20000000 -0.04741101313 N/A DE GB N 2 UBS AG BFM8T61CT2L1QCEMIK50 SSE PLC SSE PLC Y equity-performance leg 2028-04-18 0.00000000 GBP 0.00000000 GBP 115320.00000000 GBP -3476.56000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 126.00000000 OU Notional Amount -3754.59000000 -0.00006297299 N/A DE SE N 2 UBS AG BFM8T61CT2L1QCEMIK50 Axfood AB Axfood AB Y equity-performance leg 2028-04-24 0.00000000 SEK 0.00000000 SEK 126.00000000 SEK -34.71000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 656400.00000000 OU Notional Amount 7271573.44000000 0.121960781626 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Shimizu Corp. Shimizu Corp. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 656400.00000000 JPY 68411.70000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 166821.00000000 OU Notional Amount USD 1966819.59000000 0.032988026111 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 GCM Grosvenor, Inc. GCM Grosvenor, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 166821.00000000 USD 41705.25000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 77200.00000000 OU Notional Amount -996664.41000000 -0.01671632301 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Colowide Co. Ltd. Colowide Co. Ltd. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 77200.00000000 JPY -858.91000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 82189.00000000 OU Notional Amount USD 6093903.41000000 0.102208583763 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Strategic Education, Inc. Strategic Education, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 82189.00000000 USD -292181.89000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 2442.00000000 OU Notional Amount -576261.98000000 -0.00966522061 N/A DE CH N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Sika AG Sika AG Y equity-performance leg 2028-02-15 0.00000000 CHF 0.00000000 CHF 2442.00000000 CHF 2727.49000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 832445.00000000 OU Notional Amount 5665384.20000000 0.095021344547 N/A DE CA N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Centerra Gold, Inc. Centerra Gold, Inc. Y equity-performance leg 2028-02-15 0.00000000 CAD 0.00000000 CAD 832445.00000000 CAD -346297.31000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1132900.00000000 OU Notional Amount -6736322.52000000 -0.11298340951 N/A DE SG N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Sembcorp Industries Ltd. Sembcorp Industries Ltd. Y equity-performance leg 2027-01-07 0.00000000 SGD 0.00000000 SGD 1132900.00000000 SGD 215255.39000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1326500.00000000 OU Notional Amount 7012132.98000000 0.117609376589 N/A DE SG N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 UOL Group Ltd. UOL Group Ltd. Y equity-performance leg 2027-12-24 0.00000000 SGD 0.00000000 SGD 1326500.00000000 SGD -171506.97000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 280170.00000000 OU Notional Amount USD -8909406.00000000 -0.14943094896 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 CareTrust REIT, Inc. CareTrust REIT, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 280170.00000000 USD -277501.76000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 12329.00000000 OU Notional Amount USD -1410684.18000000 -0.02366037373 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Quaker Chemical Corp. Quaker Chemical Corp. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 12329.00000000 USD 90494.86000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 21107.00000000 OU Notional Amount USD -2617901.21000000 -0.04390814181 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Sun Communities, Inc. Sun Communities, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 21107.00000000 USD 68386.68000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 8226.00000000 OU Notional Amount USD -158268.24000000 -0.00265451740 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 BlackSky Technology, Inc. BlackSky Technology, Inc. Y equity-performance leg 2027-01-04 0.00000000 USD 0.00000000 USD 8226.00000000 USD 7403.40000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 428448.00000000 OU Notional Amount USD -7159366.08000000 -0.12007880966 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Macerich Co. Macerich Co. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 428448.00000000 USD -299913.60000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 124700.00000000 OU Notional Amount 1761623.08000000 0.029546415165 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Kawasaki Kisen Kaisha Ltd. Kawasaki Kisen Kaisha Ltd. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 124700.00000000 JPY -20478.32000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 306100.00000000 OU Notional Amount -6285665.14000000 -0.10542486297 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 MatsukiyoCocokara & Co. MatsukiyoCocokara & Co. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 306100.00000000 JPY 382893.52000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 12800.00000000 OU Notional Amount -271053.79000000 -0.00454618692 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Artience Co. Ltd. Artience Co. Ltd. Y equity-performance leg 2028-02-15 0.00000000 JPY 0.00000000 JPY 12800.00000000 JPY 3311.96000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1985.00000000 OU Notional Amount -370668.95000000 -0.00621695912 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Waste Connections, Inc. Waste Connections, Inc. Y equity-performance leg 2027-01-04 0.00000000 CAD 0.00000000 CAD 1985.00000000 CAD -7.16000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 51600.00000000 OU Notional Amount -634617.78000000 -0.01064397975 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 M3, Inc. M3, Inc. Y equity-performance leg 2028-02-15 0.00000000 JPY 0.00000000 JPY 51600.00000000 JPY -5455.17000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 8322.00000000 OU Notional Amount -322623.36000000 -0.00541112559 N/A DE SE N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Vitec Software Group AB Vitec Software Group AB Y equity-performance leg 2027-01-04 0.00000000 SEK 0.00000000 SEK 8322.00000000 SEK 10232.14000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 125300.00000000 OU Notional Amount 6643597.44000000 0.111428199587 N/A DE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 JINS Holdings, Inc. JINS Holdings, Inc. Y equity-performance leg 2028-04-03 0.00000000 JPY 0.00000000 JPY 125300.00000000 JPY -97539.41000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 33800.00000000 OU Notional Amount 813775.47000000 0.013648860622 N/A DE JP N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Kyoritsu Maintenance Co. Ltd. Kyoritsu Maintenance Co. Ltd. Y equity-performance leg 2026-08-19 0.00000000 JPY 0.00000000 JPY 33800.00000000 JPY -28414.58000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 5700.00000000 OU Notional Amount -176461.27000000 -0.00295965578 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Makita Corp. Makita Corp. Y equity-performance leg 2027-09-09 0.00000000 JPY 0.00000000 JPY 5700.00000000 JPY -5342.65000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 108801.00000000 OU Notional Amount -2671525.83000000 -0.04480754833 N/A DE IL N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Enlight Renewable Energy Ltd. Enlight Renewable Energy Ltd. Y equity-performance leg 2028-02-15 0.00000000 ILS 0.00000000 ILS 108801.00000000 ILS 37818.44000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 9300.00000000 OU Notional Amount -142363.01000000 -0.00238775061 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 UBE Corp. UBE Corp. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 9300.00000000 JPY 1545.93000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 6038.00000000 OU Notional Amount -800319.01000000 -0.01342316526 N/A DE DE N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Talanx AG Talanx AG Y equity-performance leg 2028-02-15 0.00000000 EUR 0.00000000 EUR 6038.00000000 EUR -31905.50000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 184400.00000000 OU Notional Amount -1837703.49000000 -0.03082245622 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 West Holdings Corp. West Holdings Corp. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 184400.00000000 JPY 48230.74000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 297200.00000000 OU Notional Amount 3351204.93000000 0.056207308641 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Amada Co. Ltd. Amada Co. Ltd. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 297200.00000000 JPY 139985.28000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 545500.00000000 OU Notional Amount -3591624.95000000 -0.06023969775 N/A DE HK N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Power Assets Holdings Ltd. Power Assets Holdings Ltd. Y equity-performance leg 2028-02-15 0.00000000 HKD 0.00000000 HKD 545500.00000000 HKD -92758.72000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 916300.00000000 OU Notional Amount -3473509.93000000 -0.05825864093 N/A DE FR N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Vivendi SE Vivendi SE Y equity-performance leg 2028-02-15 0.00000000 EUR 0.00000000 EUR 916300.00000000 EUR -315535.85000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 55426.00000000 OU Notional Amount USD -6434958.60000000 -0.10792885295 N/A DE KY N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 SharkNinja, Inc. SharkNinja, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 55426.00000000 USD 58197.30000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 341758.00000000 OU Notional Amount USD 2501668.56000000 0.041958656604 N/A DE US N 2 BNP Paribas 549300FWX3HQBUJIR891 Kennedy-Wilson Holdings, Inc. Kennedy-Wilson Holdings, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 341758.00000000 USD 3417.58000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 36668.00000000 OU Notional Amount USD 439282.64000000 0.007367766353 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Chemours Co. Chemours Co. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 36668.00000000 USD -80394.59000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 75066.00000000 OU Notional Amount -3806331.26000000 -0.06384080961 N/A DE DE N 2 BNP Paribas 549300FWX3HQBUJIR891 Dr. Ing hc F Porsche AG Dr. Ing hc F Porsche AG Y equity-performance leg 2027-03-24 0.00000000 EUR 0.00000000 EUR 75066.00000000 EUR -28625.96000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1496.00000000 OU Notional Amount USD -2674548.80000000 -0.04485825039 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 White Mountains Insurance Group Ltd. White Mountains Insurance Group Ltd. Y equity-performance leg 2028-04-21 0.00000000 USD 0.00000000 USD 1496.00000000 USD 7943.76000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 1048.00000000 OU Notional Amount -30965.01000000 -0.00051935345 N/A DE CA N 2 BNP Paribas 549300FWX3HQBUJIR891 Winpak Ltd. Winpak Ltd. Y equity-performance leg 2026-05-18 0.00000000 CAD 0.00000000 CAD 1048.00000000 CAD 3776.12000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 273468.00000000 OU Notional Amount -5735407.10000000 -0.09619578742 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Saputo, Inc. Saputo, Inc. Y equity-performance leg 2027-01-06 0.00000000 CAD 0.00000000 CAD 273468.00000000 CAD 69845.46000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 481900.00000000 OU Notional Amount -1090711.47000000 -0.01829370555 N/A DE SG N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Wilmar International Ltd. Wilmar International Ltd. Y equity-performance leg 2027-09-09 0.00000000 SGD 0.00000000 SGD 481900.00000000 SGD 40287.94000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC -2091725.49000000 -0.03508298139 N/A DFE XX N 2 Bank of America NA B4TYDEB6GKMZO031MB27 84269961.66000000 USD 71801000.00000000 EUR 2025-09-17 -2091725.49000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 7500.00000000 OU Notional Amount -147449.30000000 -0.00247305923 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Mars Group Holdings Corp. Mars Group Holdings Corp. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 7500.00000000 JPY -1041.87000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 6242.00000000 OU Notional Amount 8159736.41000000 0.136857289366 N/A DE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Orix JREIT, Inc. Orix JREIT, Inc. Y equity-performance leg 2027-01-06 0.00000000 JPY 0.00000000 JPY 6242.00000000 JPY -72642.40000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 1222700.00000000 OU Notional Amount 29409969.70000000 0.493271906253 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Sony Group Corp. Sony Group Corp. Y equity-performance leg 2028-02-15 0.00000000 JPY 0.00000000 JPY 1222700.00000000 JPY 58819.86000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 44400.00000000 OU Notional Amount -546066.46000000 -0.00915877324 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 M3, Inc. M3, Inc. Y equity-performance leg 2028-03-15 0.00000000 JPY 0.00000000 JPY 44400.00000000 JPY -4693.98000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 185741.00000000 OU Notional Amount USD 7572660.57000000 0.127010695790 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Cognex Corp. Cognex Corp. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 185741.00000000 USD 1209173.91000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 3203.00000000 OU Notional Amount USD -688645.00000000 -0.01155013879 N/A DE US N 2 BNP Paribas 549300FWX3HQBUJIR891 Capital One Financial Corp. Capital One Financial Corp. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 3203.00000000 USD 728.68000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 45200.00000000 OU Notional Amount 400639.59000000 0.006719634746 N/A DE JP N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Yamazen Corp. Yamazen Corp. Y equity-performance leg 2026-08-19 0.00000000 JPY 0.00000000 JPY 45200.00000000 JPY 19860.98000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 23858.00000000 OU Notional Amount -1737694.40000000 -0.02914507692 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Toronto-Dominion Bank Toronto-Dominion Bank Y equity-performance leg 2027-01-04 0.00000000 CAD 0.00000000 CAD 23858.00000000 CAD 17104.24000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 623.00000000 OU Notional Amount -571495.09000000 -0.00958526905 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Nippon Building Fund, Inc. Nippon Building Fund, Inc. Y equity-performance leg 2028-03-15 0.00000000 JPY 0.00000000 JPY 623.00000000 JPY -20712.11000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 745973.00000000 OU Notional Amount -8635807.14000000 -0.14484207544 N/A DE GB N 2 BNP Paribas 549300FWX3HQBUJIR891 Howden Joinery Group PLC Howden Joinery Group PLC Y equity-performance leg 2027-03-22 0.00000000 GBP 0.00000000 GBP 745973.00000000 GBP -470750.44000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 3296.00000000 OU Notional Amount 360285.91000000 0.006042811993 N/A DE CA N 2 BNP Paribas 549300FWX3HQBUJIR891 Stantec, Inc. Stantec, Inc. Y equity-performance leg 2026-08-17 0.00000000 CAD 0.00000000 CAD 3296.00000000 CAD -6003.03000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 8912.00000000 OU Notional Amount 1918730.64000000 0.032181465334 N/A DE DK N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Genmab AS Genmab AS Y equity-performance leg 2027-01-06 0.00000000 DKK 0.00000000 DKK 8912.00000000 DKK -24593.43000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 2300.00000000 OU Notional Amount -133856.02000000 -0.00224506909 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Bank of Nagoya Ltd. Bank of Nagoya Ltd. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 2300.00000000 JPY 2827.36000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 53600.00000000 OU Notional Amount 195916.82000000 0.003285969494 N/A DE JP N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 LY Corp. LY Corp. Y equity-performance leg 2026-08-19 0.00000000 JPY 0.00000000 JPY 53600.00000000 JPY 11122.76000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 445831.00000000 OU Notional Amount USD 15434669.22000000 0.258874415247 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 First Financial Bankshares, Inc. First Financial Bankshares, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 445831.00000000 USD -1200787.10000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 88936.00000000 OU Notional Amount 876459.21000000 0.014700209135 N/A DE AU N 2 UBS AG BFM8T61CT2L1QCEMIK50 Credit Corp. Group Ltd. Credit Corp. Group Ltd. Y equity-performance leg 2028-04-03 0.00000000 AUD 0.00000000 AUD 88936.00000000 AUD 446.24000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 690339.00000000 OU Notional Amount 2813369.88000000 0.047186594813 N/A DE FI N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Nokia OYJ Nokia OYJ Y equity-performance leg 2026-06-25 0.00000000 EUR 0.00000000 EUR 690339.00000000 EUR -262950.07000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 5313.00000000 OU Notional Amount -305458.46000000 -0.00512323128 N/A DE BE N 2 BNP Paribas 549300FWX3HQBUJIR891 Anheuser-Busch InBev SA Anheuser-Busch InBev SA Y equity-performance leg 2027-04-12 0.00000000 EUR 0.00000000 EUR 5313.00000000 EUR 47219.21000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 201698.00000000 OU Notional Amount -3340768.69000000 -0.05603226922 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Enghouse Systems Ltd. Enghouse Systems Ltd. Y equity-performance leg 2027-01-04 0.00000000 CAD 0.00000000 CAD 201698.00000000 CAD 180365.86000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 11200.00000000 OU Notional Amount -524359.03000000 -0.00879469040 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Ryohin Keikaku Co. Ltd. Ryohin Keikaku Co. Ltd. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 11200.00000000 JPY 28612.32000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 422335.00000000 OU Notional Amount -31987717.18000000 -0.53650657892 N/A DE AU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 WiseTech Global Ltd. WiseTech Global Ltd. Y equity-performance leg 2027-09-09 0.00000000 AUD 0.00000000 AUD 422335.00000000 AUD 934754.61000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 45.00000000 OU Notional Amount USD 6171.30000000 0.000103506700 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 MACOM Technology Solutions Holdings, Inc. MACOM Technology Solutions Holdings, Inc. Y equity-performance leg 2028-02-24 0.00000000 USD 0.00000000 USD 45.00000000 USD -0.11000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 62372.00000000 OU Notional Amount USD 1934155.72000000 0.032440178916 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Omnicell, Inc. Omnicell, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 62372.00000000 USD 84202.20000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 153922.00000000 OU Notional Amount -8082399.39000000 -0.13556017210 N/A DE GB N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Spectris PLC Spectris PLC Y equity-performance leg 2025-12-08 0.00000000 GBP 0.00000000 GBP 153922.00000000 GBP 215157.05000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 71895.00000000 OU Notional Amount -6840908.64000000 -0.11473755599 N/A DE DE N 2 UBS AG BFM8T61CT2L1QCEMIK50 Bayerische Motoren Werke AG Bayerische Motoren Werke AG Y equity-performance leg 2028-04-18 0.00000000 EUR 0.00000000 EUR 71895.00000000 EUR 293188.77000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 216957.00000000 OU Notional Amount USD -2698945.08000000 -0.04526743135 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Dynex Capital, Inc. Dynex Capital, Inc. Y equity-performance leg 2026-06-25 0.00000000 USD 0.00000000 USD 216957.00000000 USD 61172.68000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 27700.00000000 OU Notional Amount 372512.36000000 0.006247877294 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 U-Next Holdings Co. Ltd. U-Next Holdings Co. Ltd. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 27700.00000000 JPY -3311.03000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 52276.00000000 OU Notional Amount USD 3822943.88000000 0.064119440938 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 ArcBest Corp. ArcBest Corp. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 52276.00000000 USD -477743.46000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 629500.00000000 OU Notional Amount -1424782.88000000 -0.02389684091 N/A DE SG N 2 BNP Paribas 549300FWX3HQBUJIR891 Wilmar International Ltd. Wilmar International Ltd. Y equity-performance leg 2026-09-07 0.00000000 SGD 0.00000000 SGD 629500.00000000 SGD 28800.71000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 24115.00000000 OU Notional Amount -1482465.83000000 -0.02486431483 N/A DE DE N 2 BNP Paribas 549300FWX3HQBUJIR891 KION Group AG KION Group AG Y equity-performance leg 2026-08-17 0.00000000 EUR 0.00000000 EUR 24115.00000000 EUR 251.59000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 70700.00000000 OU Notional Amount -4360603.69000000 -0.07313721559 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Japan Steel Works Ltd. Japan Steel Works Ltd. Y equity-performance leg 2028-02-15 0.00000000 JPY 0.00000000 JPY 70700.00000000 JPY -531960.38000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC N/A 7691.51000000 0.000129004070 N/A DFE SE N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 1953740.46000000 EUR 21903000.00000000 SEK 2025-09-17 7691.51000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 40600.00000000 OU Notional Amount -406442.65000000 -0.00681696522 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 SMS Co. Ltd. SMS Co. Ltd. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 40600.00000000 JPY 1173.47000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 20000.00000000 OU Notional Amount -767389.38000000 -0.01287086066 N/A DE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 Sun Corp. Sun Corp. Y equity-performance leg 2028-04-03 0.00000000 JPY 0.00000000 JPY 20000.00000000 JPY -35133.16000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 79340.00000000 OU Notional Amount USD -3097433.60000000 -0.05195098777 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Telephone & Data Systems, Inc. Telephone & Data Systems, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 79340.00000000 USD -39894.80000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 575419.00000000 OU Notional Amount USD -6168491.68000000 -0.10345959824 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Hawaiian Electric Industries, Inc. Hawaiian Electric Industries, Inc. Y equity-performance leg 2028-04-21 0.00000000 USD 0.00000000 USD 575419.00000000 USD -138049.20000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 15069.00000000 OU Notional Amount 363075.28000000 0.006089596055 N/A DE NZ N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 EBOS Group Ltd. EBOS Group Ltd. Y equity-performance leg 2027-01-13 0.00000000 NZD 0.00000000 NZD 15069.00000000 NZD 1600.34000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 12050.00000000 OU Notional Amount USD -851091.50000000 -0.01427473509 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 McCormick & Co., Inc. McCormick & Co., Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 12050.00000000 USD 8819.29000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1396435.00000000 OU Notional Amount -10214560.66000000 -0.17132135325 N/A DE GB N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 OSB Group PLC OSB Group PLC Y equity-performance leg 2026-12-10 0.00000000 GBP 0.00000000 GBP 1396435.00000000 GBP 396647.55000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 268200.00000000 OU Notional Amount -5507400.81000000 -0.09237160472 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 MatsukiyoCocokara & Co. MatsukiyoCocokara & Co. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 268200.00000000 JPY 99918.43000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 163833.00000000 OU Notional Amount 6056437.52000000 0.101580195799 N/A DE NO N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Yara International ASA Yara International ASA Y equity-performance leg 2026-08-17 0.00000000 NOK 0.00000000 NOK 163833.00000000 NOK -256530.97000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 21285.00000000 OU Notional Amount USD 4305742.65000000 0.072217071505 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Installed Building Products, Inc. Installed Building Products, Inc. Y equity-performance leg 2028-02-24 0.00000000 USD 0.00000000 USD 21285.00000000 USD 36350.76000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 76200.00000000 OU Notional Amount -2609299.29000000 -0.04376386809 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Hoshizaki Corp. Hoshizaki Corp. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 76200.00000000 JPY -20266.55000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 416000.00000000 OU Notional Amount 4690784.83000000 0.078675102304 N/A DE JP N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Amada Co. Ltd. Amada Co. Ltd. Y equity-performance leg 2026-08-19 0.00000000 JPY 0.00000000 JPY 416000.00000000 JPY 185783.32000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 271128.00000000 OU Notional Amount USD -22734082.80000000 -0.38130213917 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Colgate-Palmolive Co. Colgate-Palmolive Co. Y equity-performance leg 2028-04-18 0.00000000 USD 0.00000000 USD 271128.00000000 USD 822097.05000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 33110.00000000 OU Notional Amount 1442827.51000000 0.024199490292 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Finning International, Inc. Finning International, Inc. Y equity-performance leg 2027-01-04 0.00000000 CAD 0.00000000 CAD 33110.00000000 CAD -52714.04000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 142900.00000000 OU Notional Amount 4741127.48000000 0.079519462743 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 DTS Corp. DTS Corp. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 142900.00000000 JPY -149786.65000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 54989.00000000 OU Notional Amount 306651.64000000 0.005143243619 N/A DE AU N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Dicker Data Ltd. Dicker Data Ltd. Y equity-performance leg 2027-01-06 0.00000000 AUD 0.00000000 AUD 54989.00000000 AUD -2185.84000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1522037.00000000 OU Notional Amount -7360002.97000000 -0.12344394544 N/A DE AU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Treasury Wine Estates Ltd. Treasury Wine Estates Ltd. Y equity-performance leg 2027-05-12 0.00000000 AUD 0.00000000 AUD 1522037.00000000 AUD 669606.96000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 452200.00000000 OU Notional Amount -4163734.92000000 -0.06983527973 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Nipro Corp. Nipro Corp. Y equity-performance leg 2028-02-15 0.00000000 JPY 0.00000000 JPY 452200.00000000 JPY -65667.68000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 944600.00000000 OU Notional Amount -6460927.57000000 -0.10836441149 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Toray Industries, Inc. Toray Industries, Inc. Y equity-performance leg 2027-09-09 0.00000000 JPY 0.00000000 JPY 944600.00000000 JPY -175824.29000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 146900.00000000 OU Notional Amount -3679940.81000000 -0.06172095506 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Kajima Corp. Kajima Corp. Y equity-performance leg 2027-09-09 0.00000000 JPY 0.00000000 JPY 146900.00000000 JPY 73619.05000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 41800.00000000 OU Notional Amount -1089376.74000000 -0.01827131910 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Hankyu Hanshin Holdings, Inc. Hankyu Hanshin Holdings, Inc. Y equity-performance leg 2028-03-15 0.00000000 JPY 0.00000000 JPY 41800.00000000 JPY 1891.88000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 59100.00000000 OU Notional Amount -1160454.61000000 -0.01946345621 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Yonex Co. Ltd. Yonex Co. Ltd. Y equity-performance leg 2028-02-15 0.00000000 JPY 0.00000000 JPY 59100.00000000 JPY 54918.86000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 16419.00000000 OU Notional Amount USD 3957635.76000000 0.066378529305 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Cboe Global Markets, Inc. Cboe Global Markets, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 16419.00000000 USD 139561.50000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 240400.00000000 OU Notional Amount -4557787.68000000 -0.07644443840 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Harmonic Drive Systems, Inc. Harmonic Drive Systems, Inc. Y equity-performance leg 2028-02-15 0.00000000 JPY 0.00000000 JPY 240400.00000000 JPY -444396.80000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 114021.00000000 OU Notional Amount -23277728.28000000 -0.39042030709 N/A DE AU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Cochlear Ltd. Cochlear Ltd. Y equity-performance leg 2027-09-09 0.00000000 AUD 0.00000000 AUD 114021.00000000 AUD -80996.37000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 112500.00000000 OU Notional Amount -8776113.65000000 -0.14719533388 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 SCREEN Holdings Co. Ltd. SCREEN Holdings Co. Ltd. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 112500.00000000 JPY 2245.27000000 N N N HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 000000000 8345598.73000000 OU Notional Amount -92457.65000000 -0.00155072452 N/A DE DE N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 Eurex Swiss Market New Index Futures SMU5 Index Y Fixed payment equal to the notional value in field C.11.f.iv.1 equity-performance leg 2025-09-19 0.00000000 CHF 0.00000000 CHF 8345598.73000000 CHF -92457.65000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 558831.00000000 OU Notional Amount USD 26415941.37000000 0.443055259423 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Bank of America Corp. Bank of America Corp. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 558831.00000000 USD -321406.73000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 519855.00000000 OU Notional Amount -13436820.61000000 -0.22536596208 N/A DE GB N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Hikma Pharmaceuticals PLC Hikma Pharmaceuticals PLC Y equity-performance leg 2025-12-08 0.00000000 GBP 0.00000000 GBP 519855.00000000 GBP 522261.26000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 145000.00000000 OU Notional Amount 1621501.59000000 0.027196259923 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Ono Pharmaceutical Co. Ltd. Ono Pharmaceutical Co. Ltd. Y equity-performance leg 2027-09-09 0.00000000 JPY 0.00000000 JPY 145000.00000000 JPY 56888.62000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 25693.00000000 OU Notional Amount USD 4849810.68000000 0.081342326547 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Badger Meter, Inc. Badger Meter, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 25693.00000000 USD -1264095.60000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 41759.00000000 OU Notional Amount 140358.48000000 0.002354130102 N/A DE AU N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Ingenia Communities Group Ingenia Communities Group Y equity-performance leg 2026-02-25 0.00000000 AUD 0.00000000 AUD 41759.00000000 AUD -3465.66000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 543491.00000000 OU Notional Amount USD -35560616.13000000 -0.59643219918 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 BXP, Inc. BXP, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 543491.00000000 USD 3075569.31000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 17634.00000000 OU Notional Amount 2851652.99000000 0.047828689410 N/A DE CA N 2 UBS AG BFM8T61CT2L1QCEMIK50 Loblaw Cos. Ltd. Loblaw Cos. Ltd. Y equity-performance leg 2028-04-18 0.00000000 CAD 0.00000000 CAD 17634.00000000 CAD -14417.48000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 4000.00000000 OU Notional Amount -190649.61000000 -0.00319762643 N/A DE JP N 2 BNP Paribas 549300FWX3HQBUJIR891 Maruzen Showa Unyu Co. Ltd. Maruzen Showa Unyu Co. Ltd. Y equity-performance leg 2027-03-24 0.00000000 JPY 0.00000000 JPY 4000.00000000 JPY -5195.16000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 1164.00000000 OU Notional Amount USD -42311.40000000 -0.00070965815 N/A DE US N 2 BNP Paribas 549300FWX3HQBUJIR891 Ibotta, Inc. Ibotta, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 1164.00000000 USD 430.68000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1407483.00000000 OU Notional Amount 15188835.74000000 0.254751230132 N/A DE GB N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Rightmove PLC Rightmove PLC Y equity-performance leg 2026-08-17 0.00000000 GBP 0.00000000 GBP 1407483.00000000 GBP 139152.02000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1095776.00000000 OU Notional Amount 7959257.25000000 0.133494799080 N/A DE SE N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Telefonaktiebolaget LM Ericsson Telefonaktiebolaget LM Ericsson Y equity-performance leg 2025-12-08 0.00000000 SEK 0.00000000 SEK 1095776.00000000 SEK -1480800.13000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 568033.00000000 OU Notional Amount USD -3652452.19000000 -0.06125990854 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Global Business Travel Group I Global Business Travel Group I Y equity-performance leg 2028-04-21 0.00000000 USD 0.00000000 USD 568033.00000000 USD -86128.56000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 8305.00000000 OU Notional Amount 1562048.62000000 0.026199098751 N/A DE FR N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Gaztransport Et Technigaz SA Gaztransport Et Technigaz SA Y equity-performance leg 2026-08-17 0.00000000 EUR 0.00000000 EUR 8305.00000000 EUR -22072.23000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 413970.00000000 OU Notional Amount -1521369.26000000 -0.02551681360 N/A DE GB N 2 BNP Paribas 549300FWX3HQBUJIR891 Hochschild Mining PLC Hochschild Mining PLC Y equity-performance leg 2027-03-17 0.00000000 GBP 0.00000000 GBP 413970.00000000 GBP -865.11000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 14201.00000000 OU Notional Amount 132977.57000000 0.002230335498 N/A DE CH N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 DocMorris AG DocMorris AG Y equity-performance leg 2025-12-08 0.00000000 CHF 0.00000000 CHF 14201.00000000 CHF -15216.46000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 95943.00000000 OU Notional Amount 4105256.73000000 0.068854467839 N/A DE GB N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Halma PLC Halma PLC Y equity-performance leg 2025-12-08 0.00000000 GBP 0.00000000 GBP 95943.00000000 GBP -68368.97000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 18955.00000000 OU Notional Amount USD -2285973.00000000 -0.03834095277 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Interparfums, Inc. Interparfums, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 18955.00000000 USD 22631.98000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 29342.00000000 OU Notional Amount USD 2585617.04000000 0.043366663045 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 SEI Investments Co. SEI Investments Co. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 29342.00000000 USD -125290.34000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 35635.00000000 OU Notional Amount USD -1853020.00000000 -0.03107934884 N/A DE US N 2 BNP Paribas 549300FWX3HQBUJIR891 U-Haul Holding Co. U-Haul Holding Co. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 35635.00000000 USD 91938.30000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 57529.00000000 OU Notional Amount -2002470.89000000 -0.03358597928 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 First National Financial Corp. First National Financial Corp. Y equity-performance leg 2027-01-04 0.00000000 CAD 0.00000000 CAD 57529.00000000 CAD -178643.65000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 2256.00000000 OU Notional Amount -260281.95000000 -0.00436551873 N/A DE BE N 2 UBS AG BFM8T61CT2L1QCEMIK50 Elia Group SA Elia Group SA Y equity-performance leg 2028-04-18 0.00000000 EUR 0.00000000 EUR 2256.00000000 EUR 2516.43000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 2645283.00000000 OU Notional Amount -2444124.21000000 -0.04099350732 N/A DE GB N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Dowlais Group PLC Dowlais Group PLC Y equity-performance leg 2025-12-08 0.00000000 GBP 0.00000000 GBP 2645283.00000000 GBP 11039.94000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 8117.00000000 OU Notional Amount 1747569.19000000 0.029310699550 N/A DE DK N 2 BNP Paribas 549300FWX3HQBUJIR891 Genmab AS Genmab AS Y equity-performance leg 2026-06-17 0.00000000 DKK 0.00000000 DKK 8117.00000000 DKK 5538.05000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 174490.00000000 OU Notional Amount -927336.93000000 -0.01555354391 N/A DE GB N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Close Brothers Group PLC Close Brothers Group PLC Y equity-performance leg 2025-12-08 0.00000000 GBP 0.00000000 GBP 174490.00000000 GBP 47678.16000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 2043100.00000000 OU Notional Amount 12981916.93000000 0.217736195453 N/A DE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 Nisshinbo Holdings, Inc. Nisshinbo Holdings, Inc. Y equity-performance leg 2028-04-03 0.00000000 JPY 0.00000000 JPY 2043100.00000000 JPY 100462.97000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 8255.00000000 OU Notional Amount USD 1590243.20000000 0.026671985815 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 AutoNation, Inc. AutoNation, Inc. Y equity-performance leg 2028-04-18 0.00000000 USD 0.00000000 USD 8255.00000000 USD -104673.40000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 950800.00000000 OU Notional Amount -8178849.46000000 -0.13717785857 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Daicel Corp. Daicel Corp. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 950800.00000000 JPY -85309.60000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 309403.00000000 OU Notional Amount 9351164.40000000 0.156840239426 N/A DE DE N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 flatexDEGIRO AG flatexDEGIRO AG Y equity-performance leg 2026-12-10 0.00000000 EUR 0.00000000 EUR 309403.00000000 EUR -232544.35000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 184420.00000000 OU Notional Amount 13246932.39000000 0.222181105886 N/A DE DE N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 GEA Group AG GEA Group AG Y equity-performance leg 2026-12-10 0.00000000 EUR 0.00000000 EUR 184420.00000000 EUR 459298.84000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 334304.00000000 OU Notional Amount -13429252.38000000 -0.22523902569 N/A DE GB N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Whitbread PLC Whitbread PLC Y equity-performance leg 2028-02-15 0.00000000 GBP 0.00000000 GBP 334304.00000000 GBP 240214.68000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 441595.00000000 OU Notional Amount USD -4561676.35000000 -0.07650966022 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 SoundHound AI, Inc. SoundHound AI, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 441595.00000000 USD 485353.02000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 1452.00000000 OU Notional Amount USD -295119.00000000 -0.00494981508 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Allstate Corp. Allstate Corp. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 1452.00000000 USD -15932.07000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 3295500.00000000 OU Notional Amount -38178756.71000000 -0.64034435576 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Lixil Corp. Lixil Corp. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 3295500.00000000 JPY -600371.28000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC 1976993.06000000 0.033158658281 N/A DFE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 56448000.00000000 EUR 66583294.85000000 USD 2025-09-17 1976993.06000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 91708.00000000 OU Notional Amount USD -4224987.56000000 -0.07086262545 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Sylvamo Corp. Sylvamo Corp. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 91708.00000000 USD 530602.60000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 21851.00000000 OU Notional Amount USD -853063.04000000 -0.01430780229 N/A DE US N 2 BNP Paribas 549300FWX3HQBUJIR891 FMC Corp. FMC Corp. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 21851.00000000 USD 50912.83000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 4328.00000000 OU Notional Amount USD -330789.04000000 -0.00554808257 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Alexandria Real Estate Equities, Inc. Alexandria Real Estate Equities, Inc. Y equity-performance leg 2028-02-24 0.00000000 USD 0.00000000 USD 4328.00000000 USD 18517.88000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 105517.00000000 OU Notional Amount USD 3141241.09000000 0.052685738757 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Ethan Allen Interiors, Inc. Ethan Allen Interiors, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 105517.00000000 USD 29544.76000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 375290.00000000 OU Notional Amount USD -12774871.60000000 -0.21426357560 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 LTC Properties, Inc. LTC Properties, Inc. Y equity-performance leg 2027-01-04 0.00000000 USD 0.00000000 USD 375290.00000000 USD 499151.33000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 214700.00000000 OU Notional Amount -5163134.44000000 -0.08659747675 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Resonac Holdings Corp. Resonac Holdings Corp. Y equity-performance leg 2027-09-09 0.00000000 JPY 0.00000000 JPY 214700.00000000 JPY 126881.29000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 106300.00000000 OU Notional Amount -1610139.58000000 -0.02700569324 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Lifenet Insurance Co. Lifenet Insurance Co. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 106300.00000000 JPY -57453.10000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 7470.00000000 OU Notional Amount -1422798.73000000 -0.02386356221 N/A DE IL N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Big Shopping Centers Ltd. Big Shopping Centers Ltd. Y equity-performance leg 2027-05-23 0.00000000 ILS 0.00000000 ILS 7470.00000000 ILS 107209.35000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 196473.00000000 OU Notional Amount USD -16680557.70000000 -0.27977079126 N/A DE US N 2 BNP Paribas 549300FWX3HQBUJIR891 Boyd Gaming Corp. Boyd Gaming Corp. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 196473.00000000 USD -643462.90000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 1989.00000000 OU Notional Amount USD -190705.32000000 -0.00319856081 N/A DE US N 2 BNP Paribas 549300FWX3HQBUJIR891 Esquire Financial Holdings, Inc. Esquire Financial Holdings, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 1989.00000000 USD 2279.16000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 18811.00000000 OU Notional Amount USD -845554.45000000 -0.01418186620 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 CECO Environmental Corp. CECO Environmental Corp. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 18811.00000000 USD -280283.90000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 189080.00000000 OU Notional Amount 18228425.52000000 0.305732045832 N/A DE CA N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 CGI, Inc. CGI, Inc. Y equity-performance leg 2028-02-15 0.00000000 CAD 0.00000000 CAD 189080.00000000 CAD -748689.24000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 10556.00000000 OU Notional Amount USD -319424.56000000 -0.00535747446 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 York Water Co. York Water Co. Y equity-performance leg 2026-08-19 0.00000000 USD 0.00000000 USD 10556.00000000 USD 10028.20000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 5103.00000000 OU Notional Amount USD -833217.84000000 -0.01397495327 N/A DE US N 2 BNP Paribas 549300FWX3HQBUJIR891 Hawkins, Inc. Hawkins, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 5103.00000000 USD -29903.58000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 145267.00000000 OU Notional Amount USD -1879754.98000000 -0.03152775510 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Navient Corp. Navient Corp. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 145267.00000000 USD 172867.73000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 114978.00000000 OU Notional Amount -5419085.21000000 -0.09089035177 N/A DE DK N 2 UBS AG BFM8T61CT2L1QCEMIK50 Orsted AS Orsted AS Y equity-performance leg 2029-09-03 0.00000000 DKK 0.00000000 DKK 114978.00000000 DKK -49771.41000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 42283.00000000 OU Notional Amount USD -790692.10000000 -0.01326170014 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 ADMA Biologics, Inc. ADMA Biologics, Inc. Y equity-performance leg 2028-02-24 0.00000000 USD 0.00000000 USD 42283.00000000 USD -7361.20000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 41502.00000000 OU Notional Amount 6711426.92000000 0.112565853833 N/A DE CA N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Loblaw Cos. Ltd. Loblaw Cos. Ltd. Y equity-performance leg 2028-02-24 0.00000000 CAD 0.00000000 CAD 41502.00000000 CAD 69668.06000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 30100.00000000 OU Notional Amount -643006.01000000 -0.01078466940 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Yamazaki Baking Co. Ltd. Yamazaki Baking Co. Ltd. Y equity-performance leg 2028-02-15 0.00000000 JPY 0.00000000 JPY 30100.00000000 JPY 8079.80000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 110123.00000000 OU Notional Amount 1531517.18000000 0.025687017244 N/A DE CA N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Transcontinental, Inc. Transcontinental, Inc. Y equity-performance leg 2026-08-19 0.00000000 CAD 0.00000000 CAD 110123.00000000 CAD -80704.41000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 111371.00000000 OU Notional Amount -1019747.83000000 -0.01710348433 N/A DE NO N 2 BNP Paribas 549300FWX3HQBUJIR891 DOF Group ASA DOF Group ASA Y equity-performance leg 2027-03-17 0.00000000 NOK 0.00000000 NOK 111371.00000000 NOK -17951.37000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1152505.00000000 OU Notional Amount USD -7491282.50000000 -0.12564580095 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Array Technologies, Inc. Array Technologies, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 1152505.00000000 USD 645402.80000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 28478.00000000 OU Notional Amount 10298667.17000000 0.172732010220 N/A DE CH N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Schindler Holding AG Schindler Holding AG Y equity-performance leg 2027-01-06 0.00000000 CHF 0.00000000 CHF 28478.00000000 CHF -450847.14000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 227045.00000000 OU Notional Amount -14258740.60000000 -0.23915142478 N/A DE NL N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Akzo Nobel NV Akzo Nobel NV Y equity-performance leg 2026-12-10 0.00000000 EUR 0.00000000 EUR 227045.00000000 EUR 1050238.44000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 2.00000000 OU Notional Amount 5.29000000 0.000000088725 N/A DE GB N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 MONY Group PLC MONY Group PLC Y equity-performance leg 2026-08-19 0.00000000 GBP 0.00000000 GBP 2.00000000 GBP -0.64000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 22303.00000000 OU Notional Amount -5476396.05000000 -0.09185158456 N/A DE FR N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Kering SA Kering SA Y equity-performance leg 2027-01-04 0.00000000 EUR 0.00000000 EUR 22303.00000000 EUR -138964.45000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 182279.00000000 OU Notional Amount -5239854.41000000 -0.08788424468 N/A DE DK N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 ISS AS ISS AS Y equity-performance leg 2026-02-18 0.00000000 DKK 0.00000000 DKK 182279.00000000 DKK 123867.06000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 6700.00000000 OU Notional Amount -134482.78000000 -0.00225558128 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 FCC Co. Ltd. FCC Co. Ltd. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 6700.00000000 JPY 806.57000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 17800.00000000 OU Notional Amount -341515.74000000 -0.00572799366 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 NIDEC Corp. NIDEC Corp. Y equity-performance leg 2028-03-15 0.00000000 JPY 0.00000000 JPY 17800.00000000 JPY -17873.94000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 27876.00000000 OU Notional Amount USD -1437844.08000000 -0.02411590686 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Unitil Corp. Unitil Corp. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 27876.00000000 USD -13101.72000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 218431.00000000 OU Notional Amount 3671519.91000000 0.061579717467 N/A DE CA N 2 Citibank NA E57ODZWZ7FF32TWEFA76 First Quantum Minerals Ltd. First Quantum Minerals Ltd. Y equity-performance leg 2028-02-24 0.00000000 CAD 0.00000000 CAD 218431.00000000 CAD -118627.71000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 299175.00000000 OU Notional Amount USD -6414312.00000000 -0.10758256264 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Kenvue, Inc. Kenvue, Inc. Y equity-performance leg 2028-04-18 0.00000000 USD 0.00000000 USD 299175.00000000 USD 296640.65000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 83865.00000000 OU Notional Amount -3837684.80000000 -0.06436667960 N/A DE DE N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 FUCHS SE FUCHS SE Y equity-performance leg 2025-12-08 0.00000000 EUR 0.00000000 EUR 83865.00000000 EUR 907194.26000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 341700.00000000 OU Notional Amount -7317394.60000000 -0.12272930642 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Tokuyama Corp. Tokuyama Corp. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 341700.00000000 JPY 129061.24000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 66322.00000000 OU Notional Amount USD 14771899.06000000 0.247758256218 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Take-Two Interactive Software, Inc. Take-Two Interactive Software, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 66322.00000000 USD -248106.70000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1400.00000000 OU Notional Amount -17251.47000000 -0.00028934628 N/A DE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 G-Tekt Corp. G-Tekt Corp. Y equity-performance leg 2027-01-06 0.00000000 JPY 0.00000000 JPY 1400.00000000 JPY 211.85000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 56729.00000000 OU Notional Amount -6218104.64000000 -0.10429172013 N/A DE NL N 2 UBS AG BFM8T61CT2L1QCEMIK50 IMCD NV IMCD NV Y equity-performance leg 2028-04-18 0.00000000 EUR 0.00000000 EUR 56729.00000000 EUR 1080923.32000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 20549.00000000 OU Notional Amount -698511.65000000 -0.01171562489 N/A DE IT N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Azimut Holding SpA Azimut Holding SpA Y equity-performance leg 2026-12-10 0.00000000 EUR 0.00000000 EUR 20549.00000000 EUR 18749.48000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 2900.00000000 OU Notional Amount -66415.82000000 -0.00111394396 N/A DE JP N 2 BNP Paribas 549300FWX3HQBUJIR891 Krosaki Harima Corp. Krosaki Harima Corp. Y equity-performance leg 2027-03-24 0.00000000 JPY 0.00000000 JPY 2900.00000000 JPY 2014.54000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 67013.00000000 OU Notional Amount USD 1392530.14000000 0.023355889301 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Veeco Instruments, Inc. Veeco Instruments, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 67013.00000000 USD -19922.29000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 81955.00000000 OU Notional Amount USD -567948.15000000 -0.00952577882 N/A DE US N 2 BNP Paribas 549300FWX3HQBUJIR891 Amprius Technologies, Inc. Amprius Technologies, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 81955.00000000 USD 108986.46000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 2151.00000000 OU Notional Amount -136362.47000000 -0.00228710795 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Premium Brands Holdings Corp. Premium Brands Holdings Corp. Y equity-performance leg 2027-01-04 0.00000000 CAD 0.00000000 CAD 2151.00000000 CAD 883.97000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 14796.00000000 OU Notional Amount USD -8381490.12000000 -0.14057660211 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Mastercard, Inc. Mastercard, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 14796.00000000 USD -59627.88000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 4.00000000 NC USD 43886.76000000 0.000736080519 N/A DE US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Long CME E-mini NASDAQ 100 Index Futures NQU5 Index 2025-09-19 1825313.24000000 USD 43886.76000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 85747.00000000 OU Notional Amount -3326285.54000000 -0.05578935394 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Lumine Group, Inc. Lumine Group, Inc. Y equity-performance leg 2027-01-04 0.00000000 CAD 0.00000000 CAD 85747.00000000 CAD -6549.65000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 67100.00000000 OU Notional Amount -530621.27000000 -0.00889972237 N/A DE JP N 2 BNP Paribas 549300FWX3HQBUJIR891 JVCKenwood Corp. JVCKenwood Corp. Y equity-performance leg 2027-03-24 0.00000000 JPY 0.00000000 JPY 67100.00000000 JPY -22824.08000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 16969.00000000 OU Notional Amount USD 1634454.08000000 0.027413502562 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Light & Wonder, Inc. Light & Wonder, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 16969.00000000 USD -27320.09000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 14676.00000000 OU Notional Amount -424260.17000000 -0.00711580545 N/A DE NL N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 ABN AMRO Bank NV ABN AMRO Bank NV Y equity-performance leg 2026-08-19 0.00000000 EUR 0.00000000 EUR 14676.00000000 EUR -13942.71000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1467.00000000 OU Notional Amount 112174.26000000 0.001881416799 N/A DE CA N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Metro, Inc. Metro, Inc. Y equity-performance leg 2028-02-24 0.00000000 CAD 0.00000000 CAD 1467.00000000 CAD -993.40000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 92612.00000000 OU Notional Amount USD 5739165.64000000 0.096258826664 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Worthington Enterprises, Inc. Worthington Enterprises, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 92612.00000000 USD -41675.40000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 35963.00000000 OU Notional Amount USD -1616536.85000000 -0.02711298997 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 CECO Environmental Corp. CECO Environmental Corp. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 35963.00000000 USD -461764.92000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 10000.00000000 OU Notional Amount -97116.94000000 -0.00162887138 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Nikon Corp. Nikon Corp. Y equity-performance leg 2027-09-09 0.00000000 JPY 0.00000000 JPY 10000.00000000 JPY -3199.57000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 419900.00000000 OU Notional Amount 6073746.14000000 0.101870500620 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Takuma Co. Ltd. Takuma Co. Ltd. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 419900.00000000 JPY 57371.15000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 49649.00000000 OU Notional Amount -1728183.65000000 -0.02898556006 N/A DE CA N 2 UBS AG BFM8T61CT2L1QCEMIK50 First National Financial Corp. First National Financial Corp. Y equity-performance leg 2028-04-21 0.00000000 CAD 0.00000000 CAD 49649.00000000 CAD -194482.71000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 3305.00000000 OU Notional Amount -115040.52000000 -0.00192949048 N/A DE CA N 2 Citibank NA E57ODZWZ7FF32TWEFA76 First National Financial Corp. First National Financial Corp. Y equity-performance leg 2028-02-24 0.00000000 CAD 0.00000000 CAD 3305.00000000 CAD -11403.43000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 902395.00000000 OU Notional Amount -3434406.38000000 -0.05760278569 N/A DE AU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Steadfast Group Ltd. Steadfast Group Ltd. Y equity-performance leg 2027-05-12 0.00000000 AUD 0.00000000 AUD 902395.00000000 AUD 53510.40000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 112861.00000000 OU Notional Amount -3573842.71000000 -0.05994144924 N/A DE FR N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Rubis SCA Rubis SCA Y equity-performance leg 2026-08-19 0.00000000 EUR 0.00000000 EUR 112861.00000000 EUR 134094.71000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 7700.00000000 OU Notional Amount 344781.94000000 0.005782775246 N/A DE AU N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Aristocrat Leisure Ltd. Aristocrat Leisure Ltd. Y equity-performance leg 2026-08-19 0.00000000 AUD 0.00000000 AUD 7700.00000000 AUD 4836.39000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1930453.00000000 OU Notional Amount 27398862.88000000 0.459541082831 N/A DE GB N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Rolls-Royce Holdings PLC Rolls-Royce Holdings PLC Y equity-performance leg 2026-12-10 0.00000000 GBP 0.00000000 GBP 1930453.00000000 GBP 1712923.54000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 86900.00000000 OU Notional Amount 2883162.90000000 0.048357182079 N/A DE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 DTS Corp. DTS Corp. Y equity-performance leg 2028-04-03 0.00000000 JPY 0.00000000 JPY 86900.00000000 JPY 24752.02000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 506300.00000000 OU Notional Amount -5617099.72000000 -0.09421150428 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 SG Holdings Co. Ltd. SG Holdings Co. Ltd. Y equity-performance leg 2028-03-15 0.00000000 JPY 0.00000000 JPY 506300.00000000 JPY -280465.41000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 22755.00000000 OU Notional Amount USD -3185244.90000000 -0.05342378247 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Datadog, Inc. Datadog, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 22755.00000000 USD 136565.72000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1455000.00000000 OU Notional Amount -5234025.72000000 -0.08778648433 N/A DE HK N 2 UBS AG BFM8T61CT2L1QCEMIK50 MTR Corp. Ltd. MTR Corp. Ltd. Y equity-performance leg 2028-04-18 0.00000000 HKD 0.00000000 HKD 1455000.00000000 HKD -99789.20000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 18593.00000000 OU Notional Amount -2052261.42000000 -0.03442107941 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Bank of Montreal Bank of Montreal Y equity-performance leg 2027-01-04 0.00000000 CAD 0.00000000 CAD 18593.00000000 CAD 83449.64000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 182302.00000000 OU Notional Amount USD -9366676.76000000 -0.15710041689 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Warrior Met Coal, Inc. Warrior Met Coal, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 182302.00000000 USD -441170.84000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 41998.00000000 OU Notional Amount USD -12063925.50000000 -0.20233939677 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Arthur J Gallagher & Co. Arthur J Gallagher & Co. Y equity-performance leg 2027-01-06 0.00000000 USD 0.00000000 USD 41998.00000000 USD 1026062.18000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 40089.00000000 OU Notional Amount USD 2164004.22000000 0.036295259656 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Community Trust Bancorp, Inc. Community Trust Bancorp, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 40089.00000000 USD -62137.95000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 24800.00000000 OU Notional Amount -903539.65000000 -0.01515440954 N/A DE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Micronics Japan Co. Ltd. Micronics Japan Co. Ltd. Y equity-performance leg 2027-01-06 0.00000000 JPY 0.00000000 JPY 24800.00000000 JPY 13568.80000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 321716.00000000 OU Notional Amount USD 5047724.04000000 0.084661782546 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 PROS Holdings, Inc. PROS Holdings, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 321716.00000000 USD 12868.64000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 8870.00000000 OU Notional Amount 78931.22000000 0.001323855609 N/A DE CA N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Extendicare, Inc. Extendicare, Inc. Y equity-performance leg 2025-12-08 0.00000000 CAD 0.00000000 CAD 8870.00000000 CAD -8002.24000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 284855.00000000 OU Notional Amount 18181868.82000000 0.304951184362 N/A DE FR N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Societe Generale SA Societe Generale SA Y equity-performance leg 2028-02-15 0.00000000 EUR 0.00000000 EUR 284855.00000000 EUR 1891467.98000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 166.00000000 OU Notional Amount USD -3942.50000000 -0.00006612466 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Business First Bancshares, Inc. Business First Bancshares, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 166.00000000 USD 395.08000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 250653.00000000 OU Notional Amount -6180478.73000000 -0.10366064827 N/A DE SE N 2 UBS AG BFM8T61CT2L1QCEMIK50 Essity AB Essity AB Y equity-performance leg 2029-09-03 0.00000000 SEK 0.00000000 SEK 250653.00000000 SEK 559908.58000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 380077.00000000 OU Notional Amount -914813.91000000 -0.01534350445 N/A DE GB N 2 BNP Paribas 549300FWX3HQBUJIR891 Crest Nicholson Holdings PLC Crest Nicholson Holdings PLC Y equity-performance leg 2027-03-17 0.00000000 GBP 0.00000000 GBP 380077.00000000 GBP 27394.99000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 895063.00000000 OU Notional Amount USD 33403751.16000000 0.560256680941 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 NMI Holdings, Inc. NMI Holdings, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 895063.00000000 USD -1145680.64000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 5933.00000000 OU Notional Amount 421897.45000000 0.007076177280 N/A DE DE N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Henkel AG & Co. KGaA Henkel AG & Co. KGaA Y equity-performance leg 2026-08-17 0.00000000 EUR 0.00000000 EUR 5933.00000000 EUR -17386.21000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 44700.00000000 OU Notional Amount 2355275.52000000 0.039503313242 N/A DE GB N 2 UBS AG BFM8T61CT2L1QCEMIK50 Experian PLC Experian PLC Y equity-performance leg 2029-09-03 0.00000000 GBP 0.00000000 GBP 44700.00000000 GBP -48822.05000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 428983.00000000 OU Notional Amount -1500475.97000000 -0.02516638573 N/A DE GB N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Pagegroup PLC Pagegroup PLC Y equity-performance leg 2026-08-19 0.00000000 GBP 0.00000000 GBP 428983.00000000 GBP 69428.50000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 444673.00000000 OU Notional Amount USD -8760058.10000000 -0.14692604589 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Jack in the Box, Inc. Jack in the Box, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 444673.00000000 USD 2061798.22000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 544153.00000000 OU Notional Amount 5872220.51000000 0.098490458659 N/A DE GB N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Rightmove PLC Rightmove PLC Y equity-performance leg 2027-01-04 0.00000000 GBP 0.00000000 GBP 544153.00000000 GBP 51693.49000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 118585.00000000 OU Notional Amount USD -5376643.90000000 -0.09017851472 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Celsius Holdings, Inc. Celsius Holdings, Inc. Y equity-performance leg 2027-01-06 0.00000000 USD 0.00000000 USD 118585.00000000 USD -118585.00000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 459900.00000000 OU Notional Amount 11351224.90000000 0.190385791003 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Rinnai Corp. Rinnai Corp. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 459900.00000000 JPY 4734.27000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1444400.00000000 OU Notional Amount 8047842.05000000 0.134980567124 N/A DE HK N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Link REIT Link REIT Y equity-performance leg 2027-09-09 0.00000000 HKD 0.00000000 HKD 1444400.00000000 HKD 71391.24000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1039.00000000 OU Notional Amount 459739.78000000 0.007710878996 N/A DE FR N 2 Citibank NA E57ODZWZ7FF32TWEFA76 L'Oreal SA L'Oreal SA Y equity-performance leg 2026-07-06 0.00000000 EUR 0.00000000 EUR 1039.00000000 EUR -2007.28000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 28174.00000000 OU Notional Amount -60819.46000000 -0.00102008030 N/A DE IT N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Piaggio & C SpA Piaggio & C SpA Y equity-performance leg 2025-12-08 0.00000000 EUR 0.00000000 EUR 28174.00000000 EUR 3683.37000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 57000.00000000 OU Notional Amount -167182.94000000 -0.00280403714 N/A DE JP N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 Septeni Holdings Co. Ltd. Septeni Holdings Co. Ltd. Y equity-performance leg 2026-02-10 0.00000000 JPY 0.00000000 JPY 57000.00000000 JPY -3492.63000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 447060.00000000 OU Notional Amount -1264309.18000000 -0.02120533294 N/A DE AU N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Domain Holdings Australia Ltd. Domain Holdings Australia Ltd. Y equity-performance leg 2027-01-06 0.00000000 AUD 0.00000000 AUD 447060.00000000 AUD 24806.37000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 286614.00000000 OU Notional Amount USD -8701601.04000000 -0.14594558839 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 ACM Research, Inc. ACM Research, Inc. Y equity-performance leg 2027-01-04 0.00000000 USD 0.00000000 USD 286614.00000000 USD -217826.64000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 296900.00000000 OU Notional Amount 4371928.83000000 0.073327163882 N/A DE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 Obayashi Corp. Obayashi Corp. Y equity-performance leg 2028-04-18 0.00000000 JPY 0.00000000 JPY 296900.00000000 JPY 15328.51000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 71900.00000000 OU Notional Amount 2057561.82000000 0.034509979151 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 PALTAC Corp. PALTAC Corp. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 71900.00000000 JPY 5607.89000000 N N N Netflix Inc 549300Y7VHGU0I7CE873 64110L106 27000.00000000 NS USD 31303800.00000000 0.525035736401 Long EC CORP US N 1 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 4555.00000000 OU Notional Amount USD -119158.80000000 -0.00199856337 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 HealthStream, Inc. HealthStream, Inc. Y equity-performance leg 2028-04-21 0.00000000 USD 0.00000000 USD 4555.00000000 USD 2924.98000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 5108.00000000 OU Notional Amount USD -491389.60000000 -0.00824171827 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Coastal Financial Corp. Coastal Financial Corp. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 5108.00000000 USD 5516.64000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 144055.00000000 OU Notional Amount 1574042.08000000 0.026400256281 N/A DE CA N 2 UBS AG BFM8T61CT2L1QCEMIK50 Secure Waste Infrastructure Corp. Secure Waste Infrastructure Corp. Y equity-performance leg 2028-04-18 0.00000000 CAD 0.00000000 CAD 144055.00000000 CAD -107693.10000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 324600.00000000 OU Notional Amount 9801531.35000000 0.164393914802 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Suntory Beverage & Food Ltd. Suntory Beverage & Food Ltd. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 324600.00000000 JPY -169207.59000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 26800.00000000 OU Notional Amount 445155.36000000 0.007466265189 N/A DE JP N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Doutor Nichires Holdings Co. Ltd. Doutor Nichires Holdings Co. Ltd. Y equity-performance leg 2026-08-19 0.00000000 JPY 0.00000000 JPY 26800.00000000 JPY -2426.51000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 595095.00000000 OU Notional Amount 21343616.36000000 0.357980862803 N/A DE DE N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Deutsche Telekom AG Deutsche Telekom AG Y equity-performance leg 2026-08-19 0.00000000 EUR 0.00000000 EUR 595095.00000000 EUR 487555.77000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 124636.00000000 OU Notional Amount USD 1318648.88000000 0.022116732976 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Alphatec Holdings, Inc. Alphatec Holdings, Inc. Y equity-performance leg 2028-04-21 0.00000000 USD 0.00000000 USD 124636.00000000 USD -16202.68000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 OU Notional Amount 23.89000000 0.000000400689 N/A DE FR N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Guerbet Guerbet Y equity-performance leg 2026-08-19 0.00000000 EUR 0.00000000 EUR 1.00000000 EUR -2.10000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 193046.00000000 OU Notional Amount -9376077.79000000 -0.15725809349 N/A DE FR N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 AXA SA AXA SA Y equity-performance leg 2028-02-15 0.00000000 EUR 0.00000000 EUR 193046.00000000 EUR -92534.39000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 626100.00000000 OU Notional Amount 7059856.69000000 0.118409811464 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Amada Co. Ltd. Amada Co. Ltd. Y equity-performance leg 2028-02-15 0.00000000 JPY 0.00000000 JPY 626100.00000000 JPY 279612.83000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 109100.00000000 OU Notional Amount 3159754.87000000 0.052996256844 N/A DE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 Hitachi Construction Machinery Co. Ltd. Hitachi Construction Machinery Co. Ltd. Y equity-performance leg 2029-09-03 0.00000000 JPY 0.00000000 JPY 109100.00000000 JPY -37507.81000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 24252.00000000 OU Notional Amount 1471348.69000000 0.024677855179 N/A DE GB N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Morgan Sindall Group PLC Morgan Sindall Group PLC Y equity-performance leg 2026-08-19 0.00000000 GBP 0.00000000 GBP 24252.00000000 GBP -8942.10000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 14104.00000000 OU Notional Amount 87897.49000000 0.001474240296 N/A DE AU N 2 UBS AG BFM8T61CT2L1QCEMIK50 AGL Energy Ltd. AGL Energy Ltd. Y equity-performance leg 2028-04-18 0.00000000 AUD 0.00000000 AUD 14104.00000000 AUD -1012.39000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 651.00000000 OU Notional Amount USD 262789.17000000 0.004407570499 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Cavco Industries, Inc. Cavco Industries, Inc. Y equity-performance leg 2026-06-25 0.00000000 USD 0.00000000 USD 651.00000000 USD -8985.43000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 258299.00000000 OU Notional Amount 1105250.92000000 0.018537565109 N/A DE IT N 2 UBS AG BFM8T61CT2L1QCEMIK50 Hera SpA Hera SpA Y equity-performance leg 2028-04-24 0.00000000 EUR 0.00000000 EUR 258299.00000000 EUR -67589.16000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 282300.00000000 OU Notional Amount -3564996.30000000 -0.05979307488 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Park24 Co. Ltd. Park24 Co. Ltd. Y equity-performance leg 2028-02-15 0.00000000 JPY 0.00000000 JPY 282300.00000000 JPY 70549.03000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 176694.00000000 OU Notional Amount -783800.83000000 -0.01314611791 N/A DE NZ N 2 BNP Paribas 549300FWX3HQBUJIR891 Auckland International Airport Ltd. Auckland International Airport Ltd. Y equity-performance leg 2026-09-07 0.00000000 NZD 0.00000000 NZD 176694.00000000 NZD -2925.77000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 10100.00000000 OU Notional Amount 141761.83000000 0.002377667465 N/A DE JP N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Tsubakimoto Chain Co. Tsubakimoto Chain Co. Y equity-performance leg 2026-08-19 0.00000000 JPY 0.00000000 JPY 10100.00000000 JPY 15558.48000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 92046.00000000 OU Notional Amount USD 1183711.56000000 0.019853528025 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Accel Entertainment, Inc. Accel Entertainment, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 92046.00000000 USD 8284.14000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1609800.00000000 OU Notional Amount -13551603.59000000 -0.22729113303 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Takara Holdings, Inc. Takara Holdings, Inc. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 1609800.00000000 JPY -184656.50000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1708100.00000000 OU Notional Amount -15005589.32000000 -0.25167777198 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Kikkoman Corp. Kikkoman Corp. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 1708100.00000000 JPY 4536.82000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 137275.00000000 OU Notional Amount -10027566.44000000 -0.16818503600 N/A DE FR N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 SEB SA SEB SA Y equity-performance leg 2027-01-04 0.00000000 EUR 0.00000000 EUR 137275.00000000 EUR 1595908.81000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -5973.87000000 -0.00010019535 N/A DFE XX N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 206266.22000000 USD 175000.00000000 EUR 2025-09-17 -5973.87000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 50091.00000000 OU Notional Amount USD -936200.79000000 -0.01570221095 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Liquidia Corp. Liquidia Corp. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 50091.00000000 USD 13506.42000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 110700.00000000 OU Notional Amount -7514584.77000000 -0.12603663288 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Fujikura Ltd. Fujikura Ltd. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 110700.00000000 JPY -1613353.53000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 118675.00000000 OU Notional Amount -398495.14000000 -0.00668366745 N/A DE NZ N 2 BNP Paribas 549300FWX3HQBUJIR891 Meridian Energy Ltd. Meridian Energy Ltd. Y equity-performance leg 2027-03-22 0.00000000 NZD 0.00000000 NZD 118675.00000000 NZD 10734.74000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 259016.00000000 OU Notional Amount -2948523.76000000 -0.04945343196 N/A DE SE N 2 UBS AG BFM8T61CT2L1QCEMIK50 Castellum AB Castellum AB Y equity-performance leg 2029-09-03 0.00000000 SEK 0.00000000 SEK 259016.00000000 SEK 173337.87000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 88113.00000000 OU Notional Amount -797775.34000000 -0.01338050214 N/A DE GB N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Frasers Group PLC Frasers Group PLC Y equity-performance leg 2026-12-10 0.00000000 GBP 0.00000000 GBP 88113.00000000 GBP 9170.84000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 189500.00000000 OU Notional Amount -868326.59000000 -0.01456380665 N/A DE HK N 2 BNP Paribas 549300FWX3HQBUJIR891 CK Asset Holdings Ltd. CK Asset Holdings Ltd. Y equity-performance leg 2026-09-09 0.00000000 HKD 0.00000000 HKD 189500.00000000 HKD -19795.71000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 535035.00000000 OU Notional Amount -221767.67000000 -0.00371954688 N/A DE AU N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Ora Banda Mining Ltd. Ora Banda Mining Ltd. Y equity-performance leg 2026-02-25 0.00000000 AUD 0.00000000 AUD 535035.00000000 AUD 12214.98000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 576900.00000000 OU Notional Amount -1228682.81000000 -0.02060779790 N/A DE SG N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 CapitaLand Investment Ltd. CapitaLand Investment Ltd. Y equity-performance leg 2027-02-22 0.00000000 SGD 0.00000000 SGD 576900.00000000 SGD 31118.98000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 95229.00000000 OU Notional Amount -10924394.61000000 -0.18322687880 N/A DE FR N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Cie de Saint-Gobain SA Cie de Saint-Gobain SA Y equity-performance leg 2028-02-15 0.00000000 EUR 0.00000000 EUR 95229.00000000 EUR 48128.73000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 46436.00000000 OU Notional Amount USD -2087298.20000000 -0.03500872569 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 CECO Environmental Corp. CECO Environmental Corp. Y equity-performance leg 2028-04-21 0.00000000 USD 0.00000000 USD 46436.00000000 USD -691896.40000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 103800.00000000 OU Notional Amount -7926057.28000000 -0.13293796027 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 SoftBank Group Corp. SoftBank Group Corp. Y equity-performance leg 2028-03-15 0.00000000 JPY 0.00000000 JPY 103800.00000000 JPY -628573.15000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 41608.00000000 OU Notional Amount 1562402.02000000 0.026205026071 N/A DE CA N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Great-West Lifeco, Inc. Great-West Lifeco, Inc. Y equity-performance leg 2026-08-18 0.00000000 CAD 0.00000000 CAD 41608.00000000 CAD -9135.70000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 7128.00000000 OU Notional Amount 1135459.12000000 0.019044225149 N/A DE CA N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Franco-Nevada Corp. Franco-Nevada Corp. Y equity-performance leg 2025-10-20 0.00000000 CAD 0.00000000 CAD 7128.00000000 CAD -9568.72000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 7643.00000000 OU Notional Amount -74471.90000000 -0.00124906269 N/A DE ES N 2 BNP Paribas 549300FWX3HQBUJIR891 HBX Group International PLC HBX Group International PLC Y equity-performance leg 2027-03-17 0.00000000 EUR 0.00000000 EUR 7643.00000000 EUR 21997.15000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 52800.00000000 OU Notional Amount -138741.37000000 -0.00232700749 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Mitsubishi Motors Corp. Mitsubishi Motors Corp. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 52800.00000000 JPY 8133.39000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 243737.00000000 OU Notional Amount -330115.73000000 -0.00553678963 N/A DE AU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Stanmore Resources Ltd. Stanmore Resources Ltd. Y equity-performance leg 2027-05-12 0.00000000 AUD 0.00000000 AUD 243737.00000000 AUD 56438.28000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 300000.00000000 OU Notional Amount -1937678.66000000 -0.03249926661 N/A DE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Ichibanya Co. Ltd. Ichibanya Co. Ltd. Y equity-performance leg 2027-01-06 0.00000000 JPY 0.00000000 JPY 300000.00000000 JPY 2757.32000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 24622.00000000 OU Notional Amount -1160471.71000000 -0.01946374302 N/A DE DK N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Orsted AS Orsted AS Y equity-performance leg 2026-11-09 0.00000000 DKK 0.00000000 DKK 24622.00000000 DKK 62187.14000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 3300.00000000 OU Notional Amount -141250.69000000 -0.00236909448 N/A DE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 Workman Co. Ltd. Workman Co. Ltd. Y equity-performance leg 2028-04-03 0.00000000 JPY 0.00000000 JPY 3300.00000000 JPY -3773.56000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 236700.00000000 OU Notional Amount -5095997.18000000 -0.08547143260 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Musashi Seimitsu Industry Co. Ltd. Musashi Seimitsu Industry Co. Ltd. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 236700.00000000 JPY 78787.95000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 84300.00000000 OU Notional Amount 1410749.02000000 0.023661461247 N/A DE JP N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Tokyo Tatemono Co. Ltd. Tokyo Tatemono Co. Ltd. Y equity-performance leg 2026-08-19 0.00000000 JPY 0.00000000 JPY 84300.00000000 JPY -41586.14000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 3000.00000000 OU Notional Amount -85003.67000000 -0.00142570437 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Fuso Chemical Co. Ltd. Fuso Chemical Co. Ltd. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 3000.00000000 JPY -3864.52000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 6700.00000000 OU Notional Amount -131721.37000000 -0.00220926617 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Mars Group Holdings Corp. Mars Group Holdings Corp. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 6700.00000000 JPY -1307.82000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 31900.00000000 OU Notional Amount USD 8674886.00000000 0.145497516570 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Public Storage Public Storage Y equity-performance leg 2027-02-05 0.00000000 USD 0.00000000 USD 31900.00000000 USD -609290.00000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 143818.00000000 OU Notional Amount USD 10678486.50000000 0.179102441977 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Toro Co. Toro Co. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 143818.00000000 USD -98855.77000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 544921.00000000 OU Notional Amount USD 16053372.66000000 0.269251475420 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 National Storage Affiliates Trust National Storage Affiliates Trust Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 544921.00000000 USD -1263346.89000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 1846.00000000 OU Notional Amount USD -61231.82000000 -0.00102699652 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Vertex, Inc. Vertex, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 1846.00000000 USD 3267.42000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 102100.00000000 OU Notional Amount 4017827.93000000 0.067388088537 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 UACJ Corp. UACJ Corp. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 102100.00000000 JPY 270016.38000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 26032.00000000 OU Notional Amount -1954466.63000000 -0.03278083895 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Cameco Corp. Cameco Corp. Y equity-performance leg 2027-01-04 0.00000000 CAD 0.00000000 CAD 26032.00000000 CAD 73826.95000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 23300.00000000 OU Notional Amount 329286.68000000 0.005522884586 N/A DE JP N 2 BNP Paribas 549300FWX3HQBUJIR891 Isetan Mitsukoshi Holdings Ltd. Isetan Mitsukoshi Holdings Ltd. Y equity-performance leg 2027-03-24 0.00000000 JPY 0.00000000 JPY 23300.00000000 JPY -4431.37000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 480086.00000000 OU Notional Amount -30150066.03000000 -0.50568500056 N/A DE NL N 2 UBS AG BFM8T61CT2L1QCEMIK50 Akzo Nobel NV Akzo Nobel NV Y equity-performance leg 2029-09-03 0.00000000 EUR 0.00000000 EUR 480086.00000000 EUR 3076606.43000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 34600.00000000 OU Notional Amount -466399.69000000 -0.00782258079 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 J Front Retailing Co. Ltd. J Front Retailing Co. Ltd. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 34600.00000000 JPY 4514.36000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 62978.00000000 OU Notional Amount USD -6770135.00000000 -0.11355052151 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 PriceSmart, Inc. PriceSmart, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 62978.00000000 USD -205308.28000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 25324.00000000 OU Notional Amount 1705202.94000000 0.028600121433 N/A DE CA N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Sprott, Inc. Sprott, Inc. Y equity-performance leg 2025-12-08 0.00000000 CAD 0.00000000 CAD 25324.00000000 CAD -94259.39000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 511688.00000000 OU Notional Amount 1516406.92000000 0.025433583907 N/A DE GB N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Firstgroup PLC Firstgroup PLC Y equity-performance leg 2026-08-19 0.00000000 GBP 0.00000000 GBP 511688.00000000 GBP 19171.74000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 170800.00000000 OU Notional Amount 1516608.46000000 0.025436964190 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Nissha Co. Ltd. Nissha Co. Ltd. Y equity-performance leg 2028-02-15 0.00000000 JPY 0.00000000 JPY 170800.00000000 JPY 16923.53000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 697034.00000000 OU Notional Amount USD 9375107.30000000 0.157241816172 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 10X Genomics, Inc. 10X Genomics, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 697034.00000000 USD 320635.64000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1265.00000000 OU Notional Amount 420403.84000000 0.007051126052 N/A DE CH N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Roche Holding AG Roche Holding AG Y equity-performance leg 2027-01-04 0.00000000 CHF 0.00000000 CHF 1265.00000000 CHF -7089.38000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 541.00000000 OU Notional Amount USD -192725.84000000 -0.00323244952 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Erie Indemnity Co. Erie Indemnity Co. Y equity-performance leg 2028-02-24 0.00000000 USD 0.00000000 USD 541.00000000 USD 4250.91000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 171900.00000000 OU Notional Amount -1989408.76000000 -0.03336689773 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 JFE Holdings, Inc. JFE Holdings, Inc. Y equity-performance leg 2028-03-15 0.00000000 JPY 0.00000000 JPY 171900.00000000 JPY 85793.95000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 48106.00000000 OU Notional Amount USD 1563445.00000000 0.026222519211 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Bowhead Specialty Holdings, Inc. Bowhead Specialty Holdings, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 48106.00000000 USD -59651.44000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 5863.00000000 OU Notional Amount -279924.97000000 -0.00469497673 N/A DE NO N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Bluenord ASA Bluenord ASA Y equity-performance leg 2025-12-08 0.00000000 NOK 0.00000000 NOK 5863.00000000 NOK 22040.09000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 95900.00000000 OU Notional Amount 583459.28000000 0.009785935660 N/A DE JP N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Nomura Co. Ltd. Nomura Co. Ltd. Y equity-performance leg 2026-08-19 0.00000000 JPY 0.00000000 JPY 95900.00000000 JPY 15229.79000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 204100.00000000 OU Notional Amount 2549716.37000000 0.042764527371 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Toa Corp. Toa Corp. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 204100.00000000 JPY 53244.14000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 12869.00000000 OU Notional Amount 9934186.02000000 0.166618834536 N/A DE DE N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Rational AG Rational AG Y equity-performance leg 2026-08-17 0.00000000 EUR 0.00000000 EUR 12869.00000000 EUR -667940.24000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 11419.00000000 OU Notional Amount -129197.49000000 -0.00216693498 N/A DE AU N 2 BNP Paribas 549300FWX3HQBUJIR891 Fortescue Ltd. Fortescue Ltd. Y equity-performance leg 2026-09-07 0.00000000 AUD 0.00000000 AUD 11419.00000000 AUD 13827.15000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 4676.00000000 OU Notional Amount USD -255917.48000000 -0.00429231666 N/A DE US N 2 BNP Paribas 549300FWX3HQBUJIR891 Bio-Techne Corp. Bio-Techne Corp. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 4676.00000000 USD 14670.95000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 14600.00000000 OU Notional Amount -890284.87000000 -0.01493209681 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Trend Micro, Inc. Trend Micro, Inc. Y equity-performance leg 2027-09-09 0.00000000 JPY 0.00000000 JPY 14600.00000000 JPY 35133.88000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 659600.00000000 OU Notional Amount 26598445.47000000 0.446116267177 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 BIPROGY, Inc. BIPROGY, Inc. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 659600.00000000 JPY 95356.99000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 18528.00000000 OU Notional Amount 1693120.02000000 0.028397463455 N/A DE FR N 2 UBS AG BFM8T61CT2L1QCEMIK50 Publicis Groupe SA Publicis Groupe SA Y equity-performance leg 2028-04-18 0.00000000 EUR 0.00000000 EUR 18528.00000000 EUR -3536.69000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 73043.00000000 OU Notional Amount USD 13231009.02000000 0.221914034850 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Dover Corp. Dover Corp. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 73043.00000000 USD -554679.56000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1919700.00000000 OU Notional Amount -16274328.04000000 -0.27295739836 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Nippon Paint Holdings Co. Ltd. Nippon Paint Holdings Co. Ltd. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 1919700.00000000 JPY -193303.52000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 469.00000000 OU Notional Amount -496366.00000000 -0.00832518379 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Hankyu Hanshin REIT, Inc. Hankyu Hanshin REIT, Inc. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 469.00000000 JPY 18596.49000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 46867.00000000 OU Notional Amount -859808.94000000 -0.01442094633 N/A DE FI N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Fortum OYJ Fortum OYJ Y equity-performance leg 2028-02-15 0.00000000 EUR 0.00000000 EUR 46867.00000000 EUR -8368.71000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 5257.00000000 OU Notional Amount -65928.81000000 -0.00110577569 N/A DE SE N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Svenska Cellulosa AB SCA Svenska Cellulosa AB SCA Y equity-performance leg 2027-01-04 0.00000000 SEK 0.00000000 SEK 5257.00000000 SEK 1699.65000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 2900.00000000 OU Notional Amount -138220.97000000 -0.00231827921 N/A DE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 Maruzen Showa Unyu Co. Ltd. Maruzen Showa Unyu Co. Ltd. Y equity-performance leg 2028-04-03 0.00000000 JPY 0.00000000 JPY 2900.00000000 JPY -2382.25000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 244445.00000000 OU Notional Amount -8783667.24000000 -0.14732202472 N/A DE GB N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Shell PLC Shell PLC Y equity-performance leg 2026-08-17 0.00000000 GBP 0.00000000 GBP 244445.00000000 GBP -119815.60000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 7957.00000000 OU Notional Amount USD -757426.83000000 -0.01270376610 N/A DE US N 2 BNP Paribas 549300FWX3HQBUJIR891 CoStar Group, Inc. CoStar Group, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 7957.00000000 USD -88322.70000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 42800.00000000 OU Notional Amount -2905367.91000000 -0.04872961046 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Fujikura Ltd. Fujikura Ltd. Y equity-performance leg 2027-09-09 0.00000000 JPY 0.00000000 JPY 42800.00000000 JPY -439837.94000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 16900.00000000 OU Notional Amount -303292.03000000 -0.00508689533 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 GS Yuasa Corp. GS Yuasa Corp. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 16900.00000000 JPY -91.74000000 N N N HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 000000000 1526623.42000000 OU Notional Amount 33798.43000000 0.000566876340 N/A DE DE N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 Eurex Dow Jones EURO STOXX 50 Dividend Futures DEDZ6 Index Y Fixed payment equal to the notional value in field C.11.f.iv.1 equity-performance leg 2026-12-18 0.00000000 EUR 0.00000000 EUR 1526623.42000000 EUR 33798.43000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 92800.00000000 OU Notional Amount -2253878.76000000 -0.03780265956 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Kadokawa Corp. Kadokawa Corp. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 92800.00000000 JPY 180696.96000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 134054.00000000 OU Notional Amount -2287944.26000000 -0.03837401527 N/A DE IT N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Eni SpA Eni SpA Y equity-performance leg 2026-12-10 0.00000000 EUR 0.00000000 EUR 134054.00000000 EUR -55819.43000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 150746.00000000 OU Notional Amount USD -1501430.16000000 -0.02518238966 N/A DE US N 2 BNP Paribas 549300FWX3HQBUJIR891 Portillo's, Inc. Portillo's, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 150746.00000000 USD 145600.41000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 61334.00000000 OU Notional Amount USD 15829692.06000000 0.265499844355 N/A DE US N 2 BNP Paribas 549300FWX3HQBUJIR891 HEICO Corp. HEICO Corp. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 61334.00000000 USD 485765.28000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 6963.00000000 OU Notional Amount 6721555.58000000 0.112735734438 N/A DE CH N 2 BNP Paribas 549300FWX3HQBUJIR891 dormakaba Holding AG dormakaba Holding AG Y equity-performance leg 2027-03-17 0.00000000 CHF 0.00000000 CHF 6963.00000000 CHF 254298.82000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 10947.00000000 OU Notional Amount USD 1933897.02000000 0.032435839930 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 CRA International, Inc. CRA International, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 10947.00000000 USD -138589.02000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 63441.00000000 OU Notional Amount USD 1003636.62000000 0.016833262794 N/A DE US N 2 BNP Paribas 549300FWX3HQBUJIR891 MaxLinear, Inc. MaxLinear, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 63441.00000000 USD 90086.22000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 265661.00000000 OU Notional Amount -5094266.92000000 -0.08544241222 N/A DE NL N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 CVC Capital Partners PLC CVC Capital Partners PLC Y equity-performance leg 2027-01-04 0.00000000 EUR 0.00000000 EUR 265661.00000000 EUR 219683.67000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 5000.00000000 OU Notional Amount -67275.04000000 -0.00112835502 N/A DE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Fixstars Corp. Fixstars Corp. Y equity-performance leg 2027-01-06 0.00000000 JPY 0.00000000 JPY 5000.00000000 JPY 888.14000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 15500.00000000 OU Notional Amount -228344.54000000 -0.00382985591 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Nishimatsuya Chain Co. Ltd. Nishimatsuya Chain Co. Ltd. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 15500.00000000 JPY -2943.63000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 106564.00000000 OU Notional Amount -8000759.90000000 -0.13419089266 N/A DE CA N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Cameco Corp. Cameco Corp. Y equity-performance leg 2026-08-18 0.00000000 CAD 0.00000000 CAD 106564.00000000 CAD 74729.52000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 3204500.00000000 OU Notional Amount -35209676.59000000 -0.59054614701 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Suzuki Motor Corp. Suzuki Motor Corp. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 3204500.00000000 JPY 537995.09000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 701181.00000000 OU Notional Amount -3552461.48000000 -0.05958283752 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Endeavour Silver Corp. Endeavour Silver Corp. Y equity-performance leg 2027-01-04 0.00000000 CAD 0.00000000 CAD 701181.00000000 CAD 426455.29000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 48300.00000000 OU Notional Amount 1911251.03000000 0.032056015307 N/A DE JP N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Nomura Research Institute Ltd. Nomura Research Institute Ltd. Y equity-performance leg 2026-08-19 0.00000000 JPY 0.00000000 JPY 48300.00000000 JPY 220077.74000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 12303.00000000 OU Notional Amount USD -368720.91000000 -0.00618428607 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Distribution Solutions Group, Inc. Distribution Solutions Group, Inc. Y equity-performance leg 2026-08-19 0.00000000 USD 0.00000000 USD 12303.00000000 USD -24236.91000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 31816.00000000 OU Notional Amount 455286.59000000 0.007636188898 N/A DE NO N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 SpareBank 1 Nord Norge SpareBank 1 Nord Norge Y equity-performance leg 2025-12-08 0.00000000 NOK 0.00000000 NOK 31816.00000000 NOK -22690.79000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 259583.00000000 OU Notional Amount 13072821.69000000 0.219260874489 N/A DE CA N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 GFL Environmental, Inc. GFL Environmental, Inc. Y equity-performance leg 2025-10-20 0.00000000 CAD 0.00000000 CAD 259583.00000000 CAD 838294.91000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 16452.00000000 OU Notional Amount 530743.20000000 0.008901767416 N/A DE DE N 2 UBS AG BFM8T61CT2L1QCEMIK50 Kontron AG Kontron AG Y equity-performance leg 2028-04-24 0.00000000 EUR 0.00000000 EUR 16452.00000000 EUR 14277.19000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 68025.00000000 OU Notional Amount 6202398.96000000 0.104028300251 N/A DE XX N 2 Citibank NA E57ODZWZ7FF32TWEFA76 BNP Paribas SA BNP Paribas SA Y equity-performance leg 2026-07-06 0.00000000 EUR 0.00000000 EUR 68025.00000000 EUR 45709.30000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC 13733.90000000 0.000230348657 N/A DFE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 11693000.00000000 ZAR 653690.39000000 USD 2025-09-17 13733.90000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 181900.00000000 OU Notional Amount -2687153.85000000 -0.04506966567 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Air Water, Inc. Air Water, Inc. Y equity-performance leg 2028-02-15 0.00000000 JPY 0.00000000 JPY 181900.00000000 JPY -10985.77000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 135582.00000000 OU Notional Amount USD -9954430.44000000 -0.16695837938 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 PVH Corp. PVH Corp. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 135582.00000000 USD 387853.80000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 11964.00000000 OU Notional Amount -829432.62000000 -0.01391146654 N/A DE CA N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 West Fraser Timber Co. Ltd. West Fraser Timber Co. Ltd. Y equity-performance leg 2025-12-08 0.00000000 CAD 0.00000000 CAD 11964.00000000 CAD 76709.77000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 96900.00000000 OU Notional Amount -3318124.69000000 -0.05565247797 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Hoshizaki Corp. Hoshizaki Corp. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 96900.00000000 JPY -25772.03000000 N N N Eurex Deutschland 529900LN3S50JPU47S06 000000000 103.00000000 NC -595222.13000000 -0.00998322533 N/A DE DE N 2 Eurex Deutschland 529900LN3S50JPU47S06 Long Eurex DAX Index Futures GXU5 Index 2025-09-19 62531925.33000000 EUR -595222.13000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 126317.00000000 OU Notional Amount USD -14901616.49000000 -0.24993391177 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 AGCO Corp. AGCO Corp. Y equity-performance leg 2028-04-18 0.00000000 USD 0.00000000 USD 126317.00000000 USD -1404645.04000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 16580.00000000 OU Notional Amount -230942.55000000 -0.00387343043 N/A DE CA N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Air Canada Air Canada Y equity-performance leg 2025-10-20 0.00000000 CAD 0.00000000 CAD 16580.00000000 CAD 32056.02000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 40426.00000000 OU Notional Amount USD -638730.80000000 -0.01071296443 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Metallus, Inc. Metallus, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 40426.00000000 USD 808.52000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 46400.00000000 OU Notional Amount 583891.44000000 0.009793183964 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Rohm Co. Ltd. Rohm Co. Ltd. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 46400.00000000 JPY -17165.66000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 34067.00000000 OU Notional Amount USD 2870485.42000000 0.048144551981 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Globant SA Globant SA Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 34067.00000000 USD -229442.56000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 12329.00000000 OU Notional Amount 490988.90000000 0.008234997625 N/A DE CA N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Empire Co. Ltd. Empire Co. Ltd. Y equity-performance leg 2026-08-18 0.00000000 CAD 0.00000000 CAD 12329.00000000 CAD -8100.88000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 6747.00000000 OU Notional Amount -188006.40000000 -0.00315329380 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 MTY Food Group, Inc. MTY Food Group, Inc. Y equity-performance leg 2027-01-04 0.00000000 CAD 0.00000000 CAD 6747.00000000 CAD 3443.94000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 56563.00000000 OU Notional Amount 6513826.52000000 0.109251646883 N/A DE AU N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Xero Ltd. Xero Ltd. Y equity-performance leg 2028-02-15 0.00000000 AUD 0.00000000 AUD 56563.00000000 AUD 81644.57000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 273500.00000000 OU Notional Amount -14392509.85000000 -0.24139503854 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Zensho Holdings Co. Ltd. Zensho Holdings Co. Ltd. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 273500.00000000 JPY 154682.97000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 34224.00000000 OU Notional Amount -461053.38000000 -0.00773291104 N/A DE SE N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 H & M Hennes & Mauritz AB H & M Hennes & Mauritz AB Y equity-performance leg 2025-12-08 0.00000000 SEK 0.00000000 SEK 34224.00000000 SEK 31468.52000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 324893.00000000 OU Notional Amount USD 10468052.46000000 0.175572985772 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Universal Technical Institute, Inc. Universal Technical Institute, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 324893.00000000 USD 310784.76000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 87540.00000000 OU Notional Amount -21473228.30000000 -0.36015474905 N/A DE BE N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Ackermans & van Haaren NV Ackermans & van Haaren NV Y equity-performance leg 2026-12-10 0.00000000 EUR 0.00000000 EUR 87540.00000000 EUR 296467.41000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 325921.00000000 OU Notional Amount 9521758.92000000 0.159701496508 N/A DE GB N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 IMI PLC IMI PLC Y equity-performance leg 2025-12-08 0.00000000 GBP 0.00000000 GBP 325921.00000000 GBP 254863.07000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 107540.00000000 OU Notional Amount USD -915165.40000000 -0.01534939974 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Harmonic, Inc. Harmonic, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 107540.00000000 USD 73127.20000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 34000.00000000 OU Notional Amount -1032567.23000000 -0.01731849475 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Japan Airport Terminal Co. Ltd. Japan Airport Terminal Co. Ltd. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 34000.00000000 JPY 8430.38000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 32698.00000000 OU Notional Amount -992314.45000000 -0.01664336431 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 ATS Corp. ATS Corp. Y equity-performance leg 2027-01-06 0.00000000 CAD 0.00000000 CAD 32698.00000000 CAD 18584.80000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 178350.00000000 OU Notional Amount USD -7340886.00000000 -0.12312331048 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Golar LNG Ltd. Golar LNG Ltd. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 178350.00000000 USD 131979.00000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 121600.00000000 OU Notional Amount 4811762.43000000 0.080704171085 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Nomura Research Institute Ltd. Nomura Research Institute Ltd. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 121600.00000000 JPY 229781.53000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 816400.00000000 OU Notional Amount -10040735.60000000 -0.16840591269 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 M3, Inc. M3, Inc. Y equity-performance leg 2027-09-09 0.00000000 JPY 0.00000000 JPY 816400.00000000 JPY 175056.71000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 2591056.00000000 OU Notional Amount 21261768.71000000 0.356608092047 N/A DE CA N 2 UBS AG BFM8T61CT2L1QCEMIK50 Vermilion Energy, Inc. Vermilion Energy, Inc. Y equity-performance leg 2028-04-21 0.00000000 CAD 0.00000000 CAD 2591056.00000000 CAD 1357012.22000000 N N N Caris Life Sciences Inc 549300LX5LO78M5VPY43 142152107 32517.00000000 NS USD 913077.36000000 0.015314378577 Long EC CORP US N 1 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -6903.21000000 -0.00011578249 N/A DFE XX N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 219785.37000000 USD 186000.00000000 EUR 2025-09-17 -6903.21000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 240200.00000000 OU Notional Amount 5633744.55000000 0.094490675844 N/A DE JP N 2 BNP Paribas 549300FWX3HQBUJIR891 NS Solutions Corp. NS Solutions Corp. Y equity-performance leg 2027-03-24 0.00000000 JPY 0.00000000 JPY 240200.00000000 JPY -522333.51000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 8553.00000000 OU Notional Amount USD 1045604.25000000 0.017537155149 N/A DE US N 2 BNP Paribas 549300FWX3HQBUJIR891 Lamar Advertising Co. Lamar Advertising Co. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 8553.00000000 USD -11033.37000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1032091.00000000 OU Notional Amount 2955565.71000000 0.049571541443 N/A DE IT N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Iren SpA Iren SpA Y equity-performance leg 2027-01-04 0.00000000 EUR 0.00000000 EUR 1032091.00000000 EUR -186824.05000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 144600.00000000 OU Notional Amount -6769849.57000000 -0.11354573420 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Ryohin Keikaku Co. Ltd. Ryohin Keikaku Co. Ltd. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 144600.00000000 JPY 59613.85000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 536100.00000000 OU Notional Amount 9122192.58000000 0.152999862599 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Brother Industries Ltd. Brother Industries Ltd. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 536100.00000000 JPY -6224.18000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 43636.00000000 OU Notional Amount USD 8302621.72000000 0.139253800139 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 PNC Financial Services Group, Inc. PNC Financial Services Group, Inc. Y equity-performance leg 2027-02-05 0.00000000 USD 0.00000000 USD 43636.00000000 USD -98386.58000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 155857.00000000 OU Notional Amount -4935348.82000000 -0.08277699519 N/A DE FR N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Rubis SCA Rubis SCA Y equity-performance leg 2027-01-04 0.00000000 EUR 0.00000000 EUR 155857.00000000 EUR 303338.76000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 941964.00000000 OU Notional Amount -9007666.71000000 -0.15107900396 N/A DE CA N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 InterRent Real Estate Investment Trust InterRent Real Estate Investment Trust Y equity-performance leg 2025-12-08 0.00000000 CAD 0.00000000 CAD 941964.00000000 CAD 175713.56000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 241205.00000000 OU Notional Amount USD -7347104.30000000 -0.12322760548 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Simply Good Foods Co. Simply Good Foods Co. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 241205.00000000 USD 349817.40000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 641650.00000000 OU Notional Amount -869046.39000000 -0.01457587932 N/A DE AU N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Stanmore Resources Ltd. Stanmore Resources Ltd. Y equity-performance leg 2028-02-15 0.00000000 AUD 0.00000000 AUD 641650.00000000 AUD 12939.84000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 60482.00000000 OU Notional Amount USD -2228156.88000000 -0.03737124528 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Baldwin Insurance Group, Inc. Baldwin Insurance Group, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 60482.00000000 USD 261282.24000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 50560.00000000 OU Notional Amount 7527185.89000000 0.126247982250 N/A DE FR N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Capgemini SE Capgemini SE Y equity-performance leg 2026-08-17 0.00000000 EUR 0.00000000 EUR 50560.00000000 EUR -418124.54000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 29476.00000000 OU Notional Amount USD 1025175.28000000 0.017194514981 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Nabors Industries Ltd. Nabors Industries Ltd. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 29476.00000000 USD 17390.84000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 149441.00000000 OU Notional Amount USD 3587331.21000000 0.060167681992 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Steven Madden Ltd. Steven Madden Ltd. Y equity-performance leg 2027-02-08 0.00000000 USD 0.00000000 USD 149441.00000000 USD -442456.70000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 759070.00000000 OU Notional Amount -4976534.23000000 -0.08346776794 N/A DE GB N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 QinetiQ Group PLC QinetiQ Group PLC Y equity-performance leg 2025-12-08 0.00000000 GBP 0.00000000 GBP 759070.00000000 GBP 114953.10000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 73810.00000000 OU Notional Amount USD -1054744.90000000 -0.01769046458 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Redwire Corp. Redwire Corp. Y equity-performance leg 2028-04-21 0.00000000 USD 0.00000000 USD 73810.00000000 USD 203217.13000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 171000.00000000 OU Notional Amount -362571.20000000 -0.00608114149 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Nissan Motor Co. Ltd. Nissan Motor Co. Ltd. Y equity-performance leg 2028-02-15 0.00000000 JPY 0.00000000 JPY 171000.00000000 JPY -7148.16000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 53691.38000000 0.000900526237 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 295323000.00000000 JPY 2021678.68000000 USD 2025-09-17 53691.38000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 4159.00000000 OU Notional Amount USD -106012.91000000 -0.00177807698 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Financial Institutions, Inc. Financial Institutions, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 4159.00000000 USD 2531.59000000 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -6584.00000000 NC USD 498579.19000000 0.008362304007 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short CBOT 5 Year U.S. Treasury Notes FVU5 Comdty 2025-09-30 -712856519.98000000 USD 498579.19000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 3927.00000000 OU Notional Amount USD 354372.48000000 0.005943630357 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Medtronic PLC Medtronic PLC Y equity-performance leg 2028-02-24 0.00000000 USD 0.00000000 USD 3927.00000000 USD -5507.62000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 2720.00000000 OU Notional Amount USD -149328.00000000 -0.00250456929 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Innodata, Inc. Innodata, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 2720.00000000 USD -10898.92000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 23748.00000000 OU Notional Amount USD 1760795.46000000 0.029532534101 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Strategic Education, Inc. Strategic Education, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 23748.00000000 USD -161652.41000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 21472.00000000 OU Notional Amount USD 199045.44000000 0.003338443548 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 BGC Group, Inc. BGC Group, Inc. Y equity-performance leg 2026-06-25 0.00000000 USD 0.00000000 USD 21472.00000000 USD -9686.02000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 730200.00000000 OU Notional Amount -8980579.54000000 -0.15062469067 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 M3, Inc. M3, Inc. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 730200.00000000 JPY 160460.18000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 16518.00000000 OU Notional Amount USD -200858.88000000 -0.00336885905 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Marten Transport Ltd. Marten Transport Ltd. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 16518.00000000 USD 24942.18000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 11795.00000000 OU Notional Amount USD 1417641.05000000 0.023777056224 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 M/I Homes, Inc. M/I Homes, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 11795.00000000 USD 89170.20000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 4500.00000000 OU Notional Amount -288218.83000000 -0.00483408358 N/A DE JP N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 C Uyemura & Co. Ltd. C Uyemura & Co. Ltd. Y equity-performance leg 2026-08-19 0.00000000 JPY 0.00000000 JPY 4500.00000000 JPY -1026.60000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 47374.00000000 OU Notional Amount USD -617756.96000000 -0.01036118555 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Garrett Motion, Inc. Garrett Motion, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 47374.00000000 USD -93800.52000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 143788.00000000 OU Notional Amount USD -956190.20000000 -0.01603747870 N/A DE US N 2 BNP Paribas 549300FWX3HQBUJIR891 Westrock Coffee Co. Westrock Coffee Co. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 143788.00000000 USD -93462.20000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 49200.00000000 OU Notional Amount 1946864.41000000 0.032653332476 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Nomura Research Institute Ltd. Nomura Research Institute Ltd. Y equity-performance leg 2027-09-09 0.00000000 JPY 0.00000000 JPY 49200.00000000 JPY 154110.26000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1300.00000000 OU Notional Amount -40449.37000000 -0.00067842769 N/A DE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 SCSK Corp. SCSK Corp. Y equity-performance leg 2027-01-07 0.00000000 JPY 0.00000000 JPY 1300.00000000 JPY -1333.62000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 54272.00000000 OU Notional Amount USD 25329285.12000000 0.424829569109 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Elbit Systems Ltd. Elbit Systems Ltd. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 54272.00000000 USD 1215315.28000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 11375.00000000 OU Notional Amount -865331.46000000 -0.01451357152 N/A DE DE N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Eckert & Ziegler SE Eckert & Ziegler SE Y equity-performance leg 2028-02-15 0.00000000 EUR 0.00000000 EUR 11375.00000000 EUR 22768.24000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 4003.00000000 OU Notional Amount USD 202471.74000000 0.003395910372 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Skyward Specialty Insurance Group, Inc. Skyward Specialty Insurance Group, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 4003.00000000 USD -28.02000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 1382.00000000 OU Notional Amount USD 131718.42000000 0.002209216697 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Kirby Corp. Kirby Corp. Y equity-performance leg 2028-02-24 0.00000000 USD 0.00000000 USD 1382.00000000 USD -33945.38000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 31400.00000000 OU Notional Amount 1134427.69000000 0.019026925728 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Canon Marketing Japan, Inc. Canon Marketing Japan, Inc. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 31400.00000000 JPY 19900.60000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 123636.00000000 OU Notional Amount 875659.60000000 0.014686797862 N/A DE GB N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 AJ Bell PLC AJ Bell PLC Y equity-performance leg 2025-12-08 0.00000000 GBP 0.00000000 GBP 123636.00000000 GBP 3930.68000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 65471.00000000 OU Notional Amount USD 51405865.07000000 0.862192967702 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Equinix, Inc. Equinix, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 65471.00000000 USD 454315.33000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 186953.00000000 OU Notional Amount 1857439.17000000 0.031153468347 N/A DE AU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Northern Star Resources Ltd. Northern Star Resources Ltd. Y equity-performance leg 2027-09-09 0.00000000 AUD 0.00000000 AUD 186953.00000000 AUD -162910.09000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 209393.00000000 OU Notional Amount 9097623.94000000 0.152587790774 N/A DE SE N 2 UBS AG BFM8T61CT2L1QCEMIK50 Alfa Laval AB Alfa Laval AB Y equity-performance leg 2029-09-03 0.00000000 SEK 0.00000000 SEK 209393.00000000 SEK 57265.39000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 6700.00000000 OU Notional Amount -386422.07000000 -0.00648117468 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 OBIC Business Consultants Co. Ltd. OBIC Business Consultants Co. Ltd. Y equity-performance leg 2028-02-15 0.00000000 JPY 0.00000000 JPY 6700.00000000 JPY -15627.67000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 132552.00000000 OU Notional Amount 1104079.14000000 0.018517911701 N/A DE NL N 2 Citibank NA E57ODZWZ7FF32TWEFA76 OCI NV OCI NV Y equity-performance leg 2026-06-25 0.00000000 EUR 0.00000000 EUR 132552.00000000 EUR -42888.57000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 6910.00000000 OU Notional Amount USD -247723.50000000 -0.00415488503 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Semler Scientific, Inc. Semler Scientific, Inc. Y equity-performance leg 2026-06-25 0.00000000 USD 0.00000000 USD 6910.00000000 USD 27182.26000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 105370.00000000 OU Notional Amount 28343861.42000000 0.475390852008 N/A DE FR N 2 UBS AG BFM8T61CT2L1QCEMIK50 Thales SA Thales SA Y equity-performance leg 2029-09-03 0.00000000 EUR 0.00000000 EUR 105370.00000000 EUR -1926009.94000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 999600.00000000 OU Notional Amount 11050380.07000000 0.185339940760 N/A DE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Pigeon Corp. Pigeon Corp. Y equity-performance leg 2027-01-06 0.00000000 JPY 0.00000000 JPY 999600.00000000 JPY -209740.70000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 169008.00000000 OU Notional Amount USD -1625856.96000000 -0.02726930935 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Apollo Commercial Real Estate Finance, Inc. Apollo Commercial Real Estate Finance, Inc. Y equity-performance leg 2028-04-21 0.00000000 USD 0.00000000 USD 169008.00000000 USD 40561.92000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 135893.00000000 OU Notional Amount USD -7308325.54000000 -0.12257719771 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 BlackLine, Inc. BlackLine, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 135893.00000000 USD 444104.65000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 6330.00000000 OU Notional Amount 108944.81000000 0.001827251597 N/A DE GB N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 St. James's Place PLC St. James's Place PLC Y equity-performance leg 2026-08-17 0.00000000 GBP 0.00000000 GBP 6330.00000000 GBP 10865.93000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 116262.00000000 OU Notional Amount USD 1664871.84000000 0.027923677397 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 EZCORP, Inc. EZCORP, Inc. Y equity-performance leg 2026-08-19 0.00000000 USD 0.00000000 USD 116262.00000000 USD 43016.94000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 171500.00000000 OU Notional Amount 2581834.81000000 0.043303226468 N/A DE JP N 2 BNP Paribas 549300FWX3HQBUJIR891 Tosoh Corp. Tosoh Corp. Y equity-performance leg 2026-09-07 0.00000000 JPY 0.00000000 JPY 171500.00000000 JPY 18098.63000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 245200.00000000 OU Notional Amount -4650981.66000000 -0.07800751285 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Nissin Foods Holdings Co. Ltd. Nissin Foods Holdings Co. Ltd. Y equity-performance leg 2027-09-09 0.00000000 JPY 0.00000000 JPY 245200.00000000 JPY 120273.69000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 995000.00000000 OU Notional Amount 6930770.09000000 0.116244736358 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Sohgo Security Services Co. Ltd. Sohgo Security Services Co. Ltd. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 995000.00000000 JPY 34342.76000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 5744096.00000000 OU Notional Amount -9698678.70000000 -0.16266884254 N/A DE SG N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 CapitaLand Integrated Commercial Trust CapitaLand Integrated Commercial Trust Y equity-performance leg 2027-09-09 0.00000000 SGD 0.00000000 SGD 5744096.00000000 SGD 322314.13000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 28400.00000000 OU Notional Amount -740150.71000000 -0.01241400638 N/A DE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Hankyu Hanshin Holdings, Inc. Hankyu Hanshin Holdings, Inc. Y equity-performance leg 2027-01-07 0.00000000 JPY 0.00000000 JPY 28400.00000000 JPY -10216.55000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 257214.00000000 OU Notional Amount USD -5815608.54000000 -0.09754094750 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Dine Brands Global, Inc. Dine Brands Global, Inc. Y equity-performance leg 2026-08-19 0.00000000 USD 0.00000000 USD 257214.00000000 USD 257214.00000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 122894.00000000 OU Notional Amount USD -7281469.50000000 -0.12212676100 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Travel & Leisure Co. Travel & Leisure Co. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 122894.00000000 USD -254426.21000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 83797.00000000 OU Notional Amount USD -2134309.59000000 -0.03579721335 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Alpha & Omega Semiconductor Ltd. Alpha & Omega Semiconductor Ltd. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 83797.00000000 USD 209492.50000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 651801.00000000 OU Notional Amount -14072466.68000000 -0.23602718859 N/A DE AU N 2 BNP Paribas 549300FWX3HQBUJIR891 Westpac Banking Corp. Westpac Banking Corp. Y equity-performance leg 2027-03-22 0.00000000 AUD 0.00000000 AUD 651801.00000000 AUD 275302.00000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 10999.00000000 OU Notional Amount -267710.38000000 -0.00449011035 N/A DE AU N 2 BNP Paribas 549300FWX3HQBUJIR891 CAR Group Ltd. CAR Group Ltd. Y equity-performance leg 2027-03-22 0.00000000 AUD 0.00000000 AUD 10999.00000000 AUD 2111.25000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 97990.00000000 OU Notional Amount USD -17429481.30000000 -0.29233193891 N/A DE US N 2 BNP Paribas 549300FWX3HQBUJIR891 MSA Safety, Inc. MSA Safety, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 97990.00000000 USD -705528.00000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 143400.00000000 OU Notional Amount -3822194.97000000 -0.06410688001 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Yokogawa Electric Corp. Yokogawa Electric Corp. Y equity-performance leg 2028-03-15 0.00000000 JPY 0.00000000 JPY 143400.00000000 JPY -181681.72000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 917885.00000000 OU Notional Amount 2413979.50000000 0.040487912152 N/A DE GB N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Harbour Energy PLC Harbour Energy PLC Y equity-performance leg 2025-12-08 0.00000000 GBP 0.00000000 GBP 917885.00000000 GBP -108090.36000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 540132.00000000 OU Notional Amount USD -7389005.76000000 -0.12393038801 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Elanco Animal Health, Inc. Elanco Animal Health, Inc. Y equity-performance leg 2027-01-06 0.00000000 USD 0.00000000 USD 540132.00000000 USD 675165.00000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 162589.00000000 OU Notional Amount 3028624.03000000 0.050796895197 N/A DE NO N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Mowi ASA Mowi ASA Y equity-performance leg 2025-12-08 0.00000000 NOK 0.00000000 NOK 162589.00000000 NOK -52286.60000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 1592248.00000000 OU Notional Amount -4348487.34000000 -0.07293399692 N/A DE GB N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 BT Group PLC BT Group PLC Y equity-performance leg 2028-02-15 0.00000000 GBP 0.00000000 GBP 1592248.00000000 GBP -199904.62000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 115031.00000000 OU Notional Amount 6180882.79000000 0.103667425272 N/A DE XX N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Stroeer SE & Co. KGaA Stroeer SE & Co. KGaA Y equity-performance leg 2026-12-10 0.00000000 EUR 0.00000000 EUR 115031.00000000 EUR -293829.56000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 101669.00000000 OU Notional Amount USD 7653642.32000000 0.128368943439 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Urban Outfitters, Inc. Urban Outfitters, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 101669.00000000 USD 32534.08000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 332224.00000000 OU Notional Amount -5577009.54000000 -0.09353910102 N/A DE SE N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Beijer Ref AB Beijer Ref AB Y equity-performance leg 2025-12-08 0.00000000 SEK 0.00000000 SEK 332224.00000000 SEK -177138.54000000 N N N BlackRock Liquidity Funds 5493007YVNX55LTRQ706 09248U718 4370994.22000000 NS USD 4370994.22000000 0.073311488352 Long STIV RF US N 1 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 423611.00000000 OU Notional Amount -3667863.19000000 -0.06151838597 N/A DE AU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Reece Ltd. Reece Ltd. Y equity-performance leg 2027-09-09 0.00000000 AUD 0.00000000 AUD 423611.00000000 AUD -28172.07000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 23200.00000000 OU Notional Amount -312156.20000000 -0.00523556757 N/A DE JP N 2 BNP Paribas 549300FWX3HQBUJIR891 Fixstars Corp. Fixstars Corp. Y equity-performance leg 2027-03-24 0.00000000 JPY 0.00000000 JPY 23200.00000000 JPY -13220.43000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 7528.00000000 OU Notional Amount -266218.24000000 -0.00446508378 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Hydro One Ltd. Hydro One Ltd. Y equity-performance leg 2027-01-04 0.00000000 CAD 0.00000000 CAD 7528.00000000 CAD 1553.87000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 179853.00000000 OU Notional Amount 748196.92000000 0.012548959578 N/A DE GB N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Hunting PLC Hunting PLC Y equity-performance leg 2026-08-19 0.00000000 GBP 0.00000000 GBP 179853.00000000 GBP -25789.43000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 4670.00000000 OU Notional Amount USD -321342.70000000 -0.00538964602 N/A DE US N 2 BNP Paribas 549300FWX3HQBUJIR891 W.R. Berkley Corp. W.R. Berkley Corp. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 4670.00000000 USD 828.92000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 3811138.00000000 OU Notional Amount -4277950.22000000 -0.07175092940 N/A DE GB N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 JD Sports Fashion PLC JD Sports Fashion PLC Y equity-performance leg 2025-12-08 0.00000000 GBP 0.00000000 GBP 3811138.00000000 GBP 301284.18000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 369887.00000000 OU Notional Amount 11708461.19000000 0.196377453951 N/A DE CA N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Canadian Natural Resources Ltd. Canadian Natural Resources Ltd. Y equity-performance leg 2026-08-18 0.00000000 CAD 0.00000000 CAD 369887.00000000 CAD 125991.24000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 571912.00000000 OU Notional Amount -8080995.36000000 -0.13553662333 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Cover Corp. Cover Corp. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 571912.00000000 JPY 70501.71000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 301000.00000000 OU Notional Amount -1082777.83000000 -0.01816064041 N/A DE HK N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 MTR Corp. Ltd. MTR Corp. Ltd. Y equity-performance leg 2028-02-15 0.00000000 HKD 0.00000000 HKD 301000.00000000 HKD -20643.68000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1497500.00000000 OU Notional Amount 28373369.66000000 0.475885772130 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Otsuka Corp. Otsuka Corp. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 1497500.00000000 JPY -1410687.90000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 125817.00000000 OU Notional Amount -1232047.50000000 -0.02066423138 N/A DE FI N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Tokmanni Group Corp. Tokmanni Group Corp. Y equity-performance leg 2027-01-04 0.00000000 EUR 0.00000000 EUR 125817.00000000 EUR 42560.81000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 28857.00000000 OU Notional Amount USD -293187.12000000 -0.00491741307 N/A DE US N 2 BNP Paribas 549300FWX3HQBUJIR891 Embecta Corp. Embecta Corp. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 28857.00000000 USD -16737.06000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 98212.00000000 OU Notional Amount 1068493.94000000 0.017921067174 N/A DE FR N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Valeo SE Valeo SE Y equity-performance leg 2026-08-17 0.00000000 EUR 0.00000000 EUR 98212.00000000 EUR -66120.29000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 251981.00000000 OU Notional Amount USD -7788732.71000000 -0.13063471572 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Artivion, Inc. Artivion, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 251981.00000000 USD -30665.06000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1626443.00000000 OU Notional Amount -6165519.93000000 -0.10340975526 N/A DE FR N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Vivendi SE Vivendi SE Y equity-performance leg 2026-12-10 0.00000000 EUR 0.00000000 EUR 1626443.00000000 EUR 523835.86000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 9582.00000000 OU Notional Amount -52147.96000000 -0.00087463958 N/A DE PT N 2 UBS AG BFM8T61CT2L1QCEMIK50 Altri SGPS SA Altri SGPS SA Y equity-performance leg 2028-04-24 0.00000000 EUR 0.00000000 EUR 9582.00000000 EUR 2543.12000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 22455.00000000 OU Notional Amount USD 7757528.85000000 0.130111356206 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Visa, Inc. Visa, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 22455.00000000 USD -259860.49000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 755000.00000000 OU Notional Amount -673885.20000000 -0.01130258346 N/A DE HK N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Hong Kong & China Gas Co. Ltd. Hong Kong & China Gas Co. Ltd. Y equity-performance leg 2027-01-06 0.00000000 HKD 0.00000000 HKD 755000.00000000 HKD -7365.03000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 17300.00000000 OU Notional Amount -145683.70000000 -0.00244344612 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Mani, Inc. Mani, Inc. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 17300.00000000 JPY 700.45000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 220600.00000000 OU Notional Amount 3248391.71000000 0.054482897717 N/A DE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 Obayashi Corp. Obayashi Corp. Y equity-performance leg 2029-09-03 0.00000000 JPY 0.00000000 JPY 220600.00000000 JPY 28051.11000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 435600.00000000 OU Notional Amount 2650207.10000000 0.044449984869 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Nomura Co. Ltd. Nomura Co. Ltd. Y equity-performance leg 2028-02-15 0.00000000 JPY 0.00000000 JPY 435600.00000000 JPY 69177.24000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 40800.00000000 OU Notional Amount -1743188.79000000 -0.02923723030 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Kyudenko Corp. Kyudenko Corp. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 40800.00000000 JPY -25892.63000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 1015450.00000000 OU Notional Amount USD -9149204.50000000 -0.15345291377 N/A DE US N 2 BNP Paribas 549300FWX3HQBUJIR891 Sprinklr, Inc. Sprinklr, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 1015450.00000000 USD -387056.63000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 11699.00000000 OU Notional Amount -839237.13000000 -0.01407591041 N/A DE CH N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 COSMO Pharmaceuticals NV COSMO Pharmaceuticals NV Y equity-performance leg 2027-01-04 0.00000000 CHF 0.00000000 CHF 11699.00000000 CHF 86407.77000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 73892.00000000 OU Notional Amount -4037615.32000000 -0.06771996795 N/A DE GB N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 3i Group PLC 3i Group PLC Y equity-performance leg 2026-12-10 0.00000000 GBP 0.00000000 GBP 73892.00000000 GBP 249666.94000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 25365.00000000 OU Notional Amount USD 4886313.60000000 0.081954563320 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 AutoNation, Inc. AutoNation, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 25365.00000000 USD -235133.55000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 946600.00000000 OU Notional Amount 4475122.07000000 0.075057948603 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Sharp Corp. Sharp Corp. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 946600.00000000 JPY -57536.18000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 47927.00000000 OU Notional Amount -579946.54000000 -0.00972701904 N/A DE SE N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Hufvudstaden AB Hufvudstaden AB Y equity-performance leg 2026-08-19 0.00000000 SEK 0.00000000 SEK 47927.00000000 SEK 13225.87000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 38100.00000000 OU Notional Amount -1466460.83000000 -0.02459587467 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Ain Holdings, Inc. Ain Holdings, Inc. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 38100.00000000 JPY 31105.56000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 2500.00000000 OU Notional Amount -90352.14000000 -0.00151541034 N/A DE JP N 2 BNP Paribas 549300FWX3HQBUJIR891 Wacoal Holdings Corp. Wacoal Holdings Corp. Y equity-performance leg 2027-03-24 0.00000000 JPY 0.00000000 JPY 2500.00000000 JPY -6255.22000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 4582.00000000 OU Notional Amount USD 879973.10000000 0.014759145042 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Westinghouse Air Brake Technologies Corp. Westinghouse Air Brake Technologies Corp. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 4582.00000000 USD -20979.69000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 22559.00000000 OU Notional Amount USD -2069788.25000000 -0.03471504411 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 eBay, Inc. eBay, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 22559.00000000 USD -283501.54000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 40492.00000000 OU Notional Amount USD 759629.92000000 0.012740716923 N/A DE US N 2 BNP Paribas 549300FWX3HQBUJIR891 Kimball Electronics, Inc. Kimball Electronics, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 40492.00000000 USD -24410.59000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 182100.00000000 OU Notional Amount -4804439.38000000 -0.08058134692 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Credit Saison Co. Ltd. Credit Saison Co. Ltd. Y equity-performance leg 2027-09-09 0.00000000 JPY 0.00000000 JPY 182100.00000000 JPY 56033.44000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 146235.00000000 OU Notional Amount -4369959.33000000 -0.07329413090 N/A DE NO N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Kongsberg Gruppen ASA Kongsberg Gruppen ASA Y equity-performance leg 2027-02-03 0.00000000 NOK 0.00000000 NOK 146235.00000000 NOK 184440.48000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 360391.00000000 OU Notional Amount -7072131.74000000 -0.11861569189 N/A DE AU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 ANZ Group Holdings Ltd. ANZ Group Holdings Ltd. Y equity-performance leg 2027-05-12 0.00000000 AUD 0.00000000 AUD 360391.00000000 AUD -5713.62000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 5579.00000000 OU Notional Amount USD -126531.72000000 -0.00212222397 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 MarineMax, Inc. MarineMax, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 5579.00000000 USD 13333.81000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 25000.00000000 OU Notional Amount -2734896.98000000 -0.04587042627 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Shimano, Inc. Shimano, Inc. Y equity-performance leg 2027-09-09 0.00000000 JPY 0.00000000 JPY 25000.00000000 JPY 224920.18000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 14157.00000000 OU Notional Amount -6685624.21000000 -0.11213308385 N/A DE CH N 2 BNP Paribas 549300FWX3HQBUJIR891 Bucher Industries AG Bucher Industries AG Y equity-performance leg 2027-03-17 0.00000000 CHF 0.00000000 CHF 14157.00000000 CHF 336457.15000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 67066.00000000 OU Notional Amount USD 3362689.24000000 0.056399926571 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 ASGN, Inc. ASGN, Inc. Y equity-performance leg 2026-06-25 0.00000000 USD 0.00000000 USD 67066.00000000 USD -214462.85000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 143722.00000000 OU Notional Amount USD 23222600.76000000 0.389495693531 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 GoDaddy, Inc. GoDaddy, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 143722.00000000 USD -1123906.04000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 28000.00000000 OU Notional Amount -79719.75000000 -0.00133708104 N/A DE HK N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Wharf Holdings Ltd. Wharf Holdings Ltd. Y equity-performance leg 2028-02-15 0.00000000 HKD 0.00000000 HKD 28000.00000000 HKD 1783.95000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 136210.00000000 OU Notional Amount USD -1106025.20000000 -0.01855055154 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Fluence Energy, Inc. Fluence Energy, Inc. Y equity-performance leg 2027-01-04 0.00000000 USD 0.00000000 USD 136210.00000000 USD 284678.90000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 292250.00000000 OU Notional Amount 555252.97000000 0.009312851858 N/A DE AU N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Charter Hall Social Infrastructure REIT Charter Hall Social Infrastructure REIT Y equity-performance leg 2026-08-19 0.00000000 AUD 0.00000000 AUD 292250.00000000 AUD 3132.73000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 80500.00000000 OU Notional Amount -2129742.17000000 -0.03572060735 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Ajinomoto Co., Inc. Ajinomoto Co., Inc. Y equity-performance leg 2027-09-09 0.00000000 JPY 0.00000000 JPY 80500.00000000 JPY 66686.04000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 3030.00000000 OU Notional Amount 131241.90000000 0.002201224375 N/A DE FR N 2 Citibank NA E57ODZWZ7FF32TWEFA76 SOITEC SOITEC Y equity-performance leg 2026-06-25 0.00000000 EUR 0.00000000 EUR 3030.00000000 EUR -13804.16000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 19566.00000000 OU Notional Amount USD 268249.86000000 0.004499158657 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Constellium SE Constellium SE Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 19566.00000000 USD 1369.62000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 45174.00000000 OU Notional Amount 5322946.92000000 0.089277894567 N/A DE FR N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Ipsen SA Ipsen SA Y equity-performance leg 2026-08-19 0.00000000 EUR 0.00000000 EUR 45174.00000000 EUR -169237.14000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 17937.00000000 OU Notional Amount USD 517303.08000000 0.008676346116 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Univest Financial Corp. Univest Financial Corp. Y equity-performance leg 2026-08-19 0.00000000 USD 0.00000000 USD 17937.00000000 USD -39282.03000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 508826.00000000 OU Notional Amount USD 25375152.62000000 0.425598871131 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Flex Ltd. Flex Ltd. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 508826.00000000 USD -712356.40000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 53200.00000000 OU Notional Amount -215053.52000000 -0.00360693536 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 TOMONY Holdings, Inc. TOMONY Holdings, Inc. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 53200.00000000 JPY 2623.32000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 57000.00000000 OU Notional Amount -2520563.81000000 -0.04227557280 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Open House Group Co. Ltd. Open House Group Co. Ltd. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 57000.00000000 JPY 43288.57000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 215700.00000000 OU Notional Amount -2791013.29000000 -0.04681162408 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 OSG Corp. OSG Corp. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 215700.00000000 JPY -54994.18000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 218811.00000000 OU Notional Amount USD -3490035.45000000 -0.05853581138 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 BrightView Holdings, Inc. BrightView Holdings, Inc. Y equity-performance leg 2028-04-21 0.00000000 USD 0.00000000 USD 218811.00000000 USD -131286.60000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 5534.00000000 OU Notional Amount USD -131432.50000000 -0.00220442117 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Business First Bancshares, Inc. Business First Bancshares, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 5534.00000000 USD 9739.84000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 9200.00000000 OU Notional Amount -399529.87000000 -0.00670102222 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Taiyo Holdings Co. Ltd. Taiyo Holdings Co. Ltd. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 9200.00000000 JPY 7143.10000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 375200.00000000 OU Notional Amount -8214711.73000000 -0.13777935019 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 West Japan Railway Co. West Japan Railway Co. Y equity-performance leg 2027-09-09 0.00000000 JPY 0.00000000 JPY 375200.00000000 JPY 5308.06000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 26692.00000000 OU Notional Amount USD 1140015.32000000 0.019120642958 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 FirstEnergy Corp. FirstEnergy Corp. Y equity-performance leg 2027-02-05 0.00000000 USD 0.00000000 USD 26692.00000000 USD 24412.72000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 22182.00000000 OU Notional Amount -18214.62000000 -0.00030550049 N/A DE PT N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Banco Comercial Portugues SA Banco Comercial Portugues SA Y equity-performance leg 2026-12-10 0.00000000 EUR 0.00000000 EUR 22182.00000000 EUR 48.37000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 405781.00000000 OU Notional Amount -7781182.50000000 -0.13050808157 N/A DE NL N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 CVC Capital Partners PLC CVC Capital Partners PLC Y equity-performance leg 2025-12-08 0.00000000 EUR 0.00000000 EUR 405781.00000000 EUR 529227.14000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 22268.00000000 OU Notional Amount -1686581.71000000 -0.02828780116 N/A DE AU N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 WiseTech Global Ltd. WiseTech Global Ltd. Y equity-performance leg 2027-01-06 0.00000000 AUD 0.00000000 AUD 22268.00000000 AUD 50754.89000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 82800.00000000 OU Notional Amount 733914.99000000 0.012309419215 N/A DE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 Yamazen Corp. Yamazen Corp. Y equity-performance leg 2028-04-03 0.00000000 JPY 0.00000000 JPY 82800.00000000 JPY 13863.01000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 69435.00000000 OU Notional Amount -11841086.39000000 -0.19860187940 N/A DE FR N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Trigano SA Trigano SA Y equity-performance leg 2027-01-04 0.00000000 EUR 0.00000000 EUR 69435.00000000 EUR 688278.65000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 237303.00000000 OU Notional Amount -18951829.72000000 -0.31786517525 N/A DE IT N 2 BNP Paribas 549300FWX3HQBUJIR891 Prysmian SpA Prysmian SpA Y equity-performance leg 2027-03-22 0.00000000 EUR 0.00000000 EUR 237303.00000000 EUR -1716645.02000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 17700.00000000 OU Notional Amount -1099549.46000000 -0.01844193869 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Cosmos Pharmaceutical Corp. Cosmos Pharmaceutical Corp. Y equity-performance leg 2028-02-15 0.00000000 JPY 0.00000000 JPY 17700.00000000 JPY -36633.87000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 122967.00000000 OU Notional Amount USD 2597063.04000000 0.043558638430 N/A DE US N 2 BNP Paribas 549300FWX3HQBUJIR891 Sirius XM Holdings, Inc. Sirius XM Holdings, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 122967.00000000 USD -335699.91000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 31723.00000000 OU Notional Amount USD -17460339.20000000 -0.29284949589 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Roper Technologies, Inc. Roper Technologies, Inc. Y equity-performance leg 2028-04-18 0.00000000 USD 0.00000000 USD 31723.00000000 USD -189414.56000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 100823.00000000 OU Notional Amount USD -5463598.37000000 -0.09163693844 N/A DE US N 2 BNP Paribas 549300FWX3HQBUJIR891 Albany International Corp. Albany International Corp. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 100823.00000000 USD 1379781.82000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 7837.00000000 OU Notional Amount -210440.59000000 -0.00352956606 N/A DE IL N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Strauss Group Ltd. Strauss Group Ltd. Y equity-performance leg 2026-07-30 0.00000000 ILS 0.00000000 ILS 7837.00000000 ILS 3648.60000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 2642.00000000 OU Notional Amount -14378.51000000 -0.00024116022 N/A DE PT N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Altri SGPS SA Altri SGPS SA Y equity-performance leg 2027-01-04 0.00000000 EUR 0.00000000 EUR 2642.00000000 EUR 463.44000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 333000.00000000 OU Notional Amount 211532.46000000 0.003547879200 N/A DE HK N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 HKBN Ltd. HKBN Ltd. Y equity-performance leg 2025-12-08 0.00000000 HKD 0.00000000 HKD 333000.00000000 HKD -570.80000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 104481.00000000 OU Notional Amount 3403682.50000000 0.057087476532 N/A DE FR N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 SCOR SE SCOR SE Y equity-performance leg 2026-08-17 0.00000000 EUR 0.00000000 EUR 104481.00000000 EUR -221082.81000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 30000.00000000 OU Notional Amount 979716.25000000 0.016432063927 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Dowa Holdings Co. Ltd. Dowa Holdings Co. Ltd. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 30000.00000000 JPY -16626.33000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 83100.00000000 OU Notional Amount -1723592.88000000 -0.02890856244 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Sumitomo Warehouse Co. Ltd. Sumitomo Warehouse Co. Ltd. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 83100.00000000 JPY 19987.01000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 35378.00000000 OU Notional Amount USD -4497605.14000000 -0.07543504068 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Builders FirstSource, Inc. Builders FirstSource, Inc. Y equity-performance leg 2027-01-06 0.00000000 USD 0.00000000 USD 35378.00000000 USD 130898.60000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 285500.00000000 OU Notional Amount 2700635.39000000 0.045295781685 N/A DE JP N 2 BNP Paribas 549300FWX3HQBUJIR891 Panasonic Holdings Corp. Panasonic Holdings Corp. Y equity-performance leg 2026-09-07 0.00000000 JPY 0.00000000 JPY 285500.00000000 JPY -47821.16000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 463600.00000000 OU Notional Amount 5833880.89000000 0.097847416261 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Rohm Co. Ltd. Rohm Co. Ltd. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 463600.00000000 JPY -142141.22000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 28214.00000000 OU Notional Amount USD 413335.10000000 0.006932567247 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Columbus McKinnon Corp. Columbus McKinnon Corp. Y equity-performance leg 2026-06-25 0.00000000 USD 0.00000000 USD 28214.00000000 USD -46664.75000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 131207.00000000 OU Notional Amount USD -9340626.33000000 -0.15666349208 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Lantheus Holdings, Inc. Lantheus Holdings, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 131207.00000000 USD 150888.05000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 207000.00000000 OU Notional Amount -3473391.15000000 -0.05825664872 N/A DE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Welcia Holdings Co. Ltd. Welcia Holdings Co. Ltd. Y equity-performance leg 2027-01-06 0.00000000 JPY 0.00000000 JPY 207000.00000000 JPY 214235.50000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 122022.00000000 OU Notional Amount USD 11958156.00000000 0.200565402330 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 UFP Industries, Inc. UFP Industries, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 122022.00000000 USD -766298.16000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 260387.00000000 OU Notional Amount -2977535.21000000 -0.04994001979 N/A DE GB N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Informa PLC Informa PLC Y equity-performance leg 2025-12-08 0.00000000 GBP 0.00000000 GBP 260387.00000000 GBP -47426.30000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 23958.00000000 OU Notional Amount USD -2899636.74000000 -0.04863348574 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Root, Inc. Root, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 23958.00000000 USD 43673.03000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 47828.00000000 OU Notional Amount USD -738942.60000000 -0.01239374363 N/A DE US N 2 BNP Paribas 549300FWX3HQBUJIR891 Eastern Bankshares, Inc. Eastern Bankshares, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 47828.00000000 USD 3912.70000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 19771.00000000 OU Notional Amount 4210268.87000000 0.070615759639 N/A DE XX N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Sartorius AG Sartorius AG Y equity-performance leg 2026-12-10 0.00000000 EUR 0.00000000 EUR 19771.00000000 EUR -238236.92000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 760207.00000000 OU Notional Amount -3445432.23000000 -0.05778771421 N/A DE SE N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Wallenstam AB Wallenstam AB Y equity-performance leg 2027-01-18 0.00000000 SEK 0.00000000 SEK 760207.00000000 SEK 229830.14000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 31608.00000000 OU Notional Amount USD 2934486.72000000 0.049217998964 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Ciena Corp. Ciena Corp. Y equity-performance leg 2027-02-05 0.00000000 USD 0.00000000 USD 31608.00000000 USD 268035.84000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 79142.00000000 OU Notional Amount USD -4207980.14000000 -0.07057737244 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 AST SpaceMobile, Inc. AST SpaceMobile, Inc. Y equity-performance leg 2027-01-06 0.00000000 USD 0.00000000 USD 79142.00000000 USD 212748.23000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 43513.00000000 OU Notional Amount USD -12526522.44000000 -0.21009819682 N/A DE US N 2 BNP Paribas 549300FWX3HQBUJIR891 Air Products & Chemicals, Inc. Air Products & Chemicals, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 43513.00000000 USD -53520.99000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 1582644.00000000 OU Notional Amount -3170508.70000000 -0.05317662296 N/A DE AU N 2 BNP Paribas 549300FWX3HQBUJIR891 Gold Road Resources Ltd. Gold Road Resources Ltd. Y equity-performance leg 2027-03-22 0.00000000 AUD 0.00000000 AUD 1582644.00000000 AUD 74799.63000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 54177.00000000 OU Notional Amount -1138932.08000000 -0.01910247456 N/A DE DE N 2 BNP Paribas 549300FWX3HQBUJIR891 1&1 AG 1&1 AG Y equity-performance leg 2027-03-24 0.00000000 EUR 0.00000000 EUR 54177.00000000 EUR 22855.87000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 10100.00000000 OU Notional Amount -119255.20000000 -0.00200018022 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Shin-Etsu Polymer Co. Ltd. Shin-Etsu Polymer Co. Ltd. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 10100.00000000 JPY 2097.78000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 196.00000000 OU Notional Amount USD 1479700.04000000 0.024817926263 N/A DE US N 2 BNP Paribas 549300FWX3HQBUJIR891 NVR, Inc. NVR, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 196.00000000 USD 48704.04000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 2600.00000000 OU Notional Amount -240192.20000000 -0.00402856805 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Token Corp. Token Corp. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 2600.00000000 JPY 9185.55000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 209459.00000000 OU Notional Amount 23779779.55000000 0.398840845759 N/A DE AU N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Commonwealth Bank of Australia Commonwealth Bank of Australia Y equity-performance leg 2027-01-07 0.00000000 AUD 0.00000000 AUD 209459.00000000 AUD -37694.60000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 4237.00000000 OU Notional Amount 17712129.83000000 0.297072595931 N/A DE CH N 2 UBS AG BFM8T61CT2L1QCEMIK50 Givaudan SA Givaudan SA Y equity-performance leg 2030-04-02 0.00000000 CHF 0.00000000 CHF 4237.00000000 CHF -2108609.53000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 901218.00000000 OU Notional Amount 6250250.14000000 0.104830873087 N/A DE AU N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Qantas Airways Ltd. Qantas Airways Ltd. Y equity-performance leg 2027-01-07 0.00000000 AUD 0.00000000 AUD 901218.00000000 AUD -187182.84000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 287203.00000000 OU Notional Amount 2541273.74000000 0.042622925315 N/A DE GB N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Volution Group PLC Volution Group PLC Y equity-performance leg 2026-12-10 0.00000000 GBP 0.00000000 GBP 287203.00000000 GBP 49885.84000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 58400.00000000 OU Notional Amount 690765.84000000 0.011585710089 N/A DE JP N 2 BNP Paribas 549300FWX3HQBUJIR891 Shizuoka Financial Group, Inc. Shizuoka Financial Group, Inc. Y equity-performance leg 2027-03-24 0.00000000 JPY 0.00000000 JPY 58400.00000000 JPY -125.35000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 633900.00000000 OU Notional Amount 18691826.79000000 0.313504336322 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Sompo Holdings, Inc. Sompo Holdings, Inc. Y equity-performance leg 2028-03-15 0.00000000 JPY 0.00000000 JPY 633900.00000000 JPY 358328.36000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 14903.00000000 OU Notional Amount USD -408491.23000000 -0.00685132455 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Sapiens International Corp. NV Sapiens International Corp. NV Y equity-performance leg 2028-04-21 0.00000000 USD 0.00000000 USD 14903.00000000 USD 20507.19000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 31132.00000000 OU Notional Amount USD -2060315.76000000 -0.03455616897 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Hims & Hers Health, Inc. Hims & Hers Health, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 31132.00000000 USD -489395.04000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 102036.00000000 OU Notional Amount 2022422.36000000 0.033920610695 N/A DE CH N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 EFG International AG EFG International AG Y equity-performance leg 2027-01-04 0.00000000 CHF 0.00000000 CHF 102036.00000000 CHF -53191.65000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 3782.00000000 OU Notional Amount -1786044.41000000 -0.02995601626 N/A DE CH N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Bucher Industries AG Bucher Industries AG Y equity-performance leg 2026-12-10 0.00000000 CHF 0.00000000 CHF 3782.00000000 CHF 125358.20000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 422877.00000000 OU Notional Amount -4468042.21000000 -0.07493920329 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 NuVista Energy Ltd. NuVista Energy Ltd. Y equity-performance leg 2027-01-04 0.00000000 CAD 0.00000000 CAD 422877.00000000 CAD -153636.86000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 300.00000000 OU Notional Amount -11538.15000000 -0.00019352094 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Zuken, Inc. Zuken, Inc. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 300.00000000 JPY 85.48000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 911.00000000 OU Notional Amount -41153.71000000 -0.00069024107 N/A DE SE N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Catena AB Catena AB Y equity-performance leg 2028-02-15 0.00000000 SEK 0.00000000 SEK 911.00000000 SEK 2541.85000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 40091.00000000 OU Notional Amount -3666076.08000000 -0.06148841208 N/A DE AT N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Erste Group Bank AG Erste Group Bank AG Y equity-performance leg 2028-02-15 0.00000000 EUR 0.00000000 EUR 40091.00000000 EUR -193978.83000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 4519.00000000 OU Notional Amount USD -617024.26000000 -0.01034889651 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Ross Stores, Inc. Ross Stores, Inc. Y equity-performance leg 2027-01-06 0.00000000 USD 0.00000000 USD 4519.00000000 USD 13463.01000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 8633.00000000 OU Notional Amount 836876.70000000 0.014036320653 N/A DE FR N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Unibail-Rodamco-Westfield Unibail-Rodamco-Westfield Y equity-performance leg 2026-07-06 0.00000000 EUR 0.00000000 EUR 8633.00000000 EUR 7783.03000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 928600.00000000 OU Notional Amount -6032962.72000000 -0.10118647015 N/A DE SG N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Keppel Ltd. Keppel Ltd. Y equity-performance leg 2027-02-22 0.00000000 SGD 0.00000000 SGD 928600.00000000 SGD -90503.89000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 82210.00000000 OU Notional Amount USD -1102436.10000000 -0.01849035419 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 PureCycle Technologies, Inc. PureCycle Technologies, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 82210.00000000 USD 224433.30000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 42083.00000000 OU Notional Amount -2267245.92000000 -0.03802685716 N/A DE CA N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Definity Financial Corp. Definity Financial Corp. Y equity-performance leg 2028-02-15 0.00000000 CAD 0.00000000 CAD 42083.00000000 CAD 82777.98000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 118415.00000000 OU Notional Amount USD -1533474.25000000 -0.02571984174 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Adeia, Inc. Adeia, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 118415.00000000 USD 98284.45000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 57225.00000000 OU Notional Amount -1025814.66000000 -0.01720523883 N/A DE SE N 2 UBS AG BFM8T61CT2L1QCEMIK50 Epiroc AB Epiroc AB Y equity-performance leg 2028-04-18 0.00000000 SEK 0.00000000 SEK 57225.00000000 SEK 80564.69000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 61475.00000000 OU Notional Amount USD 1841791.00000000 0.030891013039 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Six Flags Entertainment Corp. Six Flags Entertainment Corp. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 61475.00000000 USD -81862.22000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 80000.00000000 OU Notional Amount -702796.76000000 -0.01178749590 N/A DE JP N 2 BNP Paribas 549300FWX3HQBUJIR891 Kikkoman Corp. Kikkoman Corp. Y equity-performance leg 2027-03-24 0.00000000 JPY 0.00000000 JPY 80000.00000000 JPY -13804.12000000 N N N HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 000000000 1801556.97000000 OU Notional Amount -36081.22000000 -0.00060516390 N/A DE DE N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 Eurex Swiss Market New Index Futures SMU5 Index Y Fixed payment equal to the notional value in field C.11.f.iv.1 equity-performance leg 2025-09-19 0.00000000 CHF 0.00000000 CHF 1801556.97000000 CHF -36081.22000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 112801.00000000 OU Notional Amount USD 1221634.83000000 0.020489587289 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Stratasys Ltd. Stratasys Ltd. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 112801.00000000 USD -84600.75000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 134153.00000000 OU Notional Amount -865022.63000000 -0.01450839174 N/A DE GB N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Yellow Cake PLC Yellow Cake PLC Y equity-performance leg 2028-02-15 0.00000000 GBP 0.00000000 GBP 134153.00000000 GBP 37319.20000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 236589.00000000 OU Notional Amount -634175.05000000 -0.01063655416 N/A DE GB N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Oxford Nanopore Technologies PLC Oxford Nanopore Technologies PLC Y equity-performance leg 2026-12-10 0.00000000 GBP 0.00000000 GBP 236589.00000000 GBP -40193.01000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 386770.00000000 OU Notional Amount USD -11340096.40000000 -0.19019914081 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 News Corp. News Corp. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 386770.00000000 USD 52972.83000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 10073.00000000 OU Notional Amount 1985520.90000000 0.033301689503 N/A DE CA N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 FirstService Corp. FirstService Corp. Y equity-performance leg 2028-02-15 0.00000000 CAD 0.00000000 CAD 10073.00000000 CAD 203688.13000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 368600.00000000 OU Notional Amount -5369284.31000000 -0.09005507771 N/A DE HK N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Hang Seng Bank Ltd. Hang Seng Bank Ltd. Y equity-performance leg 2028-02-15 0.00000000 HKD 0.00000000 HKD 368600.00000000 HKD 425050.69000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 143937.00000000 OU Notional Amount -137110.42000000 -0.00229965276 N/A DE AU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Accent Group Ltd. Accent Group Ltd. Y equity-performance leg 2027-05-12 0.00000000 AUD 0.00000000 AUD 143937.00000000 AUD -210.23000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 178538.00000000 OU Notional Amount 594493.58000000 0.009971005902 N/A DE AU N 2 UBS AG BFM8T61CT2L1QCEMIK50 Ventia Services Group Pty. Ltd. Ventia Services Group Pty. Ltd. Y equity-performance leg 2028-04-03 0.00000000 AUD 0.00000000 AUD 178538.00000000 AUD -11474.21000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1406000.00000000 OU Notional Amount 20927012.97000000 0.350993478918 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Murata Manufacturing Co. Ltd. Murata Manufacturing Co. Ltd. Y equity-performance leg 2027-09-09 0.00000000 JPY 0.00000000 JPY 1406000.00000000 JPY 354795.86000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 41264.00000000 OU Notional Amount 1306177.14000000 0.021907553605 N/A DE CA N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Canadian Natural Resources Ltd. Canadian Natural Resources Ltd. Y equity-performance leg 2025-10-20 0.00000000 CAD 0.00000000 CAD 41264.00000000 CAD -16927.45000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1000743.00000000 OU Notional Amount 7632445.79000000 0.128013429548 N/A DE AU N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Flight Centre Travel Group Ltd. Flight Centre Travel Group Ltd. Y equity-performance leg 2027-01-06 0.00000000 AUD 0.00000000 AUD 1000743.00000000 AUD -893435.30000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 227366.00000000 OU Notional Amount USD 14255848.20000000 0.239102912672 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Synaptics, Inc. Synaptics, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 227366.00000000 USD -750307.80000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 12694.00000000 OU Notional Amount USD 884390.98000000 0.014833242911 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Synchrony Financial Synchrony Financial Y equity-performance leg 2028-04-18 0.00000000 USD 0.00000000 USD 12694.00000000 USD -10657.10000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 295938.00000000 OU Notional Amount USD -4228954.02000000 -0.07092915199 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Redwire Corp. Redwire Corp. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 295938.00000000 USD 628688.38000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 48778.00000000 OU Notional Amount USD 15940650.40000000 0.267360867417 N/A DE US N 2 BNP Paribas 549300FWX3HQBUJIR891 HEICO Corp. HEICO Corp. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 48778.00000000 USD 326860.68000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 75.00000000 OU Notional Amount -753.68000000 -0.00001264092 N/A DE NO N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Hoegh Autoliners ASA Hoegh Autoliners ASA Y equity-performance leg 2026-02-26 0.00000000 NOK 0.00000000 NOK 75.00000000 NOK -27.21000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 15900.00000000 OU Notional Amount -300481.73000000 -0.00503976023 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Megmilk Snow Brand Co. Ltd. Megmilk Snow Brand Co. Ltd. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 15900.00000000 JPY 3874.35000000 N N N HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 000000000 9280438.38000000 OU Notional Amount -135921.86000000 -0.00227971792 N/A DE NL N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 Euronext Amsterdam Index Futures EOQ5 Index Y Fixed payment equal to the notional value in field C.11.f.iv.1 equity-performance leg 2025-08-15 0.00000000 EUR 0.00000000 EUR 9280438.38000000 EUR -135921.86000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 289640.00000000 OU Notional Amount USD -16793327.20000000 -0.28166219158 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Bentley Systems, Inc. Bentley Systems, Inc. Y equity-performance leg 2027-01-06 0.00000000 USD 0.00000000 USD 289640.00000000 USD 60685.15000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 126427.00000000 OU Notional Amount 1173391.47000000 0.019680436705 N/A DE CA N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Hudbay Minerals, Inc. Hudbay Minerals, Inc. Y equity-performance leg 2025-12-08 0.00000000 CAD 0.00000000 CAD 126427.00000000 CAD -53204.62000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 213551.00000000 OU Notional Amount USD 4777135.87000000 0.080123405126 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Delek U.S. Holdings, Inc. Delek U.S. Holdings, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 213551.00000000 USD -334643.61000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 34716.00000000 OU Notional Amount USD 2543641.32000000 0.042662635002 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 BlueLinx Holdings, Inc. BlueLinx Holdings, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 34716.00000000 USD -357227.64000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 15900.00000000 OU Notional Amount -378562.09000000 -0.00634934498 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Fukuyama Transporting Co. Ltd. Fukuyama Transporting Co. Ltd. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 15900.00000000 JPY -1036.76000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 241498.00000000 OU Notional Amount -5628214.06000000 -0.09439791698 N/A DE NL N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 ING Groep NV ING Groep NV Y equity-performance leg 2027-01-04 0.00000000 EUR 0.00000000 EUR 241498.00000000 EUR 36357.28000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 887904.00000000 OU Notional Amount -11264106.97000000 -0.18892462569 N/A DE GB N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 Prudential PLC Prudential PLC Y equity-performance leg 2026-02-10 0.00000000 GBP 0.00000000 GBP 887904.00000000 GBP -112956.77000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 19307.00000000 OU Notional Amount 3964780.74000000 0.066498366827 N/A DE AU N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Pro Medicus Ltd. Pro Medicus Ltd. Y equity-performance leg 2027-01-06 0.00000000 AUD 0.00000000 AUD 19307.00000000 AUD -188515.31000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 17022.00000000 OU Notional Amount -481411.99000000 -0.00807437112 N/A DE SE N 2 UBS AG BFM8T61CT2L1QCEMIK50 Thule Group AB Thule Group AB Y equity-performance leg 2028-04-24 0.00000000 SEK 0.00000000 SEK 17022.00000000 SEK 18326.72000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 258958.00000000 OU Notional Amount 8073318.44000000 0.135407863976 N/A DE NL N 2 Citibank NA E57ODZWZ7FF32TWEFA76 ArcelorMittal SA ArcelorMittal SA Y equity-performance leg 2026-06-25 0.00000000 EUR 0.00000000 EUR 258958.00000000 EUR 16773.98000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 102821.00000000 OU Notional Amount USD 1520722.59000000 0.025505967483 N/A DE US N 2 BNP Paribas 549300FWX3HQBUJIR891 Select Medical Holdings Corp. Select Medical Holdings Corp. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 102821.00000000 USD 19535.99000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 180716.00000000 OU Notional Amount USD 17706553.68000000 0.296979071247 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Walmart, Inc. Walmart, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 180716.00000000 USD 316553.69000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 29535.00000000 OU Notional Amount USD 6966715.80000000 0.116847627455 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Cheniere Energy, Inc. Cheniere Energy, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 29535.00000000 USD -26581.50000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 114960.00000000 OU Notional Amount 1799045.25000000 0.030174069846 N/A DE NO N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Sparebanken Norge Sparebanken Norge Y equity-performance leg 2026-12-11 0.00000000 NOK 0.00000000 NOK 114960.00000000 NOK -18839.29000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1359.00000000 OU Notional Amount 2666587.70000000 0.044724724689 N/A DE DK N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 AP Moller - Maersk AS AP Moller - Maersk AS Y equity-performance leg 2027-01-04 0.00000000 DKK 0.00000000 DKK 1359.00000000 DKK -102100.26000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 79041.00000000 OU Notional Amount USD -2412331.32000000 -0.04046026843 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Worthington Steel, Inc. Worthington Steel, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 79041.00000000 USD 97220.43000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 155440.00000000 OU Notional Amount 2187549.43000000 0.036690166238 N/A DE SE N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Munters Group AB Munters Group AB Y equity-performance leg 2028-02-15 0.00000000 SEK 0.00000000 SEK 155440.00000000 SEK 126546.70000000 N N N HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 000000000 1209695.38000000 OU Notional Amount -3592.67000000 -0.00006025722 N/A DE GB N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 FTSE 100 Dividend Index Futures UKDZ5 Index Y Fixed payment equal to the notional value in field C.11.f.iv.1 equity-performance leg 2025-12-18 0.00000000 GBP 0.00000000 GBP 1209695.38000000 GBP -3592.67000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1855349.00000000 OU Notional Amount 2766350.66000000 0.046397975834 N/A DE GB N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Currys PLC Currys PLC Y equity-performance leg 2025-12-08 0.00000000 GBP 0.00000000 GBP 1855349.00000000 GBP -201205.84000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 304939.00000000 OU Notional Amount USD 1808288.27000000 0.030329096258 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Kearny Financial Corp. Kearny Financial Corp. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 304939.00000000 USD -173815.23000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 124600.00000000 OU Notional Amount 3789162.00000000 0.063552842179 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Dai-Dan Co. Ltd. Dai-Dan Co. Ltd. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 124600.00000000 JPY 96208.38000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 15872.00000000 OU Notional Amount -2281129.13000000 -0.03825971008 N/A DE FR N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 Nexans SA Nexans SA Y equity-performance leg 2026-02-10 0.00000000 EUR 0.00000000 EUR 15872.00000000 EUR -305009.42000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 277958.00000000 OU Notional Amount 2366373.50000000 0.039689451541 N/A DE IT N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Banca Monte dei Paschi di Siena SpA Banca Monte dei Paschi di Siena SpA Y equity-performance leg 2026-08-19 0.00000000 EUR 0.00000000 EUR 277958.00000000 EUR 135280.05000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 157700.00000000 OU Notional Amount 1136561.34000000 0.019062711878 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Yamaha Corp. Yamaha Corp. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 157700.00000000 JPY -21850.23000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 230304.00000000 OU Notional Amount USD -2959406.40000000 -0.04963595852 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Burford Capital Ltd. Burford Capital Ltd. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 230304.00000000 USD 398425.92000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 38286.00000000 OU Notional Amount USD 1431513.54000000 0.024009729350 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 GLOBALFOUNDRIES, Inc. GLOBALFOUNDRIES, Inc. Y equity-performance leg 2028-04-18 0.00000000 USD 0.00000000 USD 38286.00000000 USD -117363.18000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 192556.00000000 OU Notional Amount USD -8624583.24000000 -0.14465382517 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Blue Bird Corp. Blue Bird Corp. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 192556.00000000 USD 78947.96000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 353000.00000000 OU Notional Amount -5670141.12000000 -0.09510112888 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Nankai Electric Railway Co. Ltd. Nankai Electric Railway Co. Ltd. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 353000.00000000 JPY -365446.96000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 50000.00000000 NC USD 4250000.00000000 0.071282140816 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased CBOE Volatility Index VIX Index 100.00000000 25.00000000 USD 2025-08-20 XXXX -3211472.50000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 236278.00000000 OU Notional Amount -1810841.21000000 -0.03037191485 N/A DE GB N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Vistry Group PLC Vistry Group PLC Y equity-performance leg 2026-12-10 0.00000000 GBP 0.00000000 GBP 236278.00000000 GBP 148618.74000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 18096.00000000 OU Notional Amount -3899092.33000000 -0.06539662318 N/A DE FR N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Sopra Steria Group Sopra Steria Group Y equity-performance leg 2028-02-15 0.00000000 EUR 0.00000000 EUR 18096.00000000 EUR 264851.92000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 66881.00000000 OU Notional Amount USD -813272.96000000 -0.01364043238 N/A DE US N 2 BNP Paribas 549300FWX3HQBUJIR891 Marten Transport Ltd. Marten Transport Ltd. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 66881.00000000 USD 64874.57000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 8100.00000000 OU Notional Amount -151333.67000000 -0.00253820893 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Taiyo Yuden Co. Ltd. Taiyo Yuden Co. Ltd. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 8100.00000000 JPY 2229.95000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 105000.00000000 OU Notional Amount 1493777.35000000 0.025054034685 N/A DE JP N 2 BNP Paribas 549300FWX3HQBUJIR891 TechMatrix Corp. TechMatrix Corp. Y equity-performance leg 2027-03-24 0.00000000 JPY 0.00000000 JPY 105000.00000000 JPY 24461.57000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 76774.00000000 OU Notional Amount USD -1028771.60000000 -0.01725483342 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Enovix Corp. Enovix Corp. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 76774.00000000 USD 94432.02000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 98800.00000000 OU Notional Amount 3266417.94000000 0.054785238486 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Daiwa House Industry Co. Ltd. Daiwa House Industry Co. Ltd. Y equity-performance leg 2027-09-09 0.00000000 JPY 0.00000000 JPY 98800.00000000 JPY -35341.68000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 8400.00000000 OU Notional Amount -265235.69000000 -0.00444860418 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Hogy Medical Co. Ltd. Hogy Medical Co. Ltd. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 8400.00000000 JPY -46015.55000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 125300.00000000 OU Notional Amount -2945713.66000000 -0.04940630021 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Asics Corp. Asics Corp. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 125300.00000000 JPY 293624.68000000 N N N BNP PARIBAS SA QHSFEYI7HUOXXZ413E03 000000000 263340000.00000000 OU Notional Amount 21007.96000000 0.000352351144 N/A DE FR N 2 BNP PARIBAS SA QHSFEYI7HUOXXZ413E03 SGX Nikkei Dividend Index Futures MNDZ5 Index Y Fixed payment equal to the notional value in field C.11.f.iv.1 equity-performance leg 2026-03-31 0.00000000 JPY 0.00000000 JPY 263340000.00000000 JPY 21007.96000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 20860.00000000 OU Notional Amount -8998132.38000000 -0.15091909162 N/A DE DE N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 MTU Aero Engines AG MTU Aero Engines AG Y equity-performance leg 2028-02-15 0.00000000 EUR 0.00000000 EUR 20860.00000000 EUR 149345.27000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 77100.00000000 OU Notional Amount -2034169.56000000 -0.03411763788 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Credit Saison Co. Ltd. Credit Saison Co. Ltd. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 77100.00000000 JPY 23724.21000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 78927.00000000 OU Notional Amount USD -801898.32000000 -0.01344965387 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Embecta Corp. Embecta Corp. Y equity-performance leg 2026-08-19 0.00000000 USD 0.00000000 USD 78927.00000000 USD -45777.66000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 4531578.00000000 OU Notional Amount -2335963.27000000 -0.03917940300 N/A DE AU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Bellevue Gold Ltd. Bellevue Gold Ltd. Y equity-performance leg 2027-05-12 0.00000000 AUD 0.00000000 AUD 4531578.00000000 AUD 425922.84000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 7435012.00000000 OU Notional Amount USD 2543543.10000000 0.042660987630 N/A DE AE N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Talabat Holding PLC Talabat Holding PLC Y equity-performance leg 2026-08-19 0.00000000 USD 0.00000000 USD 7435012.00000000 USD -189136.08000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 515111.00000000 OU Notional Amount 2707221.95000000 0.045406253238 N/A DE AU N 2 BNP Paribas 549300FWX3HQBUJIR891 Challenger Ltd. Challenger Ltd. Y equity-performance leg 2027-03-22 0.00000000 AUD 0.00000000 AUD 515111.00000000 AUD -52672.87000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 11209.00000000 OU Notional Amount -464321.55000000 -0.00778772567 N/A DE ES N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Indra Sistemas SA Indra Sistemas SA Y equity-performance leg 2026-08-17 0.00000000 EUR 0.00000000 EUR 11209.00000000 EUR 41536.01000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 13000.00000000 OU Notional Amount -3918428.54000000 -0.06572093528 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Maruwa Co. Ltd. Maruwa Co. Ltd. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 13000.00000000 JPY -173554.90000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 30419.00000000 OU Notional Amount USD 489745.90000000 0.008214149696 N/A DE US N 2 BNP Paribas 549300FWX3HQBUJIR891 Deluxe Corp. Deluxe Corp. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 30419.00000000 USD 9734.08000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 505300.00000000 OU Notional Amount -10345378.02000000 -0.17351545713 N/A DE JP N 2 BNP Paribas 549300FWX3HQBUJIR891 Marubeni Corp. Marubeni Corp. Y equity-performance leg 2026-09-09 0.00000000 JPY 0.00000000 JPY 505300.00000000 JPY -365316.89000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 3054.13000000 0.000051224688 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 106000.00000000 EUR 124374.07000000 USD 2025-09-17 3054.13000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 297300.00000000 OU Notional Amount -2557395.82000000 -0.04289332916 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Daicel Corp. Daicel Corp. Y equity-performance leg 2028-02-15 0.00000000 JPY 0.00000000 JPY 297300.00000000 JPY -48855.29000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 10300.00000000 OU Notional Amount -364553.33000000 -0.00611438630 N/A DE JP N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Nippon Sanso Holdings Corp. Nippon Sanso Holdings Corp. Y equity-performance leg 2026-08-19 0.00000000 JPY 0.00000000 JPY 10300.00000000 JPY 14565.28000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 25542.00000000 OU Notional Amount 1017182.13000000 0.017060451724 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Empire Co. Ltd. Empire Co. Ltd. Y equity-performance leg 2027-01-04 0.00000000 CAD 0.00000000 CAD 25542.00000000 CAD -24812.06000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 10068.00000000 OU Notional Amount 1351481.99000000 0.022667418711 N/A DE FR N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Eiffage SA Eiffage SA Y equity-performance leg 2026-08-19 0.00000000 EUR 0.00000000 EUR 10068.00000000 EUR -5136.32000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 9184.00000000 OU Notional Amount -900745.46000000 -0.01510754463 N/A DE DE N 2 BNP Paribas 549300FWX3HQBUJIR891 Vossloh AG Vossloh AG Y equity-performance leg 2027-03-24 0.00000000 EUR 0.00000000 EUR 9184.00000000 EUR 36064.68000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 13762.00000000 OU Notional Amount USD 420429.10000000 0.007051549719 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Independent Bank Corp. Independent Bank Corp. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 13762.00000000 USD -40185.04000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1628.00000000 OU Notional Amount -414656.68000000 -0.00695473314 N/A DE DE N 2 UBS AG BFM8T61CT2L1QCEMIK50 Siemens AG Siemens AG Y equity-performance leg 2029-09-03 0.00000000 EUR 0.00000000 EUR 1628.00000000 EUR 3095.33000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1472971.00000000 OU Notional Amount -4107528.30000000 -0.06889256722 N/A DE AU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Qube Holdings Ltd. Qube Holdings Ltd. Y equity-performance leg 2027-05-12 0.00000000 AUD 0.00000000 AUD 1472971.00000000 AUD 101230.56000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 3799.00000000 OU Notional Amount USD -280366.20000000 -0.00470237716 N/A DE US N 2 BNP Paribas 549300FWX3HQBUJIR891 CMS Energy Corp. CMS Energy Corp. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 3799.00000000 USD -6201.87000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1500.00000000 OU Notional Amount -63436.66000000 -0.00106397668 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Ibiden Co. Ltd. Ibiden Co. Ltd. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 1500.00000000 JPY 4134.96000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 226246.00000000 OU Notional Amount USD -2979659.82000000 -0.04997565432 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Warner Bros Discovery, Inc. Warner Bros Discovery, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 226246.00000000 USD -32243.52000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 36800.00000000 OU Notional Amount -281514.99000000 -0.00472164497 N/A DE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Change Holdings, Inc. Change Holdings, Inc. Y equity-performance leg 2027-01-06 0.00000000 JPY 0.00000000 JPY 36800.00000000 JPY 6728.45000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 40895.00000000 OU Notional Amount USD -6961964.80000000 -0.11676794240 N/A DE US N 2 BNP Paribas 549300FWX3HQBUJIR891 Avis Budget Group, Inc. Avis Budget Group, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 40895.00000000 USD 867055.78000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 96114.00000000 OU Notional Amount -258527.31000000 -0.00433608943 N/A DE AU N 2 UBS AG BFM8T61CT2L1QCEMIK50 Silex Systems Ltd. Silex Systems Ltd. Y equity-performance leg 2028-04-03 0.00000000 AUD 0.00000000 AUD 96114.00000000 AUD 8206.09000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 35506.00000000 OU Notional Amount -298461.17000000 -0.00500587085 N/A DE GB N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Bodycote PLC Bodycote PLC Y equity-performance leg 2025-12-08 0.00000000 GBP 0.00000000 GBP 35506.00000000 GBP -3176.53000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1085369.00000000 OU Notional Amount -7331880.66000000 -0.12297227050 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 IAMGOLD Corp. IAMGOLD Corp. Y equity-performance leg 2027-01-04 0.00000000 CAD 0.00000000 CAD 1085369.00000000 CAD 713624.78000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 111992.00000000 OU Notional Amount 982107.64000000 0.016472172962 N/A DE DE N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Deutz AG Deutz AG Y equity-performance leg 2026-12-10 0.00000000 EUR 0.00000000 EUR 111992.00000000 EUR -19994.56000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 15000.00000000 OU Notional Amount -4432897.00000000 -0.07434973839 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Disco Corp. Disco Corp. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 15000.00000000 JPY -143674.63000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 67732.00000000 OU Notional Amount USD 18419040.08000000 0.308929084398 N/A DE US N 2 BNP Paribas 549300FWX3HQBUJIR891 ResMed, Inc. ResMed, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 67732.00000000 USD 1207570.49000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 13500.00000000 OU Notional Amount -345771.50000000 -0.00579937241 N/A DE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 PILLAR Corp. PILLAR Corp. Y equity-performance leg 2028-04-03 0.00000000 JPY 0.00000000 JPY 13500.00000000 JPY -4768.51000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 19800.00000000 OU Notional Amount 997254.88000000 0.016726226538 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Food & Life Cos. Ltd. Food & Life Cos. Ltd. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 19800.00000000 JPY 34465.07000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 5568.00000000 OU Notional Amount USD -304736.64000000 -0.00511112472 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 RadNet, Inc. RadNet, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 5568.00000000 USD 17883.86000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 524708.00000000 OU Notional Amount -5373561.29000000 -0.09012681236 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Choice Properties Real Estate Investment Trust Choice Properties Real Estate Investment Trust Y equity-performance leg 2027-01-04 0.00000000 CAD 0.00000000 CAD 524708.00000000 CAD 257470.21000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 83300.00000000 OU Notional Amount -10242214.27000000 -0.17178516702 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Daikin Industries Ltd. Daikin Industries Ltd. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 83300.00000000 JPY 258299.84000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 3300.00000000 OU Notional Amount -175141.29000000 -0.00293751672 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Kurabo Industries Ltd. Kurabo Industries Ltd. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 3300.00000000 JPY -12378.81000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 185548.00000000 OU Notional Amount USD -3252656.44000000 -0.05455442691 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Outfront Media, Inc. Outfront Media, Inc. Y equity-performance leg 2027-01-04 0.00000000 USD 0.00000000 USD 185548.00000000 USD 61047.96000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 808422.00000000 OU Notional Amount 2358750.81000000 0.039561601738 N/A DE GB N 2 BNP Paribas 549300FWX3HQBUJIR891 International Workplace Group PLC International Workplace Group PLC Y equity-performance leg 2027-03-17 0.00000000 GBP 0.00000000 GBP 808422.00000000 GBP 21385.96000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC N/A -2099.32000000 -0.00003521035 N/A DFE XX N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 19241000.00000000 SEK 1720360.20000000 EUR 2025-09-17 -2099.32000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 247308.00000000 OU Notional Amount -2029103.28000000 -0.03403266487 N/A DE IT N 2 BNP Paribas 549300FWX3HQBUJIR891 Technoprobe SpA Technoprobe SpA Y equity-performance leg 2027-03-17 0.00000000 EUR 0.00000000 EUR 247308.00000000 EUR 129833.49000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 15100.00000000 OU Notional Amount -4605948.41000000 -0.07725220309 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Fast Retailing Co. Ltd. Fast Retailing Co. Ltd. Y equity-performance leg 2027-09-09 0.00000000 JPY 0.00000000 JPY 15100.00000000 JPY 51154.03000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 215686.00000000 OU Notional Amount 14523345.59000000 0.243589450700 N/A DE NL N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 NN Group NV NN Group NV Y equity-performance leg 2026-12-10 0.00000000 EUR 0.00000000 EUR 215686.00000000 EUR -99133.31000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 9391.00000000 OU Notional Amount -734645.37000000 -0.01232166934 N/A DE CH N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Georg Fischer AG Georg Fischer AG Y equity-performance leg 2027-01-04 0.00000000 CHF 0.00000000 CHF 9391.00000000 CHF -3463.97000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 30600.00000000 OU Notional Amount 1294247.23000000 0.021707461953 N/A DE JP N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Mitsui Mining & Smelting Co. Ltd. Mitsui Mining & Smelting Co. Ltd. Y equity-performance leg 2026-08-19 0.00000000 JPY 0.00000000 JPY 30600.00000000 JPY 220148.28000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 828.93000000 0.000013903036 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 45000.00000000 EUR 52332.68000000 USD 2025-09-17 828.93000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 68200.00000000 OU Notional Amount -578168.03000000 -0.00969718939 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Nippon Paint Holdings Co. Ltd. Nippon Paint Holdings Co. Ltd. Y equity-performance leg 2028-03-15 0.00000000 JPY 0.00000000 JPY 68200.00000000 JPY -7888.41000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 39117.00000000 OU Notional Amount -1160893.16000000 -0.01947081169 N/A DE GB N 2 UBS AG BFM8T61CT2L1QCEMIK50 Bunzl PLC Bunzl PLC Y equity-performance leg 2029-09-03 0.00000000 GBP 0.00000000 GBP 39117.00000000 GBP 42341.13000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 80317.00000000 OU Notional Amount -1007267.33000000 -0.01689415803 N/A DE SE N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Svenska Cellulosa AB SCA Svenska Cellulosa AB SCA Y equity-performance leg 2028-02-15 0.00000000 SEK 0.00000000 SEK 80317.00000000 SEK 21871.51000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 10400.00000000 OU Notional Amount -62771.96000000 -0.00105282816 N/A DE JP N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Insource Co. Ltd. Insource Co. Ltd. Y equity-performance leg 2026-08-19 0.00000000 JPY 0.00000000 JPY 10400.00000000 JPY 4649.36000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 10300.00000000 OU Notional Amount USD -202910.00000000 -0.00340326098 N/A DE US N 2 BNP Paribas 549300FWX3HQBUJIR891 Jack in the Box, Inc. Jack in the Box, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 10300.00000000 USD 4635.00000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 50135.00000000 OU Notional Amount USD -2132241.55000000 -0.03576252762 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Horace Mann Educators Corp. Horace Mann Educators Corp. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 50135.00000000 USD -58861.26000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 63700.00000000 OU Notional Amount -434983.17000000 -0.00729565448 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Tokai Carbon Co. Ltd. Tokai Carbon Co. Ltd. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 63700.00000000 JPY 10928.29000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 49002.00000000 OU Notional Amount USD 630165.72000000 0.010569308609 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Accel Entertainment, Inc. Accel Entertainment, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 49002.00000000 USD 36261.48000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 59398.00000000 OU Notional Amount USD -4228543.62000000 -0.07092226865 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Lantheus Holdings, Inc. Lantheus Holdings, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 59398.00000000 USD 641532.62000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 444442.00000000 OU Notional Amount USD -3808867.94000000 -0.06388335549 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Janus International Group, Inc. Janus International Group, Inc. Y equity-performance leg 2028-04-21 0.00000000 USD 0.00000000 USD 444442.00000000 USD -13333.26000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1821.00000000 OU Notional Amount USD 687281.82000000 0.011527275170 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Winmark Corp. Winmark Corp. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 1821.00000000 USD 24710.97000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 80360.00000000 OU Notional Amount USD 2852780.00000000 0.047847591924 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 TG Therapeutics, Inc. TG Therapeutics, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 80360.00000000 USD -146220.91000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 379300.00000000 OU Notional Amount -4915408.70000000 -0.08244255414 N/A DE SG N 2 BNP Paribas 549300FWX3HQBUJIR891 Oversea-Chinese Banking Corp. Ltd. Oversea-Chinese Banking Corp. Ltd. Y equity-performance leg 2026-09-07 0.00000000 SGD 0.00000000 SGD 379300.00000000 SGD 100616.19000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 294490.00000000 OU Notional Amount -447361.67000000 -0.00750327001 N/A DE GB N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Sigmaroc PLC Sigmaroc PLC Y equity-performance leg 2026-08-19 0.00000000 GBP 0.00000000 GBP 294490.00000000 GBP -5080.91000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 64518.00000000 OU Notional Amount -61458.07000000 -0.00103079124 N/A DE AU N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Accent Group Ltd. Accent Group Ltd. Y equity-performance leg 2028-02-15 0.00000000 AUD 0.00000000 AUD 64518.00000000 AUD 250.65000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 93300.00000000 OU Notional Amount -3216395.16000000 -0.05394624299 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Niterra Co. Ltd. Niterra Co. Ltd. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 93300.00000000 JPY -146914.26000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 2300.00000000 OU Notional Amount -38593.24000000 -0.00064729618 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Welcia Holdings Co. Ltd. Welcia Holdings Co. Ltd. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 2300.00000000 JPY 1672.45000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 6070.00000000 OU Notional Amount -10248.95000000 -0.00017189814 N/A DE SG N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 CapitaLand Integrated Commercial Trust CapitaLand Integrated Commercial Trust Y equity-performance leg 2027-01-07 0.00000000 SGD 0.00000000 SGD 6070.00000000 SGD 340.61000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 757500.00000000 OU Notional Amount 8669393.65000000 0.145405397401 N/A DE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Tokyo Century Corp. Tokyo Century Corp. Y equity-performance leg 2027-01-06 0.00000000 JPY 0.00000000 JPY 757500.00000000 JPY -315263.29000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 63207.00000000 OU Notional Amount USD 4173558.21000000 0.070000038595 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Gibraltar Industries, Inc. Gibraltar Industries, Inc. Y equity-performance leg 2027-02-08 0.00000000 USD 0.00000000 USD 63207.00000000 USD 84126.09000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 42553.00000000 OU Notional Amount 2504302.06000000 0.042002826373 N/A DE FR N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 SPIE SA SPIE SA Y equity-performance leg 2027-01-06 0.00000000 EUR 0.00000000 EUR 42553.00000000 EUR 153813.21000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 10253.00000000 OU Notional Amount -1078202.33000000 -0.01808389889 N/A DE BE N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 VGP NV VGP NV Y equity-performance leg 2025-12-08 0.00000000 EUR 0.00000000 EUR 10253.00000000 EUR 8726.35000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 662138.00000000 OU Notional Amount 14883680.37000000 0.249633082354 N/A DE FR N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Engie SA Engie SA Y equity-performance leg 2026-12-10 0.00000000 EUR 0.00000000 EUR 662138.00000000 EUR -695433.05000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 188900.00000000 OU Notional Amount 2908957.75000000 0.048789820227 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Dai Nippon Printing Co. Ltd. Dai Nippon Printing Co. Ltd. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 188900.00000000 JPY 94141.58000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 127600.00000000 OU Notional Amount 4286895.65000000 0.071900964562 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 NH Foods Ltd. NH Foods Ltd. Y equity-performance leg 2027-09-09 0.00000000 JPY 0.00000000 JPY 127600.00000000 JPY 39233.32000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 509243.00000000 OU Notional Amount -32946755.68000000 -0.55259183008 N/A DE DK N 2 UBS AG BFM8T61CT2L1QCEMIK50 Novonesis Novozymes B Novonesis Novozymes B Y equity-performance leg 2029-09-03 0.00000000 DKK 0.00000000 DKK 509243.00000000 DKK 2569768.49000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 10779.00000000 OU Notional Amount 1178252.99000000 0.019761975423 N/A DE CA N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Stantec, Inc. Stantec, Inc. Y equity-performance leg 2026-08-19 0.00000000 CAD 0.00000000 CAD 10779.00000000 CAD -19631.87000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1067200.00000000 OU Notional Amount 21724605.42000000 0.364370913585 N/A DE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Mitsui & Co. Ltd. Mitsui & Co. Ltd. Y equity-performance leg 2027-01-06 0.00000000 JPY 0.00000000 JPY 1067200.00000000 JPY -309590.02000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 28750.00000000 OU Notional Amount -586024.92000000 -0.00982896726 N/A DE SE N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Xvivo Perfusion AB Xvivo Perfusion AB Y equity-performance leg 2027-01-18 0.00000000 SEK 0.00000000 SEK 28750.00000000 SEK 59648.52000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 17600.00000000 OU Notional Amount -488435.22000000 -0.00819216661 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 NS United Kaiun Kaisha Ltd. NS United Kaiun Kaisha Ltd. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 17600.00000000 JPY -28027.05000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1239100.00000000 OU Notional Amount 4529114.32000000 0.075963521113 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 LY Corp. LY Corp. Y equity-performance leg 2027-09-09 0.00000000 JPY 0.00000000 JPY 1239100.00000000 JPY -149333.19000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 22978.00000000 OU Notional Amount USD 1201289.84000000 0.020148355655 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 REX American Resources Corp. REX American Resources Corp. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 22978.00000000 USD -17693.06000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 643197.00000000 OU Notional Amount USD -12040647.84000000 -0.20194897761 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Acadia Realty Trust Acadia Realty Trust Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 643197.00000000 USD -390884.64000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 33850.00000000 OU Notional Amount USD 1337075.00000000 0.022425780807 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Ituran Location & Control Ltd. Ituran Location & Control Ltd. Y equity-performance leg 2028-04-21 0.00000000 USD 0.00000000 USD 33850.00000000 USD 29788.00000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 98875.00000000 OU Notional Amount USD -3298470.00000000 -0.05532282424 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Unity Software, Inc. Unity Software, Inc. Y equity-performance leg 2027-01-06 0.00000000 USD 0.00000000 USD 98875.00000000 USD 71542.78000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 523143.00000000 OU Notional Amount USD 4090978.26000000 0.068614985507 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Amneal Pharmaceuticals, Inc. Amneal Pharmaceuticals, Inc. Y equity-performance leg 2028-04-21 0.00000000 USD 0.00000000 USD 523143.00000000 USD -235414.35000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 6137.00000000 OU Notional Amount USD -840769.00000000 -0.01410160335 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Limbach Holdings, Inc. Limbach Holdings, Inc. Y equity-performance leg 2028-04-21 0.00000000 USD 0.00000000 USD 6137.00000000 USD 44800.10000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 97842.00000000 OU Notional Amount USD -5986951.98000000 -0.10041476567 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Ryan Specialty Holdings, Inc. Ryan Specialty Holdings, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 97842.00000000 USD 448134.48000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1300.00000000 OU Notional Amount -44834.03000000 -0.00075196838 N/A DE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Juroku Financial Group, Inc. Juroku Financial Group, Inc. Y equity-performance leg 2027-01-06 0.00000000 JPY 0.00000000 JPY 1300.00000000 JPY 1137.75000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 53748.00000000 OU Notional Amount 1687383.08000000 0.028301241957 N/A DE CA N 2 UBS AG BFM8T61CT2L1QCEMIK50 Keyera Corp. Keyera Corp. Y equity-performance leg 2028-04-18 0.00000000 CAD 0.00000000 CAD 53748.00000000 CAD -5448.81000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 36250.00000000 OU Notional Amount 2793392.23000000 0.046851524304 N/A DE DE N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Henkel AG & Co. KGaA Henkel AG & Co. KGaA Y equity-performance leg 2027-01-04 0.00000000 EUR 0.00000000 EUR 36250.00000000 EUR -117231.20000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 91300.00000000 OU Notional Amount -587615.22000000 -0.00985564020 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 ES-Con Japan Ltd. ES-Con Japan Ltd. Y equity-performance leg 2028-02-15 0.00000000 JPY 0.00000000 JPY 91300.00000000 JPY 45016.44000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 74109.00000000 OU Notional Amount -589406.16000000 -0.00988567832 N/A DE CA N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 First Majestic Silver Corp. First Majestic Silver Corp. Y equity-performance leg 2025-10-20 0.00000000 CAD 0.00000000 CAD 74109.00000000 CAD 67004.18000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 21529.00000000 OU Notional Amount USD -1221124.88000000 -0.02048103427 N/A DE US N 2 BNP Paribas 549300FWX3HQBUJIR891 Triumph Financial, Inc. Triumph Financial, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 21529.00000000 USD 122737.10000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 32085.00000000 OU Notional Amount 5008825.17000000 0.084009360257 N/A DE IL N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Nice Ltd. Nice Ltd. Y equity-performance leg 2027-05-23 0.00000000 ILS 0.00000000 ILS 32085.00000000 ILS -52727.67000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 118357.00000000 OU Notional Amount USD 12786106.71000000 0.214452013882 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Tapestry, Inc. Tapestry, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 118357.00000000 USD 1872407.74000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 119589.00000000 OU Notional Amount USD 2940693.51000000 0.049322100912 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 EverQuote, Inc. EverQuote, Inc. Y equity-performance leg 2028-04-21 0.00000000 USD 0.00000000 USD 119589.00000000 USD -5979.45000000 N N N Euronext NV 724500QJ4QSZ3H9QU415 000000000 -1012.00000000 NC 912079.66000000 0.015297644884 N/A DE FR N 2 Euronext NV 724500QJ4QSZ3H9QU415 Short Euronext CAC 40 Index Futures CFQ5 Index 2025-08-15 -79348380.74000000 EUR 912079.66000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 13087.00000000 OU Notional Amount USD 784827.39000000 0.013163335654 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Halozyme Therapeutics, Inc. Halozyme Therapeutics, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 13087.00000000 USD 26482.08000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1054900.00000000 OU Notional Amount 11655497.94000000 0.195489140105 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Santen Pharmaceutical Co. Ltd. Santen Pharmaceutical Co. Ltd. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 1054900.00000000 JPY -188740.80000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 34711.00000000 OU Notional Amount -2321749.05000000 -0.03894099828 N/A DE CA N 2 UBS AG BFM8T61CT2L1QCEMIK50 Brookfield Wealth Solutions Ltd. Brookfield Wealth Solutions Ltd. Y equity-performance leg 2028-04-21 0.00000000 CAD 0.00000000 CAD 34711.00000000 CAD -110616.52000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 934022.00000000 OU Notional Amount USD -5426667.82000000 -0.09101752934 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Aurora Innovation, Inc. Aurora Innovation, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 934022.00000000 USD -569753.42000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 3787.00000000 OU Notional Amount USD -73089.10000000 -0.00122587000 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Amerant Bancorp, Inc. Amerant Bancorp, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 3787.00000000 USD 189.35000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 792700.00000000 OU Notional Amount 23251205.62000000 0.389975461921 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Mizuho Financial Group, Inc. Mizuho Financial Group, Inc. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 792700.00000000 JPY 1944287.77000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 47093.00000000 OU Notional Amount USD -1502737.63000000 -0.02520431890 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 F&G Annuities & Life, Inc. F&G Annuities & Life, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 47093.00000000 USD -25396.96000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 23665.00000000 OU Notional Amount USD 1841846.95000000 0.030891951447 N/A DE US N 2 BNP Paribas 549300FWX3HQBUJIR891 Principal Financial Group, Inc. Principal Financial Group, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 23665.00000000 USD 1740.96000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 46671.00000000 OU Notional Amount -435885.75000000 -0.00731079280 N/A DE GB N 2 UBS AG BFM8T61CT2L1QCEMIK50 Drax Group PLC Drax Group PLC Y equity-performance leg 2029-09-03 0.00000000 GBP 0.00000000 GBP 46671.00000000 GBP -2266.67000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 83400.00000000 OU Notional Amount -1755703.43000000 -0.02944712920 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Izumi Co. Ltd. Izumi Co. Ltd. Y equity-performance leg 2028-02-15 0.00000000 JPY 0.00000000 JPY 83400.00000000 JPY -37294.51000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 -84.00000000 NC USD -12457.47000000 -0.00020894003 N/A DE US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Short S&P 500 Annual Dividend Index Futures ASDZ26 Index 2026-12-18 -1640242.53000000 USD -12457.47000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 701453.00000000 OU Notional Amount USD -2889986.36000000 -0.04847162698 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Medical Properties Trust, Inc. Medical Properties Trust, Inc. Y equity-performance leg 2027-01-04 0.00000000 USD 0.00000000 USD 701453.00000000 USD 189392.31000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1428.00000000 OU Notional Amount USD -84766.08000000 -0.00142171944 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 StepStone Group, Inc. StepStone Group, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 1428.00000000 USD 2270.52000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 561737.00000000 OU Notional Amount USD -5252240.95000000 -0.08809199505 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Amcor PLC Amcor PLC Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 561737.00000000 USD 264016.39000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 712400.00000000 OU Notional Amount 6642535.58000000 0.111410389787 N/A DE HK N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 AIA Group Ltd. AIA Group Ltd. Y equity-performance leg 2027-01-06 0.00000000 HKD 0.00000000 HKD 712400.00000000 HKD 348872.56000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 62300.00000000 OU Notional Amount -188827.95000000 -0.00316707306 N/A DE JP N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Kosaido Holdings Co. Ltd. Kosaido Holdings Co. Ltd. Y equity-performance leg 2026-08-19 0.00000000 JPY 0.00000000 JPY 62300.00000000 JPY 9135.84000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 179154.00000000 OU Notional Amount 951626.33000000 0.015960932249 N/A DE CA N 2 UBS AG BFM8T61CT2L1QCEMIK50 Surge Energy, Inc. Surge Energy, Inc. Y equity-performance leg 2028-04-21 0.00000000 CAD 0.00000000 CAD 179154.00000000 CAD 80824.96000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 7202.00000000 OU Notional Amount -629637.65000000 -0.01056045167 N/A DE DE N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Bayerische Motoren Werke AG Bayerische Motoren Werke AG Y equity-performance leg 2028-02-15 0.00000000 EUR 0.00000000 EUR 7202.00000000 EUR 24979.49000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 19018.00000000 OU Notional Amount 589104.80000000 0.009880623837 N/A DE GB N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Smiths Group PLC Smiths Group PLC Y equity-performance leg 2026-08-19 0.00000000 GBP 0.00000000 GBP 19018.00000000 GBP 2076.85000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 10064.00000000 OU Notional Amount -749073.32000000 -0.01256365879 N/A DE DE N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Wacker Chemie AG Wacker Chemie AG Y equity-performance leg 2026-12-10 0.00000000 EUR 0.00000000 EUR 10064.00000000 EUR 55802.56000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 30500.00000000 OU Notional Amount -464245.32000000 -0.00778644712 N/A DE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Tsuburaya Fields Holdings, Inc. Tsuburaya Fields Holdings, Inc. Y equity-performance leg 2027-01-06 0.00000000 JPY 0.00000000 JPY 30500.00000000 JPY -12670.93000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 373500.00000000 OU Notional Amount 7099428.41000000 0.119073518974 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Skylark Holdings Co. Ltd. Skylark Holdings Co. Ltd. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 373500.00000000 JPY -528532.03000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 7062.00000000 OU Notional Amount -789575.27000000 -0.01324296837 N/A DE CH N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Siegfried Holding AG Siegfried Holding AG Y equity-performance leg 2026-08-19 0.00000000 CHF 0.00000000 CHF 7062.00000000 CHF -4174.86000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 72350.00000000 OU Notional Amount USD -3717343.00000000 -0.06234827463 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Warrior Met Coal, Inc. Warrior Met Coal, Inc. Y equity-performance leg 2026-08-19 0.00000000 USD 0.00000000 USD 72350.00000000 USD -68732.50000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 35391.00000000 OU Notional Amount USD 1212495.66000000 0.020336302676 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 SmartFinancial, Inc. SmartFinancial, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 35391.00000000 USD -48131.76000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 8600.00000000 OU Notional Amount -117793.88000000 -0.00197567057 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Pasona Group, Inc. Pasona Group, Inc. Y equity-performance leg 2028-02-15 0.00000000 JPY 0.00000000 JPY 8600.00000000 JPY 16589.24000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 350265.00000000 OU Notional Amount 2383804.09000000 0.039981802076 N/A DE CA N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Centerra Gold, Inc. Centerra Gold, Inc. Y equity-performance leg 2026-08-19 0.00000000 CAD 0.00000000 CAD 350265.00000000 CAD -145710.32000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 82809.00000000 OU Notional Amount USD 3053995.92000000 0.051222439346 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Encore Capital Group, Inc. Encore Capital Group, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 82809.00000000 USD -192116.88000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 4485.00000000 OU Notional Amount USD -394186.65000000 -0.00661140430 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Pinnacle Financial Partners, Inc. Pinnacle Financial Partners, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 4485.00000000 USD 107236.35000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 58800.00000000 OU Notional Amount -462722.73000000 -0.00776090983 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Hakuhodo DY Holdings, Inc. Hakuhodo DY Holdings, Inc. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 58800.00000000 JPY 15483.41000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 1188209.00000000 OU Notional Amount -1092929.83000000 -0.01833091248 N/A DE GB N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Aston Martin Lagonda Global Holdings PLC Aston Martin Lagonda Global Holdings PLC Y equity-performance leg 2028-02-15 0.00000000 GBP 0.00000000 GBP 1188209.00000000 GBP 177861.52000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 88616.00000000 OU Notional Amount 4394082.86000000 0.073698737220 N/A DE DE N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Qiagen NV Qiagen NV Y equity-performance leg 2028-02-15 0.00000000 EUR 0.00000000 EUR 88616.00000000 EUR 170405.97000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 14083.00000000 OU Notional Amount USD 603879.04000000 0.010128421356 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Chipotle Mexican Grill, Inc. Chipotle Mexican Grill, Inc. Y equity-performance leg 2028-02-24 0.00000000 USD 0.00000000 USD 14083.00000000 USD -35.21000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 36579.00000000 OU Notional Amount USD -1387441.47000000 -0.02327054076 N/A DE US N 2 BNP Paribas 549300FWX3HQBUJIR891 Tootsie Roll Industries, Inc. Tootsie Roll Industries, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 36579.00000000 USD -114858.06000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 14867.00000000 OU Notional Amount -2056235.51000000 -0.03448773392 N/A DE CH N 2 BNP Paribas 549300FWX3HQBUJIR891 Swiss Prime Site AG Swiss Prime Site AG Y equity-performance leg 2027-03-22 0.00000000 CHF 0.00000000 CHF 14867.00000000 CHF 82949.04000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 20975.00000000 OU Notional Amount -2299084.15000000 -0.03856085650 N/A DE NL N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 IMCD NV IMCD NV Y equity-performance leg 2026-08-19 0.00000000 EUR 0.00000000 EUR 20975.00000000 EUR 399455.28000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 118226.00000000 OU Notional Amount USD -1553489.64000000 -0.02605554524 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Integra LifeSciences Holdings Corp. Integra LifeSciences Holdings Corp. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 118226.00000000 USD -165516.40000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 196051.00000000 OU Notional Amount USD 20036412.20000000 0.336056083742 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Pentair PLC Pentair PLC Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 196051.00000000 USD -701862.58000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 200826.00000000 OU Notional Amount -1821869.82000000 -0.03055688966 N/A DE CA N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Energy Fuels, Inc. Energy Fuels, Inc. Y equity-performance leg 2026-08-18 0.00000000 CAD 0.00000000 CAD 200826.00000000 CAD -267654.39000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 120700.00000000 OU Notional Amount -3252650.78000000 -0.05455433198 N/A DE JP N 2 BNP Paribas 549300FWX3HQBUJIR891 TOPPAN Holdings, Inc. TOPPAN Holdings, Inc. Y equity-performance leg 2026-09-09 0.00000000 JPY 0.00000000 JPY 120700.00000000 JPY -133286.97000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 22800.00000000 OU Notional Amount -412468.87000000 -0.00691803860 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Kyoto Financial Group, Inc. Kyoto Financial Group, Inc. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 22800.00000000 JPY 5754.10000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 108400.00000000 OU Notional Amount 2167093.70000000 0.036347077243 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Toshiba TEC Corp. Toshiba TEC Corp. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 108400.00000000 JPY -12286.23000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 574034.00000000 OU Notional Amount USD 6188086.52000000 0.103788248166 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 eXp World Holdings, Inc. eXp World Holdings, Inc. Y equity-performance leg 2027-02-08 0.00000000 USD 0.00000000 USD 574034.00000000 USD -233747.90000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 113100.00000000 OU Notional Amount -2863261.28000000 -0.04802338676 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Daifuku Co. Ltd. Daifuku Co. Ltd. Y equity-performance leg 2028-02-15 0.00000000 JPY 0.00000000 JPY 113100.00000000 JPY -45163.80000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 165646.00000000 OU Notional Amount USD 2304135.86000000 0.038645585137 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Bandwidth, Inc. Bandwidth, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 165646.00000000 USD -286567.58000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 124000.00000000 OU Notional Amount -3300632.06000000 -0.05535908689 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Kusuri No. Aoki Holdings Co. Ltd. Kusuri No. Aoki Holdings Co. Ltd. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 124000.00000000 JPY 104682.99000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 81350.00000000 OU Notional Amount 4227937.53000000 0.070912103147 N/A DE GB N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Coca-Cola HBC AG Coca-Cola HBC AG Y equity-performance leg 2026-08-17 0.00000000 GBP 0.00000000 GBP 81350.00000000 GBP -213134.34000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 17300.00000000 OU Notional Amount -447027.02000000 -0.00749765717 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 JMDC, Inc. JMDC, Inc. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 17300.00000000 JPY -3708.02000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 4200.00000000 OU Notional Amount -261280.74000000 -0.00438227070 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Tokyo Seimitsu Co. Ltd. Tokyo Seimitsu Co. Ltd. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 4200.00000000 JPY 1922.08000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1461649.00000000 OU Notional Amount -7913933.19000000 -0.13273461178 N/A DE GB N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 WPP PLC WPP PLC Y equity-performance leg 2027-01-27 0.00000000 GBP 0.00000000 GBP 1461649.00000000 GBP 508774.37000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 18400.00000000 OU Notional Amount -311443.16000000 -0.00522360827 N/A DE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Osaka Steel Co. Ltd. Osaka Steel Co. Ltd. Y equity-performance leg 2027-01-06 0.00000000 JPY 0.00000000 JPY 18400.00000000 JPY 40073.23000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 3990.00000000 OU Notional Amount USD -121774.80000000 -0.00204243963 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Worthington Steel, Inc. Worthington Steel, Inc. Y equity-performance leg 2028-04-21 0.00000000 USD 0.00000000 USD 3990.00000000 USD 4389.00000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 5432.00000000 OU Notional Amount 94870.79000000 0.001591198355 N/A DE IT N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Tenaris SA Tenaris SA Y equity-performance leg 2026-08-17 0.00000000 EUR 0.00000000 EUR 5432.00000000 EUR -860.84000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 64776.00000000 OU Notional Amount 919184.27000000 0.015416805310 N/A DE AU N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Pinnacle Investment Management Group Ltd. Pinnacle Investment Management Group Ltd. Y equity-performance leg 2027-01-06 0.00000000 AUD 0.00000000 AUD 64776.00000000 AUD -21528.93000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 42299.00000000 OU Notional Amount USD -268598.65000000 -0.00450500865 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Soho House & Co., Inc. Soho House & Co., Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 42299.00000000 USD 50335.81000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 60800.00000000 OU Notional Amount -754696.61000000 -0.01265797412 N/A DE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Nextage Co. Ltd. Nextage Co. Ltd. Y equity-performance leg 2027-01-06 0.00000000 JPY 0.00000000 JPY 60800.00000000 JPY 26019.11000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 5017.00000000 OU Notional Amount USD -275433.30000000 -0.00461964124 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Innodata, Inc. Innodata, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 5017.00000000 USD -30958.58000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 113114.00000000 OU Notional Amount 6656913.11000000 0.111651533579 N/A DE FR N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 SPIE SA SPIE SA Y equity-performance leg 2027-01-04 0.00000000 EUR 0.00000000 EUR 113114.00000000 EUR 384239.16000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 358500.00000000 OU Notional Amount 5662746.38000000 0.094977102322 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Nishi-Nippon Financial Holdings, Inc. Nishi-Nippon Financial Holdings, Inc. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 358500.00000000 JPY 24684.77000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 658500.00000000 OU Notional Amount 6982918.47000000 0.117119382986 N/A DE JP N 2 BNP Paribas 549300FWX3HQBUJIR891 Hazama Ando Corp. Hazama Ando Corp. Y equity-performance leg 2027-03-24 0.00000000 JPY 0.00000000 JPY 658500.00000000 JPY 77122.82000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 80543.00000000 OU Notional Amount 1076876.11000000 0.018061655180 N/A DE AU N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Codan Ltd. Codan Ltd. Y equity-performance leg 2027-01-06 0.00000000 AUD 0.00000000 AUD 80543.00000000 AUD -442.51000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 58600.00000000 OU Notional Amount -236882.26000000 -0.00397305285 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 TOMONY Holdings, Inc. TOMONY Holdings, Inc. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 58600.00000000 JPY 3653.85000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 773620.00000000 OU Notional Amount -37914632.65000000 -0.63591439613 N/A DE DE N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 BASF SE BASF SE Y equity-performance leg 2025-12-08 0.00000000 EUR 0.00000000 EUR 773620.00000000 EUR 730456.69000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 361729.00000000 OU Notional Amount USD 30276717.30000000 0.507809229659 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Elastic NV Elastic NV Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 361729.00000000 USD -119370.57000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 876970.00000000 OU Notional Amount USD -26300330.30000000 -0.44111619952 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Millrose Properties, Inc. Millrose Properties, Inc. Y equity-performance leg 2027-01-04 0.00000000 USD 0.00000000 USD 876970.00000000 USD 1071037.85000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 391541.00000000 OU Notional Amount -5689043.08000000 -0.09541815763 N/A DE IE N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Glanbia PLC Glanbia PLC Y equity-performance leg 2026-12-10 0.00000000 EUR 0.00000000 EUR 391541.00000000 EUR 276567.02000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 16500.00000000 OU Notional Amount -1006143.86000000 -0.01687531489 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Trend Micro, Inc. Trend Micro, Inc. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 16500.00000000 JPY 76373.19000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 312700.00000000 OU Notional Amount 8881505.71000000 0.148962997808 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Canon, Inc. Canon, Inc. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 312700.00000000 JPY 217198.75000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 31162.00000000 OU Notional Amount -2469769.66000000 -0.04142363969 N/A DE BE N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Syensqo SA Syensqo SA Y equity-performance leg 2025-12-08 0.00000000 EUR 0.00000000 EUR 31162.00000000 EUR 71502.24000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 65700.00000000 OU Notional Amount -504645.74000000 -0.00846405381 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Mizuho Leasing Co. Ltd. Mizuho Leasing Co. Ltd. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 65700.00000000 JPY -4906.21000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 7201.00000000 OU Notional Amount USD -302514.01000000 -0.00507384617 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Hyster-Yale, Inc. Hyster-Yale, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 7201.00000000 USD 504.07000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 24100.00000000 OU Notional Amount -1539715.22000000 -0.02582451697 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Toyo Suisan Kaisha Ltd. Toyo Suisan Kaisha Ltd. Y equity-performance leg 2028-02-15 0.00000000 JPY 0.00000000 JPY 24100.00000000 JPY -95.30000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 87400.00000000 OU Notional Amount -6831660.77000000 -0.11458244824 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Visional, Inc. Visional, Inc. Y equity-performance leg 2028-02-15 0.00000000 JPY 0.00000000 JPY 87400.00000000 JPY -522749.41000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 189261.00000000 OU Notional Amount USD 6627920.22000000 0.111165257045 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Hub Group, Inc. Hub Group, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 189261.00000000 USD -86536.12000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 9496.00000000 OU Notional Amount USD -1470360.64000000 -0.02466128333 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Sezzle, Inc. Sezzle, Inc. Y equity-performance leg 2028-04-21 0.00000000 USD 0.00000000 USD 9496.00000000 USD -204353.92000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 395074.00000000 OU Notional Amount USD 6483164.34000000 0.108737372570 N/A DE US N 2 BNP Paribas 549300FWX3HQBUJIR891 QuinStreet, Inc. QuinStreet, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 395074.00000000 USD 367291.05000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 46755.00000000 OU Notional Amount USD 9613763.10000000 0.161244615311 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 RH RH Y equity-performance leg 2027-02-08 0.00000000 USD 0.00000000 USD 46755.00000000 USD -342500.06000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 85304.00000000 OU Notional Amount -146122.76000000 -0.00245081015 N/A DE AU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Integral Diagnostics Ltd. Integral Diagnostics Ltd. Y equity-performance leg 2027-05-12 0.00000000 AUD 0.00000000 AUD 85304.00000000 AUD 5090.54000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 18145.00000000 OU Notional Amount USD -1592042.30000000 -0.02670216080 N/A DE US N 2 BNP Paribas 549300FWX3HQBUJIR891 Kura Sushi USA, Inc. Kura Sushi USA, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 18145.00000000 USD -275259.65000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 91627.00000000 OU Notional Amount -4318517.63000000 -0.07243133689 N/A DE DK N 2 BNP Paribas 549300FWX3HQBUJIR891 Orsted AS Orsted AS Y equity-performance leg 2026-08-17 0.00000000 DKK 0.00000000 DKK 91627.00000000 DKK -55869.33000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 63831.00000000 OU Notional Amount USD -4016884.83000000 -0.06737227061 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Ingles Markets, Inc. Ingles Markets, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 63831.00000000 USD 203620.89000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 651994.00000000 OU Notional Amount -7654870.47000000 -0.12838954230 N/A DE PT N 2 UBS AG BFM8T61CT2L1QCEMIK50 EDP Renovaveis SA EDP Renovaveis SA Y equity-performance leg 2029-09-03 0.00000000 EUR 0.00000000 EUR 651994.00000000 EUR 100929.60000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 44949.00000000 OU Notional Amount 402121.87000000 0.006744495944 N/A DE NO N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Wallenius Wilhelmsen ASA Wallenius Wilhelmsen ASA Y equity-performance leg 2028-02-15 0.00000000 NOK 0.00000000 NOK 44949.00000000 NOK 16907.30000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 498371.00000000 OU Notional Amount USD -9209896.08000000 -0.15447084924 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Blackstone Mortgage Trust, Inc. Blackstone Mortgage Trust, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 498371.00000000 USD 473452.45000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 9300.00000000 OU Notional Amount -234666.66000000 -0.00393589221 N/A DE JP N 2 BNP Paribas 549300FWX3HQBUJIR891 Godo Steel Ltd. Godo Steel Ltd. Y equity-performance leg 2027-03-24 0.00000000 JPY 0.00000000 JPY 9300.00000000 JPY 3697.48000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 69891.00000000 OU Notional Amount USD 6590022.39000000 0.110529624468 N/A DE US N 2 BNP Paribas 549300FWX3HQBUJIR891 Lear Corp. Lear Corp. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 69891.00000000 USD -480293.34000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1329932.00000000 OU Notional Amount -13684310.34000000 -0.22951692626 N/A DE FI N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Stora Enso OYJ Stora Enso OYJ Y equity-performance leg 2026-08-17 0.00000000 EUR 0.00000000 EUR 1329932.00000000 EUR -23359.03000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 53289.00000000 OU Notional Amount -807175.24000000 -0.01353815979 N/A DE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 Lifenet Insurance Co. Lifenet Insurance Co. Y equity-performance leg 2028-04-03 0.00000000 JPY 0.00000000 JPY 53289.00000000 JPY -54972.89000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 5.00000000 OU Notional Amount 16.82000000 0.000000282109 N/A DE CA N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 B2Gold Corp. B2Gold Corp. Y equity-performance leg 2028-02-15 0.00000000 CAD 0.00000000 CAD 5.00000000 CAD -0.49000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 5802.00000000 OU Notional Amount USD -724669.80000000 -0.01215435640 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 American Financial Group, Inc. American Financial Group, Inc. Y equity-performance leg 2028-04-18 0.00000000 USD 0.00000000 USD 5802.00000000 USD 9808.65000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 41400.00000000 OU Notional Amount USD 1607976.00000000 0.026969405096 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 ScanSource, Inc. ScanSource, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 41400.00000000 USD -136206.00000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 484992.00000000 OU Notional Amount USD -10810471.68000000 -0.18131613284 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Alkami Technology, Inc. Alkami Technology, Inc. Y equity-performance leg 2027-01-04 0.00000000 USD 0.00000000 USD 484992.00000000 USD 2763385.85000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 336246.00000000 OU Notional Amount -7131310.32000000 -0.11960825092 N/A DE NL N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 CTP NV CTP NV Y equity-performance leg 2025-12-08 0.00000000 EUR 0.00000000 EUR 336246.00000000 EUR -141662.59000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 183400.00000000 OU Notional Amount 2700612.15000000 0.045295391898 N/A DE JP N 2 BNP Paribas 549300FWX3HQBUJIR891 Obayashi Corp. Obayashi Corp. Y equity-performance leg 2026-09-07 0.00000000 JPY 0.00000000 JPY 183400.00000000 JPY 23320.83000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 59211.00000000 OU Notional Amount -17606648.44000000 -0.29530343374 N/A DE FR N 2 UBS AG BFM8T61CT2L1QCEMIK50 EssilorLuxottica SA EssilorLuxottica SA Y equity-performance leg 2028-04-18 0.00000000 EUR 0.00000000 EUR 59211.00000000 EUR -969772.12000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 18401.00000000 OU Notional Amount USD -454688.71000000 -0.00762616109 N/A DE US N 2 BNP Paribas 549300FWX3HQBUJIR891 Stevanato Group SpA Stevanato Group SpA Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 18401.00000000 USD 18452.57000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 51922.00000000 OU Notional Amount -85789.78000000 -0.00143888921 N/A DE NO N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Hexagon Composites ASA Hexagon Composites ASA Y equity-performance leg 2025-12-08 0.00000000 NOK 0.00000000 NOK 51922.00000000 NOK 6160.36000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 366100.00000000 OU Notional Amount -12536279.14000000 -0.21026183881 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Hoshizaki Corp. Hoshizaki Corp. Y equity-performance leg 2027-09-09 0.00000000 JPY 0.00000000 JPY 366100.00000000 JPY 203231.80000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1347005.00000000 OU Notional Amount -1316402.21000000 -0.02207905122 N/A DE GB N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Coats Group PLC Coats Group PLC Y equity-performance leg 2025-12-08 0.00000000 GBP 0.00000000 GBP 1347005.00000000 GBP 166258.97000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 131275.00000000 OU Notional Amount -1817639.45000000 -0.03048593675 N/A DE ES N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Merlin Properties Socimi SA Merlin Properties Socimi SA Y equity-performance leg 2028-02-15 0.00000000 EUR 0.00000000 EUR 131275.00000000 EUR -69371.09000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 585267.00000000 OU Notional Amount USD -2721491.55000000 -0.04564558679 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Neogen Corp. Neogen Corp. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 585267.00000000 USD 345307.53000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 16300.00000000 OU Notional Amount -343141.08000000 -0.00575525430 N/A DE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Izumi Co. Ltd. Izumi Co. Ltd. Y equity-performance leg 2027-01-06 0.00000000 JPY 0.00000000 JPY 16300.00000000 JPY -603.64000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 27237.00000000 OU Notional Amount -357472.36000000 -0.00599562237 N/A DE FR N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Air France-KLM Air France-KLM Y equity-performance leg 2026-08-17 0.00000000 EUR 0.00000000 EUR 27237.00000000 EUR -5039.22000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 406057.00000000 OU Notional Amount USD 11759410.72000000 0.197231993145 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Bath & Body Works, Inc. Bath & Body Works, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 406057.00000000 USD -1822032.69000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 55297.00000000 OU Notional Amount USD -872033.69000000 -0.01462598312 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Navigator Holdings Ltd. Navigator Holdings Ltd. Y equity-performance leg 2028-04-21 0.00000000 USD 0.00000000 USD 55297.00000000 USD 19480.23000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 140400.00000000 OU Notional Amount -2912208.25000000 -0.04884433848 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 FUJIFILM Holdings Corp. FUJIFILM Holdings Corp. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 140400.00000000 JPY 47908.36000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 130700.00000000 OU Notional Amount -1917549.36000000 -0.03216165258 N/A DE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Aozora Bank Ltd. Aozora Bank Ltd. Y equity-performance leg 2027-01-06 0.00000000 JPY 0.00000000 JPY 130700.00000000 JPY 12653.28000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 3200.00000000 OU Notional Amount 35784.86000000 0.000600193277 N/A DE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 Ono Pharmaceutical Co. Ltd. Ono Pharmaceutical Co. Ltd. Y equity-performance leg 2029-09-03 0.00000000 JPY 0.00000000 JPY 3200.00000000 JPY 66.88000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 8636.00000000 OU Notional Amount USD -57429.40000000 -0.00096322131 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Westrock Coffee Co. Westrock Coffee Co. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 8636.00000000 USD -5613.40000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 64229.00000000 OU Notional Amount 4949428.67000000 0.083013146216 N/A DE DE N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Henkel AG & Co. KGaA Henkel AG & Co. KGaA Y equity-performance leg 2026-12-10 0.00000000 EUR 0.00000000 EUR 64229.00000000 EUR -75224.18000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 9143.00000000 OU Notional Amount 329895.93000000 0.005533103091 N/A DE FI N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Valmet OYJ Valmet OYJ Y equity-performance leg 2026-12-10 0.00000000 EUR 0.00000000 EUR 9143.00000000 EUR -9542.37000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 402165.00000000 OU Notional Amount USD 6362250.30000000 0.106709369834 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 MaxLinear, Inc. MaxLinear, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 402165.00000000 USD 152822.70000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 632500.00000000 OU Notional Amount -6815402.51000000 -0.11430976033 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Tokyo Metro Co. Ltd. Tokyo Metro Co. Ltd. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 632500.00000000 JPY 140987.36000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 64891.00000000 OU Notional Amount USD -1034362.54000000 -0.01734860617 N/A DE US N 2 BNP Paribas 549300FWX3HQBUJIR891 Calumet, Inc. Calumet, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 64891.00000000 USD 15911.35000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 262240.00000000 OU Notional Amount 1058607.64000000 0.017755251497 N/A DE GB N 2 UBS AG BFM8T61CT2L1QCEMIK50 TP ICAP Group PLC TP ICAP Group PLC Y equity-performance leg 2028-04-24 0.00000000 GBP 0.00000000 GBP 262240.00000000 GBP -3232.04000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 133000.00000000 OU Notional Amount 2566218.14000000 0.043041299487 N/A DE JP N 2 BNP Paribas 549300FWX3HQBUJIR891 Heiwado Co. Ltd. Heiwado Co. Ltd. Y equity-performance leg 2027-03-24 0.00000000 JPY 0.00000000 JPY 133000.00000000 JPY -15959.15000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 1194862.00000000 OU Notional Amount 7709343.45000000 0.129303177743 N/A DE CA N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Fortuna Mining Corp. Fortuna Mining Corp. Y equity-performance leg 2028-02-15 0.00000000 CAD 0.00000000 CAD 1194862.00000000 CAD -226701.51000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 5248.00000000 OU Notional Amount -250490.35000000 -0.00420129138 N/A DE DE N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Fresenius SE & Co. KGaA Fresenius SE & Co. KGaA Y equity-performance leg 2025-12-08 0.00000000 EUR 0.00000000 EUR 5248.00000000 EUR -2526.32000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 122194.00000000 OU Notional Amount -14017741.19000000 -0.23510931798 N/A DE FR N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Cie de Saint-Gobain SA Cie de Saint-Gobain SA Y equity-performance leg 2027-01-06 0.00000000 EUR 0.00000000 EUR 122194.00000000 EUR 162560.27000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 104600.00000000 OU Notional Amount -7987144.43000000 -0.13396253034 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 SoftBank Group Corp. SoftBank Group Corp. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 104600.00000000 JPY 255819.44000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 289699.00000000 OU Notional Amount -574651.58000000 -0.00963821055 N/A DE GB N 2 UBS AG BFM8T61CT2L1QCEMIK50 Ibstock PLC Ibstock PLC Y equity-performance leg 2028-04-24 0.00000000 GBP 0.00000000 GBP 289699.00000000 GBP 11666.68000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 166491.00000000 OU Notional Amount USD -2700484.02000000 -0.04529324286 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Daktronics, Inc. Daktronics, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 166491.00000000 USD 86575.32000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 24131.00000000 OU Notional Amount USD -3436978.33000000 -0.05764592313 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Mid-America Apartment Communities, Inc. Mid-America Apartment Communities, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 24131.00000000 USD 167230.83000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 877764.00000000 OU Notional Amount -7526678.22000000 -0.12623946747 N/A DE DE N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Deutsche Lufthansa AG Deutsche Lufthansa AG Y equity-performance leg 2027-01-06 0.00000000 EUR 0.00000000 EUR 877764.00000000 EUR 174021.69000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 106400.00000000 OU Notional Amount 3675236.10000000 0.061642046403 N/A DE JP N 2 BNP Paribas 549300FWX3HQBUJIR891 77 Bank Ltd. 77 Bank Ltd. Y equity-performance leg 2027-03-24 0.00000000 JPY 0.00000000 JPY 106400.00000000 JPY 14083.97000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 35000.00000000 OU Notional Amount -2730346.47000000 -0.04579410389 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 SCREEN Holdings Co. Ltd. SCREEN Holdings Co. Ltd. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 35000.00000000 JPY 139367.04000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 118557.00000000 OU Notional Amount USD 1860159.33000000 0.031199091600 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 PROS Holdings, Inc. PROS Holdings, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 118557.00000000 USD -97216.74000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 52211.00000000 OU Notional Amount USD -7128889.94000000 -0.11956765566 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Ross Stores, Inc. Ross Stores, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 52211.00000000 USD 135647.43000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 57166.00000000 OU Notional Amount -153765.03000000 -0.00257898835 N/A DE AU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Silex Systems Ltd. Silex Systems Ltd. Y equity-performance leg 2027-05-12 0.00000000 AUD 0.00000000 AUD 57166.00000000 AUD 5455.88000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 8400.00000000 OU Notional Amount USD 1398180.00000000 0.023450650269 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Universal Health Services, Inc. Universal Health Services, Inc. Y equity-performance leg 2028-04-18 0.00000000 USD 0.00000000 USD 8400.00000000 USD 9921.35000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 131.00000000 OU Notional Amount USD 4084.58000000 0.000068507672 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 NexPoint Residential Trust, Inc. NexPoint Residential Trust, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 131.00000000 USD -335.36000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 20172.00000000 OU Notional Amount USD -722762.76000000 -0.01212237102 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 RCI Hospitality Holdings, Inc. RCI Hospitality Holdings, Inc. Y equity-performance leg 2026-08-19 0.00000000 USD 0.00000000 USD 20172.00000000 USD 45588.72000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 171229.00000000 OU Notional Amount USD -2513641.72000000 -0.04215947365 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Shenandoah Telecommunications Co. Shenandoah Telecommunications Co. Y equity-performance leg 2028-04-21 0.00000000 USD 0.00000000 USD 171229.00000000 USD -10242.96000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 469100.00000000 OU Notional Amount 3950113.07000000 0.066252356729 N/A DE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 San-In Godo Bank Ltd. San-In Godo Bank Ltd. Y equity-performance leg 2028-04-03 0.00000000 JPY 0.00000000 JPY 469100.00000000 JPY -86848.40000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 197608.00000000 OU Notional Amount USD -5823507.76000000 -0.09767343534 N/A DE US N 2 BNP Paribas 549300FWX3HQBUJIR891 LKQ Corp. LKQ Corp. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 197608.00000000 USD 937440.76000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 5121.00000000 OU Notional Amount -400608.98000000 -0.00671912134 N/A DE CH N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Georg Fischer AG Georg Fischer AG Y equity-performance leg 2026-08-19 0.00000000 CHF 0.00000000 CHF 5121.00000000 CHF 9620.12000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 379500.00000000 OU Notional Amount 18067881.21000000 0.303039353570 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Otsuka Holdings Co. Ltd. Otsuka Holdings Co. Ltd. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 379500.00000000 JPY 886562.32000000 N N N Chime Financial Inc N/A 16935C109 151452.00000000 NS USD 5211463.32000000 0.087408061703 Long EC CORP US N 1 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 757698.00000000 OU Notional Amount -1399555.72000000 -0.02347372421 N/A DE AU N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Sigma Healthcare Ltd. Sigma Healthcare Ltd. Y equity-performance leg 2027-01-07 0.00000000 AUD 0.00000000 AUD 757698.00000000 AUD -24091.59000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 74501.00000000 OU Notional Amount USD -7476175.35000000 -0.12539241978 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Liberty Media Corp.-Liberty Formula One Liberty Media Corp.-Liberty Formula One Y equity-performance leg 2028-04-18 0.00000000 USD 0.00000000 USD 74501.00000000 USD 144964.02000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 1677516.00000000 OU Notional Amount -1377482.82000000 -0.02310351161 N/A DE PT N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Banco Comercial Portugues SA Banco Comercial Portugues SA Y equity-performance leg 2028-02-15 0.00000000 EUR 0.00000000 EUR 1677516.00000000 EUR -95790.88000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 83462.00000000 OU Notional Amount -581270.42000000 -0.00974922351 N/A DE CA N 2 UBS AG BFM8T61CT2L1QCEMIK50 Aris Mining Corp. Aris Mining Corp. Y equity-performance leg 2028-04-21 0.00000000 CAD 0.00000000 CAD 83462.00000000 CAD 11128.84000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 45170.00000000 OU Notional Amount USD 4823252.60000000 0.080896887300 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Matson, Inc. Matson, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 45170.00000000 USD -271471.70000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 2573.00000000 OU Notional Amount USD 361172.01000000 0.006057673900 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 DaVita, Inc. DaVita, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 2573.00000000 USD -12356.83000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 581130.00000000 OU Notional Amount -17564322.01000000 -0.29459352349 N/A DE FR N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Rexel SA Rexel SA Y equity-performance leg 2026-08-17 0.00000000 EUR 0.00000000 EUR 581130.00000000 EUR 244938.26000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 2799267.00000000 OU Notional Amount 5676820.66000000 0.095213159924 N/A DE AU N 2 BNP Paribas 549300FWX3HQBUJIR891 Zip Co. Ltd. Zip Co. Ltd. Y equity-performance leg 2027-03-22 0.00000000 AUD 0.00000000 AUD 2799267.00000000 AUD 475966.34000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 8100.00000000 OU Notional Amount -115105.10000000 -0.00193057363 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Toyota Boshoku Corp. Toyota Boshoku Corp. Y equity-performance leg 2028-02-15 0.00000000 JPY 0.00000000 JPY 8100.00000000 JPY -1649.05000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 50000.00000000 OU Notional Amount 895820.35000000 0.015024939373 N/A DE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 Taikisha Ltd. Taikisha Ltd. Y equity-performance leg 2028-04-03 0.00000000 JPY 0.00000000 JPY 50000.00000000 JPY 12980.76000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 366505.00000000 OU Notional Amount USD -2767112.75000000 -0.04641075781 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Invesco Mortgage Capital, Inc. Invesco Mortgage Capital, Inc. Y equity-performance leg 2026-06-25 0.00000000 USD 0.00000000 USD 366505.00000000 USD -33708.07000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 80182.00000000 OU Notional Amount -928232.37000000 -0.01556856247 N/A DE GB N 2 UBS AG BFM8T61CT2L1QCEMIK50 Howden Joinery Group PLC Howden Joinery Group PLC Y equity-performance leg 2029-09-03 0.00000000 GBP 0.00000000 GBP 80182.00000000 GBP -51902.31000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 368300.00000000 OU Notional Amount -1795041.66000000 -0.03010692056 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Oji Holdings Corp. Oji Holdings Corp. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 368300.00000000 JPY 48540.08000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 222932.00000000 OU Notional Amount USD -2898116.00000000 -0.04860797948 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Guess?, Inc. Guess?, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 222932.00000000 USD 89172.80000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 667348.00000000 OU Notional Amount -5548389.84000000 -0.09305908373 N/A DE CA N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Dream Industrial Real Estate Investment Trust Dream Industrial Real Estate Investment Trust Y equity-performance leg 2025-12-08 0.00000000 CAD 0.00000000 CAD 667348.00000000 CAD 185566.71000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 6300.00000000 OU Notional Amount -293465.04000000 -0.00492207442 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Rakuten Bank Ltd. Rakuten Bank Ltd. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 6300.00000000 JPY 1821.43000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 65600.00000000 OU Notional Amount -1347447.21000000 -0.02259974629 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Chugoku Marine Paints Ltd. Chugoku Marine Paints Ltd. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 65600.00000000 JPY -51607.79000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 288324.00000000 OU Notional Amount -274710.83000000 -0.00460752378 N/A DE AU N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Deep Yellow Ltd. Deep Yellow Ltd. Y equity-performance leg 2028-02-15 0.00000000 AUD 0.00000000 AUD 288324.00000000 AUD 56806.82000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 9650.00000000 OU Notional Amount USD 2650855.00000000 0.044460851622 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 United Therapeutics Corp. United Therapeutics Corp. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 9650.00000000 USD -223783.50000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1261.00000000 OU Notional Amount -224576.69000000 -0.00376666052 N/A DE CH N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Daetwyler Holding AG Daetwyler Holding AG Y equity-performance leg 2026-12-10 0.00000000 CHF 0.00000000 CHF 1261.00000000 CHF 9339.65000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 189316.00000000 OU Notional Amount USD -14446703.96000000 -0.24230399670 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Service Corp. International Service Corp. International Y equity-performance leg 2027-01-06 0.00000000 USD 0.00000000 USD 189316.00000000 USD 315250.12000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 12867.00000000 OU Notional Amount -367456.84000000 -0.00616308475 N/A DE FR N 2 UBS AG BFM8T61CT2L1QCEMIK50 Edenred SE Edenred SE Y equity-performance leg 2028-04-18 0.00000000 EUR 0.00000000 EUR 12867.00000000 EUR 25903.44000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 44345.00000000 OU Notional Amount -383964.05000000 -0.00643994811 N/A DE AU N 2 BNP Paribas 549300FWX3HQBUJIR891 Reece Ltd. Reece Ltd. Y equity-performance leg 2026-09-07 0.00000000 AUD 0.00000000 AUD 44345.00000000 AUD -324.05000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 377531.00000000 OU Notional Amount -451524.85000000 -0.00757309598 N/A DE AU N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Karoon Energy Ltd. Karoon Energy Ltd. Y equity-performance leg 2027-01-06 0.00000000 AUD 0.00000000 AUD 377531.00000000 AUD 27223.12000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 18178.00000000 OU Notional Amount USD -367195.60000000 -0.00615870316 N/A DE US N 2 BNP Paribas 549300FWX3HQBUJIR891 Indivior PLC Indivior PLC Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 18178.00000000 USD -87617.96000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 122.00000000 OU Notional Amount 3620.65000000 0.000060726513 N/A DE GB N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Bunzl PLC Bunzl PLC Y equity-performance leg 2027-01-27 0.00000000 GBP 0.00000000 GBP 122.00000000 GBP -130.63000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 26400.00000000 OU Notional Amount -543982.56000000 -0.00912382151 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Daiei Kankyo Co. Ltd. Daiei Kankyo Co. Ltd. Y equity-performance leg 2028-02-15 0.00000000 JPY 0.00000000 JPY 26400.00000000 JPY -11921.16000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 18652.00000000 OU Notional Amount USD -595185.32000000 -0.00998260795 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 F&G Annuities & Life, Inc. F&G Annuities & Life, Inc. Y equity-performance leg 2026-08-19 0.00000000 USD 0.00000000 USD 18652.00000000 USD -35438.80000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 7700.00000000 OU Notional Amount -93719.92000000 -0.00157189565 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Japan Investment Adviser Co. Ltd. Japan Investment Adviser Co. Ltd. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 7700.00000000 JPY -196.30000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 41107.00000000 OU Notional Amount USD 6402004.18000000 0.107376132581 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 CBRE Group, Inc. CBRE Group, Inc. Y equity-performance leg 2028-04-18 0.00000000 USD 0.00000000 USD 41107.00000000 USD 768700.90000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 311000.00000000 OU Notional Amount 5843564.31000000 0.098009829180 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 TV Asahi Holdings Corp. TV Asahi Holdings Corp. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 311000.00000000 JPY -280312.47000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 26298.00000000 OU Notional Amount -3286838.97000000 -0.05512774548 N/A DE DE N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Merck KGaA Merck KGaA Y equity-performance leg 2027-01-06 0.00000000 EUR 0.00000000 EUR 26298.00000000 EUR 90106.68000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 223400.00000000 OU Notional Amount -4406202.17000000 -0.07390200554 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Mitsubishi Corp. Mitsubishi Corp. Y equity-performance leg 2027-09-09 0.00000000 JPY 0.00000000 JPY 223400.00000000 JPY 35428.50000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1886.00000000 OU Notional Amount USD 136452.10000000 0.002288611248 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Sonic Automotive, Inc. Sonic Automotive, Inc. Y equity-performance leg 2026-06-25 0.00000000 USD 0.00000000 USD 1886.00000000 USD 278.18000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 17500.00000000 OU Notional Amount 254209.07000000 0.004263662758 N/A DE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 YAMABIKO Corp. YAMABIKO Corp. Y equity-performance leg 2028-04-03 0.00000000 JPY 0.00000000 JPY 17500.00000000 JPY -1257.66000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 2886.00000000 OU Notional Amount 825267.63000000 0.013841610214 N/A DE DE N 2 UBS AG BFM8T61CT2L1QCEMIK50 SAP SE SAP SE Y equity-performance leg 2028-04-18 0.00000000 EUR 0.00000000 EUR 2886.00000000 EUR -8995.61000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 623465.00000000 OU Notional Amount -7466592.45000000 -0.12523169281 N/A DE SE N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 New Wave Group AB New Wave Group AB Y equity-performance leg 2025-12-08 0.00000000 SEK 0.00000000 SEK 623465.00000000 SEK 739680.83000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 69400.00000000 OU Notional Amount -474685.98000000 -0.00796156067 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Toray Industries, Inc. Toray Industries, Inc. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 69400.00000000 JPY 2894.45000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 42500.00000000 OU Notional Amount -1398000.37000000 -0.02344763746 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 TBS Holdings, Inc. TBS Holdings, Inc. Y equity-performance leg 2028-02-15 0.00000000 JPY 0.00000000 JPY 42500.00000000 JPY -20452.59000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 13274.00000000 OU Notional Amount 2857858.00000000 0.047932761503 N/A DE DK N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Genmab AS Genmab AS Y equity-performance leg 2026-11-09 0.00000000 DKK 0.00000000 DKK 13274.00000000 DKK -41834.97000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 696100.00000000 OU Notional Amount -24637434.49000000 -0.41322566463 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Nippon Sanso Holdings Corp. Nippon Sanso Holdings Corp. Y equity-performance leg 2027-09-09 0.00000000 JPY 0.00000000 JPY 696100.00000000 JPY 1631654.99000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 11462.00000000 OU Notional Amount -172178.75000000 -0.00288782821 N/A DE IL N 2 UBS AG BFM8T61CT2L1QCEMIK50 OPC Energy Ltd. OPC Energy Ltd. Y equity-performance leg 2028-06-07 0.00000000 ILS 0.00000000 ILS 11462.00000000 ILS -9775.41000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 63243.00000000 OU Notional Amount -1919289.95000000 -0.03219084623 N/A DE CA N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 ATS Corp. ATS Corp. Y equity-performance leg 2026-08-18 0.00000000 CAD 0.00000000 CAD 63243.00000000 CAD -44467.40000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 32875.00000000 OU Notional Amount -1319407.83000000 -0.02212946229 N/A DE DE N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Porsche Automobil Holding SE Porsche Automobil Holding SE Y equity-performance leg 2028-02-15 0.00000000 EUR 0.00000000 EUR 32875.00000000 EUR 7047.62000000 N N N Osaka Exchange 3538001249AILNPRUX57 000000000 -74.00000000 NC 31921.60000000 0.000535397643 N/A DIR JP N 1 Osaka Exchange 3538001249AILNPRUX57 Short TSE Japanese 10 Year Bond Futures JBU5 Comdty 2025-09-12 -10219033778.00000000 JPY 31921.60000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1046600.00000000 OU Notional Amount 6282120.11000000 0.105365404778 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Citizen Watch Co. Ltd. Citizen Watch Co. Ltd. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 1046600.00000000 JPY 150978.24000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 102954.00000000 OU Notional Amount -7576174.92000000 -0.12706963941 N/A DE BE N 2 UBS AG BFM8T61CT2L1QCEMIK50 Aedifica SA Aedifica SA Y equity-performance leg 2028-04-24 0.00000000 EUR 0.00000000 EUR 102954.00000000 EUR 145419.87000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 178100.00000000 OU Notional Amount -1597016.97000000 -0.02678559730 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 TRE Holdings Corp. TRE Holdings Corp. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 178100.00000000 JPY 32607.59000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 62053.00000000 OU Notional Amount USD -1253470.60000000 -0.02102354536 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Indivior PLC Indivior PLC Y equity-performance leg 2027-01-04 0.00000000 USD 0.00000000 USD 62053.00000000 USD -249453.06000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 262498.00000000 OU Notional Amount 9756529.30000000 0.163639128340 N/A DE CA N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Pembina Pipeline Corp. Pembina Pipeline Corp. Y equity-performance leg 2028-02-15 0.00000000 CAD 0.00000000 CAD 262498.00000000 CAD -6923.36000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 2087.42000000 0.000035010768 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 284000.00000000 EUR 327133.30000000 USD 2025-09-17 2087.42000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 86386.00000000 OU Notional Amount 1391552.77000000 0.023339496589 N/A DE CA N 2 Citibank NA E57ODZWZ7FF32TWEFA76 TELUS Corp. TELUS Corp. Y equity-performance leg 2028-02-24 0.00000000 CAD 0.00000000 CAD 86386.00000000 CAD -35334.28000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 17424.00000000 OU Notional Amount USD -162914.40000000 -0.00273244404 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Niagen Bioscience, Inc. Niagen Bioscience, Inc. Y equity-performance leg 2027-01-04 0.00000000 USD 0.00000000 USD 17424.00000000 USD -419.92000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 431800.00000000 OU Notional Amount -12066520.86000000 -0.20238292685 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Seibu Holdings, Inc. Seibu Holdings, Inc. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 431800.00000000 JPY 139308.64000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 25240.00000000 OU Notional Amount -897950.08000000 -0.01506065977 N/A DE FR N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Cie Generale des Etablissements Michelin SCA Cie Generale des Etablissements Michelin SCA Y equity-performance leg 2028-02-15 0.00000000 EUR 0.00000000 EUR 25240.00000000 EUR 6814.47000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 637800.00000000 OU Notional Amount 7065523.37000000 0.118504854542 N/A DE JP N 2 BNP Paribas 549300FWX3HQBUJIR891 Shimizu Corp. Shimizu Corp. Y equity-performance leg 2026-09-07 0.00000000 JPY 0.00000000 JPY 637800.00000000 JPY 115729.28000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 270893.00000000 OU Notional Amount USD -2736019.30000000 -0.04588925012 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Franklin BSP Realty Trust, Inc. Franklin BSP Realty Trust, Inc. Y equity-performance leg 2027-01-04 0.00000000 USD 0.00000000 USD 270893.00000000 USD 119192.92000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 86200.00000000 OU Notional Amount -2750406.06000000 -0.04613054872 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 SBI Sumishin Net Bank Ltd. SBI Sumishin Net Bank Ltd. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 86200.00000000 JPY 161135.45000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 287100.00000000 OU Notional Amount 4868431.50000000 0.081654639938 N/A DE JP N 2 BNP Paribas 549300FWX3HQBUJIR891 Terumo Corp. Terumo Corp. Y equity-performance leg 2027-03-24 0.00000000 JPY 0.00000000 JPY 287100.00000000 JPY 148825.21000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 121536.00000000 OU Notional Amount -15087620.79000000 -0.25305362582 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Agnico Eagle Mines Ltd. Agnico Eagle Mines Ltd. Y equity-performance leg 2027-01-06 0.00000000 CAD 0.00000000 CAD 121536.00000000 CAD 228666.42000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 952100.00000000 OU Notional Amount 15933263.89000000 0.267236978889 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Tokyo Tatemono Co. Ltd. Tokyo Tatemono Co. Ltd. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 952100.00000000 JPY -450008.23000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 173100.00000000 OU Notional Amount -6126619.61000000 -0.10275730865 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Nippon Sanso Holdings Corp. Nippon Sanso Holdings Corp. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 173100.00000000 JPY 352093.30000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 72826.00000000 OU Notional Amount USD 5462678.26000000 0.091621506109 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Walker & Dunlop, Inc. Walker & Dunlop, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 72826.00000000 USD 168956.32000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 103606.00000000 OU Notional Amount -10806507.76000000 -0.18124964891 N/A DE BE N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 KBC Group NV KBC Group NV Y equity-performance leg 2026-08-17 0.00000000 EUR 0.00000000 EUR 103606.00000000 EUR -63087.29000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1900.00000000 OU Notional Amount -113743.48000000 -0.00190773617 N/A DE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 SWCC Corp. SWCC Corp. Y equity-performance leg 2028-04-03 0.00000000 JPY 0.00000000 JPY 1900.00000000 JPY -10098.99000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 10600.00000000 OU Notional Amount USD 2865816.00000000 0.048066235215 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Jones Lang LaSalle, Inc. Jones Lang LaSalle, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 10600.00000000 USD 166314.00000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 201501.00000000 OU Notional Amount USD -3044680.11000000 -0.05106619208 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Fidelis Insurance Holdings Ltd. Fidelis Insurance Holdings Ltd. Y equity-performance leg 2028-04-21 0.00000000 USD 0.00000000 USD 201501.00000000 USD 128960.64000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 36100.00000000 OU Notional Amount -826762.42000000 -0.01386668123 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Krosaki Harima Corp. Krosaki Harima Corp. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 36100.00000000 JPY 21190.32000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 2567.00000000 OU Notional Amount 5036887.88000000 0.084480035562 N/A DE DK N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 AP Moller - Maersk AS AP Moller - Maersk AS Y equity-performance leg 2027-01-06 0.00000000 DKK 0.00000000 DKK 2567.00000000 DKK -221527.40000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 28340.00000000 OU Notional Amount USD 865787.00000000 0.014521211965 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Independent Bank Corp. Independent Bank Corp. Y equity-performance leg 2026-08-19 0.00000000 USD 0.00000000 USD 28340.00000000 USD -82752.80000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 40752.00000000 OU Notional Amount USD -848864.16000000 -0.01423737755 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 First BanCorp First BanCorp Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 40752.00000000 USD 12115.57000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 122563.00000000 OU Notional Amount 1702460.05000000 0.028554116945 N/A DE IT N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Maire SpA Maire SpA Y equity-performance leg 2028-02-15 0.00000000 EUR 0.00000000 EUR 122563.00000000 EUR -19826.65000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 715547.00000000 OU Notional Amount USD 30990340.57000000 0.519778310699 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Bristol-Myers Squibb Co. Bristol-Myers Squibb Co. Y equity-performance leg 2027-02-05 0.00000000 USD 0.00000000 USD 715547.00000000 USD -3370226.37000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 329272.00000000 OU Notional Amount USD -9637791.44000000 -0.16164762508 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Sealed Air Corp. Sealed Air Corp. Y equity-performance leg 2027-01-06 0.00000000 USD 0.00000000 USD 329272.00000000 USD 668422.16000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 107500.00000000 OU Notional Amount -11970847.79000000 -0.20077827243 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 IHI Corp. IHI Corp. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 107500.00000000 JPY -147302.56000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 258678.00000000 OU Notional Amount USD 2121159.60000000 0.035576658188 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Integral Ad Science Holding Corp. Integral Ad Science Holding Corp. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 258678.00000000 USD -59495.94000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 2400.00000000 OU Notional Amount -57168.73000000 -0.00095884928 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Mitsuboshi Belting Ltd. Mitsuboshi Belting Ltd. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 2400.00000000 JPY -2080.05000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 33689.00000000 OU Notional Amount USD -8836287.81000000 -0.14820459105 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Monday.com Ltd. Monday.com Ltd. Y equity-performance leg 2027-01-06 0.00000000 USD 0.00000000 USD 33689.00000000 USD 850647.25000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 113250.00000000 OU Notional Amount USD 6340867.50000000 0.106350731773 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Essent Group Ltd. Essent Group Ltd. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 113250.00000000 USD 25567.15000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1359267.00000000 OU Notional Amount 24797424.55000000 0.415909060863 N/A DE DE N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 E.ON SE E.ON SE Y equity-performance leg 2026-08-17 0.00000000 EUR 0.00000000 EUR 1359267.00000000 EUR -1297381.02000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 2894614.00000000 OU Notional Amount 7548056.42000000 0.126598028382 N/A DE AU N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Regis Resources Ltd. Regis Resources Ltd. Y equity-performance leg 2027-01-06 0.00000000 AUD 0.00000000 AUD 2894614.00000000 AUD -836619.58000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 40098.00000000 OU Notional Amount USD 472755.42000000 0.007929180804 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 GCM Grosvenor, Inc. GCM Grosvenor, Inc. Y equity-performance leg 2028-04-21 0.00000000 USD 0.00000000 USD 40098.00000000 USD 6014.70000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 90100.00000000 OU Notional Amount 3405525.55000000 0.057118388661 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Suzuken Co. Ltd. Suzuken Co. Ltd. Y equity-performance leg 2028-02-15 0.00000000 JPY 0.00000000 JPY 90100.00000000 JPY 150291.93000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 174443.00000000 OU Notional Amount USD -5547287.40000000 -0.09304059331 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 SLM Corp. SLM Corp. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 174443.00000000 USD 339601.19000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 3.00000000 OU Notional Amount 10.08000000 0.000000169064 N/A DE AU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Lendlease Corp. Ltd. Lendlease Corp. Ltd. Y equity-performance leg 2027-05-12 0.00000000 AUD 0.00000000 AUD 3.00000000 AUD -0.10000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 343332.00000000 OU Notional Amount 5306234.26000000 0.088997585347 N/A DE SE N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Tele2 AB Tele2 AB Y equity-performance leg 2027-01-04 0.00000000 SEK 0.00000000 SEK 343332.00000000 SEK -169915.29000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 6204.00000000 OU Notional Amount USD -1660128.36000000 -0.02784411847 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Sterling Infrastructure, Inc. Sterling Infrastructure, Inc. Y equity-performance leg 2027-01-06 0.00000000 USD 0.00000000 USD 6204.00000000 USD -158698.32000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 1573000.00000000 OU Notional Amount 1226338.85000000 0.020568484375 N/A DE HK N 2 BNP Paribas 549300FWX3HQBUJIR891 HK Electric Investments & HK Electric Investments Ltd. HK Electric Investments & HK Electric Investments Ltd. Y equity-performance leg 2027-03-22 0.00000000 HKD 0.00000000 HKD 1573000.00000000 HKD 16022.86000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1492900.00000000 OU Notional Amount 1894241.05000000 0.031770719357 N/A DE SG N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Frencken Group Ltd. Frencken Group Ltd. Y equity-performance leg 2027-12-24 0.00000000 SGD 0.00000000 SGD 1492900.00000000 SGD 37240.46000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1719720.00000000 OU Notional Amount USD -16216959.60000000 -0.27199519948 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 AGNC Investment Corp. AGNC Investment Corp. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 1719720.00000000 USD -28141.63000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 784830.00000000 OU Notional Amount -2888736.29000000 -0.04845066047 N/A DE CA N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 BlackBerry Ltd. BlackBerry Ltd. Y equity-performance leg 2025-12-08 0.00000000 CAD 0.00000000 CAD 784830.00000000 CAD 432415.33000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 6088.00000000 OU Notional Amount 1200024.94000000 0.020127140413 N/A DE CA N 2 UBS AG BFM8T61CT2L1QCEMIK50 FirstService Corp. FirstService Corp. Y equity-performance leg 2028-04-18 0.00000000 CAD 0.00000000 CAD 6088.00000000 CAD 123106.65000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 39498.00000000 OU Notional Amount -2450420.72000000 -0.04109911407 N/A DE DE N 2 UBS AG BFM8T61CT2L1QCEMIK50 Brenntag SE Brenntag SE Y equity-performance leg 2028-04-18 0.00000000 EUR 0.00000000 EUR 39498.00000000 EUR 143082.49000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 319242.00000000 OU Notional Amount USD -14027493.48000000 -0.23527288601 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Occidental Petroleum Corp. Occidental Petroleum Corp. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 319242.00000000 USD 577828.02000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 8383.00000000 OU Notional Amount USD 719932.04000000 0.012074893424 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Arcosa, Inc. Arcosa, Inc. Y equity-performance leg 2026-06-25 0.00000000 USD 0.00000000 USD 8383.00000000 USD -20182.58000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 152125.00000000 OU Notional Amount 521082.34000000 0.008739732879 N/A DE NO N 2 UBS AG BFM8T61CT2L1QCEMIK50 Var Energi ASA Var Energi ASA Y equity-performance leg 2028-04-18 0.00000000 NOK 0.00000000 NOK 152125.00000000 NOK 12936.66000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 921210.00000000 OU Notional Amount 10663146.81000000 0.178845160579 N/A DE DE N 2 UBS AG BFM8T61CT2L1QCEMIK50 thyssenkrupp AG thyssenkrupp AG Y equity-performance leg 2028-04-18 0.00000000 EUR 0.00000000 EUR 921210.00000000 EUR -694891.97000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 376837.00000000 OU Notional Amount 11672967.05000000 0.195782136708 N/A DE GB N 2 BNP Paribas 549300FWX3HQBUJIR891 Smiths Group PLC Smiths Group PLC Y equity-performance leg 2027-03-22 0.00000000 GBP 0.00000000 GBP 376837.00000000 GBP 41152.36000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 33787.00000000 OU Notional Amount -4338.30000000 -0.00007276313 N/A DE AU N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Leo Lithium Ltd. Leo Lithium Ltd. Y equity-performance leg 2026-08-19 0.00000000 AUD 0.00000000 AUD 33787.00000000 AUD 6777.03000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 2760.00000000 OU Notional Amount USD 658011.60000000 0.011036347183 N/A DE US N 2 BNP Paribas 549300FWX3HQBUJIR891 T-Mobile U.S., Inc. T-Mobile U.S., Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 2760.00000000 USD -8756.10000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 2477897.00000000 OU Notional Amount USD 40885300.50000000 0.685739234725 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Remitly Global, Inc. Remitly Global, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 2477897.00000000 USD -1826071.55000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 98187.00000000 OU Notional Amount USD -10548229.41000000 -0.17691773509 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Teradyne, Inc. Teradyne, Inc. Y equity-performance leg 2028-04-18 0.00000000 USD 0.00000000 USD 98187.00000000 USD -1289233.83000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 44092.00000000 OU Notional Amount 555913.51000000 0.009323930612 N/A DE DE N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Grand City Properties SA Grand City Properties SA Y equity-performance leg 2026-08-19 0.00000000 EUR 0.00000000 EUR 44092.00000000 EUR -9817.75000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 22196.00000000 OU Notional Amount -614811.26000000 -0.01031177948 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 OR Royalties, Inc. OR Royalties, Inc. Y equity-performance leg 2027-01-04 0.00000000 CAD 0.00000000 CAD 22196.00000000 CAD 2893.24000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 334600.00000000 OU Notional Amount -6870903.48000000 -0.11524063750 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 MatsukiyoCocokara & Co. MatsukiyoCocokara & Co. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 334600.00000000 JPY 124655.87000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 24187.00000000 OU Notional Amount -937670.17000000 -0.01572685578 N/A DE SE N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Vitec Software Group AB Vitec Software Group AB Y equity-performance leg 2027-01-18 0.00000000 SEK 0.00000000 SEK 24187.00000000 SEK 29738.62000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 276700.00000000 OU Notional Amount -7189814.71000000 -0.12058950226 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Mitsui-Soko Holdings Co. Ltd. Mitsui-Soko Holdings Co. Ltd. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 276700.00000000 JPY -82635.81000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1485674.00000000 OU Notional Amount 10312918.64000000 0.172971039701 N/A DE GB N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 NatWest Group PLC NatWest Group PLC Y equity-performance leg 2025-12-08 0.00000000 GBP 0.00000000 GBP 1485674.00000000 GBP 446685.08000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 31000.00000000 OU Notional Amount USD 2396610.00000000 0.040196586236 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Kaiser Aluminum Corp. Kaiser Aluminum Corp. Y equity-performance leg 2028-04-21 0.00000000 USD 0.00000000 USD 31000.00000000 USD -319145.00000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 187186.00000000 OU Notional Amount 900621.23000000 0.015105461021 N/A DE AU N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Data#3 Ltd. Data#3 Ltd. Y equity-performance leg 2026-08-19 0.00000000 AUD 0.00000000 AUD 187186.00000000 AUD -38334.77000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 7754.60000000 0.000130062232 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 878000.00000000 CAD 642871.02000000 USD 2025-09-17 7754.60000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 10059.00000000 OU Notional Amount -16984.22000000 -0.00028486389 N/A DE SG N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 CapitaLand Integrated Commercial Trust CapitaLand Integrated Commercial Trust Y equity-performance leg 2026-08-19 0.00000000 SGD 0.00000000 SGD 10059.00000000 SGD 387.22000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 19671.00000000 OU Notional Amount USD 504757.86000000 0.008465934318 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 SolarEdge Technologies, Inc. SolarEdge Technologies, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 19671.00000000 USD -30932.65000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 4600.00000000 OU Notional Amount -219247.05000000 -0.00367727037 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Maruzen Showa Unyu Co. Ltd. Maruzen Showa Unyu Co. Ltd. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 4600.00000000 JPY -5829.65000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 102284.00000000 OU Notional Amount 4039849.67000000 0.067757443072 N/A DE NL N 2 BNP Paribas 549300FWX3HQBUJIR891 Koninklijke Ahold Delhaize NV Koninklijke Ahold Delhaize NV Y equity-performance leg 2027-03-24 0.00000000 EUR 0.00000000 EUR 102284.00000000 EUR -114423.66000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 653654.00000000 OU Notional Amount 4073635.06000000 0.068324100702 N/A DE AU N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 AGL Energy Ltd. AGL Energy Ltd. Y equity-performance leg 2027-01-07 0.00000000 AUD 0.00000000 AUD 653654.00000000 AUD -162966.02000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 34500.00000000 OU Notional Amount -1474019.93000000 -0.02472265793 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Kyudenko Corp. Kyudenko Corp. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 34500.00000000 JPY -5889.75000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 4440.00000000 OU Notional Amount USD -2095147.20000000 -0.03514037123 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Berkshire Hathaway, Inc. Berkshire Hathaway, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 4440.00000000 USD -7770.00000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 40500.00000000 OU Notional Amount -1026155.33000000 -0.01721095264 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 MOS Food Services, Inc. MOS Food Services, Inc. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 40500.00000000 JPY 4547.77000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 147770.00000000 OU Notional Amount USD -1553062.70000000 -0.02604838448 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Avadel Pharmaceuticals PLC Avadel Pharmaceuticals PLC Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 147770.00000000 USD -19210.10000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 81491.00000000 OU Notional Amount USD 2158696.59000000 0.036206238661 N/A DE US N 2 BNP Paribas 549300FWX3HQBUJIR891 Alkermes PLC Alkermes PLC Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 81491.00000000 USD -194702.39000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 109606.00000000 OU Notional Amount USD -2230482.10000000 -0.03741024450 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Ramaco Resources, Inc. Ramaco Resources, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 109606.00000000 USD 105637.20000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 110637.00000000 OU Notional Amount USD -1764660.15000000 -0.02959735371 N/A DE US N 2 BNP Paribas 549300FWX3HQBUJIR891 BrightView Holdings, Inc. BrightView Holdings, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 110637.00000000 USD -66382.20000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 169146.00000000 OU Notional Amount -1450398.42000000 -0.02432647162 N/A DE DE N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Deutsche Lufthansa AG Deutsche Lufthansa AG Y equity-performance leg 2025-12-08 0.00000000 EUR 0.00000000 EUR 169146.00000000 EUR 17008.39000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 84236.00000000 OU Notional Amount -1770845.24000000 -0.02970109170 N/A DE DE N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 1&1 AG 1&1 AG Y equity-performance leg 2027-01-04 0.00000000 EUR 0.00000000 EUR 84236.00000000 EUR 60623.95000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 313587.00000000 OU Notional Amount USD -1517761.08000000 -0.02545629624 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 NeoGenomics, Inc. NeoGenomics, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 313587.00000000 USD 818462.07000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 412369.00000000 OU Notional Amount 438713.54000000 0.007358221255 N/A DE AU N 2 Citibank NA E57ODZWZ7FF32TWEFA76 SRG Global Ltd. SRG Global Ltd. Y equity-performance leg 2026-02-25 0.00000000 AUD 0.00000000 AUD 412369.00000000 AUD -4856.11000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 199185.00000000 OU Notional Amount USD 11702118.75000000 0.196271076845 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Doximity, Inc. Doximity, Inc. Y equity-performance leg 2027-02-05 0.00000000 USD 0.00000000 USD 199185.00000000 USD -125486.55000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 61812.00000000 OU Notional Amount 9173657.39000000 0.153863044207 N/A DE CA N 2 UBS AG BFM8T61CT2L1QCEMIK50 Kinaxis, Inc. Kinaxis, Inc. Y equity-performance leg 2029-09-04 0.00000000 CAD 0.00000000 CAD 61812.00000000 CAD 283358.37000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 2060259.00000000 OU Notional Amount -3314709.52000000 -0.05559519782 N/A DE AU N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Ramelius Resources Ltd. Ramelius Resources Ltd. Y equity-performance leg 2027-01-06 0.00000000 AUD 0.00000000 AUD 2060259.00000000 AUD 819123.85000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 142736.00000000 OU Notional Amount 1632658.77000000 0.027383391140 N/A DE AU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 McMillan Shakespeare Ltd. McMillan Shakespeare Ltd. Y equity-performance leg 2027-05-12 0.00000000 AUD 0.00000000 AUD 142736.00000000 AUD 12510.48000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 17994.00000000 OU Notional Amount -1231287.44000000 -0.02065148345 N/A DE ES N 2 UBS AG BFM8T61CT2L1QCEMIK50 Viscofan SA Viscofan SA Y equity-performance leg 2028-04-24 0.00000000 EUR 0.00000000 EUR 17994.00000000 EUR 8677.52000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 13200.00000000 OU Notional Amount -314427.99000000 -0.00527367064 N/A DE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Mitsuboshi Belting Ltd. Mitsuboshi Belting Ltd. Y equity-performance leg 2027-01-06 0.00000000 JPY 0.00000000 JPY 13200.00000000 JPY -5513.86000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 62805.00000000 OU Notional Amount USD -5913718.80000000 -0.09918647911 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Roku, Inc. Roku, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 62805.00000000 USD -151457.99000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 723600.00000000 OU Notional Amount 19730425.61000000 0.330923994519 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Fukuoka Financial Group, Inc. Fukuoka Financial Group, Inc. Y equity-performance leg 2028-02-15 0.00000000 JPY 0.00000000 JPY 723600.00000000 JPY 76972.25000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 178588.00000000 OU Notional Amount USD 1442991.04000000 0.024202233061 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 N-able, Inc. N-able, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 178588.00000000 USD -25002.32000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 72372.00000000 OU Notional Amount USD -1296544.38000000 -0.02174599036 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 STAAR Surgical Co. STAAR Surgical Co. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 72372.00000000 USD -72733.86000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 44992.00000000 OU Notional Amount -3602002.36000000 -0.06041375045 N/A DE FI N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Orion OYJ Orion OYJ Y equity-performance leg 2025-12-08 0.00000000 EUR 0.00000000 EUR 44992.00000000 EUR -139204.76000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 10323.00000000 OU Notional Amount -1111235.18000000 -0.01863793472 N/A DE ES N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Vidrala SA Vidrala SA Y equity-performance leg 2026-08-19 0.00000000 EUR 0.00000000 EUR 10323.00000000 EUR 39630.31000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 43100.00000000 OU Notional Amount 912903.40000000 0.015311460873 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Toyo Tire Corp. Toyo Tire Corp. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 43100.00000000 JPY -44759.50000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 225700.00000000 OU Notional Amount -3797087.16000000 -0.06368576509 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 NPR-RIKEN Corp. NPR-RIKEN Corp. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 225700.00000000 JPY -42735.17000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 3740600.00000000 OU Notional Amount 32325745.58000000 0.542176081987 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 JTEKT Corp. JTEKT Corp. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 3740600.00000000 JPY 780351.04000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 44178.00000000 OU Notional Amount -663628.77000000 -0.01113055986 N/A DE IL N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 OPC Energy Ltd. OPC Energy Ltd. Y equity-performance leg 2026-04-06 0.00000000 ILS 0.00000000 ILS 44178.00000000 ILS -18947.42000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 4632.00000000 OU Notional Amount USD 324564.24000000 0.005443678555 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Oddity Tech Ltd. Oddity Tech Ltd. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 4632.00000000 USD 10065.34000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 93741.00000000 OU Notional Amount USD 17872659.06000000 0.299765035267 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Houlihan Lokey, Inc. Houlihan Lokey, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 93741.00000000 USD -439605.90000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 52100.00000000 OU Notional Amount -3213401.02000000 -0.05389602447 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Japan Steel Works Ltd. Japan Steel Works Ltd. Y equity-performance leg 2028-03-15 0.00000000 JPY 0.00000000 JPY 52100.00000000 JPY -392010.40000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 619077.00000000 OU Notional Amount -2078779.68000000 -0.03486585079 N/A DE NZ N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Meridian Energy Ltd. Meridian Energy Ltd. Y equity-performance leg 2025-12-08 0.00000000 NZD 0.00000000 NZD 619077.00000000 NZD 126849.26000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 21609.00000000 OU Notional Amount -291108.65000000 -0.00488255241 N/A DE SE N 2 BNP Paribas 549300FWX3HQBUJIR891 H & M Hennes & Mauritz AB H & M Hennes & Mauritz AB Y equity-performance leg 2026-08-17 0.00000000 SEK 0.00000000 SEK 21609.00000000 SEK 19758.37000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 83800.00000000 OU Notional Amount -1323292.92000000 -0.02219462406 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Sotetsu Holdings, Inc. Sotetsu Holdings, Inc. Y equity-performance leg 2028-02-15 0.00000000 JPY 0.00000000 JPY 83800.00000000 JPY -23409.14000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 33060.00000000 OU Notional Amount 3011165.61000000 0.050504077890 N/A DE CH N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Accelleron Industries AG Accelleron Industries AG Y equity-performance leg 2025-12-08 0.00000000 CHF 0.00000000 CHF 33060.00000000 CHF 675246.76000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 8800700.00000000 OU Notional Amount 46191640.28000000 0.774738589883 N/A DE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 ENEOS Holdings, Inc. ENEOS Holdings, Inc. Y equity-performance leg 2029-09-03 0.00000000 JPY 0.00000000 JPY 8800700.00000000 JPY 2341180.48000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 109975.00000000 OU Notional Amount 827074.22000000 0.013871910827 N/A DE SE N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Peab AB Peab AB Y equity-performance leg 2027-01-04 0.00000000 SEK 0.00000000 SEK 109975.00000000 SEK -18202.42000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 134714.00000000 OU Notional Amount -709169.55000000 -0.01189438205 N/A DE NO N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Cadeler AS Cadeler AS Y equity-performance leg 2027-01-04 0.00000000 NOK 0.00000000 NOK 134714.00000000 NOK 15768.03000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1204404.00000000 OU Notional Amount USD 8599444.56000000 0.144232192487 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Peloton Interactive, Inc. Peloton Interactive, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 1204404.00000000 USD 782862.60000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 40600.00000000 OU Notional Amount -261305.34000000 -0.00438268330 N/A DE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 ES-Con Japan Ltd. ES-Con Japan Ltd. Y equity-performance leg 2028-04-03 0.00000000 JPY 0.00000000 JPY 40600.00000000 JPY 19473.04000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 427100.00000000 OU Notional Amount -7605333.76000000 -0.12755869930 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 MonotaRO Co. Ltd. MonotaRO Co. Ltd. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 427100.00000000 JPY 122767.76000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 27700.00000000 OU Notional Amount -837575.49000000 -0.01404804094 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Starts Corp., Inc. Starts Corp., Inc. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 27700.00000000 JPY 8064.87000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 18566.00000000 OU Notional Amount USD -606922.54000000 -0.01017946775 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 XPEL, Inc. XPEL, Inc. Y equity-performance leg 2028-04-21 0.00000000 USD 0.00000000 USD 18566.00000000 USD 43815.76000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 58167.00000000 OU Notional Amount -1042700.94000000 -0.01748846005 N/A DE SE N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Epiroc AB Epiroc AB Y equity-performance leg 2027-01-18 0.00000000 SEK 0.00000000 SEK 58167.00000000 SEK 67375.23000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 17300.00000000 OU Notional Amount -412091.23000000 -0.00691170472 N/A DE JP N 2 BNP Paribas 549300FWX3HQBUJIR891 Mitsuboshi Belting Ltd. Mitsuboshi Belting Ltd. Y equity-performance leg 2027-03-24 0.00000000 JPY 0.00000000 JPY 17300.00000000 JPY -11711.67000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 17305213.00000000 OU Notional Amount 7952307.73000000 0.133378239865 N/A DE IT N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Telecom Italia SpA Telecom Italia SpA Y equity-performance leg 2026-12-10 0.00000000 EUR 0.00000000 EUR 17305213.00000000 EUR -308966.17000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 201174.00000000 OU Notional Amount -5865840.72000000 -0.09838345510 N/A DE XX N 2 UBS AG BFM8T61CT2L1QCEMIK50 Zalando SE Zalando SE Y equity-performance leg 2029-09-03 0.00000000 EUR 0.00000000 EUR 201174.00000000 EUR 526488.54000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 250000.00000000 OU Notional Amount -6908624.01000000 -0.11587329636 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Nippon Yakin Kogyo Co. Ltd. Nippon Yakin Kogyo Co. Ltd. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 250000.00000000 JPY 76331.47000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1244750.00000000 OU Notional Amount -21878120.76000000 -0.36694571407 N/A DE ES N 2 UBS AG BFM8T61CT2L1QCEMIK50 Iberdrola SA Iberdrola SA Y equity-performance leg 2029-09-03 0.00000000 EUR 0.00000000 EUR 1244750.00000000 EUR 576606.35000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 11118.00000000 OU Notional Amount -167011.29000000 -0.00280115818 N/A DE IL N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 OPC Energy Ltd. OPC Energy Ltd. Y equity-performance leg 2026-08-19 0.00000000 ILS 0.00000000 ILS 11118.00000000 ILS -9482.04000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 894673.00000000 OU Notional Amount -15650090.88000000 -0.26248752515 N/A DE SE N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB Y equity-performance leg 2025-12-08 0.00000000 SEK 0.00000000 SEK 894673.00000000 SEK -122163.91000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 12227.00000000 OU Notional Amount -976490.07000000 -0.01637795357 N/A DE IT N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Prysmian SpA Prysmian SpA Y equity-performance leg 2028-02-15 0.00000000 EUR 0.00000000 EUR 12227.00000000 EUR -97048.77000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 107800.00000000 OU Notional Amount -2534301.14000000 -0.04250597899 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Asics Corp. Asics Corp. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 107800.00000000 JPY 24367.41000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 42702.00000000 OU Notional Amount USD 4157466.72000000 0.069730147806 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Iron Mountain, Inc. Iron Mountain, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 42702.00000000 USD -71143.39000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 155403.00000000 OU Notional Amount USD -3829129.92000000 -0.06422319486 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 OPENLANE, Inc. OPENLANE, Inc. Y equity-performance leg 2028-04-21 0.00000000 USD 0.00000000 USD 155403.00000000 USD 37767.91000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 133500.00000000 OU Notional Amount -2733243.55000000 -0.04584269449 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Marubeni Corp. Marubeni Corp. Y equity-performance leg 2028-03-15 0.00000000 JPY 0.00000000 JPY 133500.00000000 JPY -96516.53000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 467520.00000000 OU Notional Amount USD -1968259.20000000 -0.03301217163 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Ready Capital Corp. Ready Capital Corp. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 467520.00000000 USD 74803.20000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 199737.00000000 OU Notional Amount -3540043.36000000 -0.05937455747 N/A DE SE N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Cibus Nordic Real Estate AB publ Cibus Nordic Real Estate AB publ Y equity-performance leg 2027-01-04 0.00000000 SEK 0.00000000 SEK 199737.00000000 SEK 333645.19000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 5100.00000000 OU Notional Amount -85800.37000000 -0.00143906683 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 NPR-RIKEN Corp. NPR-RIKEN Corp. Y equity-performance leg 2028-02-15 0.00000000 JPY 0.00000000 JPY 5100.00000000 JPY -1722.58000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 510774.00000000 OU Notional Amount USD -6578769.12000000 -0.11034088160 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Sweetgreen, Inc. Sweetgreen, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 510774.00000000 USD 61292.88000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 55853.00000000 OU Notional Amount USD -1993393.57000000 -0.03343373203 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 PPL Corp. PPL Corp. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 55853.00000000 USD 23568.49000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 202566.00000000 OU Notional Amount -2654115.54000000 -0.04451553827 N/A DE DK N 2 BNP Paribas 549300FWX3HQBUJIR891 Scandinavian Tobacco Group AS Scandinavian Tobacco Group AS Y equity-performance leg 2026-06-17 0.00000000 DKK 0.00000000 DKK 202566.00000000 DKK 40992.25000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 1784.00000000 OU Notional Amount USD -8331.28000000 -0.00013973446 N/A DE US N 2 BNP Paribas 549300FWX3HQBUJIR891 Enovix Corp. Enovix Corp. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 1784.00000000 USD -8331.28000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 6311126.00000000 OU Notional Amount -31482700.61000000 -0.52803630545 N/A DE GB N 2 UBS AG BFM8T61CT2L1QCEMIK50 Rentokil Initial PLC Rentokil Initial PLC Y equity-performance leg 2029-09-03 0.00000000 GBP 0.00000000 GBP 6311126.00000000 GBP -2413963.96000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 24100.00000000 OU Notional Amount -527650.73000000 -0.00884989967 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 West Japan Railway Co. West Japan Railway Co. Y equity-performance leg 2028-02-15 0.00000000 JPY 0.00000000 JPY 24100.00000000 JPY -7296.02000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 5026000.00000000 OU Notional Amount -4486022.57000000 -0.07524077471 N/A DE HK N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Hong Kong & China Gas Co. Ltd. Hong Kong & China Gas Co. Ltd. Y equity-performance leg 2028-02-15 0.00000000 HKD 0.00000000 HKD 5026000.00000000 HKD -136948.40000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 537890.00000000 OU Notional Amount USD -4598959.50000000 -0.07713498322 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Talos Energy, Inc. Talos Energy, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 537890.00000000 USD -69925.70000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 333002.00000000 OU Notional Amount USD -26203927.38000000 -0.43949930387 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Western Digital Corp. Western Digital Corp. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 333002.00000000 USD -4675574.50000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 5500.00000000 OU Notional Amount -88344.97000000 -0.00148174555 N/A DE JP N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Nankai Electric Railway Co. Ltd. Nankai Electric Railway Co. Ltd. Y equity-performance leg 2026-08-19 0.00000000 JPY 0.00000000 JPY 5500.00000000 JPY -6743.75000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 12300.00000000 OU Notional Amount -341349.62000000 -0.00572520745 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 NS United Kaiun Kaisha Ltd. NS United Kaiun Kaisha Ltd. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 12300.00000000 JPY -18670.26000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 132275.00000000 OU Notional Amount USD -6878300.00000000 -0.11536469392 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 U-Haul Holding Co. U-Haul Holding Co. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 132275.00000000 USD 505290.50000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1107073.00000000 OU Notional Amount 2697660.94000000 0.045245893412 N/A DE IT N 2 UBS AG BFM8T61CT2L1QCEMIK50 A2A SpA A2A SpA Y equity-performance leg 2029-09-03 0.00000000 EUR 0.00000000 EUR 1107073.00000000 EUR -139385.99000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 152389.00000000 OU Notional Amount -3979689.14000000 -0.06674841451 N/A DE XX N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Koninklijke Philips NV Koninklijke Philips NV Y equity-performance leg 2025-12-08 0.00000000 EUR 0.00000000 EUR 152389.00000000 EUR -65077.24000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 111071.00000000 OU Notional Amount 3022347.58000000 0.050691624892 N/A DE GB N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Carnival PLC Carnival PLC Y equity-performance leg 2025-12-08 0.00000000 GBP 0.00000000 GBP 111071.00000000 GBP 64032.40000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 3300.00000000 OU Notional Amount -2934.58000000 -0.00004921956 N/A DE SG N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Mapletree Logistics Trust Mapletree Logistics Trust Y equity-performance leg 2026-08-19 0.00000000 SGD 0.00000000 SGD 3300.00000000 SGD 68.92000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 41371.00000000 OU Notional Amount USD 5441941.34000000 0.091273700921 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Ingredion, Inc. Ingredion, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 41371.00000000 USD -169459.62000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 58857.00000000 OU Notional Amount 1835857.47000000 0.030791494281 N/A DE FR N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 La Francaise des Jeux SACA La Francaise des Jeux SACA Y equity-performance leg 2026-08-17 0.00000000 EUR 0.00000000 EUR 58857.00000000 EUR -264194.50000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 494836.00000000 OU Notional Amount 7368508.85000000 0.123586608342 N/A DE GB N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 IG Group Holdings PLC IG Group Holdings PLC Y equity-performance leg 2026-08-17 0.00000000 GBP 0.00000000 GBP 494836.00000000 GBP 263395.32000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 264300.00000000 OU Notional Amount -1439060.13000000 -0.02413630278 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Chugoku Electric Power Co., Inc. Chugoku Electric Power Co., Inc. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 264300.00000000 JPY 15772.00000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 34822.00000000 OU Notional Amount 687325.87000000 0.011528013988 N/A DE SE N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Getinge AB Getinge AB Y equity-performance leg 2027-01-18 0.00000000 SEK 0.00000000 SEK 34822.00000000 SEK -12798.46000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 5005.00000000 OU Notional Amount USD -594694.10000000 -0.00997436907 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Bank First Corp. Bank First Corp. Y equity-performance leg 2028-04-21 0.00000000 USD 0.00000000 USD 5005.00000000 USD 20897.48000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 81314.00000000 OU Notional Amount USD 3909577.12000000 0.065572476894 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Progress Software Corp. Progress Software Corp. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 81314.00000000 USD -351462.06000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 1072141.00000000 OU Notional Amount 13363073.81000000 0.224129060957 N/A DE CA N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Lightspeed Commerce, Inc. Lightspeed Commerce, Inc. Y equity-performance leg 2028-02-15 0.00000000 CAD 0.00000000 CAD 1072141.00000000 CAD 666924.24000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 39866.00000000 OU Notional Amount USD 11285267.28000000 0.189279532096 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Elevance Health, Inc. Elevance Health, Inc. Y equity-performance leg 2027-02-05 0.00000000 USD 0.00000000 USD 39866.00000000 USD 54217.76000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 18100.00000000 OU Notional Amount -1259425.71000000 -0.02112342607 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Fujita Kanko, Inc. Fujita Kanko, Inc. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 18100.00000000 JPY 88814.40000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 332800.00000000 OU Notional Amount 3064323.09000000 0.051395649414 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Suruga Bank Ltd. Suruga Bank Ltd. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 332800.00000000 JPY -84917.99000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 24710.00000000 OU Notional Amount USD -1726240.60000000 -0.02895297071 N/A DE US N 2 BNP Paribas 549300FWX3HQBUJIR891 National Health Investors, Inc. National Health Investors, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 24710.00000000 USD 15814.40000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 46604.00000000 OU Notional Amount -1305019.63000000 -0.02188813953 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 MDA Space Ltd. MDA Space Ltd. Y equity-performance leg 2027-01-04 0.00000000 CAD 0.00000000 CAD 46604.00000000 CAD -2240.06000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 2429.00000000 OU Notional Amount -2195176.50000000 -0.03681808950 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Mori Hills REIT Investment Corp. Mori Hills REIT Investment Corp. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 2429.00000000 JPY 40501.19000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 50491.00000000 OU Notional Amount 652664.13000000 0.010946657981 N/A DE SE N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Dynavox Group AB Dynavox Group AB Y equity-performance leg 2027-01-18 0.00000000 SEK 0.00000000 SEK 50491.00000000 SEK -8446.76000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 6000.00000000 OU Notional Amount -548729.79000000 -0.00920344333 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Wheaton Precious Metals Corp. Wheaton Precious Metals Corp. Y equity-performance leg 2027-01-06 0.00000000 CAD 0.00000000 CAD 6000.00000000 CAD 15199.73000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 6600.00000000 OU Notional Amount -174050.10000000 -0.00291921499 N/A DE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Cybozu, Inc. Cybozu, Inc. Y equity-performance leg 2027-01-06 0.00000000 JPY 0.00000000 JPY 6600.00000000 JPY 1190.36000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 115340.00000000 OU Notional Amount USD 16927298.40000000 0.283909192517 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 QUALCOMM, Inc. QUALCOMM, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 115340.00000000 USD -879212.21000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 7300.00000000 OU Notional Amount 144973.50000000 0.002431534456 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Adastria Co. Ltd. Adastria Co. Ltd. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 7300.00000000 JPY 1089.99000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC 12859.23000000 0.000215678457 N/A DFE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 1653000.00000000 AUD 1076012.09000000 USD 2025-09-17 12859.23000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 975547.00000000 OU Notional Amount -4093941.16000000 -0.06866468006 N/A DE AU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Austal Ltd. Austal Ltd. Y equity-performance leg 2027-05-12 0.00000000 AUD 0.00000000 AUD 975547.00000000 AUD -155700.36000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 68287.00000000 OU Notional Amount 1601761.96000000 0.026865181550 N/A DE FR N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Alstom SA Alstom SA Y equity-performance leg 2026-07-06 0.00000000 EUR 0.00000000 EUR 68287.00000000 EUR -7100.30000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 331284.00000000 OU Notional Amount -2988860.52000000 -0.05012997093 N/A DE DE N 2 UBS AG BFM8T61CT2L1QCEMIK50 TUI AG TUI AG Y equity-performance leg 2029-09-03 0.00000000 EUR 0.00000000 EUR 331284.00000000 EUR -12089.78000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 495245.00000000 OU Notional Amount -2351304.02000000 -0.03943670217 N/A DE AU N 2 BNP Paribas 549300FWX3HQBUJIR891 nib holdings Ltd. nib holdings Ltd. Y equity-performance leg 2027-03-22 0.00000000 AUD 0.00000000 AUD 495245.00000000 AUD -12255.35000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 144921.00000000 OU Notional Amount -312842.25000000 -0.00524707419 N/A DE IT N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Piaggio & C SpA Piaggio & C SpA Y equity-performance leg 2026-08-19 0.00000000 EUR 0.00000000 EUR 144921.00000000 EUR 5918.55000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 15232.00000000 OU Notional Amount USD 553987.84000000 0.009291632758 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 TechnipFMC PLC TechnipFMC PLC Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 15232.00000000 USD 60166.40000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 139326.00000000 OU Notional Amount 3907127.35000000 0.065531388694 N/A DE GB N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Georgia Capital PLC Georgia Capital PLC Y equity-performance leg 2025-12-08 0.00000000 GBP 0.00000000 GBP 139326.00000000 GBP 59303.38000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 11400.00000000 OU Notional Amount -543351.39000000 -0.00911323536 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Maruzen Showa Unyu Co. Ltd. Maruzen Showa Unyu Co. Ltd. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 11400.00000000 JPY -1994.31000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 69000.00000000 OU Notional Amount -765514.28000000 -0.01283941098 N/A DE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 SG Holdings Co. Ltd. SG Holdings Co. Ltd. Y equity-performance leg 2029-09-03 0.00000000 JPY 0.00000000 JPY 69000.00000000 JPY -38222.62000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 22600.00000000 OU Notional Amount -595989.74000000 -0.00999609989 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Cybozu, Inc. Cybozu, Inc. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 22600.00000000 JPY -495.76000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 63644.00000000 OU Notional Amount USD -8563936.64000000 -0.14363664412 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Modine Manufacturing Co. Modine Manufacturing Co. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 63644.00000000 USD -2269545.04000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 2193.00000000 OU Notional Amount USD 271164.45000000 0.004548042943 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Belden, Inc. Belden, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 2193.00000000 USD 7280.76000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 666149.00000000 OU Notional Amount USD -3230822.65000000 -0.05418822472 N/A DE US N 2 BNP Paribas 549300FWX3HQBUJIR891 Coty, Inc. Coty, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 666149.00000000 USD 46630.43000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1010492.00000000 OU Notional Amount USD -65368727.48000000 -1.09638184405 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Mondelez International, Inc. Mondelez International, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 1010492.00000000 USD 3535627.37000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 10500.00000000 OU Notional Amount -63375.53000000 -0.00106295140 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Insource Co. Ltd. Insource Co. Ltd. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 10500.00000000 JPY 4468.09000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 623048.00000000 OU Notional Amount 1438303.74000000 0.024123616407 N/A DE GB N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Ashmore Group PLC Ashmore Group PLC Y equity-performance leg 2025-12-08 0.00000000 GBP 0.00000000 GBP 623048.00000000 GBP 63327.42000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 156648.00000000 OU Notional Amount 873563.19000000 0.014651636311 N/A DE AU N 2 UBS AG BFM8T61CT2L1QCEMIK50 Dicker Data Ltd. Dicker Data Ltd. Y equity-performance leg 2028-04-03 0.00000000 AUD 0.00000000 AUD 156648.00000000 AUD 23500.40000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 25100.00000000 OU Notional Amount -618032.06000000 -0.01036579960 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Aica Kogyo Co. Ltd. Aica Kogyo Co. Ltd. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 25100.00000000 JPY 4761.15000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 59789.00000000 OU Notional Amount -2195489.53000000 -0.03682333972 N/A DE FR N 2 UBS AG BFM8T61CT2L1QCEMIK50 Interparfums SA Interparfums SA Y equity-performance leg 2028-04-24 0.00000000 EUR 0.00000000 EUR 59789.00000000 EUR 193309.89000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 629344.00000000 OU Notional Amount USD -10314948.16000000 -0.17300507935 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Vishay Intertechnology, Inc. Vishay Intertechnology, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 629344.00000000 USD 604170.24000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 473656.00000000 OU Notional Amount -3234171.40000000 -0.05424439086 N/A DE NZ N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Infratil Ltd. Infratil Ltd. Y equity-performance leg 2027-01-07 0.00000000 NZD 0.00000000 NZD 473656.00000000 NZD 21471.84000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 21931.00000000 OU Notional Amount USD -3395796.04000000 -0.05695520270 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Sezzle, Inc. Sezzle, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 21931.00000000 USD -444979.99000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 262900.00000000 OU Notional Amount -7200726.66000000 -0.12077252041 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Tokyo Ohka Kogyo Co. Ltd. Tokyo Ohka Kogyo Co. Ltd. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 262900.00000000 JPY -59834.22000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 3059600.00000000 OU Notional Amount 21575241.61000000 0.361865743671 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Tokyu Fudosan Holdings Corp. Tokyu Fudosan Holdings Corp. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 3059600.00000000 JPY 110039.70000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 196078.00000000 OU Notional Amount -9319476.44000000 -0.15630876045 N/A DE NL N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Randstad NV Randstad NV Y equity-performance leg 2026-08-17 0.00000000 EUR 0.00000000 EUR 196078.00000000 EUR 333680.83000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 494900.00000000 OU Notional Amount 10352121.62000000 0.173628562604 N/A DE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 MEITEC Group Holdings, Inc. MEITEC Group Holdings, Inc. Y equity-performance leg 2027-01-06 0.00000000 JPY 0.00000000 JPY 494900.00000000 JPY -307990.27000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 630548.00000000 OU Notional Amount 8032023.82000000 0.134715259525 N/A DE CA N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 RioCan Real Estate Investment Trust RioCan Real Estate Investment Trust Y equity-performance leg 2025-12-08 0.00000000 CAD 0.00000000 CAD 630548.00000000 CAD -53227.31000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1837355.00000000 OU Notional Amount -4874872.14000000 -0.08176266408 N/A DE AU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Charter Hall Long Wale REIT Charter Hall Long Wale REIT Y equity-performance leg 2027-05-12 0.00000000 AUD 0.00000000 AUD 1837355.00000000 AUD 32831.46000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 65429.00000000 OU Notional Amount 1362317.16000000 0.022849149090 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Bird Construction, Inc. Bird Construction, Inc. Y equity-performance leg 2027-01-04 0.00000000 CAD 0.00000000 CAD 65429.00000000 CAD -42498.22000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 1.00000000 OU Notional Amount 3.91000000 0.000000065579 N/A DE GB N 2 BNP Paribas 549300FWX3HQBUJIR891 Hammerson PLC Hammerson PLC Y equity-performance leg 2027-03-22 0.00000000 GBP 0.00000000 GBP 1.00000000 GBP 0.03000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 73300.00000000 OU Notional Amount 2156683.32000000 0.036172471556 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Sanki Engineering Co. Ltd. Sanki Engineering Co. Ltd. Y equity-performance leg 2028-02-15 0.00000000 JPY 0.00000000 JPY 73300.00000000 JPY 93420.41000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 26206.00000000 OU Notional Amount 480392.90000000 0.008057278669 N/A DE CA N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 SmartCentres Real Estate Investment Trust SmartCentres Real Estate Investment Trust Y equity-performance leg 2025-12-08 0.00000000 CAD 0.00000000 CAD 26206.00000000 CAD -11650.49000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 17206.00000000 OU Notional Amount USD 221269.16000000 0.003711185746 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Accel Entertainment, Inc. Accel Entertainment, Inc. Y equity-performance leg 2028-04-21 0.00000000 USD 0.00000000 USD 17206.00000000 USD 12732.44000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 646400.00000000 OU Notional Amount 7722570.99000000 0.129525033594 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Olympus Corp. Olympus Corp. Y equity-performance leg 2027-09-09 0.00000000 JPY 0.00000000 JPY 646400.00000000 JPY 335268.43000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 977895.00000000 OU Notional Amount 4312147.19000000 0.072324490169 N/A DE AU N 2 BNP Paribas 549300FWX3HQBUJIR891 Downer EDI Ltd. Downer EDI Ltd. Y equity-performance leg 2027-03-22 0.00000000 AUD 0.00000000 AUD 977895.00000000 AUD -45164.65000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 705935.00000000 OU Notional Amount 898730.38000000 0.015073747177 N/A DE GB N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Empiric Student Property PLC Empiric Student Property PLC Y equity-performance leg 2028-02-15 0.00000000 GBP 0.00000000 GBP 705935.00000000 GBP -48088.85000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 31488.00000000 OU Notional Amount USD 2358136.32000000 0.039551295347 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Incyte Corp. Incyte Corp. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 31488.00000000 USD 218492.08000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 58087.00000000 OU Notional Amount USD -3601394.00000000 -0.06040354688 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Cracker Barrel Old Country Store, Inc. Cracker Barrel Old Country Store, Inc. Y equity-performance leg 2027-01-04 0.00000000 USD 0.00000000 USD 58087.00000000 USD 316686.48000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 5046335.00000000 OU Notional Amount 7240427.68000000 0.121438396578 N/A DE AU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Mirvac Group Mirvac Group Y equity-performance leg 2027-09-09 0.00000000 AUD 0.00000000 AUD 5046335.00000000 AUD -132715.37000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 298348.00000000 OU Notional Amount USD -10081178.92000000 -0.16908423891 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Phillips Edison & Co., Inc. Phillips Edison & Co., Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 298348.00000000 USD 338676.58000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1307.00000000 OU Notional Amount USD -201003.53000000 -0.00337128516 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Masimo Corp. Masimo Corp. Y equity-performance leg 2028-04-18 0.00000000 USD 0.00000000 USD 1307.00000000 USD 53.06000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 98018.00000000 OU Notional Amount USD -4055984.84000000 -0.06802806647 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 NBT Bancorp, Inc. NBT Bancorp, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 98018.00000000 USD 104879.26000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 137736.00000000 OU Notional Amount -723966.07000000 -0.01214255325 N/A DE GB N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Playtech PLC Playtech PLC Y equity-performance leg 2026-12-10 0.00000000 GBP 0.00000000 GBP 137736.00000000 GBP 2055.09000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 88000.00000000 OU Notional Amount -2054652.87000000 -0.03446118946 N/A DE JP N 2 BNP Paribas 549300FWX3HQBUJIR891 Keio Corp. Keio Corp. Y equity-performance leg 2027-03-24 0.00000000 JPY 0.00000000 JPY 88000.00000000 JPY 10596.65000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 160450.00000000 OU Notional Amount USD 15563650.00000000 0.261037715511 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 HealthEquity, Inc. HealthEquity, Inc. Y equity-performance leg 2027-02-05 0.00000000 USD 0.00000000 USD 160450.00000000 USD -65784.50000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 350400.00000000 OU Notional Amount -2697166.20000000 -0.04523759550 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Yodogawa Steel Works Ltd. Yodogawa Steel Works Ltd. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 350400.00000000 JPY 28286.67000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 173159.00000000 OU Notional Amount -1448407.05000000 -0.02429307183 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 H&R Real Estate Investment Trust H&R Real Estate Investment Trust Y equity-performance leg 2027-01-04 0.00000000 CAD 0.00000000 CAD 173159.00000000 CAD 57323.38000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 512800.00000000 OU Notional Amount 30424997.26000000 0.510296220950 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Recruit Holdings Co. Ltd. Recruit Holdings Co. Ltd. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 512800.00000000 JPY 962244.52000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 273053.00000000 OU Notional Amount -579955.03000000 -0.00972716143 N/A DE SE N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Hexatronic Group AB Hexatronic Group AB Y equity-performance leg 2027-01-18 0.00000000 SEK 0.00000000 SEK 273053.00000000 SEK -12643.76000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 9066.00000000 OU Notional Amount USD -140613.66000000 -0.00235841005 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Shore Bancshares, Inc. Shore Bancshares, Inc. Y equity-performance leg 2028-04-21 0.00000000 USD 0.00000000 USD 9066.00000000 USD 2340.84000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 217900.00000000 OU Notional Amount 1384542.95000000 0.023221926006 N/A DE JP N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Nisshinbo Holdings, Inc. Nisshinbo Holdings, Inc. Y equity-performance leg 2026-08-19 0.00000000 JPY 0.00000000 JPY 217900.00000000 JPY 12192.34000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 8379.00000000 OU Notional Amount -352083.44000000 -0.00590523796 N/A DE SE N 2 UBS AG BFM8T61CT2L1QCEMIK50 HMS Networks AB HMS Networks AB Y equity-performance leg 2028-04-24 0.00000000 SEK 0.00000000 SEK 8379.00000000 SEK -2386.02000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 618962.00000000 OU Notional Amount 71662592.24000000 1.201944233260 N/A DE DE N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 Siemens Energy AG Siemens Energy AG Y equity-performance leg 2026-02-10 0.00000000 EUR 0.00000000 EUR 618962.00000000 EUR 5252042.22000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 319140.00000000 OU Notional Amount USD -3274376.40000000 -0.05491871991 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Sunrun, Inc. Sunrun, Inc. Y equity-performance leg 2027-01-04 0.00000000 USD 0.00000000 USD 319140.00000000 USD 81465.03000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 170532.00000000 OU Notional Amount 5700809.93000000 0.095615514400 N/A DE CA N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Methanex Corp. Methanex Corp. Y equity-performance leg 2025-12-08 0.00000000 CAD 0.00000000 CAD 170532.00000000 CAD -205648.30000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 109000.00000000 OU Notional Amount 1582243.21000000 0.026537807835 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Alfresa Holdings Corp. Alfresa Holdings Corp. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 109000.00000000 JPY 104497.64000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 3706.00000000 OU Notional Amount USD 430044.24000000 0.007212817428 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Sanmina Corp. Sanmina Corp. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 3706.00000000 USD -7363.63000000 N N N CBOE Futures Exchange LLC 254900O9GJPIWCP8RH13 000000000 -2542.00000000 NC USD 4197325.86000000 0.070398676001 N/A DE US N 1 CBOE Futures Exchange LLC 254900O9GJPIWCP8RH13 Short CBOE Volatility Index Futures UXQ5 Index 2025-08-20 -49843003.06000000 USD 4197325.86000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 1873532.00000000 OU Notional Amount -6188614.20000000 -0.10379709855 N/A DE AU N 2 BNP Paribas 549300FWX3HQBUJIR891 Atlas Arteria Ltd. Atlas Arteria Ltd. Y equity-performance leg 2027-03-22 0.00000000 AUD 0.00000000 AUD 1873532.00000000 AUD -49435.83000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 20791.00000000 OU Notional Amount USD -1013769.16000000 -0.01700320847 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 FB Financial Corp. FB Financial Corp. Y equity-performance leg 2027-01-04 0.00000000 USD 0.00000000 USD 20791.00000000 USD 7370.77000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 904700.00000000 OU Notional Amount 18977730.25000000 0.318299585897 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Sekisui House Ltd. Sekisui House Ltd. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 904700.00000000 JPY -644477.10000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 2213.00000000 OU Notional Amount 58663.69000000 0.000983923155 N/A DE SE N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 NP3 Fastigheter AB NP3 Fastigheter AB Y equity-performance leg 2027-01-18 0.00000000 SEK 0.00000000 SEK 2213.00000000 SEK -4306.68000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 4698000.00000000 OU Notional Amount -4193261.84000000 -0.07033051316 N/A DE HK N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Hong Kong & China Gas Co. Ltd. Hong Kong & China Gas Co. Ltd. Y equity-performance leg 2028-02-15 0.00000000 HKD 0.00000000 HKD 4698000.00000000 HKD -129615.57000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 55104.00000000 OU Notional Amount -2597133.99000000 -0.04355982842 N/A DE DK N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Orsted AS Orsted AS Y equity-performance leg 2026-05-11 0.00000000 DKK 0.00000000 DKK 55104.00000000 DKK 128128.72000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 176161.00000000 OU Notional Amount USD 2226675.04000000 0.037346391471 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Coursera, Inc. Coursera, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 176161.00000000 USD 741637.81000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 118980.00000000 OU Notional Amount -7314276.80000000 -0.12267701384 N/A DE DE N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 KION Group AG KION Group AG Y equity-performance leg 2026-08-17 0.00000000 EUR 0.00000000 EUR 118980.00000000 EUR -260568.85000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 33310.00000000 OU Notional Amount -336561.78000000 -0.00564490451 N/A DE CA N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Minto Apartment Real Estate Investment Trust Minto Apartment Real Estate Investment Trust Y equity-performance leg 2026-08-18 0.00000000 CAD 0.00000000 CAD 33310.00000000 CAD 20508.80000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 105500.00000000 OU Notional Amount 1684088.15000000 0.028245978507 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Morinaga & Co. Ltd. Morinaga & Co. Ltd. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 105500.00000000 JPY -24349.78000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 362165.00000000 OU Notional Amount 3979497.54000000 0.066745200947 N/A DE SE N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Hexagon AB Hexagon AB Y equity-performance leg 2028-02-15 0.00000000 SEK 0.00000000 SEK 362165.00000000 SEK 262115.62000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 7100.00000000 OU Notional Amount 205892.88000000 0.003453290650 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Sumitomo Bakelite Co. Ltd. Sumitomo Bakelite Co. Ltd. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 7100.00000000 JPY -5130.20000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 2287000.00000000 OU Notional Amount -25372915.40000000 -0.42556134787 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 SG Holdings Co. Ltd. SG Holdings Co. Ltd. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 2287000.00000000 JPY -616783.54000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 1363345.00000000 OU Notional Amount -2518255.68000000 -0.04223686023 N/A DE AU N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Sigma Healthcare Ltd. Sigma Healthcare Ltd. Y equity-performance leg 2028-02-15 0.00000000 AUD 0.00000000 AUD 1363345.00000000 AUD -84721.31000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 7643.00000000 OU Notional Amount -1098454.51000000 -0.01842357389 N/A DE FR N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Nexans SA Nexans SA Y equity-performance leg 2026-12-10 0.00000000 EUR 0.00000000 EUR 7643.00000000 EUR -59085.79000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 60100.00000000 OU Notional Amount -1600421.42000000 -0.02684269765 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Kobe Bussan Co. Ltd. Kobe Bussan Co. Ltd. Y equity-performance leg 2028-02-15 0.00000000 JPY 0.00000000 JPY 60100.00000000 JPY 132467.63000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 50343.00000000 OU Notional Amount USD 1877793.90000000 0.031494863342 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Avista Corp. Avista Corp. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 50343.00000000 USD 6343.46000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 6188.00000000 OU Notional Amount USD -125368.88000000 -0.00210272050 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Clearwater Analytics Holdings, Inc. Clearwater Analytics Holdings, Inc. Y equity-performance leg 2027-01-06 0.00000000 USD 0.00000000 USD 6188.00000000 USD 5692.96000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 798400.00000000 OU Notional Amount -17267779.72000000 -0.28961983661 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Nippon Television Holdings, Inc. Nippon Television Holdings, Inc. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 798400.00000000 JPY 516555.26000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 18980.00000000 OU Notional Amount USD -979368.00000000 -0.01642622298 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Middlesex Water Co. Middlesex Water Co. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 18980.00000000 USD 53144.00000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 64641.00000000 OU Notional Amount -3313686.03000000 -0.05557803157 N/A DE ES N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Ferrovial SE Ferrovial SE Y equity-performance leg 2028-02-15 0.00000000 EUR 0.00000000 EUR 64641.00000000 EUR 42116.21000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 98021.00000000 OU Notional Amount USD -1554613.06000000 -0.02607438754 N/A DE US N 2 BNP Paribas 549300FWX3HQBUJIR891 Gogo, Inc. Gogo, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 98021.00000000 USD -25241.87000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 127597.00000000 OU Notional Amount -450635.63000000 -0.00755818174 N/A DE SE N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Telia Co. AB Telia Co. AB Y equity-performance leg 2027-01-08 0.00000000 SEK 0.00000000 SEK 127597.00000000 SEK 29528.46000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 576982.00000000 OU Notional Amount -485009.67000000 -0.00813471237 N/A DE GB N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Hays PLC Hays PLC Y equity-performance leg 2028-02-15 0.00000000 GBP 0.00000000 GBP 576982.00000000 GBP 32555.01000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 294050.00000000 OU Notional Amount -13976030.18000000 -0.23440972972 N/A DE NL N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Randstad NV Randstad NV Y equity-performance leg 2026-12-10 0.00000000 EUR 0.00000000 EUR 294050.00000000 EUR 499927.89000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 53700.00000000 OU Notional Amount 1804124.58000000 0.030259261732 N/A DE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 NH Foods Ltd. NH Foods Ltd. Y equity-performance leg 2027-01-07 0.00000000 JPY 0.00000000 JPY 53700.00000000 JPY 19070.85000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 281800.00000000 OU Notional Amount -3126404.70000000 -0.05243689884 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 SG Holdings Co. Ltd. SG Holdings Co. Ltd. Y equity-performance leg 2028-02-15 0.00000000 JPY 0.00000000 JPY 281800.00000000 JPY -156103.40000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 280500.00000000 OU Notional Amount -6539066.08000000 -0.10967497155 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Central Japan Railway Co. Central Japan Railway Co. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 280500.00000000 JPY -100812.25000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 10805.00000000 OU Notional Amount 1007820.66000000 0.016903438636 N/A DE IL N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Rami Levy Chain Stores Hashikma Marketing 2006 Ltd. Rami Levy Chain Stores Hashikma Marketing 2006 Ltd. Y equity-performance leg 2026-04-06 0.00000000 ILS 0.00000000 ILS 10805.00000000 ILS -26418.41000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 65900.00000000 OU Notional Amount 1938955.40000000 0.032520680437 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Sanki Engineering Co. Ltd. Sanki Engineering Co. Ltd. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 65900.00000000 JPY 99708.54000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 34291.00000000 OU Notional Amount USD -801723.58000000 -0.01344672308 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Ouster, Inc. Ouster, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 34291.00000000 USD 17898.40000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 507057.00000000 OU Notional Amount USD -2251333.08000000 -0.03775996273 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 JetBlue Airways Corp. JetBlue Airways Corp. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 507057.00000000 USD -65917.41000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 178531.00000000 OU Notional Amount USD 14509214.37000000 0.243352438085 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Griffon Corp. Griffon Corp. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 178531.00000000 USD -14282.48000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 710582.00000000 OU Notional Amount USD 15263301.36000000 0.256000187499 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Premier, Inc. Premier, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 710582.00000000 USD 262915.34000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 333957.00000000 OU Notional Amount USD -3042348.27000000 -0.05102708183 N/A DE US N 2 BNP Paribas 549300FWX3HQBUJIR891 Bloomin' Brands, Inc. Bloomin' Brands, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 333957.00000000 USD 93023.19000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 115462.00000000 OU Notional Amount -10986368.91000000 -0.18426632840 N/A DE DE N 2 UBS AG BFM8T61CT2L1QCEMIK50 Bayerische Motoren Werke AG Bayerische Motoren Werke AG Y equity-performance leg 2028-04-24 0.00000000 EUR 0.00000000 EUR 115462.00000000 EUR 407198.01000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 141406.00000000 OU Notional Amount USD 19484332.74000000 0.326796458846 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 ROBLOX Corp. ROBLOX Corp. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 141406.00000000 USD 2487331.54000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 333600.00000000 OU Notional Amount 9836872.40000000 0.164986664379 N/A DE JP N 2 BNP Paribas 549300FWX3HQBUJIR891 Sompo Holdings, Inc. Sompo Holdings, Inc. Y equity-performance leg 2027-03-24 0.00000000 JPY 0.00000000 JPY 333600.00000000 JPY 195035.03000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1698823.00000000 OU Notional Amount USD -34537071.59000000 -0.57926503540 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Annaly Capital Management, Inc. Annaly Capital Management, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 1698823.00000000 USD 118917.61000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 2306300.00000000 OU Notional Amount 3723022.58000000 0.062443534073 N/A DE SG N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Sheng Siong Group Ltd. Sheng Siong Group Ltd. Y equity-performance leg 2027-01-06 0.00000000 SGD 0.00000000 SGD 2306300.00000000 SGD -102016.34000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 428300.00000000 OU Notional Amount -3276436.69000000 -0.05495327565 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Change Holdings, Inc. Change Holdings, Inc. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 428300.00000000 JPY 74658.03000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 80654.00000000 OU Notional Amount USD 5782891.80000000 0.096992213556 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Agree Realty Corp. Agree Realty Corp. Y equity-performance leg 2027-02-05 0.00000000 USD 0.00000000 USD 80654.00000000 USD -151365.71000000 N N N MORGAN STANLEY & CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 000000000 1327367.22000000 OU Notional Amount 8792.60000000 0.000147471847 N/A DE GB N 2 MORGAN STANLEY & CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 FTSE 100 Dividend Index Futures UKDZ5 Index Y Fixed payment equal to the notional value in field C.11.f.iv.1 equity-performance leg 2025-12-18 0.00000000 GBP 0.00000000 GBP 1327367.22000000 GBP 8792.60000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 369100.00000000 OU Notional Amount -7474202.79000000 -0.12535933547 N/A DE SG N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Jardine Cycle & Carriage Ltd. Jardine Cycle & Carriage Ltd. Y equity-performance leg 2027-01-06 0.00000000 SGD 0.00000000 SGD 369100.00000000 SGD 186444.97000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 50400.00000000 OU Notional Amount -398559.04000000 -0.00668473920 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 JVCKenwood Corp. JVCKenwood Corp. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 50400.00000000 JPY -8010.61000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 77528.00000000 OU Notional Amount USD 2411120.80000000 0.040439965268 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Olympic Steel, Inc. Olympic Steel, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 77528.00000000 USD -269022.16000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 8400.00000000 OU Notional Amount -270630.21000000 -0.00453908252 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Komatsu Ltd. Komatsu Ltd. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 8400.00000000 JPY -1328.61000000 N N N United States Treasury 254900HROIFWPRGM1V77 912797QS9 30676900.00000000 PA USD 30230487.30000000 0.507033847690 Long STIV UST US N 2 2025-12-04 None 0.00000000 N N N N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 436627.00000000 OU Notional Amount USD 8719441.19000000 0.146244808176 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Concentra Group Holdings Parent, Inc. Concentra Group Holdings Parent, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 436627.00000000 USD 88391.89000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 15300.00000000 OU Notional Amount -278706.75000000 -0.00467454442 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Mizuno Corp. Mizuno Corp. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 15300.00000000 JPY -4962.12000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 26190.00000000 OU Notional Amount USD -586132.20000000 -0.00983076659 N/A DE US N 2 BNP Paribas 549300FWX3HQBUJIR891 Legacy Housing Corp. Legacy Housing Corp. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 26190.00000000 USD 8380.80000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 196966.00000000 OU Notional Amount -1434080.42000000 -0.02405278175 N/A DE IE N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Dalata Hotel Group PLC Dalata Hotel Group PLC Y equity-performance leg 2028-02-15 0.00000000 EUR 0.00000000 EUR 196966.00000000 EUR 21697.38000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1205400.00000000 OU Notional Amount 15833033.68000000 0.265555890902 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 EXEO Group, Inc. EXEO Group, Inc. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 1205400.00000000 JPY -238946.84000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 253960.00000000 OU Notional Amount USD 30058705.60000000 0.504152678906 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Toll Brothers, Inc. Toll Brothers, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 253960.00000000 USD -2090090.80000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 81100.00000000 OU Notional Amount -4550809.47000000 -0.07632739799 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Yamato Kogyo Co. Ltd. Yamato Kogyo Co. Ltd. Y equity-performance leg 2028-02-15 0.00000000 JPY 0.00000000 JPY 81100.00000000 JPY 420723.23000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 16800.00000000 OU Notional Amount -507988.03000000 -0.00852011159 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Starts Corp., Inc. Starts Corp., Inc. Y equity-performance leg 2028-02-15 0.00000000 JPY 0.00000000 JPY 16800.00000000 JPY 8659.87000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 147064.00000000 OU Notional Amount -493493.74000000 -0.00827700947 N/A DE AU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 IPH Ltd. IPH Ltd. Y equity-performance leg 2027-05-12 0.00000000 AUD 0.00000000 AUD 147064.00000000 AUD 4671.37000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 1221420.00000000 OU Notional Amount -1621087.58000000 -0.02718931603 N/A DE AU N 2 BNP Paribas 549300FWX3HQBUJIR891 Orora Ltd. Orora Ltd. Y equity-performance leg 2027-03-22 0.00000000 AUD 0.00000000 AUD 1221420.00000000 AUD 81697.96000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 5418000.00000000 OU Notional Amount 7828120.52000000 0.131295338644 N/A DE JP N 2 BNP Paribas 549300FWX3HQBUJIR891 SoftBank Corp. SoftBank Corp. Y equity-performance leg 2026-09-07 0.00000000 JPY 0.00000000 JPY 5418000.00000000 JPY -92048.77000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 201648.00000000 OU Notional Amount 4703740.36000000 0.078892395931 N/A DE SE N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Skanska AB Skanska AB Y equity-performance leg 2025-12-08 0.00000000 SEK 0.00000000 SEK 201648.00000000 SEK -41044.73000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 162672.00000000 OU Notional Amount USD 4815091.20000000 0.080760002109 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Hilltop Holdings, Inc. Hilltop Holdings, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 162672.00000000 USD -107363.52000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 39674.00000000 OU Notional Amount -678372.51000000 -0.01137784583 N/A DE SE N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Paradox Interactive AB Paradox Interactive AB Y equity-performance leg 2028-02-15 0.00000000 SEK 0.00000000 SEK 39674.00000000 SEK 43080.46000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC 22533.19000000 0.000377932711 N/A DFE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 1483000.00000000 AUD 976347.88000000 USD 2025-09-17 22533.19000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 11596.00000000 OU Notional Amount -326507.39000000 -0.00547626958 N/A DE NL N 2 BNP Paribas 549300FWX3HQBUJIR891 AMG Critical Materials NV AMG Critical Materials NV Y equity-performance leg 2027-03-24 0.00000000 EUR 0.00000000 EUR 11596.00000000 EUR 2541.11000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 90221.00000000 OU Notional Amount USD 6671842.95000000 0.111901940863 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Prestige Consumer Healthcare, Inc. Prestige Consumer Healthcare, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 90221.00000000 USD -309695.49000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -12143.43000000 -0.00020367286 N/A DFE XX N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 404716.44000000 USD 343000.00000000 EUR 2025-09-17 -12143.43000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 13612.00000000 OU Notional Amount -1335033.45000000 -0.02239153938 N/A DE DE N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Vossloh AG Vossloh AG Y equity-performance leg 2028-02-15 0.00000000 EUR 0.00000000 EUR 13612.00000000 EUR 54866.93000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 139300.00000000 OU Notional Amount 3353814.31000000 0.056251073863 N/A DE JP N 2 BNP Paribas 549300FWX3HQBUJIR891 Kyoritsu Maintenance Co. Ltd. Kyoritsu Maintenance Co. Ltd. Y equity-performance leg 2027-03-24 0.00000000 JPY 0.00000000 JPY 139300.00000000 JPY -108283.27000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 96891.00000000 OU Notional Amount -2725758.65000000 -0.04571715574 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Quebecor, Inc. Quebecor, Inc. Y equity-performance leg 2027-01-04 0.00000000 CAD 0.00000000 CAD 96891.00000000 CAD 53710.56000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 98900.00000000 OU Notional Amount -1658376.13000000 -0.02781472960 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Katitas Co. Ltd. Katitas Co. Ltd. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 98900.00000000 JPY 15092.98000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 40424.00000000 OU Notional Amount USD 2418163.68000000 0.040558090342 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 1st Source Corp. 1st Source Corp. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 40424.00000000 USD -118846.56000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 86500.00000000 OU Notional Amount -5457561.78000000 -0.09153569113 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Toho Co. Ltd. Toho Co. Ltd. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 86500.00000000 JPY -619816.21000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 127090.00000000 OU Notional Amount -826618.82000000 -0.01386427273 N/A DE GB N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Auction Technology Group PLC Auction Technology Group PLC Y equity-performance leg 2026-08-19 0.00000000 GBP 0.00000000 GBP 127090.00000000 GBP -34727.29000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 102200.00000000 OU Notional Amount 1504921.27000000 0.025240943502 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Obayashi Corp. Obayashi Corp. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 102200.00000000 JPY 1200.94000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 477651.00000000 OU Notional Amount USD -6137815.35000000 -0.10294508660 N/A DE US N 2 BNP Paribas 549300FWX3HQBUJIR891 Burford Capital Ltd. Burford Capital Ltd. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 477651.00000000 USD 501533.55000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 7369.00000000 OU Notional Amount -1504403.40000000 -0.02523225764 N/A DE AU N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Cochlear Ltd. Cochlear Ltd. Y equity-performance leg 2028-02-15 0.00000000 AUD 0.00000000 AUD 7369.00000000 AUD -60690.28000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 169548.00000000 OU Notional Amount USD -3324836.28000000 -0.05576504656 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 SiriusPoint Ltd. SiriusPoint Ltd. Y equity-performance leg 2028-04-21 0.00000000 USD 0.00000000 USD 169548.00000000 USD -208544.04000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 111015.00000000 OU Notional Amount 676148.05000000 0.011340536591 N/A DE SE N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Electrolux AB Electrolux AB Y equity-performance leg 2027-01-18 0.00000000 SEK 0.00000000 SEK 111015.00000000 SEK -59741.71000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 741916.00000000 OU Notional Amount -1830790.90000000 -0.03070651640 N/A DE AU N 2 BNP Paribas 549300FWX3HQBUJIR891 Bapcor Ltd. Bapcor Ltd. Y equity-performance leg 2027-03-22 0.00000000 AUD 0.00000000 AUD 741916.00000000 AUD 687312.81000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 142757.00000000 OU Notional Amount USD 6067172.50000000 0.101760245766 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Knight-Swift Transportation Holdings, Inc. Knight-Swift Transportation Holdings, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 142757.00000000 USD -400136.74000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 24500.00000000 OU Notional Amount -501606.49000000 -0.00841307869 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Marubeni Corp. Marubeni Corp. Y equity-performance leg 2027-09-09 0.00000000 JPY 0.00000000 JPY 24500.00000000 JPY -8480.57000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 265317.00000000 OU Notional Amount -399184.81000000 -0.00669523478 N/A DE AU N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Nuix Ltd. Nuix Ltd. Y equity-performance leg 2027-01-06 0.00000000 AUD 0.00000000 AUD 265317.00000000 AUD 18116.43000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 35700.00000000 OU Notional Amount -1290228.50000000 -0.02164005873 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Wacoal Holdings Corp. Wacoal Holdings Corp. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 35700.00000000 JPY -75142.33000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 12839.00000000 OU Notional Amount USD -266024.08000000 -0.00446182727 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 OrthoPediatrics Corp. OrthoPediatrics Corp. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 12839.00000000 USD 18603.11000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1365800.00000000 OU Notional Amount -28122534.70000000 -0.47167870085 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Oriental Land Co. Ltd. Oriental Land Co. Ltd. Y equity-performance leg 2027-09-09 0.00000000 JPY 0.00000000 JPY 1365800.00000000 JPY 1051933.01000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 80295.00000000 OU Notional Amount USD -864777.15000000 -0.01450427448 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 SITE Centers Corp. SITE Centers Corp. Y equity-performance leg 2028-04-21 0.00000000 USD 0.00000000 USD 80295.00000000 USD 25661.65000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 111494.00000000 OU Notional Amount -627519.42000000 -0.01052492415 N/A DE AU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Amotiv Ltd. Amotiv Ltd. Y equity-performance leg 2027-05-12 0.00000000 AUD 0.00000000 AUD 111494.00000000 AUD 7438.04000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 54406.00000000 OU Notional Amount USD 5631021.00000000 0.094444995732 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Consolidated Edison, Inc. Consolidated Edison, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 54406.00000000 USD -4896.54000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 82303.00000000 OU Notional Amount USD 1283103.77000000 0.021520560850 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 LendingClub Corp. LendingClub Corp. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 82303.00000000 USD 262546.57000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 460850.00000000 OU Notional Amount USD 8451989.00000000 0.141759028254 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 AMN Healthcare Services, Inc. AMN Healthcare Services, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 460850.00000000 USD -728143.00000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 40289.00000000 OU Notional Amount USD -777577.70000000 -0.01304174190 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Amerant Bancorp, Inc. Amerant Bancorp, Inc. Y equity-performance leg 2026-08-19 0.00000000 USD 0.00000000 USD 40289.00000000 USD 2014.45000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 15884.00000000 OU Notional Amount USD -2422151.16000000 -0.04062496942 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Electronic Arts, Inc. Electronic Arts, Inc. Y equity-performance leg 2027-01-06 0.00000000 USD 0.00000000 USD 15884.00000000 USD -26263.25000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 385128.00000000 OU Notional Amount USD 27998805.60000000 0.469603483172 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 ONE Gas, Inc. ONE Gas, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 385128.00000000 USD 142716.76000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 324110.00000000 OU Notional Amount 4999614.16000000 0.083854870725 N/A DE AU N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 SEEK Ltd. SEEK Ltd. Y equity-performance leg 2025-12-08 0.00000000 AUD 0.00000000 AUD 324110.00000000 AUD -176533.90000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 62870.00000000 OU Notional Amount -2187531.65000000 -0.03668986802 N/A DE SE N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Clas Ohlson AB Clas Ohlson AB Y equity-performance leg 2028-02-15 0.00000000 SEK 0.00000000 SEK 62870.00000000 SEK -10875.90000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 291181.00000000 OU Notional Amount 9326366.04000000 0.156424314676 N/A DE CA N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Russel Metals, Inc. Russel Metals, Inc. Y equity-performance leg 2028-02-15 0.00000000 CAD 0.00000000 CAD 291181.00000000 CAD -114761.60000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 13494.00000000 OU Notional Amount USD -1667588.52000000 -0.02796924228 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Phillips 66 Phillips 66 Y equity-performance leg 2028-04-18 0.00000000 USD 0.00000000 USD 13494.00000000 USD 63286.86000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 27500.00000000 OU Notional Amount -1644331.62000000 -0.02757917131 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Taisei Corp. Taisei Corp. Y equity-performance leg 2027-09-09 0.00000000 JPY 0.00000000 JPY 27500.00000000 JPY -17578.98000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 119200.00000000 OU Notional Amount -2073568.98000000 -0.03477845553 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Tokyo Electron Device Ltd. Tokyo Electron Device Ltd. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 119200.00000000 JPY -62300.26000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 332700.00000000 OU Notional Amount -7755961.80000000 -0.13008507322 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Central Japan Railway Co. Central Japan Railway Co. Y equity-performance leg 2027-09-09 0.00000000 JPY 0.00000000 JPY 332700.00000000 JPY -135515.01000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 11630.00000000 OU Notional Amount USD 573359.00000000 0.009616531053 N/A DE US N 2 BNP Paribas 549300FWX3HQBUJIR891 Bank OZK Bank OZK Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 11630.00000000 USD -32749.30000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 666687.00000000 OU Notional Amount -8572329.53000000 -0.14377741192 N/A DE ES N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Solaria Energia y Medio Ambiente SA Solaria Energia y Medio Ambiente SA Y equity-performance leg 2026-12-10 0.00000000 EUR 0.00000000 EUR 666687.00000000 EUR 289323.56000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1354300.00000000 OU Notional Amount -3065263.62000000 -0.05141142423 N/A DE SG N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Wilmar International Ltd. Wilmar International Ltd. Y equity-performance leg 2026-08-19 0.00000000 SGD 0.00000000 SGD 1354300.00000000 SGD 42620.47000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 368352.00000000 OU Notional Amount USD 5923100.16000000 0.099343825806 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Americold Realty Trust, Inc. Americold Realty Trust, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 368352.00000000 USD -316782.72000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 39827.00000000 OU Notional Amount USD -1395139.81000000 -0.02339965938 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Towne Bank Towne Bank Y equity-performance leg 2028-04-21 0.00000000 USD 0.00000000 USD 39827.00000000 USD -10355.02000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 506.00000000 OU Notional Amount -10709.81000000 -0.00017962780 N/A DE SE N 2 BNP Paribas 549300FWX3HQBUJIR891 Sagax AB Sagax AB Y equity-performance leg 2025-11-17 0.00000000 SEK 0.00000000 SEK 506.00000000 SEK 326.04000000 N N N United States Treasury 254900HROIFWPRGM1V77 912797QV2 257000000.00000000 PA USD 255377777.46000000 4.283264633980 Long STIV UST US N 2 2025-09-23 None 0.00000000 N N N N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 8630757.00000000 OU Notional Amount -23570912.04000000 -0.39533766381 N/A DE GB N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 BT Group PLC BT Group PLC Y equity-performance leg 2025-12-08 0.00000000 GBP 0.00000000 GBP 8630757.00000000 GBP -668206.91000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 1394006.00000000 OU Notional Amount 9962256.07000000 0.167089632949 N/A DE GB N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Balfour Beatty PLC Balfour Beatty PLC Y equity-performance leg 2028-02-15 0.00000000 GBP 0.00000000 GBP 1394006.00000000 GBP 150094.95000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 814300.00000000 OU Notional Amount -15681800.18000000 -0.26301936204 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Nippon Steel Corp. Nippon Steel Corp. Y equity-performance leg 2027-09-09 0.00000000 JPY 0.00000000 JPY 814300.00000000 JPY 252511.56000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 1799669.00000000 OU Notional Amount -3569852.26000000 -0.05987452035 N/A DE GB N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Ibstock PLC Ibstock PLC Y equity-performance leg 2028-02-15 0.00000000 GBP 0.00000000 GBP 1799669.00000000 GBP 68322.04000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 85900.00000000 OU Notional Amount 1835344.89000000 0.030782897152 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 MS&AD Insurance Group Holdings, Inc. MS&AD Insurance Group Holdings, Inc. Y equity-performance leg 2027-09-09 0.00000000 JPY 0.00000000 JPY 85900.00000000 JPY -5907.02000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 74289.00000000 OU Notional Amount USD 3909830.07000000 0.065576719439 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Globus Medical, Inc. Globus Medical, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 74289.00000000 USD -284330.53000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1390893.00000000 OU Notional Amount USD -10501242.15000000 -0.17612965216 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Invesco Mortgage Capital, Inc. Invesco Mortgage Capital, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 1390893.00000000 USD -206277.16000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 46685.00000000 OU Notional Amount 608313.48000000 0.010202796974 N/A DE FR N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Nexity SA Nexity SA Y equity-performance leg 2026-12-10 0.00000000 EUR 0.00000000 EUR 46685.00000000 EUR 17212.50000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 172428.00000000 OU Notional Amount USD -2917481.76000000 -0.04893278721 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Ameresco, Inc. Ameresco, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 172428.00000000 USD 400032.96000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 124705.00000000 OU Notional Amount USD -21176779.58000000 -0.35518263154 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Jack Henry & Associates, Inc. Jack Henry & Associates, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 124705.00000000 USD 1274865.16000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 13447.00000000 OU Notional Amount USD 776967.66000000 0.013031510153 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Black Hills Corp. Black Hills Corp. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 13447.00000000 USD 8658.48000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 5000.00000000 OU Notional Amount -192302.56000000 -0.00322535015 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Zuken, Inc. Zuken, Inc. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 5000.00000000 JPY 1777.49000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 196020.00000000 OU Notional Amount USD 6241276.80000000 0.104680369819 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 PROG Holdings, Inc. PROG Holdings, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 196020.00000000 USD 633144.60000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 1037520.00000000 OU Notional Amount 8832844.64000000 0.148146841280 N/A DE IT N 2 BNP Paribas 549300FWX3HQBUJIR891 Banca Monte dei Paschi di Siena SpA Banca Monte dei Paschi di Siena SpA Y equity-performance leg 2026-08-17 0.00000000 EUR 0.00000000 EUR 1037520.00000000 EUR 342348.29000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 106309.00000000 OU Notional Amount USD 2193154.67000000 0.036784178828 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Haverty Furniture Cos., Inc. Haverty Furniture Cos., Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 106309.00000000 USD -15946.35000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 9265.00000000 OU Notional Amount USD 244781.30000000 0.004105537669 N/A DE US N 2 BNP Paribas 549300FWX3HQBUJIR891 Gentex Corp. Gentex Corp. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 9265.00000000 USD 28985.55000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 897000.00000000 OU Notional Amount 731128.47000000 0.012262682953 N/A DE HK N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Guotai Junan International Holdings Ltd. Guotai Junan International Holdings Ltd. Y equity-performance leg 2026-02-25 0.00000000 HKD 0.00000000 HKD 897000.00000000 HKD 46926.18000000 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 3610.00000000 NC USD 432234.68000000 0.007249556076 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT 10 Year U.S. Treasury Notes TYU5 Comdty 2025-09-19 400559796.57000000 USD 432234.68000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1598416.00000000 OU Notional Amount -12470321.13000000 -0.20915557336 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Ivanhoe Mines Ltd. Ivanhoe Mines Ltd. Y equity-performance leg 2027-01-04 0.00000000 CAD 0.00000000 CAD 1598416.00000000 CAD 1687430.20000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 12260.00000000 OU Notional Amount -203065.10000000 -0.00340586236 N/A DE CA N 2 BNP Paribas 549300FWX3HQBUJIR891 Enghouse Systems Ltd. Enghouse Systems Ltd. Y equity-performance leg 2026-05-18 0.00000000 CAD 0.00000000 CAD 12260.00000000 CAD 5995.93000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 311954.00000000 OU Notional Amount -673417.87000000 -0.01129474527 N/A DE IT N 2 BNP Paribas 549300FWX3HQBUJIR891 Piaggio & C SpA Piaggio & C SpA Y equity-performance leg 2027-03-17 0.00000000 EUR 0.00000000 EUR 311954.00000000 EUR 13147.81000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1121041.00000000 OU Notional Amount USD -5437048.85000000 -0.09119164276 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Coty, Inc. Coty, Inc. Y equity-performance leg 2028-04-18 0.00000000 USD 0.00000000 USD 1121041.00000000 USD 78472.87000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 12926.00000000 OU Notional Amount -221017.37000000 -0.00370696265 N/A DE SE N 2 BNP Paribas 549300FWX3HQBUJIR891 Paradox Interactive AB Paradox Interactive AB Y equity-performance leg 2025-11-17 0.00000000 SEK 0.00000000 SEK 12926.00000000 SEK 14035.84000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 358634.00000000 OU Notional Amount 23418114.94000000 0.392774909839 N/A DE CH N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 ABB Ltd. ABB Ltd. Y equity-performance leg 2027-01-06 0.00000000 CHF 0.00000000 CHF 358634.00000000 CHF 102039.89000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 3899400.00000000 OU Notional Amount -8267895.54000000 -0.13867136332 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Nissan Motor Co. Ltd. Nissan Motor Co. Ltd. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 3899400.00000000 JPY -174575.31000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 52763.00000000 OU Notional Amount 1047770.99000000 0.017573496294 N/A DE DE N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Evonik Industries AG Evonik Industries AG Y equity-performance leg 2026-08-19 0.00000000 EUR 0.00000000 EUR 52763.00000000 EUR -33203.47000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 80375.00000000 OU Notional Amount 26503751.16000000 0.444528028791 N/A DE FR N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Safran SA Safran SA Y equity-performance leg 2026-08-17 0.00000000 EUR 0.00000000 EUR 80375.00000000 EUR 477741.02000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 72008.00000000 OU Notional Amount USD -11978530.80000000 -0.20090713394 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 FTI Consulting, Inc. FTI Consulting, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 72008.00000000 USD -6663.11000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 89328.00000000 OU Notional Amount USD 10250388.00000000 0.171922259022 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Advanced Drainage Systems, Inc. Advanced Drainage Systems, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 89328.00000000 USD 46388.85000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 8695.00000000 OU Notional Amount USD -756117.20000000 -0.01268180064 N/A DE US N 2 BNP Paribas 549300FWX3HQBUJIR891 Trade Desk, Inc. Trade Desk, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 8695.00000000 USD -21150.59000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 327261.00000000 OU Notional Amount USD -27696098.43000000 -0.46452639726 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Ingersoll Rand, Inc. Ingersoll Rand, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 327261.00000000 USD 856851.13000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 40828.00000000 OU Notional Amount -790118.30000000 -0.01325207621 N/A DE IT N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Fincantieri SpA Fincantieri SpA Y equity-performance leg 2027-01-04 0.00000000 EUR 0.00000000 EUR 40828.00000000 EUR 1584.39000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 32020.00000000 OU Notional Amount USD 638158.60000000 0.010703367338 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Compass Minerals International, Inc. Compass Minerals International, Inc. Y equity-performance leg 2028-04-21 0.00000000 USD 0.00000000 USD 32020.00000000 USD -62118.80000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 32619.00000000 OU Notional Amount -6558215.02000000 -0.10999614272 N/A DE FR N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Airbus SE Airbus SE Y equity-performance leg 2026-08-19 0.00000000 EUR 0.00000000 EUR 32619.00000000 EUR 258514.38000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 3392.00000000 OU Notional Amount 3207128.97000000 0.053790827966 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Global One Real Estate Investment Corp. Global One Real Estate Investment Corp. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 3392.00000000 JPY -51449.82000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 37700.00000000 OU Notional Amount -715097.91000000 -0.01199381409 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Nissin Foods Holdings Co. Ltd. Nissin Foods Holdings Co. Ltd. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 37700.00000000 JPY 4946.22000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 22708.00000000 OU Notional Amount USD 531140.12000000 0.008908424665 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Hackett Group, Inc. Hackett Group, Inc. Y equity-performance leg 2028-04-21 0.00000000 USD 0.00000000 USD 22708.00000000 USD -9764.44000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 336175.00000000 OU Notional Amount -9360299.87000000 -0.15699346198 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Canadian Utilities Ltd. Canadian Utilities Ltd. Y equity-performance leg 2027-01-06 0.00000000 CAD 0.00000000 CAD 336175.00000000 CAD 288418.16000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 283600.00000000 OU Notional Amount -10535134.19000000 -0.17669809855 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 SBI Holdings, Inc. SBI Holdings, Inc. Y equity-performance leg 2027-09-09 0.00000000 JPY 0.00000000 JPY 283600.00000000 JPY 747720.52000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 559872.00000000 OU Notional Amount USD 5201210.88000000 0.087236105027 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 ADTRAN Holdings, Inc. ADTRAN Holdings, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 559872.00000000 USD -23367.41000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 140011.00000000 OU Notional Amount -2369318.91000000 -0.03973885274 N/A DE AU N 2 BNP Paribas 549300FWX3HQBUJIR891 Woodside Energy Group Ltd. Woodside Energy Group Ltd. Y equity-performance leg 2027-03-22 0.00000000 AUD 0.00000000 AUD 140011.00000000 AUD 22859.48000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 159112.00000000 OU Notional Amount -2922607.16000000 -0.04901875179 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Ryoyo Ryosan Holdings, Inc. Ryoyo Ryosan Holdings, Inc. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 159112.00000000 JPY 3103.89000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 296207.00000000 OU Notional Amount 10762617.14000000 0.180513503654 N/A DE SE N 2 UBS AG BFM8T61CT2L1QCEMIK50 Trelleborg AB Trelleborg AB Y equity-performance leg 2029-09-03 0.00000000 SEK 0.00000000 SEK 296207.00000000 SEK -588614.62000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 53000.00000000 OU Notional Amount 1165750.66000000 0.019552282989 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Sumitomo Metal Mining Co. Ltd. Sumitomo Metal Mining Co. Ltd. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 53000.00000000 JPY -59530.44000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 8685.00000000 OU Notional Amount USD -2811595.05000000 -0.04715682688 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Fabrinet Fabrinet Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 8685.00000000 USD -199233.90000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 2933.00000000 OU Notional Amount 393712.42000000 0.006603450391 N/A DE FR N 2 UBS AG BFM8T61CT2L1QCEMIK50 Eiffage SA Eiffage SA Y equity-performance leg 2029-09-03 0.00000000 EUR 0.00000000 EUR 2933.00000000 EUR -1496.31000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 59020.00000000 OU Notional Amount 6954450.06000000 0.116641903172 N/A DE FR N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Ipsen SA Ipsen SA Y equity-performance leg 2027-01-04 0.00000000 EUR 0.00000000 EUR 59020.00000000 EUR -398053.17000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 101113.00000000 OU Notional Amount 5776154.80000000 0.096879218784 N/A DE NL N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Prosus NV Prosus NV Y equity-performance leg 2026-07-06 0.00000000 EUR 0.00000000 EUR 101113.00000000 EUR -76437.92000000 N N N United States Treasury 254900HROIFWPRGM1V77 912797QM2 357200000.00000000 PA USD 355842322.09000000 5.968282943961 Long STIV UST US N 2 2025-09-02 None 0.00000000 N N N N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 213169.00000000 OU Notional Amount -422845.44000000 -0.00709207722 N/A DE GB N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Ibstock PLC Ibstock PLC Y equity-performance leg 2026-08-19 0.00000000 GBP 0.00000000 GBP 213169.00000000 GBP 8584.69000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1999.00000000 OU Notional Amount -1896081.65000000 -0.03180159039 N/A DE CH N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Forbo Holding AG Forbo Holding AG Y equity-performance leg 2027-01-04 0.00000000 CHF 0.00000000 CHF 1999.00000000 CHF 351516.31000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 53800.00000000 OU Notional Amount -1335030.16000000 -0.02239148420 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Sumitomo Electric Industries Ltd. Sumitomo Electric Industries Ltd. Y equity-performance leg 2028-02-15 0.00000000 JPY 0.00000000 JPY 53800.00000000 JPY -152807.19000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 12263.00000000 OU Notional Amount -1419126.64000000 -0.02380197293 N/A DE CH N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Banque Cantonale Vaudoise Banque Cantonale Vaudoise Y equity-performance leg 2027-01-04 0.00000000 CHF 0.00000000 CHF 12263.00000000 CHF 72643.44000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 285.00000000 OU Notional Amount -218338.04000000 -0.00366202421 N/A DE CH N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Geberit AG Geberit AG Y equity-performance leg 2025-12-08 0.00000000 CHF 0.00000000 CHF 285.00000000 CHF 1946.68000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 78373.00000000 OU Notional Amount -1644790.21000000 -0.02758686290 N/A DE AU N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Brickworks Ltd. Brickworks Ltd. Y equity-performance leg 2028-02-15 0.00000000 AUD 0.00000000 AUD 78373.00000000 AUD 58601.25000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 26200.00000000 OU Notional Amount 796757.98000000 0.013363438712 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Dai-Dan Co. Ltd. Dai-Dan Co. Ltd. Y equity-performance leg 2028-02-15 0.00000000 JPY 0.00000000 JPY 26200.00000000 JPY 21433.00000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 34102.00000000 OU Notional Amount -11942132.55000000 -0.20029665272 N/A DE CH N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 VAT Group AG VAT Group AG Y equity-performance leg 2026-02-10 0.00000000 CHF 0.00000000 CHF 34102.00000000 CHF 2502276.95000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 598800.00000000 OU Notional Amount 10189085.84000000 0.170894082739 N/A DE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Brother Industries Ltd. Brother Industries Ltd. Y equity-performance leg 2027-01-06 0.00000000 JPY 0.00000000 JPY 598800.00000000 JPY 89583.23000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 69394.00000000 OU Notional Amount -2217988.79000000 -0.03720070335 N/A DE NL N 2 BNP Paribas 549300FWX3HQBUJIR891 Aalberts NV Aalberts NV Y equity-performance leg 2027-03-24 0.00000000 EUR 0.00000000 EUR 69394.00000000 EUR 283828.48000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1698600.00000000 OU Notional Amount -8302530.62000000 -0.13925227218 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Matsui Securities Co. Ltd. Matsui Securities Co. Ltd. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 1698600.00000000 JPY -141360.32000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 12135.00000000 OU Notional Amount 286886.69000000 0.004811740572 N/A DE SE N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Zinzino AB Zinzino AB Y equity-performance leg 2026-07-29 0.00000000 SEK 0.00000000 SEK 12135.00000000 SEK -11201.12000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 281783.00000000 OU Notional Amount -5553907.14000000 -0.09315162137 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 MEG Energy Corp. MEG Energy Corp. Y equity-performance leg 2027-01-04 0.00000000 CAD 0.00000000 CAD 281783.00000000 CAD 31057.07000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 28400.00000000 OU Notional Amount -1731787.01000000 -0.02904599659 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Trend Micro, Inc. Trend Micro, Inc. Y equity-performance leg 2028-03-15 0.00000000 JPY 0.00000000 JPY 28400.00000000 JPY 69649.29000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 72810.00000000 OU Notional Amount USD 5607826.20000000 0.094055966321 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Atkore, Inc. Atkore, Inc. Y equity-performance leg 2028-04-21 0.00000000 USD 0.00000000 USD 72810.00000000 USD 310898.70000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 99400.00000000 OU Notional Amount 1676293.35000000 0.028115242029 N/A DE JP N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Milbon Co. Ltd. Milbon Co. Ltd. Y equity-performance leg 2026-08-19 0.00000000 JPY 0.00000000 JPY 99400.00000000 JPY 32926.31000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 251036.00000000 OU Notional Amount -6189922.56000000 -0.10381904272 N/A DE SE N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Essity AB Essity AB Y equity-performance leg 2025-12-08 0.00000000 SEK 0.00000000 SEK 251036.00000000 SEK 796696.61000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 65200.00000000 OU Notional Amount -2133337.08000000 -0.03578090215 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 PAL GROUP Holdings Co. Ltd. PAL GROUP Holdings Co. Ltd. Y equity-performance leg 2028-02-15 0.00000000 JPY 0.00000000 JPY 65200.00000000 JPY -204239.64000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 42817.00000000 OU Notional Amount -233022.24000000 -0.00390831155 N/A DE PT N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Altri SGPS SA Altri SGPS SA Y equity-performance leg 2026-12-10 0.00000000 EUR 0.00000000 EUR 42817.00000000 EUR 8567.39000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 397394.00000000 OU Notional Amount USD 28536863.14000000 0.478627928663 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Unum Group Unum Group Y equity-performance leg 2027-02-05 0.00000000 USD 0.00000000 USD 397394.00000000 USD -3445405.98000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 6278.00000000 OU Notional Amount -1945912.94000000 -0.03263737416 N/A DE IL N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Israel Corp. Ltd. Israel Corp. Ltd. Y equity-performance leg 2026-08-19 0.00000000 ILS 0.00000000 ILS 6278.00000000 ILS 172463.84000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 575100.00000000 OU Notional Amount 8559832.97000000 0.143567816267 N/A DE JP N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Murata Manufacturing Co. Ltd. Murata Manufacturing Co. Ltd. Y equity-performance leg 2026-08-19 0.00000000 JPY 0.00000000 JPY 575100.00000000 JPY 293893.29000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 191200.00000000 OU Notional Amount -1782118.72000000 -0.02989017354 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Chiba Bank Ltd. Chiba Bank Ltd. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 191200.00000000 JPY -40972.74000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 27007.00000000 OU Notional Amount 168310.24000000 0.002822944524 N/A DE AU N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 AGL Energy Ltd. AGL Energy Ltd. Y equity-performance leg 2028-02-15 0.00000000 AUD 0.00000000 AUD 27007.00000000 AUD 290.28000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 854300.00000000 OU Notional Amount 10966200.59000000 0.183928059925 N/A DE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Sawai Group Holdings Co. Ltd. Sawai Group Holdings Co. Ltd. Y equity-performance leg 2027-01-06 0.00000000 JPY 0.00000000 JPY 854300.00000000 JPY -339551.51000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 40683.00000000 OU Notional Amount -132968.46000000 -0.00223018270 N/A DE AU N 2 BNP Paribas 549300FWX3HQBUJIR891 Medibank Pvt Ltd. Medibank Pvt Ltd. Y equity-performance leg 2026-09-07 0.00000000 AUD 0.00000000 AUD 40683.00000000 AUD 206.79000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 89367.00000000 OU Notional Amount USD 6425487.30000000 0.107769997773 N/A DE US N 2 BNP Paribas 549300FWX3HQBUJIR891 DuPont de Nemours, Inc. DuPont de Nemours, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 89367.00000000 USD -194820.06000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 2120.00000000 OU Notional Amount USD 6714421.60000000 0.112616081410 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Seaboard Corp. Seaboard Corp. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 2120.00000000 USD 239051.20000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 27100.00000000 OU Notional Amount -1426095.13000000 -0.02391885032 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Zensho Holdings Co. Ltd. Zensho Holdings Co. Ltd. Y equity-performance leg 2028-02-15 0.00000000 JPY 0.00000000 JPY 27100.00000000 JPY 6688.45000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 77937.00000000 OU Notional Amount USD -7945677.15000000 -0.13326702999 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 GeneDx Holdings Corp. GeneDx Holdings Corp. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 77937.00000000 USD -1308364.72000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 179129.00000000 OU Notional Amount USD -10960903.51000000 -0.18383921587 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Ryan Specialty Holdings, Inc. Ryan Specialty Holdings, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 179129.00000000 USD 778664.05000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 507002.00000000 OU Notional Amount USD -5049739.92000000 -0.08469559342 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Portillo's, Inc. Portillo's, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 507002.00000000 USD 486043.94000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 51590.00000000 OU Notional Amount -194728.42000000 -0.00326603733 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 TELUS International CDA, Inc. TELUS International CDA, Inc. Y equity-performance leg 2027-01-04 0.00000000 CAD 0.00000000 CAD 51590.00000000 CAD 8373.74000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 16852.00000000 OU Notional Amount -852086.55000000 -0.01429142434 N/A DE CA N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 BRP, Inc. BRP, Inc. Y equity-performance leg 2026-08-18 0.00000000 CAD 0.00000000 CAD 16852.00000000 CAD -36534.49000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 2300.00000000 OU Notional Amount -133856.02000000 -0.00224506909 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Bank of Nagoya Ltd. Bank of Nagoya Ltd. Y equity-performance leg 2028-02-15 0.00000000 JPY 0.00000000 JPY 2300.00000000 JPY -1438.57000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 592856.00000000 OU Notional Amount -7282436.53000000 -0.12214298028 N/A DE AU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Nick Scali Ltd. Nick Scali Ltd. Y equity-performance leg 2027-05-12 0.00000000 AUD 0.00000000 AUD 592856.00000000 AUD 99599.80000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 64042.00000000 OU Notional Amount USD 19956127.62000000 0.334709529216 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 General Dynamics Corp. General Dynamics Corp. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 64042.00000000 USD 389138.05000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1124800.00000000 OU Notional Amount 11927694.29000000 0.200054490353 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Hazama Ando Corp. Hazama Ando Corp. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 1124800.00000000 JPY 68458.14000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 481300.00000000 OU Notional Amount 2513908.41000000 0.042163946654 N/A DE SG N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Singapore Airlines Ltd. Singapore Airlines Ltd. Y equity-performance leg 2025-12-08 0.00000000 SGD 0.00000000 SGD 481300.00000000 SGD -287554.62000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 505735.00000000 OU Notional Amount -1349155.64000000 -0.02262840054 N/A DE GB N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Senior PLC Senior PLC Y equity-performance leg 2027-01-04 0.00000000 GBP 0.00000000 GBP 505735.00000000 GBP -10446.55000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 28300.00000000 OU Notional Amount -1318263.58000000 -0.02211027062 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Rakuten Bank Ltd. Rakuten Bank Ltd. Y equity-performance leg 2028-02-15 0.00000000 JPY 0.00000000 JPY 28300.00000000 JPY -81546.64000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 51096.00000000 OU Notional Amount USD 1376526.24000000 0.023087467594 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Washington Trust Bancorp, Inc. Washington Trust Bancorp, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 51096.00000000 USD -145112.64000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 392700.00000000 OU Notional Amount -8417195.94000000 -0.14117546971 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 East Japan Railway Co. East Japan Railway Co. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 392700.00000000 JPY 17420.78000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 56881.00000000 OU Notional Amount -763147.94000000 -0.01279972209 N/A DE CA N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 First Capital Real Estate Investment Trust First Capital Real Estate Investment Trust Y equity-performance leg 2028-02-15 0.00000000 CAD 0.00000000 CAD 56881.00000000 CAD 3693.74000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1972700.00000000 OU Notional Amount -22830172.53000000 -0.38291378191 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 JFE Holdings, Inc. JFE Holdings, Inc. Y equity-performance leg 2027-09-09 0.00000000 JPY 0.00000000 JPY 1972700.00000000 JPY 824942.54000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 4896619.00000000 OU Notional Amount 5021226.21000000 0.084217353829 N/A DE GB N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Lloyds Banking Group PLC Lloyds Banking Group PLC Y equity-performance leg 2028-02-15 0.00000000 GBP 0.00000000 GBP 4896619.00000000 GBP -25542.17000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 8244.00000000 OU Notional Amount USD 990846.36000000 0.016618741120 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 M/I Homes, Inc. M/I Homes, Inc. Y equity-performance leg 2028-04-21 0.00000000 USD 0.00000000 USD 8244.00000000 USD 48474.72000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 409099.00000000 OU Notional Amount -615513.17000000 -0.01032355210 N/A DE AU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Nuix Ltd. Nuix Ltd. Y equity-performance leg 2027-05-12 0.00000000 AUD 0.00000000 AUD 409099.00000000 AUD 27934.18000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 493071.00000000 OU Notional Amount 1411991.52000000 0.023682300790 N/A DE IT N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Iren SpA Iren SpA Y equity-performance leg 2026-08-19 0.00000000 EUR 0.00000000 EUR 493071.00000000 EUR -34053.40000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 265500.00000000 OU Notional Amount -3772889.48000000 -0.06327991510 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Toyota Boshoku Corp. Toyota Boshoku Corp. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 265500.00000000 JPY 37564.93000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 134712.00000000 OU Notional Amount USD -5143304.16000000 -0.08626487797 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Oxford Industries, Inc. Oxford Industries, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 134712.00000000 USD 863503.92000000 N N N United States Treasury 254900HROIFWPRGM1V77 912797RB5 104000000.00000000 PA USD 103177062.56000000 1.730513388818 Long STIV UST US N 2 2025-10-07 None 0.00000000 N N N N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 259415.00000000 OU Notional Amount -2993518.15000000 -0.05020808995 N/A DE ES N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Acerinox SA Acerinox SA Y equity-performance leg 2028-02-15 0.00000000 EUR 0.00000000 EUR 259415.00000000 EUR 326547.01000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 2698.00000000 OU Notional Amount USD -507682.66000000 -0.00851498984 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Armstrong World Industries, Inc. Armstrong World Industries, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 2698.00000000 USD -11842.34000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 1782.40000000 0.000029894891 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 46000.00000000 EUR 54430.68000000 USD 2025-09-17 1782.40000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1119100.00000000 OU Notional Amount 19042428.12000000 0.319384715940 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Brother Industries Ltd. Brother Industries Ltd. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 1119100.00000000 JPY -14574.67000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 163549.00000000 OU Notional Amount USD 1771235.67000000 0.029707640105 N/A DE US N 2 BNP Paribas 549300FWX3HQBUJIR891 Stratasys Ltd. Stratasys Ltd. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 163549.00000000 USD -45793.72000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 231416.00000000 OU Notional Amount -1329219.96000000 -0.02229403396 N/A DE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 TRYT, Inc. TRYT, Inc. Y equity-performance leg 2027-01-06 0.00000000 JPY 0.00000000 JPY 231416.00000000 JPY 55502.40000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 45900.00000000 OU Notional Amount -1186042.80000000 -0.01989262820 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 JMDC, Inc. JMDC, Inc. Y equity-performance leg 2028-02-15 0.00000000 JPY 0.00000000 JPY 45900.00000000 JPY 8519.69000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 285438.00000000 OU Notional Amount USD -5100777.06000000 -0.08555160203 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Comstock Resources, Inc. Comstock Resources, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 285438.00000000 USD 1471715.43000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 319300.00000000 OU Notional Amount 4853967.26000000 0.081412041823 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Tsukishima Holdings Co. Ltd. Tsukishima Holdings Co. Ltd. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 319300.00000000 JPY 83225.18000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 260768.00000000 OU Notional Amount 6073922.51000000 0.101873458745 N/A DE SE N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 SKF AB SKF AB Y equity-performance leg 2027-01-18 0.00000000 SEK 0.00000000 SEK 260768.00000000 SEK -210391.06000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 163960.00000000 OU Notional Amount USD 6978137.60000000 0.117039196951 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 ACI Worldwide, Inc. ACI Worldwide, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 163960.00000000 USD -552545.20000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 13498.00000000 OU Notional Amount 196959.87000000 0.003303463809 N/A DE FI N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Nordea Bank Abp Nordea Bank Abp Y equity-performance leg 2026-06-25 0.00000000 EUR 0.00000000 EUR 13498.00000000 EUR -1486.53000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 107141.00000000 OU Notional Amount 1449836.71000000 0.024317050476 N/A DE CA N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Aecon Group, Inc. Aecon Group, Inc. Y equity-performance leg 2025-12-08 0.00000000 CAD 0.00000000 CAD 107141.00000000 CAD -37693.44000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 9400.00000000 OU Notional Amount -223804.00000000 -0.00375370076 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Fukuyama Transporting Co. Ltd. Fukuyama Transporting Co. Ltd. Y equity-performance leg 2028-02-15 0.00000000 JPY 0.00000000 JPY 9400.00000000 JPY -4993.75000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 108891.00000000 OU Notional Amount 7821666.39000000 0.131187088243 N/A DE DE N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 GEA Group AG GEA Group AG Y equity-performance leg 2026-08-17 0.00000000 EUR 0.00000000 EUR 108891.00000000 EUR 252298.04000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 25086.00000000 OU Notional Amount USD 4832567.04000000 0.081053111588 N/A DE US N 2 BNP Paribas 549300FWX3HQBUJIR891 AutoNation, Inc. AutoNation, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 25086.00000000 USD -307214.12000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 3300.00000000 OU Notional Amount -108538.71000000 -0.00182044037 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Hyakujushi Bank Ltd. Hyakujushi Bank Ltd. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 3300.00000000 JPY -92.03000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 609155.00000000 OU Notional Amount USD -13474508.60000000 -0.22599807516 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 OneSpaWorld Holdings Ltd. OneSpaWorld Holdings Ltd. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 609155.00000000 USD -261495.44000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 21552.00000000 OU Notional Amount USD 583197.12000000 0.009781538642 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 CBL & Associates Properties, Inc. CBL & Associates Properties, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 21552.00000000 USD 29310.72000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 101339.00000000 OU Notional Amount 888686.75000000 0.014905292718 N/A DE DE N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Deutz AG Deutz AG Y equity-performance leg 2028-02-15 0.00000000 EUR 0.00000000 EUR 101339.00000000 EUR -39475.72000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 43407.00000000 OU Notional Amount -2581563.97000000 -0.04329868386 N/A DE FR N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Sodexo SA Sodexo SA Y equity-performance leg 2027-01-04 0.00000000 EUR 0.00000000 EUR 43407.00000000 EUR 89022.29000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 213788.00000000 OU Notional Amount 8513872.58000000 0.142796956269 N/A DE CA N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Empire Co. Ltd. Empire Co. Ltd. Y equity-performance leg 2025-12-08 0.00000000 CAD 0.00000000 CAD 213788.00000000 CAD -295458.63000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 328866.00000000 OU Notional Amount USD -8300577.84000000 -0.13921951963 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Four Corners Property Trust, Inc. Four Corners Property Trust, Inc. Y equity-performance leg 2028-04-21 0.00000000 USD 0.00000000 USD 328866.00000000 USD 332154.66000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 34900.00000000 OU Notional Amount -531218.41000000 -0.00890973776 N/A DE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 Tsuburaya Fields Holdings, Inc. Tsuburaya Fields Holdings, Inc. Y equity-performance leg 2028-04-03 0.00000000 JPY 0.00000000 JPY 34900.00000000 JPY -57851.04000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 66500.00000000 OU Notional Amount -1429370.11000000 -0.02397377916 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 KYB Corp. KYB Corp. Y equity-performance leg 2028-02-15 0.00000000 JPY 0.00000000 JPY 66500.00000000 JPY 2442.73000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 215329.00000000 OU Notional Amount 25372666.52000000 0.425557173595 N/A DE FR N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Ipsen SA Ipsen SA Y equity-performance leg 2026-08-17 0.00000000 EUR 0.00000000 EUR 215329.00000000 EUR -1452260.06000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 43622.00000000 OU Notional Amount 417180.30000000 0.006997059974 N/A DE IL N 2 BNP Paribas 549300FWX3HQBUJIR891 Israel Discount Bank Ltd. Israel Discount Bank Ltd. Y equity-performance leg 2027-07-19 0.00000000 ILS 0.00000000 ILS 43622.00000000 ILS -7418.03000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 56415.00000000 OU Notional Amount -1222198.64000000 -0.02049904366 N/A DE IT N 2 BNP Paribas 549300FWX3HQBUJIR891 ERG SpA ERG SpA Y equity-performance leg 2027-03-17 0.00000000 EUR 0.00000000 EUR 56415.00000000 EUR 11138.83000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 4311.00000000 OU Notional Amount USD 59966.01000000 0.001005766016 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Bandwidth, Inc. Bandwidth, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 4311.00000000 USD -9311.76000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 961807.00000000 OU Notional Amount USD -12513109.07000000 -0.20987322418 N/A DE US N 2 BNP Paribas 549300FWX3HQBUJIR891 O-I Glass, Inc. O-I Glass, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 961807.00000000 USD 1365765.94000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 33991.00000000 OU Notional Amount USD -1295736.92000000 -0.02173244743 N/A DE US N 2 BNP Paribas 549300FWX3HQBUJIR891 First Merchants Corp. First Merchants Corp. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 33991.00000000 USD 68661.82000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 100474.00000000 OU Notional Amount USD -25497286.98000000 -0.42764734140 N/A DE US N 2 BNP Paribas 549300FWX3HQBUJIR891 Oracle Corp. Oracle Corp. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 100474.00000000 USD -1873717.29000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 225856.00000000 OU Notional Amount USD -14265064.96000000 -0.23925749864 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Bancorp, Inc. Bancorp, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 225856.00000000 USD 207797.05000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 2167.00000000 OU Notional Amount USD -1913330.98000000 -0.03209090078 N/A DE US N 2 BNP Paribas 549300FWX3HQBUJIR891 United Rentals, Inc. United Rentals, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 2167.00000000 USD -2677.59000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 39888.00000000 OU Notional Amount -176940.06000000 -0.00296768618 N/A DE NZ N 2 UBS AG BFM8T61CT2L1QCEMIK50 Auckland International Airport Ltd. Auckland International Airport Ltd. Y equity-performance leg 2028-04-18 0.00000000 NZD 0.00000000 NZD 39888.00000000 NZD -660.49000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 161027.00000000 OU Notional Amount USD -4708429.48000000 -0.07897104311 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Dave & Buster's Entertainment, Inc. Dave & Buster's Entertainment, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 161027.00000000 USD 323664.27000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 24800.00000000 OU Notional Amount 8629740.74000000 0.144740328151 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 SMC Corp. SMC Corp. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 24800.00000000 JPY 269467.89000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 721139.00000000 OU Notional Amount -15124349.99000000 -0.25366965782 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Saputo, Inc. Saputo, Inc. Y equity-performance leg 2027-01-04 0.00000000 CAD 0.00000000 CAD 721139.00000000 CAD 184183.45000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 30.00000000 OU Notional Amount 0.00000000 0.000000 N/A DE BE N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Biocartis Group NV Biocartis Group NV Y equity-performance leg 2026-08-19 0.00000000 EUR 0.00000000 EUR 30.00000000 EUR 10.09000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 397226.00000000 OU Notional Amount -9794603.87000000 -0.16427772524 N/A DE SE N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Essity AB Essity AB Y equity-performance leg 2027-01-08 0.00000000 SEK 0.00000000 SEK 397226.00000000 SEK 481247.00000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 397111.00000000 OU Notional Amount -8084946.10000000 -0.13560288621 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Westshore Terminals Investment Corp. Westshore Terminals Investment Corp. Y equity-performance leg 2027-01-04 0.00000000 CAD 0.00000000 CAD 397111.00000000 CAD 292767.41000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 387718.00000000 OU Notional Amount USD 10041896.20000000 0.168425378587 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 MGIC Investment Corp. MGIC Investment Corp. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 387718.00000000 USD 69661.08000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 27108.00000000 OU Notional Amount 368535.06000000 0.006181168951 N/A DE NO N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Nordic Semiconductor ASA Nordic Semiconductor ASA Y equity-performance leg 2027-01-04 0.00000000 NOK 0.00000000 NOK 27108.00000000 NOK 106.86000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 5500.00000000 OU Notional Amount -1625395.57000000 -0.02726157080 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Disco Corp. Disco Corp. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 5500.00000000 JPY -52680.70000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 16959.00000000 OU Notional Amount -505349.42000000 -0.00847585612 N/A DE SE N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Axfood AB Axfood AB Y equity-performance leg 2027-01-18 0.00000000 SEK 0.00000000 SEK 16959.00000000 SEK 6949.43000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 41100.00000000 OU Notional Amount -865300.27000000 -0.01451304839 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Riken Keiki Co. Ltd. Riken Keiki Co. Ltd. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 41100.00000000 JPY -4405.79000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 21793.00000000 OU Notional Amount USD -6260039.25000000 -0.10499505866 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Arthur J Gallagher & Co. Arthur J Gallagher & Co. Y equity-performance leg 2028-04-18 0.00000000 USD 0.00000000 USD 21793.00000000 USD 474412.94000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 373629.00000000 OU Notional Amount USD -6329275.26000000 -0.10615630361 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Healthpeak Properties, Inc. Healthpeak Properties, Inc. Y equity-performance leg 2027-01-06 0.00000000 USD 0.00000000 USD 373629.00000000 USD 548651.33000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 206612.00000000 OU Notional Amount USD 3026865.80000000 0.050767405691 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Myers Industries, Inc. Myers Industries, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 206612.00000000 USD -66115.84000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 212157.00000000 OU Notional Amount 1536461.13000000 0.025769938500 N/A DE GB N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Chemring Group PLC Chemring Group PLC Y equity-performance leg 2026-12-10 0.00000000 GBP 0.00000000 GBP 212157.00000000 GBP -61561.05000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 3135.00000000 OU Notional Amount USD -93955.95000000 -0.00157585441 N/A DE US N 2 BNP Paribas 549300FWX3HQBUJIR891 Distribution Solutions Group, Inc. Distribution Solutions Group, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 3135.00000000 USD -6175.95000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 384413.00000000 OU Notional Amount USD -20827496.34000000 -0.34932435928 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Archer-Daniels-Midland Co. Archer-Daniels-Midland Co. Y equity-performance leg 2027-01-06 0.00000000 USD 0.00000000 USD 384413.00000000 USD 472827.99000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 113716.00000000 OU Notional Amount -1538809.90000000 -0.02580933270 N/A DE CA N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 ERO Copper Corp. ERO Copper Corp. Y equity-performance leg 2026-08-19 0.00000000 CAD 0.00000000 CAD 113716.00000000 CAD 106954.18000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 47327.00000000 OU Notional Amount 1017904.17000000 0.017072561972 N/A DE GB N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Softcat PLC Softcat PLC Y equity-performance leg 2025-12-08 0.00000000 GBP 0.00000000 GBP 47327.00000000 GBP -41271.21000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 245953.00000000 OU Notional Amount USD 54968035.97000000 0.921938654221 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 FedEx Corp. FedEx Corp. Y equity-performance leg 2027-02-05 0.00000000 USD 0.00000000 USD 245953.00000000 USD -2019274.13000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 24813.00000000 OU Notional Amount -3391372.65000000 -0.05688101242 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Dollarama, Inc. Dollarama, Inc. Y equity-performance leg 2027-01-06 0.00000000 CAD 0.00000000 CAD 24813.00000000 CAD -2600.26000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 33752.00000000 OU Notional Amount -4850848.68000000 -0.08135973616 N/A DE FR N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Nexans SA Nexans SA Y equity-performance leg 2027-01-04 0.00000000 EUR 0.00000000 EUR 33752.00000000 EUR -265340.21000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 90304.00000000 OU Notional Amount USD 4832167.04000000 0.081046402681 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Spectrum Brands Holdings, Inc. Spectrum Brands Holdings, Inc. Y equity-performance leg 2026-08-19 0.00000000 USD 0.00000000 USD 90304.00000000 USD -72243.20000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 431300.00000000 OU Notional Amount -10139555.48000000 -0.17006334624 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Asics Corp. Asics Corp. Y equity-performance leg 2028-02-15 0.00000000 JPY 0.00000000 JPY 431300.00000000 JPY 412045.06000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 1500.00000000 OU Notional Amount -24131.30000000 -0.00040473664 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Yakult Honsha Co. Ltd. Yakult Honsha Co. Ltd. Y equity-performance leg 2028-03-15 0.00000000 JPY 0.00000000 JPY 1500.00000000 JPY 2209.77000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 14100.00000000 OU Notional Amount -292465.36000000 -0.00490530752 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 FUJIFILM Holdings Corp. FUJIFILM Holdings Corp. Y equity-performance leg 2028-03-15 0.00000000 JPY 0.00000000 JPY 14100.00000000 JPY 2574.87000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 7197.00000000 OU Notional Amount USD -2848068.81000000 -0.04776857458 N/A DE US N 2 BNP Paribas 549300FWX3HQBUJIR891 LPL Financial Holdings, Inc. LPL Financial Holdings, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 7197.00000000 USD -14202.63000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 107900.00000000 OU Notional Amount -946119.97000000 -0.01586857810 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Ricoh Co. Ltd. Ricoh Co. Ltd. Y equity-performance leg 2027-09-09 0.00000000 JPY 0.00000000 JPY 107900.00000000 JPY 2831.69000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 45976.00000000 OU Notional Amount 493491.23000000 0.008276967376 N/A DE FI N 2 UBS AG BFM8T61CT2L1QCEMIK50 Sampo OYJ Sampo OYJ Y equity-performance leg 2028-04-18 0.00000000 EUR 0.00000000 EUR 45976.00000000 EUR -1524.28000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 98000.00000000 OU Notional Amount -2028002.15000000 -0.03401419643 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Nitto Denko Corp. Nitto Denko Corp. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 98000.00000000 JPY 24407.77000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 198597.00000000 OU Notional Amount 823098.95000000 0.013805236531 N/A DE GB N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Ocado Group PLC Ocado Group PLC Y equity-performance leg 2028-02-15 0.00000000 GBP 0.00000000 GBP 198597.00000000 GBP 199722.82000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 427800.00000000 OU Notional Amount 5652964.81000000 0.094813043204 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 H2O Retailing Corp. H2O Retailing Corp. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 427800.00000000 JPY -75166.93000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 490374.00000000 OU Notional Amount 1453242.07000000 0.024374166088 N/A DE GB N 2 UBS AG BFM8T61CT2L1QCEMIK50 Firstgroup PLC Firstgroup PLC Y equity-performance leg 2028-04-24 0.00000000 GBP 0.00000000 GBP 490374.00000000 GBP 17986.43000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 295394.00000000 OU Notional Amount USD 15839026.28000000 0.265656400398 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Zions Bancorp NA Zions Bancorp NA Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 295394.00000000 USD -954122.62000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 653700.00000000 OU Notional Amount 4586158.34000000 0.076920278729 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Tohoku Electric Power Co., Inc. Tohoku Electric Power Co., Inc. Y equity-performance leg 2028-02-15 0.00000000 JPY 0.00000000 JPY 653700.00000000 JPY -55680.36000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 55177.00000000 OU Notional Amount USD -3426491.70000000 -0.05747003855 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 CVS Health Corp. CVS Health Corp. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 55177.00000000 USD -56280.54000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 288305.00000000 OU Notional Amount USD -4855056.20000000 -0.08143030581 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Nomad Foods Ltd. Nomad Foods Ltd. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 288305.00000000 USD 106672.85000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 230205.00000000 OU Notional Amount 3297811.26000000 0.055311775675 N/A DE DK N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 GN Store Nord AS GN Store Nord AS Y equity-performance leg 2027-01-04 0.00000000 DKK 0.00000000 DKK 230205.00000000 DKK -249017.67000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 177100.00000000 OU Notional Amount -1067053.34000000 -0.01789690504 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Nxera Pharma Co. Ltd. Nxera Pharma Co. Ltd. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 177100.00000000 JPY -52049.76000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 549342.00000000 OU Notional Amount USD 30631309.92000000 0.513756552264 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Fox Corp. Fox Corp. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 549342.00000000 USD -112571.14000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 58700.00000000 OU Notional Amount -1069286.69000000 -0.01793436339 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Mizuno Corp. Mizuno Corp. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 58700.00000000 JPY -4224.31000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 367489.00000000 OU Notional Amount -1132242.62000000 -0.01899027714 N/A DE GB N 2 UBS AG BFM8T61CT2L1QCEMIK50 ConvaTec Group PLC ConvaTec Group PLC Y equity-performance leg 2028-04-18 0.00000000 GBP 0.00000000 GBP 367489.00000000 GBP 45360.11000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 220984.00000000 OU Notional Amount 4380051.97000000 0.073463407367 N/A DE CH N 2 BNP Paribas 549300FWX3HQBUJIR891 EFG International AG EFG International AG Y equity-performance leg 2027-03-17 0.00000000 CHF 0.00000000 CHF 220984.00000000 CHF 48815.16000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 33013.00000000 OU Notional Amount -702561.74000000 -0.01178355409 N/A DE FI N 2 BNP Paribas 549300FWX3HQBUJIR891 Kemira OYJ Kemira OYJ Y equity-performance leg 2027-03-24 0.00000000 EUR 0.00000000 EUR 33013.00000000 EUR 9350.03000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 34693.00000000 OU Notional Amount USD 377459.84000000 0.006330857757 N/A DE US N 2 BNP Paribas 549300FWX3HQBUJIR891 Ardmore Shipping Corp. Ardmore Shipping Corp. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 34693.00000000 USD 32264.49000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 98962.00000000 OU Notional Amount 1279495.70000000 0.021460045332 N/A DE GB N 2 UBS AG BFM8T61CT2L1QCEMIK50 Savills PLC Savills PLC Y equity-performance leg 2028-04-24 0.00000000 GBP 0.00000000 GBP 98962.00000000 GBP 27695.82000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 64400.00000000 OU Notional Amount -328672.67000000 -0.00551258624 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Rigaku Holdings Corp. Rigaku Holdings Corp. Y equity-performance leg 2028-02-15 0.00000000 JPY 0.00000000 JPY 64400.00000000 JPY -10685.37000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 161258.00000000 OU Notional Amount USD -1351342.04000000 -0.02266507143 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Nu Skin Enterprises, Inc. Nu Skin Enterprises, Inc. Y equity-performance leg 2028-04-21 0.00000000 USD 0.00000000 USD 161258.00000000 USD 8062.90000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 12633.00000000 OU Notional Amount USD -2823475.50000000 -0.04735608898 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Snowflake, Inc. Snowflake, Inc. Y equity-performance leg 2028-04-18 0.00000000 USD 0.00000000 USD 12633.00000000 USD -85896.82000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 26047.00000000 OU Notional Amount 1801156.64000000 0.030209482646 N/A DE CH N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 DKSH Holding AG DKSH Holding AG Y equity-performance leg 2027-01-04 0.00000000 CHF 0.00000000 CHF 26047.00000000 CHF -90778.07000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 39537.00000000 OU Notional Amount USD -401695.92000000 -0.00673735179 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Embecta Corp. Embecta Corp. Y equity-performance leg 2028-04-21 0.00000000 USD 0.00000000 USD 39537.00000000 USD -22931.46000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 28918.00000000 OU Notional Amount USD -477436.18000000 -0.00800768776 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 First Commonwealth Financial Corp. First Commonwealth Financial Corp. Y equity-performance leg 2028-04-21 0.00000000 USD 0.00000000 USD 28918.00000000 USD 2602.62000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 760666.00000000 OU Notional Amount USD 14407014.04000000 0.241638306717 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Olin Corp. Olin Corp. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 760666.00000000 USD -2324231.26000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 91328.00000000 OU Notional Amount USD -1507825.28000000 -0.02528965033 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 First Commonwealth Financial Corp. First Commonwealth Financial Corp. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 91328.00000000 USD 25571.84000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1732.00000000 OU Notional Amount USD -449419.36000000 -0.00753778214 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 CSW Industrials, Inc. CSW Industrials, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 1732.00000000 USD 46805.63000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 23757.00000000 OU Notional Amount USD 5046224.37000000 0.084636629679 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Enpro, Inc. Enpro, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 23757.00000000 USD 194740.50000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 98492.00000000 OU Notional Amount USD -3590033.40000000 -0.06021300384 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 MGM Resorts International MGM Resorts International Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 98492.00000000 USD 105386.44000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 965197.00000000 OU Notional Amount USD 5414755.17000000 0.090817727180 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Newell Brands, Inc. Newell Brands, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 965197.00000000 USD -163086.99000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 328145.00000000 OU Notional Amount 2215665.24000000 0.037161732150 N/A DE SE N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Fastighets AB Balder Fastighets AB Balder Y equity-performance leg 2027-01-08 0.00000000 SEK 0.00000000 SEK 328145.00000000 SEK -182963.71000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 8652.00000000 OU Notional Amount USD -2615153.52000000 -0.04386205681 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Flutter Entertainment PLC Flutter Entertainment PLC Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 8652.00000000 USD -3611.85000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 342113.00000000 OU Notional Amount -967715.82000000 -0.01623078949 N/A DE AU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Lifestyle Communities Ltd. Lifestyle Communities Ltd. Y equity-performance leg 2027-05-12 0.00000000 AUD 0.00000000 AUD 342113.00000000 AUD 56895.47000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 1062917.00000000 OU Notional Amount 1089965.69000000 0.018281197129 N/A DE GB N 2 BNP Paribas 549300FWX3HQBUJIR891 Lloyds Banking Group PLC Lloyds Banking Group PLC Y equity-performance leg 2027-03-22 0.00000000 GBP 0.00000000 GBP 1062917.00000000 GBP -20284.04000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 12933.00000000 OU Notional Amount 25539586.43000000 0.428356799131 N/A DE DK N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 AP Moller - Maersk AS AP Moller - Maersk AS Y equity-performance leg 2026-05-11 0.00000000 DKK 0.00000000 DKK 12933.00000000 DKK -981140.00000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 233209.00000000 OU Notional Amount USD -981809.89000000 -0.01646717901 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Ready Capital Corp. Ready Capital Corp. Y equity-performance leg 2027-01-04 0.00000000 USD 0.00000000 USD 233209.00000000 USD 37313.44000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 6918500.00000000 OU Notional Amount 17303790.75000000 0.290223823272 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Sumitomo Chemical Co. Ltd. Sumitomo Chemical Co. Ltd. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 6918500.00000000 JPY -62675.67000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 71010.00000000 OU Notional Amount USD -12206619.00000000 -0.20473269046 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Boot Barn Holdings, Inc. Boot Barn Holdings, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 71010.00000000 USD -287268.50000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 422424.00000000 OU Notional Amount 6782712.90000000 0.113761481425 N/A DE GB N 2 BNP Paribas 549300FWX3HQBUJIR891 Sage Group PLC Sage Group PLC Y equity-performance leg 2026-08-17 0.00000000 GBP 0.00000000 GBP 422424.00000000 GBP -223035.32000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 2997699.00000000 OU Notional Amount -14061211.24000000 -0.23583840933 N/A DE GB N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Haleon PLC Haleon PLC Y equity-performance leg 2028-02-15 0.00000000 GBP 0.00000000 GBP 2997699.00000000 GBP 451063.86000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 96.00000000 OU Notional Amount -811623.73000000 -0.01361277106 N/A DE BE N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Lotus Bakeries NV Lotus Bakeries NV Y equity-performance leg 2026-12-10 0.00000000 EUR 0.00000000 EUR 96.00000000 EUR 41325.50000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 22233.00000000 OU Notional Amount USD -2336465.97000000 -0.03918783442 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Crown Castle, Inc. Crown Castle, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 22233.00000000 USD 84662.09000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 6767.00000000 OU Notional Amount 16548616.32000000 0.277557835022 N/A DE FR N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Hermes International SCA Hermes International SCA Y equity-performance leg 2026-06-25 0.00000000 EUR 0.00000000 EUR 6767.00000000 EUR -1933186.78000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 14636.00000000 OU Notional Amount USD 1048376.68000000 0.017583655090 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Procore Technologies, Inc. Procore Technologies, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 14636.00000000 USD -58353.73000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 3639.00000000 OU Notional Amount USD 88648.89000000 0.001486842978 N/A DE FR N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Imerys SA Imerys SA Y equity-performance leg 2026-06-25 0.00000000 USD 0.00000000 USD 3639.00000000 USD -23396.20000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 6606.00000000 OU Notional Amount USD -199038.78000000 -0.00333833184 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 WesBanco, Inc. WesBanco, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 6606.00000000 USD 11940.34000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1782.00000000 OU Notional Amount USD -1009449.54000000 -0.01693075864 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Mastercard, Inc. Mastercard, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 1782.00000000 USD -13739.22000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1079800.00000000 OU Notional Amount -10949385.07000000 -0.18364602551 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Appier Group, Inc. Appier Group, Inc. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 1079800.00000000 JPY 86949.66000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 162900.00000000 OU Notional Amount -2022946.77000000 -0.03392940624 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Towa Corp. Towa Corp. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 162900.00000000 JPY 36244.72000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 18700.00000000 OU Notional Amount -427483.58000000 -0.00716986935 N/A DE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Nojima Corp. Nojima Corp. Y equity-performance leg 2027-01-06 0.00000000 JPY 0.00000000 JPY 18700.00000000 JPY -28326.34000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 986700.00000000 OU Notional Amount 8434696.50000000 0.141468993802 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Mitsubishi Logistics Corp. Mitsubishi Logistics Corp. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 986700.00000000 JPY 576768.47000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 54013.00000000 OU Notional Amount USD 1715452.88000000 0.028772036178 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Harrow, Inc. Harrow, Inc. Y equity-performance leg 2027-02-08 0.00000000 USD 0.00000000 USD 54013.00000000 USD -234956.55000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 127700.00000000 OU Notional Amount 2121132.06000000 0.035576196280 N/A DE JP N 2 BNP Paribas 549300FWX3HQBUJIR891 Doutor Nichires Holdings Co. Ltd. Doutor Nichires Holdings Co. Ltd. Y equity-performance leg 2027-03-24 0.00000000 JPY 0.00000000 JPY 127700.00000000 JPY -11562.17000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 18643.00000000 OU Notional Amount 3674780.72000000 0.061634408648 N/A DE CA N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 FirstService Corp. FirstService Corp. Y equity-performance leg 2026-08-18 0.00000000 CAD 0.00000000 CAD 18643.00000000 CAD 376983.80000000 N N N United States Treasury 254900HROIFWPRGM1V77 912797QL4 219105100.00000000 PA USD 218451132.61000000 3.663921034428 Long STIV UST US N 2 2025-08-26 None 0.00000000 N N N N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 947.00000000 OU Notional Amount 314721.29000000 0.005278589955 N/A DE CH N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Roche Holding AG Roche Holding AG Y equity-performance leg 2026-02-26 0.00000000 CHF 0.00000000 CHF 947.00000000 CHF -6028.29000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 15706.00000000 OU Notional Amount USD -142453.42000000 -0.00238926699 N/A DE US N 2 BNP Paribas 549300FWX3HQBUJIR891 ASP Isotopes, Inc. ASP Isotopes, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 15706.00000000 USD -18533.08000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 69518.00000000 OU Notional Amount USD -7462062.12000000 -0.12515570889 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 J.M. Smucker Co. J.M. Smucker Co. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 69518.00000000 USD -58751.16000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 15200.00000000 OU Notional Amount -174544.69000000 -0.00292751039 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Relo Group, Inc. Relo Group, Inc. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 15200.00000000 JPY 161.99000000 N N N JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 000000000 252160000.00000000 OU Notional Amount 91034.48000000 0.001526854734 N/A DE US N 2 JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 SGX Nikkei Dividend Index Futures MNDZ6 Index Y Fixed payment equal to the notional value in field C.11.f.iv.1 equity-performance leg 2027-03-31 0.00000000 JPY 0.00000000 JPY 252160000.00000000 JPY 91034.48000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 46200.00000000 OU Notional Amount -523960.16000000 -0.00878800044 N/A DE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Oisix ra daichi, Inc. Oisix ra daichi, Inc. Y equity-performance leg 2027-01-06 0.00000000 JPY 0.00000000 JPY 46200.00000000 JPY 13172.17000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 33780.00000000 OU Notional Amount USD 1954173.00000000 0.032775914109 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 BioMarin Pharmaceutical, Inc. BioMarin Pharmaceutical, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 33780.00000000 USD -4729.20000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 96200.00000000 OU Notional Amount -203972.80000000 -0.00342108655 N/A DE JP N 2 BNP Paribas 549300FWX3HQBUJIR891 Nissan Motor Co. Ltd. Nissan Motor Co. Ltd. Y equity-performance leg 2027-03-24 0.00000000 JPY 0.00000000 JPY 96200.00000000 JPY 1022.93000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 3938700.00000000 OU Notional Amount 4630438.74000000 0.077662961484 N/A DE SG N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 ComfortDelGro Corp. Ltd. ComfortDelGro Corp. Ltd. Y equity-performance leg 2027-12-24 0.00000000 SGD 0.00000000 SGD 3938700.00000000 SGD 29764.25000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 20440.00000000 OU Notional Amount USD -485450.00000000 -0.00814209770 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Business First Bancshares, Inc. Business First Bancshares, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 20440.00000000 USD 47420.80000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1734683.00000000 OU Notional Amount USD 7719339.35000000 0.129470831661 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 American Axle & Manufacturing Holdings, Inc. American Axle & Manufacturing Holdings, Inc. Y equity-performance leg 2028-04-21 0.00000000 USD 0.00000000 USD 1734683.00000000 USD -468280.59000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 452700.00000000 OU Notional Amount -2310405.57000000 -0.03875074239 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Rigaku Holdings Corp. Rigaku Holdings Corp. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 452700.00000000 JPY -55631.24000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 848.00000000 OU Notional Amount -182196.90000000 -0.00305585531 N/A DE BE N 2 UBS AG BFM8T61CT2L1QCEMIK50 UCB SA UCB SA Y equity-performance leg 2029-09-03 0.00000000 EUR 0.00000000 EUR 848.00000000 EUR 2071.78000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 480.00000000 OU Notional Amount -2701.57000000 -0.00004531145 N/A DE AU N 2 UBS AG BFM8T61CT2L1QCEMIK50 Amotiv Ltd. Amotiv Ltd. Y equity-performance leg 2028-04-03 0.00000000 AUD 0.00000000 AUD 480.00000000 AUD 31.39000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 437772.00000000 OU Notional Amount 1219882.81000000 0.020460201939 N/A DE GB N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Just Group PLC Just Group PLC Y equity-performance leg 2026-12-10 0.00000000 GBP 0.00000000 GBP 437772.00000000 GBP 454453.94000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -5097.11000000 -0.00008549009 N/A DFE XX N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 316408.65000000 USD 272000.00000000 EUR 2025-09-17 -5097.11000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 44855.00000000 OU Notional Amount USD -12159293.40000000 -0.20393893279 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 General Electric Co. General Electric Co. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 44855.00000000 USD -735573.19000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC N/A -10138.30000000 -0.00017004228 N/A DFE XX N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 1068000.00000000 CHF 1146177.44000000 EUR 2025-09-17 -10138.30000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1482401.00000000 OU Notional Amount USD 20175477.61000000 0.338388526128 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 DXC Technology Co. DXC Technology Co. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 1482401.00000000 USD -3232631.24000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 25460.00000000 OU Notional Amount USD -3063856.40000000 -0.05138782196 N/A DE US N 2 BNP Paribas 549300FWX3HQBUJIR891 Shake Shack, Inc. Shake Shack, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 25460.00000000 USD 424029.31000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 46781.00000000 OU Notional Amount -1262585.17000000 -0.02117641738 N/A DE DE N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Schott Pharma AG & Co. KGaA Schott Pharma AG & Co. KGaA Y equity-performance leg 2026-12-10 0.00000000 EUR 0.00000000 EUR 46781.00000000 EUR 92655.97000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 277800.00000000 OU Notional Amount -13614804.36000000 -0.22835115331 N/A DE DE N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 BASF SE BASF SE Y equity-performance leg 2027-01-06 0.00000000 EUR 0.00000000 EUR 277800.00000000 EUR 695196.10000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 256920.00000000 OU Notional Amount 3848015.81000000 0.064539954078 N/A DE ES N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Enagas SA Enagas SA Y equity-performance leg 2025-12-08 0.00000000 EUR 0.00000000 EUR 256920.00000000 EUR -198606.42000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 57336.00000000 OU Notional Amount USD -7453680.00000000 -0.12501512173 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Northern Trust Corp. Northern Trust Corp. Y equity-performance leg 2027-01-06 0.00000000 USD 0.00000000 USD 57336.00000000 USD -191585.61000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 59900.00000000 OU Notional Amount -1408206.29000000 -0.02361881389 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Asics Corp. Asics Corp. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 59900.00000000 JPY 110077.76000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 449684.00000000 OU Notional Amount -2899576.12000000 -0.04863246901 N/A DE GB N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Yellow Cake PLC Yellow Cake PLC Y equity-performance leg 2025-12-08 0.00000000 GBP 0.00000000 GBP 449684.00000000 GBP 91029.12000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 1770328.00000000 OU Notional Amount 3282678.24000000 0.055057960602 N/A DE GB N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Mitie Group PLC Mitie Group PLC Y equity-performance leg 2028-02-15 0.00000000 GBP 0.00000000 GBP 1770328.00000000 GBP 7790.51000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 2230322.00000000 OU Notional Amount -3968212.39000000 -0.06655592338 N/A DE AU N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Fletcher Building Ltd. Fletcher Building Ltd. Y equity-performance leg 2028-02-15 0.00000000 AUD 0.00000000 AUD 2230322.00000000 AUD 18915.28000000 N N N The Montreal Exchange / Bourse De Montreal N/A 000000000 332.00000000 NC 438834.74000000 0.007360254054 N/A DE CA N 1 The Montreal Exchange / Bourse De Montreal N/A Long Montreal Exchange S&P/TSX 60 Index Futures PTU5 Index 2025-09-18 107046270.59000000 CAD 438834.74000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 152848.00000000 OU Notional Amount -6295400.69000000 -0.10558815023 N/A DE BE N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Bekaert SA Bekaert SA Y equity-performance leg 2028-02-15 0.00000000 EUR 0.00000000 EUR 152848.00000000 EUR 245143.72000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 129054.00000000 OU Notional Amount -532127.14000000 -0.00892497922 N/A DE GB N 2 UBS AG BFM8T61CT2L1QCEMIK50 YouGov PLC YouGov PLC Y equity-performance leg 2028-04-24 0.00000000 GBP 0.00000000 GBP 129054.00000000 GBP 26082.67000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 4000.00000000 OU Notional Amount USD 64360.00000000 0.001079463195 N/A DE US N 2 BNP Paribas 549300FWX3HQBUJIR891 Eagle Bancorp, Inc. Eagle Bancorp, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 4000.00000000 USD -19720.00000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 153860.00000000 OU Notional Amount USD -3426462.20000000 -0.05746954377 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 GigaCloud Technology, Inc. GigaCloud Technology, Inc. Y equity-performance leg 2027-01-04 0.00000000 USD 0.00000000 USD 153860.00000000 USD 81545.80000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 136502.00000000 OU Notional Amount USD -5311292.82000000 -0.08908242887 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Atmus Filtration Technologies, Inc. Atmus Filtration Technologies, Inc. Y equity-performance leg 2027-01-04 0.00000000 USD 0.00000000 USD 136502.00000000 USD -80536.18000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 14788.00000000 OU Notional Amount 205661.63000000 0.003449412063 N/A DE CA N 2 UBS AG BFM8T61CT2L1QCEMIK50 Transcontinental, Inc. Transcontinental, Inc. Y equity-performance leg 2028-04-21 0.00000000 CAD 0.00000000 CAD 14788.00000000 CAD -10837.49000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 37651.00000000 OU Notional Amount USD 15850317.98000000 0.265845787821 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Lockheed Martin Corp. Lockheed Martin Corp. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 37651.00000000 USD 58960.27000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 49122.00000000 OU Notional Amount 2636549.61000000 0.044220917781 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Aritzia, Inc. Aritzia, Inc. Y equity-performance leg 2027-01-06 0.00000000 CAD 0.00000000 CAD 49122.00000000 CAD 8824.60000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 1445300.00000000 OU Notional Amount 9997352.08000000 0.167678272650 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Unicharm Corp. Unicharm Corp. Y equity-performance leg 2028-03-15 0.00000000 JPY 0.00000000 JPY 1445300.00000000 JPY 72411.36000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 64900.00000000 OU Notional Amount 1253331.04000000 0.021021204631 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Osaka Organic Chemical Industry Ltd. Osaka Organic Chemical Industry Ltd. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 64900.00000000 JPY 14357.21000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 10014.00000000 OU Notional Amount USD -2478565.14000000 -0.04157115984 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Broadridge Financial Solutions, Inc. Broadridge Financial Solutions, Inc. Y equity-performance leg 2028-04-18 0.00000000 USD 0.00000000 USD 10014.00000000 USD 25380.44000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 366310.00000000 OU Notional Amount 12314676.32000000 0.206545056836 N/A DE SE N 2 BNP Paribas 549300FWX3HQBUJIR891 AddTech AB AddTech AB Y equity-performance leg 2026-08-17 0.00000000 SEK 0.00000000 SEK 366310.00000000 SEK -646184.49000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 174500.00000000 OU Notional Amount 5838113.94000000 0.097918414112 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Pan Pacific International Holdings Corp. Pan Pacific International Holdings Corp. Y equity-performance leg 2028-03-15 0.00000000 JPY 0.00000000 JPY 174500.00000000 JPY -43566.02000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 38763.00000000 OU Notional Amount USD -6327672.12000000 -0.10612941531 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 EastGroup Properties, Inc. EastGroup Properties, Inc. Y equity-performance leg 2027-01-06 0.00000000 USD 0.00000000 USD 38763.00000000 USD 125684.99000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 69302.00000000 OU Notional Amount USD -3151161.94000000 -0.05285213391 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 California Water Service Group California Water Service Group Y equity-performance leg 2028-04-21 0.00000000 USD 0.00000000 USD 69302.00000000 USD -35604.51000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 3043902.00000000 OU Notional Amount 8387355.92000000 0.140674984887 N/A DE GB N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Serco Group PLC Serco Group PLC Y equity-performance leg 2025-12-08 0.00000000 GBP 0.00000000 GBP 3043902.00000000 GBP -323818.74000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 189562.00000000 OU Notional Amount 3506664.94000000 0.058814725659 N/A DE IL N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Bank Leumi Le-Israel BM Bank Leumi Le-Israel BM Y equity-performance leg 2027-05-23 0.00000000 ILS 0.00000000 ILS 189562.00000000 ILS -33150.01000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 65914.00000000 OU Notional Amount USD -5440541.56000000 -0.09125022343 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Tennant Co. Tennant Co. Y equity-performance leg 2027-01-04 0.00000000 USD 0.00000000 USD 65914.00000000 USD -110076.38000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 1002400.00000000 OU Notional Amount 1710241.22000000 0.028684624817 N/A DE JP N 2 BNP Paribas 549300FWX3HQBUJIR891 NTN Corp. NTN Corp. Y equity-performance leg 2027-03-24 0.00000000 JPY 0.00000000 JPY 1002400.00000000 JPY 44877.35000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 487282.00000000 OU Notional Amount -8388030.64000000 -0.14068630147 N/A DE FI N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 TietoEVRY OYJ TietoEVRY OYJ Y equity-performance leg 2026-12-10 0.00000000 EUR 0.00000000 EUR 487282.00000000 EUR -112833.11000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 12676.00000000 OU Notional Amount USD -695912.40000000 -0.01167202957 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Innodata, Inc. Innodata, Inc. Y equity-performance leg 2027-01-04 0.00000000 USD 0.00000000 USD 12676.00000000 USD -100600.04000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 93800.00000000 OU Notional Amount -1841804.43000000 -0.03089123829 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Yonex Co. Ltd. Yonex Co. Ltd. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 93800.00000000 JPY 68562.98000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 84987.00000000 OU Notional Amount -95396.74000000 -0.00160001973 N/A DE GB N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 JD Sports Fashion PLC JD Sports Fashion PLC Y equity-performance leg 2025-12-08 0.00000000 GBP 0.00000000 GBP 84987.00000000 GBP 6718.54000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 5832.00000000 OU Notional Amount -627794.59000000 -0.01052953938 N/A DE ES N 2 UBS AG BFM8T61CT2L1QCEMIK50 Vidrala SA Vidrala SA Y equity-performance leg 2028-04-24 0.00000000 EUR 0.00000000 EUR 5832.00000000 EUR 22389.23000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 65231.00000000 OU Notional Amount USD -22689951.04000000 -0.38056194944 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Constellation Energy Corp. Constellation Energy Corp. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 65231.00000000 USD -2283085.00000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 13530.00000000 OU Notional Amount 180746.99000000 0.003031537033 N/A DE GB N 2 BNP Paribas 549300FWX3HQBUJIR891 Wise PLC Wise PLC Y equity-performance leg 2027-03-22 0.00000000 GBP 0.00000000 GBP 13530.00000000 GBP -7326.73000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 33061.00000000 OU Notional Amount 1111450.72000000 0.018641549819 N/A DE SE N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 AddTech AB AddTech AB Y equity-performance leg 2027-01-08 0.00000000 SEK 0.00000000 SEK 33061.00000000 SEK -51682.45000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 224436.00000000 OU Notional Amount -1192777.77000000 -0.02000558893 N/A DE GB N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Close Brothers Group PLC Close Brothers Group PLC Y equity-performance leg 2028-02-15 0.00000000 GBP 0.00000000 GBP 224436.00000000 GBP 3490.02000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 5236.00000000 OU Notional Amount -563316.46000000 -0.00944809487 N/A DE DE N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Bilfinger SE Bilfinger SE Y equity-performance leg 2027-01-04 0.00000000 EUR 0.00000000 EUR 5236.00000000 EUR 6139.40000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 125617.00000000 OU Notional Amount -355325.75000000 -0.00595961885 N/A DE AU N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Lifestyle Communities Ltd. Lifestyle Communities Ltd. Y equity-performance leg 2028-02-15 0.00000000 AUD 0.00000000 AUD 125617.00000000 AUD 10468.68000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 47708.00000000 OU Notional Amount USD -5501686.56000000 -0.09227576378 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 CH Robinson Worldwide, Inc. CH Robinson Worldwide, Inc. Y equity-performance leg 2028-04-18 0.00000000 USD 0.00000000 USD 47708.00000000 USD -755690.70000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 38385.00000000 OU Notional Amount 2099640.19000000 0.035215728867 N/A DE AU N 2 UBS AG BFM8T61CT2L1QCEMIK50 Wesfarmers Ltd. Wesfarmers Ltd. Y equity-performance leg 2029-09-03 0.00000000 AUD 0.00000000 AUD 38385.00000000 AUD 16192.17000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 7024.00000000 OU Notional Amount 136523.66000000 0.002289811472 N/A DE ES N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Neinor Homes SA Neinor Homes SA Y equity-performance leg 2026-06-25 0.00000000 EUR 0.00000000 EUR 7024.00000000 EUR -1676.24000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 73103.00000000 OU Notional Amount USD -2389737.07000000 -0.04008131160 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 XPEL, Inc. XPEL, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 73103.00000000 USD 96495.96000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 299500.00000000 OU Notional Amount 8909826.53000000 0.149438002203 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Kumagai Gumi Co. Ltd. Kumagai Gumi Co. Ltd. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 299500.00000000 JPY -3910.78000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 25778.00000000 OU Notional Amount USD 1859367.14000000 0.031185804777 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Corteva, Inc. Corteva, Inc. Y equity-performance leg 2028-02-24 0.00000000 USD 0.00000000 USD 25778.00000000 USD -17057.71000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 148819.00000000 OU Notional Amount 2274392.63000000 0.038146723699 N/A DE GB N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Smith & Nephew PLC Smith & Nephew PLC Y equity-performance leg 2027-01-04 0.00000000 GBP 0.00000000 GBP 148819.00000000 GBP -16496.85000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1829594.00000000 OU Notional Amount 3421412.99000000 0.057384857069 N/A DE AU N 2 UBS AG BFM8T61CT2L1QCEMIK50 South32 Ltd. South32 Ltd. Y equity-performance leg 2029-09-03 0.00000000 AUD 0.00000000 AUD 1829594.00000000 AUD -134915.86000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 153903.00000000 OU Notional Amount USD 10788600.30000000 0.180949300188 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Kroger Co. Kroger Co. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 153903.00000000 USD -211114.37000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 42758.00000000 OU Notional Amount 4924035.05000000 0.082587237605 N/A DE AU N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Xero Ltd. Xero Ltd. Y equity-performance leg 2027-01-06 0.00000000 AUD 0.00000000 AUD 42758.00000000 AUD -143645.77000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 885286.00000000 OU Notional Amount USD 18599858.86000000 0.311961825513 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Invesco Ltd. Invesco Ltd. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 885286.00000000 USD -212468.64000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 15600.00000000 OU Notional Amount -969094.44000000 -0.01625391207 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Cosmos Pharmaceutical Corp. Cosmos Pharmaceutical Corp. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 15600.00000000 JPY 40117.02000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 12227.00000000 OU Notional Amount USD -1525562.79000000 -0.02558714861 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Nelnet, Inc. Nelnet, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 12227.00000000 USD -10515.22000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 54266.00000000 OU Notional Amount -10843995.47000000 -0.18187840284 N/A DE FR N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Sartorius Stedim Biotech Sartorius Stedim Biotech Y equity-performance leg 2028-02-15 0.00000000 EUR 0.00000000 EUR 54266.00000000 EUR 1526457.95000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 83116.00000000 OU Notional Amount -5940370.58000000 -0.09963348992 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce Y equity-performance leg 2027-01-06 0.00000000 CAD 0.00000000 CAD 83116.00000000 CAD 243613.78000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 748.00000000 OU Notional Amount -8782.05000000 -0.00014729489 N/A DE PT N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 EDP Renovaveis SA EDP Renovaveis SA Y equity-performance leg 2027-01-06 0.00000000 EUR 0.00000000 EUR 748.00000000 EUR 492.32000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 403100.00000000 OU Notional Amount 5935751.13000000 0.099556011271 N/A DE JP N 2 BNP Paribas 549300FWX3HQBUJIR891 Obayashi Corp. Obayashi Corp. Y equity-performance leg 2027-03-24 0.00000000 JPY 0.00000000 JPY 403100.00000000 JPY 41748.99000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 8986.00000000 OU Notional Amount USD 6576853.40000000 0.110308750633 N/A DE US N 2 BNP Paribas 549300FWX3HQBUJIR891 Parker-Hannifin Corp. Parker-Hannifin Corp. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 8986.00000000 USD 209014.36000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 101118.00000000 OU Notional Amount -188560.55000000 -0.00316258815 N/A DE GB N 2 BNP Paribas 549300FWX3HQBUJIR891 Johnson Service Group PLC Johnson Service Group PLC Y equity-performance leg 2027-03-17 0.00000000 GBP 0.00000000 GBP 101118.00000000 GBP -1316.40000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 24200.00000000 OU Notional Amount -1010668.76000000 -0.01695120773 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Union Tool Co. Union Tool Co. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 24200.00000000 JPY -47553.11000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 220084.00000000 OU Notional Amount 3277229.03000000 0.054966564989 N/A DE GB N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 IG Group Holdings PLC IG Group Holdings PLC Y equity-performance leg 2025-12-08 0.00000000 GBP 0.00000000 GBP 220084.00000000 GBP 50206.10000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 119353.00000000 OU Notional Amount USD -5992714.13000000 -0.10051140999 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 NuScale Power Corp. NuScale Power Corp. Y equity-performance leg 2027-01-06 0.00000000 USD 0.00000000 USD 119353.00000000 USD -688666.81000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 39518.00000000 OU Notional Amount USD -4028860.10000000 -0.06757312305 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 GeneDx Holdings Corp. GeneDx Holdings Corp. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 39518.00000000 USD -831853.90000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 76586.00000000 OU Notional Amount USD 1615198.74000000 0.027090546831 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Pacira BioSciences, Inc. Pacira BioSciences, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 76586.00000000 USD -125601.04000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 56700.00000000 OU Notional Amount -1296166.81000000 -0.02173965766 N/A DE JP N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Nojima Corp. Nojima Corp. Y equity-performance leg 2026-08-19 0.00000000 JPY 0.00000000 JPY 56700.00000000 JPY -46789.90000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 8500.00000000 OU Notional Amount -226349.12000000 -0.00379638819 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Kobe Bussan Co. Ltd. Kobe Bussan Co. Ltd. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 8500.00000000 JPY 34101.08000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 457957.00000000 OU Notional Amount -1549298.32000000 -0.02598524729 N/A DE GB N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Legal & General Group PLC Legal & General Group PLC Y equity-performance leg 2025-12-08 0.00000000 GBP 0.00000000 GBP 457957.00000000 GBP 5361.61000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 28800.00000000 OU Notional Amount -1217983.96000000 -0.02042835391 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Ibiden Co. Ltd. Ibiden Co. Ltd. Y equity-performance leg 2028-02-15 0.00000000 JPY 0.00000000 JPY 28800.00000000 JPY 26846.24000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 756300.00000000 OU Notional Amount 4191122.33000000 0.070294628731 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Nomura Real Estate Holdings, Inc. Nomura Real Estate Holdings, Inc. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 756300.00000000 JPY -173337.42000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 2.00000000 OU Notional Amount USD 14.10000000 0.000000236488 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Liberty Latin America Ltd. Liberty Latin America Ltd. Y equity-performance leg 2026-08-19 0.00000000 USD 0.00000000 USD 2.00000000 USD 1.62000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 23339.00000000 OU Notional Amount USD -1573515.38000000 -0.02639142232 N/A DE US N 2 BNP Paribas 549300FWX3HQBUJIR891 Blackbaud, Inc. Blackbaud, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 23339.00000000 USD -106338.68000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 732929.00000000 OU Notional Amount USD -7087423.43000000 -0.11887216822 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 CCC Intelligent Solutions Holdings, Inc. CCC Intelligent Solutions Holdings, Inc. Y equity-performance leg 2028-04-18 0.00000000 USD 0.00000000 USD 732929.00000000 USD -127356.78000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 55400.00000000 OU Notional Amount 1218539.37000000 0.020437669403 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Sumitomo Metal Mining Co. Ltd. Sumitomo Metal Mining Co. Ltd. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 55400.00000000 JPY -58047.46000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 335698.00000000 OU Notional Amount -1233714.08000000 -0.02069218371 N/A DE GB N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Hochschild Mining PLC Hochschild Mining PLC Y equity-performance leg 2028-02-15 0.00000000 GBP 0.00000000 GBP 335698.00000000 GBP -3875.81000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 107487.00000000 OU Notional Amount USD -1816530.30000000 -0.03046733379 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Driven Brands Holdings, Inc. Driven Brands Holdings, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 107487.00000000 USD 76315.77000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -10794.85000000 -0.00018105412 N/A DFE XX N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 312950.17000000 USD 264000.00000000 EUR 2025-09-17 -10794.85000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 118000.00000000 OU Notional Amount -424477.69000000 -0.00711945375 N/A DE HK N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 MTR Corp. Ltd. MTR Corp. Ltd. Y equity-performance leg 2026-08-19 0.00000000 HKD 0.00000000 HKD 118000.00000000 HKD -8092.87000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 71148.00000000 OU Notional Amount USD -7637026.32000000 -0.12809025542 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 J.M. Smucker Co. J.M. Smucker Co. Y equity-performance leg 2027-01-06 0.00000000 USD 0.00000000 USD 71148.00000000 USD 144510.74000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 531920.00000000 OU Notional Amount 20979668.01000000 0.351876623383 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Suncor Energy, Inc. Suncor Energy, Inc. Y equity-performance leg 2027-01-06 0.00000000 CAD 0.00000000 CAD 531920.00000000 CAD 179091.73000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 18587.00000000 OU Notional Amount USD -5073507.52000000 -0.08509422999 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Burlington Stores, Inc. Burlington Stores, Inc. Y equity-performance leg 2028-04-18 0.00000000 USD 0.00000000 USD 18587.00000000 USD -359186.44000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 89200.00000000 OU Notional Amount -790766.46000000 -0.01326294733 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Kyushu Electric Power Co., Inc. Kyushu Electric Power Co., Inc. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 89200.00000000 JPY 7658.44000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 16811.00000000 OU Notional Amount 999673.90000000 0.016766798990 N/A DE FR N 2 Citibank NA E57ODZWZ7FF32TWEFA76 TotalEnergies SE TotalEnergies SE Y equity-performance leg 2026-07-06 0.00000000 EUR 0.00000000 EUR 16811.00000000 EUR -18285.02000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 4522.00000000 OU Notional Amount USD -396760.28000000 -0.00665456991 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Kura Sushi USA, Inc. Kura Sushi USA, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 4522.00000000 USD -2713.20000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 129614.00000000 OU Notional Amount -4583635.97000000 -0.07687797286 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Hydro One Ltd. Hydro One Ltd. Y equity-performance leg 2027-01-06 0.00000000 CAD 0.00000000 CAD 129614.00000000 CAD 68928.75000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 13368.00000000 OU Notional Amount USD -1060216.08000000 -0.01778222868 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Edwards Lifesciences Corp. Edwards Lifesciences Corp. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 13368.00000000 USD -30790.51000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 56500.00000000 OU Notional Amount -866572.55000000 -0.01453438742 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Rakus Co. Ltd. Rakus Co. Ltd. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 56500.00000000 JPY 3372.95000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 4965.00000000 OU Notional Amount -189914.12000000 -0.00318529059 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Andlauer Healthcare Group, Inc. Andlauer Healthcare Group, Inc. Y equity-performance leg 2027-01-04 0.00000000 CAD 0.00000000 CAD 4965.00000000 CAD 2080.85000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 614999.00000000 OU Notional Amount USD -37588738.88000000 -0.63044841834 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 CBIZ, Inc. CBIZ, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 614999.00000000 USD 7238365.73000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 1029607.00000000 OU Notional Amount USD -4993593.95000000 -0.08375389814 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Coty, Inc. Coty, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 1029607.00000000 USD 72072.49000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 22205.00000000 OU Notional Amount -484919.76000000 -0.00813320438 N/A DE AU N 2 BNP Paribas 549300FWX3HQBUJIR891 Fisher & Paykel Healthcare Corp. Ltd. Fisher & Paykel Healthcare Corp. Ltd. Y equity-performance leg 2027-03-22 0.00000000 AUD 0.00000000 AUD 22205.00000000 AUD -2466.97000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 13219.00000000 OU Notional Amount USD 5647156.80000000 0.094715629701 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Medpace Holdings, Inc. Medpace Holdings, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 13219.00000000 USD 666829.24000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 4500.00000000 OU Notional Amount -134961.49000000 -0.00226361033 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Nanto Bank Ltd. Nanto Bank Ltd. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 4500.00000000 JPY 3461.62000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 363486.00000000 OU Notional Amount USD -11148115.62000000 -0.18697918763 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Sable Offshore Corp. Sable Offshore Corp. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 363486.00000000 USD -2711265.84000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 246504.00000000 OU Notional Amount -2430379.50000000 -0.04076297735 N/A DE GB N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 UNITE Group PLC UNITE Group PLC Y equity-performance leg 2028-02-15 0.00000000 GBP 0.00000000 GBP 246504.00000000 GBP 215883.31000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 30853.00000000 OU Notional Amount USD -5546443.81000000 -0.09302644439 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Howmet Aerospace, Inc. Howmet Aerospace, Inc. Y equity-performance leg 2027-01-06 0.00000000 USD 0.00000000 USD 30853.00000000 USD 150675.47000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 26286.00000000 OU Notional Amount 5397950.31000000 0.090535871557 N/A DE AU N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Pro Medicus Ltd. Pro Medicus Ltd. Y equity-performance leg 2025-12-08 0.00000000 AUD 0.00000000 AUD 26286.00000000 AUD -17210.37000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 76249.00000000 OU Notional Amount USD -1601991.49000000 -0.02686903128 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 nLight, Inc. nLight, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 76249.00000000 USD -169272.78000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 173295.00000000 OU Notional Amount USD -11891502.90000000 -0.19944747864 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Carrier Global Corp. Carrier Global Corp. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 173295.00000000 USD 1088292.60000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 75000.00000000 OU Notional Amount -1861101.53000000 -0.03121489443 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Sumitomo Electric Industries Ltd. Sumitomo Electric Industries Ltd. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 75000.00000000 JPY -190228.41000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1534500.00000000 OU Notional Amount -5520008.57000000 -0.09258306545 N/A DE HK N 2 UBS AG BFM8T61CT2L1QCEMIK50 MTR Corp. Ltd. MTR Corp. Ltd. Y equity-performance leg 2029-09-03 0.00000000 HKD 0.00000000 HKD 1534500.00000000 HKD -105241.60000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 148955.00000000 OU Notional Amount USD 4248196.60000000 0.071251893708 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Global Ship Lease, Inc. Global Ship Lease, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 148955.00000000 USD 180235.55000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 110400.00000000 OU Notional Amount 3032663.99000000 0.050864654490 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Takeda Pharmaceutical Co. Ltd. Takeda Pharmaceutical Co. Ltd. Y equity-performance leg 2028-02-15 0.00000000 JPY 0.00000000 JPY 110400.00000000 JPY -264020.70000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 180374.00000000 OU Notional Amount -1186121.29000000 -0.01989394466 N/A DE FR N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Derichebourg SA Derichebourg SA Y equity-performance leg 2027-01-04 0.00000000 EUR 0.00000000 EUR 180374.00000000 EUR 35969.30000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 12578.00000000 OU Notional Amount USD 507019.18000000 0.008503861784 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Allient, Inc. Allient, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 12578.00000000 USD 12703.78000000 N N N United States Treasury 254900HROIFWPRGM1V77 91282CLA7 43370000.00000000 PA USD 43415929.26000000 0.728183619578 Long DBT UST US N 2 2026-07-31 Floating 4.46000000 N N N N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 192709.00000000 OU Notional Amount -4782390.57000000 -0.08021153836 N/A DE AU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 National Australia Bank Ltd. National Australia Bank Ltd. Y equity-performance leg 2027-09-09 0.00000000 AUD 0.00000000 AUD 192709.00000000 AUD -81807.58000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 387049.00000000 OU Notional Amount -4544228.88000000 -0.07621702657 N/A DE PT N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 EDP Renovaveis SA EDP Renovaveis SA Y equity-performance leg 2028-02-15 0.00000000 EUR 0.00000000 EUR 387049.00000000 EUR 62461.80000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 20691.00000000 OU Notional Amount 2382787.06000000 0.039964744175 N/A DE AU N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Xero Ltd. Xero Ltd. Y equity-performance leg 2026-08-19 0.00000000 AUD 0.00000000 AUD 20691.00000000 AUD 29865.95000000 N N N Etoro Group Ltd 213800XPRPJK2X5QRG86 000000000 257021.00000000 NS USD 15410979.16000000 0.258477079202 Long EC CORP VG N 1 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 108085.00000000 OU Notional Amount USD -2129274.50000000 -0.03571276346 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Jack in the Box, Inc. Jack in the Box, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 108085.00000000 USD 189148.75000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 33016.00000000 OU Notional Amount -214742.68000000 -0.00360172187 N/A DE GB N 2 UBS AG BFM8T61CT2L1QCEMIK50 Auction Technology Group PLC Auction Technology Group PLC Y equity-performance leg 2028-04-24 0.00000000 GBP 0.00000000 GBP 33016.00000000 GBP -9021.61000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 12425.00000000 OU Notional Amount USD -1167328.75000000 -0.01957875113 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Franklin Electric Co., Inc. Franklin Electric Co., Inc. Y equity-performance leg 2028-04-21 0.00000000 USD 0.00000000 USD 12425.00000000 USD -55167.00000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 81154.00000000 OU Notional Amount -19926980.44000000 -0.33422066488 N/A DE FR N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Kering SA Kering SA Y equity-performance leg 2026-06-25 0.00000000 EUR 0.00000000 EUR 81154.00000000 EUR -1197122.85000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 26300.00000000 OU Notional Amount USD -12182423.00000000 -0.20432686865 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Domino's Pizza, Inc. Domino's Pizza, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 26300.00000000 USD 342032.39000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 13341.00000000 OU Notional Amount 492678.56000000 0.008263337056 N/A DE SE N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Industrivarden AB Industrivarden AB Y equity-performance leg 2026-07-06 0.00000000 SEK 0.00000000 SEK 13341.00000000 SEK -1579.33000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 13100.00000000 OU Notional Amount -188245.47000000 -0.00315730355 N/A DE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Kyoei Steel Ltd. Kyoei Steel Ltd. Y equity-performance leg 2027-01-06 0.00000000 JPY 0.00000000 JPY 13100.00000000 JPY 11697.90000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 55125.00000000 OU Notional Amount -5589283.52000000 -0.09374496351 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Toromont Industries Ltd. Toromont Industries Ltd. Y equity-performance leg 2027-01-04 0.00000000 CAD 0.00000000 CAD 55125.00000000 CAD -257882.54000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 199000.00000000 OU Notional Amount 5714458.67000000 0.095844434731 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 NEC Corp. NEC Corp. Y equity-performance leg 2028-02-15 0.00000000 JPY 0.00000000 JPY 199000.00000000 JPY 527397.43000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 25234.00000000 OU Notional Amount USD 13076006.46000000 0.219314290306 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Ameriprise Financial, Inc. Ameriprise Financial, Inc. Y equity-performance leg 2028-04-18 0.00000000 USD 0.00000000 USD 25234.00000000 USD -113048.32000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 4664.00000000 OU Notional Amount -830630.99000000 -0.01393156592 N/A DE CH N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Daetwyler Holding AG Daetwyler Holding AG Y equity-performance leg 2028-02-15 0.00000000 CHF 0.00000000 CHF 4664.00000000 CHF -120025.92000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 365776.00000000 OU Notional Amount USD -6412053.28000000 -0.10754467878 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Outfront Media, Inc. Outfront Media, Inc. Y equity-performance leg 2028-04-21 0.00000000 USD 0.00000000 USD 365776.00000000 USD 60088.64000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 188761.00000000 OU Notional Amount USD 3965868.61000000 0.066516612875 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Invesco Ltd. Invesco Ltd. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 188761.00000000 USD 815447.52000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 253956.00000000 OU Notional Amount -5329697.01000000 -0.08939110888 N/A DE AU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Brickworks Ltd. Brickworks Ltd. Y equity-performance leg 2027-05-12 0.00000000 AUD 0.00000000 AUD 253956.00000000 AUD 131862.56000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 12000.00000000 OU Notional Amount -103902.77000000 -0.00174268514 N/A DE AU N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Reece Ltd. Reece Ltd. Y equity-performance leg 2026-08-19 0.00000000 AUD 0.00000000 AUD 12000.00000000 AUD -87.68000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 36155.00000000 OU Notional Amount 1196377.32000000 0.020065961551 N/A DE SE N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Assa Abloy AB Assa Abloy AB Y equity-performance leg 2026-08-17 0.00000000 SEK 0.00000000 SEK 36155.00000000 SEK -2618.23000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 111130.00000000 OU Notional Amount USD 1094630.50000000 0.018359436574 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Wendy's Co. Wendy's Co. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 111130.00000000 USD -101406.13000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 271406.00000000 OU Notional Amount -585886.55000000 -0.00982664648 N/A DE IT N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Piaggio & C SpA Piaggio & C SpA Y equity-performance leg 2026-12-10 0.00000000 EUR 0.00000000 EUR 271406.00000000 EUR 23026.84000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 5950.00000000 OU Notional Amount -652532.15000000 -0.01094444437 N/A DE DE N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Hensoldt AG Hensoldt AG Y equity-performance leg 2025-12-08 0.00000000 EUR 0.00000000 EUR 5950.00000000 EUR 71522.58000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 8600.00000000 OU Notional Amount -171157.61000000 -0.00287070137 N/A DE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Sangetsu Corp. Sangetsu Corp. Y equity-performance leg 2027-01-06 0.00000000 JPY 0.00000000 JPY 8600.00000000 JPY -994.20000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 9700.00000000 OU Notional Amount -182687.71000000 -0.00306408731 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Ogaki Kyoritsu Bank Ltd. Ogaki Kyoritsu Bank Ltd. Y equity-performance leg 2028-02-15 0.00000000 JPY 0.00000000 JPY 9700.00000000 JPY 1478.04000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 228062.00000000 OU Notional Amount 28783120.49000000 0.482758223039 N/A DE AT N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 BAWAG Group AG BAWAG Group AG Y equity-performance leg 2027-01-04 0.00000000 EUR 0.00000000 EUR 228062.00000000 EUR -978693.37000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 159700.00000000 OU Notional Amount -1339777.45000000 -0.02247110702 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Keisei Electric Railway Co. Ltd. Keisei Electric Railway Co. Ltd. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 159700.00000000 JPY 28239.13000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 218313.00000000 OU Notional Amount 417504.95000000 0.007002505091 N/A DE SE N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Volvo Car AB Volvo Car AB Y equity-performance leg 2026-08-17 0.00000000 SEK 0.00000000 SEK 218313.00000000 SEK -18396.50000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 171389.00000000 OU Notional Amount USD 2956460.25000000 0.049586544908 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 MDU Resources Group, Inc. MDU Resources Group, Inc. Y equity-performance leg 2028-04-21 0.00000000 USD 0.00000000 USD 171389.00000000 USD 101119.51000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 3259.00000000 OU Notional Amount -502270.91000000 -0.00842422252 N/A DE CH N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Galderma Group AG Galderma Group AG Y equity-performance leg 2025-12-08 0.00000000 CHF 0.00000000 CHF 3259.00000000 CHF 25766.33000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 46400.00000000 OU Notional Amount USD 10317040.00000000 0.173040164257 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Honeywell International, Inc. Honeywell International, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 46400.00000000 USD -63575.68000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 428787.00000000 OU Notional Amount 1929821.15000000 0.032367478344 N/A DE IT N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Webuild SpA Webuild SpA Y equity-performance leg 2026-08-19 0.00000000 EUR 0.00000000 EUR 428787.00000000 EUR -7193.08000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 66134.00000000 OU Notional Amount USD -1113696.56000000 -0.01867921765 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Nomad Foods Ltd. Nomad Foods Ltd. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 66134.00000000 USD 11242.78000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 108811.00000000 OU Notional Amount USD -1671336.96000000 -0.02803211212 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Healthcare Realty Trust, Inc. Healthcare Realty Trust, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 108811.00000000 USD 58757.94000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 478007.00000000 OU Notional Amount USD 13188213.13000000 0.221196250695 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 SM Energy Co. SM Energy Co. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 478007.00000000 USD 647404.47000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 64766.00000000 OU Notional Amount 173121.41000000 0.002903638759 N/A DE IT N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Saipem SpA Saipem SpA Y equity-performance leg 2026-02-26 0.00000000 EUR 0.00000000 EUR 64766.00000000 EUR -160.44000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 76700.00000000 OU Notional Amount -694589.83000000 -0.01164984707 N/A DE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 Toho Titanium Co. Ltd. Toho Titanium Co. Ltd. Y equity-performance leg 2028-04-03 0.00000000 JPY 0.00000000 JPY 76700.00000000 JPY -31985.85000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 10602.00000000 OU Notional Amount USD 964569.96000000 0.016178026286 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Ducommun, Inc. Ducommun, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 10602.00000000 USD -1374.85000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 7536.00000000 OU Notional Amount -487894.26000000 -0.00818309349 N/A DE FR N 2 UBS AG BFM8T61CT2L1QCEMIK50 Covivio SA Covivio SA Y equity-performance leg 2028-04-18 0.00000000 EUR 0.00000000 EUR 7536.00000000 EUR -7893.18000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 216200.00000000 OU Notional Amount 2257413.19000000 0.037861939974 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Bic Camera, Inc. Bic Camera, Inc. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 216200.00000000 JPY -113831.65000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 22142.00000000 OU Notional Amount USD 1304385.22000000 0.021877499042 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 IDT Corp. IDT Corp. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 22142.00000000 USD -153222.64000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 607542.00000000 OU Notional Amount 9601455.88000000 0.161038195314 N/A DE BE N 2 BNP Paribas 549300FWX3HQBUJIR891 Umicore SA Umicore SA Y equity-performance leg 2027-03-24 0.00000000 EUR 0.00000000 EUR 607542.00000000 EUR -1199687.39000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 24633.00000000 OU Notional Amount 2902557.92000000 0.048682480560 N/A DE FR N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Ipsen SA Ipsen SA Y equity-performance leg 2027-01-06 0.00000000 EUR 0.00000000 EUR 24633.00000000 EUR -166134.25000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 13215.00000000 OU Notional Amount USD -594014.25000000 -0.00996296645 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 CECO Environmental Corp. CECO Environmental Corp. Y equity-performance leg 2027-01-04 0.00000000 USD 0.00000000 USD 13215.00000000 USD -169680.60000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 260824.00000000 OU Notional Amount -7558553.95000000 -0.12677409577 N/A DE SE N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Investor AB Investor AB Y equity-performance leg 2028-02-15 0.00000000 SEK 0.00000000 SEK 260824.00000000 SEK 189981.06000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 227444.00000000 OU Notional Amount USD 13482880.32000000 0.226138487903 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Taylor Morrison Home Corp. Taylor Morrison Home Corp. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 227444.00000000 USD -1714927.76000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 5600.00000000 OU Notional Amount -83642.27000000 -0.00140287060 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Lifedrink Co., Inc. Lifedrink Co., Inc. Y equity-performance leg 2028-02-15 0.00000000 JPY 0.00000000 JPY 5600.00000000 JPY -10771.36000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 9716.00000000 OU Notional Amount -1010657.53000000 -0.01695101938 N/A DE CA N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 National Bank of Canada National Bank of Canada Y equity-performance leg 2026-08-18 0.00000000 CAD 0.00000000 CAD 9716.00000000 CAD -16577.44000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 117603.00000000 OU Notional Amount USD 1451221.02000000 0.024340268495 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Liberty Energy, Inc. Liberty Energy, Inc. Y equity-performance leg 2026-06-25 0.00000000 USD 0.00000000 USD 117603.00000000 USD 73963.71000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 138136.00000000 OU Notional Amount USD -9313129.12000000 -0.15620230150 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Blackbaud, Inc. Blackbaud, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 138136.00000000 USD -196153.12000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 38312.00000000 OU Notional Amount USD 690765.36000000 0.011585702038 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Sabra Health Care REIT, Inc. Sabra Health Care REIT, Inc. Y equity-performance leg 2026-06-25 0.00000000 USD 0.00000000 USD 38312.00000000 USD -7375.06000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1605500.00000000 OU Notional Amount -14104252.47000000 -0.23656030839 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Kikkoman Corp. Kikkoman Corp. Y equity-performance leg 2027-09-09 0.00000000 JPY 0.00000000 JPY 1605500.00000000 JPY 143702.84000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 9400.00000000 OU Notional Amount -140399.52000000 -0.00235481843 N/A DE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 Lifedrink Co., Inc. Lifedrink Co., Inc. Y equity-performance leg 2028-04-03 0.00000000 JPY 0.00000000 JPY 9400.00000000 JPY -18080.48000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 99200.00000000 OU Notional Amount 990791.28000000 0.016617817303 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 ASKUL Corp. ASKUL Corp. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 99200.00000000 JPY -11883.19000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 88298.00000000 OU Notional Amount USD 9814322.70000000 0.164608454758 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Visteon Corp. Visteon Corp. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 88298.00000000 USD 119202.30000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 456352.00000000 OU Notional Amount -2140595.79000000 -0.03590264718 N/A DE GB N 2 BNP Paribas 549300FWX3HQBUJIR891 Haleon PLC Haleon PLC Y equity-performance leg 2027-03-22 0.00000000 GBP 0.00000000 GBP 456352.00000000 GBP 93629.49000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1220942.00000000 OU Notional Amount USD 27593289.20000000 0.462802053260 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 PBF Energy, Inc. PBF Energy, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 1220942.00000000 USD -3551313.12000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 389625.00000000 OU Notional Amount 2257979.39000000 0.037871436432 N/A DE IT N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Snam SpA Snam SpA Y equity-performance leg 2026-08-17 0.00000000 EUR 0.00000000 EUR 389625.00000000 EUR 802.98000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 12700.00000000 OU Notional Amount -782516.45000000 -0.01312457594 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Organo Corp. Organo Corp. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 12700.00000000 JPY 13496.12000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 41247.00000000 OU Notional Amount 450990.22000000 0.007564129028 N/A DE CA N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Canada Goose Holdings, Inc. Canada Goose Holdings, Inc. Y equity-performance leg 2025-12-08 0.00000000 CAD 0.00000000 CAD 41247.00000000 CAD -141333.74000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 14738.00000000 OU Notional Amount USD -1939226.04000000 -0.03252521968 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Ligand Pharmaceuticals, Inc. Ligand Pharmaceuticals, Inc. Y equity-performance leg 2028-04-21 0.00000000 USD 0.00000000 USD 14738.00000000 USD 28740.42000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 8546.00000000 OU Notional Amount USD 244757.44000000 0.004105137483 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Peoples Bancorp, Inc. Peoples Bancorp, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 8546.00000000 USD -8791.56000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 30452.00000000 OU Notional Amount USD -1467177.36000000 -0.02460789251 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 California Resources Corp. California Resources Corp. Y equity-performance leg 2028-04-21 0.00000000 USD 0.00000000 USD 30452.00000000 USD 28473.08000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 294900.00000000 OU Notional Amount 2051841.60000000 0.034414038085 N/A DE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 Asahi Kasei Corp. Asahi Kasei Corp. Y equity-performance leg 2029-09-03 0.00000000 JPY 0.00000000 JPY 294900.00000000 JPY 48926.68000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 56129.00000000 OU Notional Amount -781819.93000000 -0.01311289372 N/A DE CA N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Air Canada Air Canada Y equity-performance leg 2025-12-23 0.00000000 CAD 0.00000000 CAD 56129.00000000 CAD 108520.63000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 162765.00000000 OU Notional Amount 2260885.50000000 0.037920178489 N/A DE IT N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Maire SpA Maire SpA Y equity-performance leg 2026-08-19 0.00000000 EUR 0.00000000 EUR 162765.00000000 EUR -50315.38000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 329872.00000000 OU Notional Amount USD 8962622.24000000 0.150323506023 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Dropbox, Inc. Dropbox, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 329872.00000000 USD -235458.81000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 117993.00000000 OU Notional Amount -3715380.14000000 -0.06231535301 N/A DE CH N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Adecco Group AG Adecco Group AG Y equity-performance leg 2025-12-08 0.00000000 CHF 0.00000000 CHF 117993.00000000 CHF 41671.38000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 427.00000000 OU Notional Amount -838733.60000000 -0.01406746507 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Comforia Residential REIT, Inc. Comforia Residential REIT, Inc. Y equity-performance leg 2028-02-15 0.00000000 JPY 0.00000000 JPY 427.00000000 JPY -252.53000000 N N N MNTN Inc N/A 55318A108 121634.00000000 NS USD 3425213.44000000 0.057448599237 Long EC CORP US N 1 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 5.00000000 OU Notional Amount 12.18000000 0.000000204286 N/A DE IT N 2 UBS AG BFM8T61CT2L1QCEMIK50 A2A SpA A2A SpA Y equity-performance leg 2028-04-18 0.00000000 EUR 0.00000000 EUR 5.00000000 EUR -0.51000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 17600.00000000 OU Notional Amount -361510.23000000 -0.00606334661 N/A DE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Chugoku Marine Paints Ltd. Chugoku Marine Paints Ltd. Y equity-performance leg 2027-01-06 0.00000000 JPY 0.00000000 JPY 17600.00000000 JPY -13869.25000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 58100.00000000 OU Notional Amount 1026057.56000000 0.017209312818 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 DyDo Group Holdings, Inc. DyDo Group Holdings, Inc. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 58100.00000000 JPY -40611.07000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 89200.00000000 OU Notional Amount -2403781.68000000 -0.04031687157 N/A DE JP N 2 BNP Paribas 549300FWX3HQBUJIR891 TOPPAN Holdings, Inc. TOPPAN Holdings, Inc. Y equity-performance leg 2027-03-24 0.00000000 JPY 0.00000000 JPY 89200.00000000 JPY -98502.05000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1117500.00000000 OU Notional Amount -10415887.41000000 -0.17469805955 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Chiba Bank Ltd. Chiba Bank Ltd. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 1117500.00000000 JPY -57937.44000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 4358.00000000 OU Notional Amount USD -270631.80000000 -0.00453910919 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Newmont Corp. Newmont Corp. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 4358.00000000 USD 8225.72000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 61001.00000000 OU Notional Amount -517942.52000000 -0.00868707097 N/A DE SE N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Billerud Aktiebolag Billerud Aktiebolag Y equity-performance leg 2028-02-15 0.00000000 SEK 0.00000000 SEK 61001.00000000 SEK 6960.86000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1193.00000000 OU Notional Amount -727922.87000000 -0.01220891777 N/A DE CH N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 St. Galler Kantonalbank AG St. Galler Kantonalbank AG Y equity-performance leg 2026-08-19 0.00000000 CHF 0.00000000 CHF 1193.00000000 CHF 6871.72000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 427652.00000000 OU Notional Amount 1924712.91000000 0.032281801572 N/A DE IT N 2 BNP Paribas 549300FWX3HQBUJIR891 Webuild SpA Webuild SpA Y equity-performance leg 2027-03-17 0.00000000 EUR 0.00000000 EUR 427652.00000000 EUR 8020.12000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 48063.00000000 OU Notional Amount USD 3840233.70000000 0.064409430440 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Innospec, Inc. Innospec, Inc. Y equity-performance leg 2028-04-21 0.00000000 USD 0.00000000 USD 48063.00000000 USD -186398.05000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 17165.00000000 OU Notional Amount 178141.38000000 0.002987835043 N/A DE CA N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Crombie Real Estate Investment Trust Crombie Real Estate Investment Trust Y equity-performance leg 2025-12-08 0.00000000 CAD 0.00000000 CAD 17165.00000000 CAD -5668.70000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 204.00000000 OU Notional Amount -22435.50000000 -0.00037629422 N/A DE FR N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Esso SA Francaise Esso SA Francaise Y equity-performance leg 2026-12-10 0.00000000 EUR 0.00000000 EUR 204.00000000 EUR 2067.05000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1316802.00000000 OU Notional Amount -14989892.46000000 -0.25141450003 N/A DE SE N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Castellum AB Castellum AB Y equity-performance leg 2027-01-08 0.00000000 SEK 0.00000000 SEK 1316802.00000000 SEK 1140090.93000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 238609.00000000 OU Notional Amount USD -8062598.11000000 -0.13522805972 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Phillips Edison & Co., Inc. Phillips Edison & Co., Inc. Y equity-performance leg 2026-08-19 0.00000000 USD 0.00000000 USD 238609.00000000 USD 59652.25000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 7732.00000000 OU Notional Amount USD -811860.00000000 -0.01361673384 N/A DE US N 2 BNP Paribas 549300FWX3HQBUJIR891 Johnson Controls International PLC Johnson Controls International PLC Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 7732.00000000 USD -13627.65000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 368800.00000000 OU Notional Amount 4158561.17000000 0.069748504215 N/A DE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 Amada Co. Ltd. Amada Co. Ltd. Y equity-performance leg 2029-09-03 0.00000000 JPY 0.00000000 JPY 368800.00000000 JPY 164704.06000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 15288.00000000 OU Notional Amount -12400172.56000000 -0.20797902272 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Japan Real Estate Investment Corp. Japan Real Estate Investment Corp. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 15288.00000000 JPY 12558.99000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 35379.00000000 OU Notional Amount -634203.53000000 -0.01063703184 N/A DE SE N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Epiroc AB Epiroc AB Y equity-performance leg 2025-12-08 0.00000000 SEK 0.00000000 SEK 35379.00000000 SEK 56640.22000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 483000.00000000 OU Notional Amount 5446271.81000000 0.091346332726 N/A DE JP N 2 BNP Paribas 549300FWX3HQBUJIR891 Amada Co. Ltd. Amada Co. Ltd. Y equity-performance leg 2027-03-24 0.00000000 JPY 0.00000000 JPY 483000.00000000 JPY 214733.77000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 157000.00000000 OU Notional Amount 1531706.81000000 0.025690197769 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Autobacs Seven Co. Ltd. Autobacs Seven Co. Ltd. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 157000.00000000 JPY -18923.03000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 65828.00000000 OU Notional Amount 12975565.36000000 0.217629665216 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 FirstService Corp. FirstService Corp. Y equity-performance leg 2027-01-04 0.00000000 CAD 0.00000000 CAD 65828.00000000 CAD 1142541.44000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 10000.00000000 OU Notional Amount -308782.51000000 -0.00517898314 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Ezaki Glico Co. Ltd. Ezaki Glico Co. Ltd. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 10000.00000000 JPY -8.88000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 126627.00000000 OU Notional Amount USD 1088992.20000000 0.018264869493 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 QuantumScape Corp. QuantumScape Corp. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 126627.00000000 USD -427616.08000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 89667.00000000 OU Notional Amount USD 24108766.29000000 0.404358699671 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 VeriSign, Inc. VeriSign, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 89667.00000000 USD -1708156.35000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 223666.00000000 OU Notional Amount USD -941633.86000000 -0.01579333586 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Ready Capital Corp. Ready Capital Corp. Y equity-performance leg 2028-04-21 0.00000000 USD 0.00000000 USD 223666.00000000 USD 2236.66000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 66181.00000000 OU Notional Amount USD 4900041.24000000 0.082184806983 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Haemonetics Corp. Haemonetics Corp. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 66181.00000000 USD -11250.77000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 497297.00000000 OU Notional Amount -1756308.88000000 -0.02945728397 N/A DE SE N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Telia Co. AB Telia Co. AB Y equity-performance leg 2028-02-15 0.00000000 SEK 0.00000000 SEK 497297.00000000 SEK -62195.20000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 41571.00000000 OU Notional Amount USD -24300743.76000000 -0.40757859733 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Tyler Technologies, Inc. Tyler Technologies, Inc. Y equity-performance leg 2028-04-18 0.00000000 USD 0.00000000 USD 41571.00000000 USD -1253371.13000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 99656.00000000 OU Notional Amount 721718.21000000 0.012104851547 N/A DE GB N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Chemring Group PLC Chemring Group PLC Y equity-performance leg 2028-02-15 0.00000000 GBP 0.00000000 GBP 99656.00000000 GBP -18621.54000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 12966.00000000 OU Notional Amount USD -883373.58000000 -0.01481617880 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Masco Corp. Masco Corp. Y equity-performance leg 2028-02-24 0.00000000 USD 0.00000000 USD 12966.00000000 USD -24781.66000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 58131.00000000 OU Notional Amount -306016.71000000 -0.00513259440 N/A DE NO N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Cadeler AS Cadeler AS Y equity-performance leg 2026-12-11 0.00000000 NOK 0.00000000 NOK 58131.00000000 NOK 6804.13000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 46510.00000000 OU Notional Amount USD 3407787.70000000 0.057156330048 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 BlueLinx Holdings, Inc. BlueLinx Holdings, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 46510.00000000 USD -183714.50000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 3074.00000000 OU Notional Amount 6084970.84000000 0.102058764302 N/A DE DE N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Rheinmetall AG Rheinmetall AG Y equity-performance leg 2026-12-10 0.00000000 EUR 0.00000000 EUR 3074.00000000 EUR -103058.14000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 352200.00000000 OU Notional Amount -7773514.77000000 -0.13037947634 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Kokusai Electric Corp. Kokusai Electric Corp. Y equity-performance leg 2027-09-09 0.00000000 JPY 0.00000000 JPY 352200.00000000 JPY 322291.19000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 4509.00000000 OU Notional Amount USD 872852.22000000 0.014639711731 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Moog, Inc. Moog, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 4509.00000000 USD -13190.56000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 45900.00000000 OU Notional Amount -1473430.81000000 -0.02471277705 N/A DE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Toyo Tanso Co. Ltd. Toyo Tanso Co. Ltd. Y equity-performance leg 2027-01-06 0.00000000 JPY 0.00000000 JPY 45900.00000000 JPY 24021.54000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 193419.00000000 OU Notional Amount -9193095.67000000 -0.15418906825 N/A DE NL N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Randstad NV Randstad NV Y equity-performance leg 2025-12-08 0.00000000 EUR 0.00000000 EUR 193419.00000000 EUR 273764.24000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 881.00000000 OU Notional Amount -176050.57000000 -0.00295276741 N/A DE FR N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Sartorius Stedim Biotech Sartorius Stedim Biotech Y equity-performance leg 2028-02-15 0.00000000 EUR 0.00000000 EUR 881.00000000 EUR 24781.80000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 114700.00000000 OU Notional Amount -1451287.84000000 -0.02434138921 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Sansan, Inc. Sansan, Inc. Y equity-performance leg 2028-02-15 0.00000000 JPY 0.00000000 JPY 114700.00000000 JPY 11983.80000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 28201.00000000 OU Notional Amount USD -736892.13000000 -0.01235935260 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Brixmor Property Group, Inc. Brixmor Property Group, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 28201.00000000 USD -19889.68000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 313000.00000000 OU Notional Amount -891152.87000000 -0.01494665514 N/A DE HK N 2 UBS AG BFM8T61CT2L1QCEMIK50 Wharf Holdings Ltd. Wharf Holdings Ltd. Y equity-performance leg 2028-04-18 0.00000000 HKD 0.00000000 HKD 313000.00000000 HKD 19942.11000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 487800.00000000 OU Notional Amount -1038917.45000000 -0.01742500234 N/A DE SG N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 CapitaLand Investment Ltd. CapitaLand Investment Ltd. Y equity-performance leg 2026-08-19 0.00000000 SGD 0.00000000 SGD 487800.00000000 SGD 811.84000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 168223.00000000 OU Notional Amount 5084238.77000000 0.085274217399 N/A DE GB N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Computacenter PLC Computacenter PLC Y equity-performance leg 2026-12-10 0.00000000 GBP 0.00000000 GBP 168223.00000000 GBP -15262.94000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 47133.00000000 OU Notional Amount USD -763554.60000000 -0.01280654271 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Arlo Technologies, Inc. Arlo Technologies, Inc. Y equity-performance leg 2028-04-21 0.00000000 USD 0.00000000 USD 47133.00000000 USD -1390.50000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 202447.00000000 OU Notional Amount 20571320.48000000 0.345027708998 N/A DE CH N 2 UBS AG BFM8T61CT2L1QCEMIK50 SGS SA SGS SA Y equity-performance leg 2028-04-18 0.00000000 CHF 0.00000000 CHF 202447.00000000 CHF -348581.47000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 3387448.00000000 OU Notional Amount -25572103.12000000 -0.42890217778 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Whitecap Resources, Inc. Whitecap Resources, Inc. Y equity-performance leg 2027-01-04 0.00000000 CAD 0.00000000 CAD 3387448.00000000 CAD -548138.70000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 100200.00000000 OU Notional Amount -545766.54000000 -0.00915374290 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Mitsubishi Chemical Group Corp. Mitsubishi Chemical Group Corp. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 100200.00000000 JPY 3706.06000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 331157.00000000 OU Notional Amount -6844958.67000000 -0.11480548418 N/A DE IT N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Iveco Group NV Iveco Group NV Y equity-performance leg 2026-08-19 0.00000000 EUR 0.00000000 EUR 331157.00000000 EUR -838381.25000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 12764.00000000 OU Notional Amount 2009024.47000000 0.033695897688 N/A DE CH N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Valiant Holding AG Valiant Holding AG Y equity-performance leg 2027-01-04 0.00000000 CHF 0.00000000 CHF 12764.00000000 CHF -94551.03000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 440688.00000000 OU Notional Amount -14729599.02000000 -0.24704878859 N/A DE SE N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 EQT AB EQT AB Y equity-performance leg 2025-12-08 0.00000000 SEK 0.00000000 SEK 440688.00000000 SEK 334203.48000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 26200.00000000 OU Notional Amount -421493.41000000 -0.00706940061 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Yakult Honsha Co. Ltd. Yakult Honsha Co. Ltd. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 26200.00000000 JPY 54163.48000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 65752.00000000 OU Notional Amount USD -457633.92000000 -0.00767555894 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Orchid Island Capital, Inc. Orchid Island Capital, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 65752.00000000 USD 3945.12000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 10725.00000000 OU Notional Amount -278961.46000000 -0.00467881648 N/A DE CA N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Element Fleet Management Corp. Element Fleet Management Corp. Y equity-performance leg 2025-12-08 0.00000000 CAD 0.00000000 CAD 10725.00000000 CAD -8455.52000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 94845.00000000 OU Notional Amount -398022.70000000 -0.00667574356 N/A DE AU N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Austal Ltd. Austal Ltd. Y equity-performance leg 2027-01-06 0.00000000 AUD 0.00000000 AUD 94845.00000000 AUD -15137.56000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 4880.00000000 OU Notional Amount -59944.22000000 -0.00100540054 N/A DE AU N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Nick Scali Ltd. Nick Scali Ltd. Y equity-performance leg 2027-01-06 0.00000000 AUD 0.00000000 AUD 4880.00000000 AUD 819.84000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1781712.00000000 OU Notional Amount -11958661.66000000 -0.20057388339 N/A DE CA N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 NexGen Energy Ltd. NexGen Energy Ltd. Y equity-performance leg 2026-08-18 0.00000000 CAD 0.00000000 CAD 1781712.00000000 CAD 103356.54000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 22356.00000000 OU Notional Amount USD 1244334.96000000 0.020870319962 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Kontoor Brands, Inc. Kontoor Brands, Inc. Y equity-performance leg 2026-06-25 0.00000000 USD 0.00000000 USD 22356.00000000 USD -95927.25000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 60800.00000000 OU Notional Amount -5081595.99000000 -0.08522989198 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Nintendo Co. Ltd. Nintendo Co. Ltd. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 60800.00000000 JPY 328608.65000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 154100.00000000 OU Notional Amount 2395631.24000000 0.040180170210 N/A DE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Hosiden Corp. Hosiden Corp. Y equity-performance leg 2027-01-06 0.00000000 JPY 0.00000000 JPY 154100.00000000 JPY 60448.22000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 74767.00000000 OU Notional Amount USD 4356673.09000000 0.073071290516 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Etsy, Inc. Etsy, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 74767.00000000 USD 359629.27000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 359003.00000000 OU Notional Amount 1732225.28000000 0.029053347373 N/A DE GB N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Bytes Technology Group PLC Bytes Technology Group PLC Y equity-performance leg 2026-08-19 0.00000000 GBP 0.00000000 GBP 359003.00000000 GBP 146431.71000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 86653.00000000 OU Notional Amount -487707.32000000 -0.00817995808 N/A DE AU N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Amotiv Ltd. Amotiv Ltd. Y equity-performance leg 2026-08-19 0.00000000 AUD 0.00000000 AUD 86653.00000000 AUD 5666.60000000 N N N United States Treasury 254900HROIFWPRGM1V77 912797RC3 93500000.00000000 PA USD 92685312.06000000 1.554542933157 Long STIV UST US N 2 2025-10-14 None 0.00000000 N N N N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 49200.00000000 OU Notional Amount -2945357.44000000 -0.04940032559 N/A DE JP N 2 BNP Paribas 549300FWX3HQBUJIR891 SWCC Corp. SWCC Corp. Y equity-performance leg 2027-03-24 0.00000000 JPY 0.00000000 JPY 49200.00000000 JPY -261510.74000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 429200.00000000 OU Notional Amount -13354515.42000000 -0.22398551734 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 SCSK Corp. SCSK Corp. Y equity-performance leg 2027-09-09 0.00000000 JPY 0.00000000 JPY 429200.00000000 JPY -440299.88000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 29641.00000000 OU Notional Amount USD -1956009.59000000 -0.03280671789 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 RLI Corp. RLI Corp. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 29641.00000000 USD 164211.14000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 3948.00000000 OU Notional Amount 123701.16000000 0.002074749060 N/A DE BE N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Solvay SA Solvay SA Y equity-performance leg 2026-12-10 0.00000000 EUR 0.00000000 EUR 3948.00000000 EUR -14013.83000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1687.00000000 OU Notional Amount -590768.21000000 -0.00990852299 N/A DE CH N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 VAT Group AG VAT Group AG Y equity-performance leg 2025-12-08 0.00000000 CHF 0.00000000 CHF 1687.00000000 CHF 123785.74000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 297200.00000000 OU Notional Amount 3103160.04000000 0.052047033164 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Bic Camera, Inc. Bic Camera, Inc. Y equity-performance leg 2028-02-15 0.00000000 JPY 0.00000000 JPY 297200.00000000 JPY -153251.90000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 39416.00000000 OU Notional Amount -2048175.52000000 -0.03435254960 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Alimentation Couche-Tard, Inc. Alimentation Couche-Tard, Inc. Y equity-performance leg 2027-01-06 0.00000000 CAD 0.00000000 CAD 39416.00000000 CAD 145532.01000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 109218.00000000 OU Notional Amount USD -2698776.78000000 -0.04526460858 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Stevanato Group SpA Stevanato Group SpA Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 109218.00000000 USD -22935.78000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 55603.00000000 OU Notional Amount USD -26237943.64000000 -0.44006983371 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Berkshire Hathaway, Inc. Berkshire Hathaway, Inc. Y equity-performance leg 2028-04-18 0.00000000 USD 0.00000000 USD 55603.00000000 USD -97305.25000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 30000.00000000 OU Notional Amount -27594.38000000 -0.00046282034 N/A DE GB N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Aston Martin Lagonda Global Holdings PLC Aston Martin Lagonda Global Holdings PLC Y equity-performance leg 2026-12-10 0.00000000 GBP 0.00000000 GBP 30000.00000000 GBP 2814.29000000 N N N United States Treasury 254900HROIFWPRGM1V77 912797QJ9 156230000.00000000 PA USD 156025924.57000000 2.616908688538 Long STIV UST US N 2 2025-08-12 None 0.00000000 N N N N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 373389.00000000 OU Notional Amount -1729886.74000000 -0.02901412475 N/A DE AU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Elders Ltd. Elders Ltd. Y equity-performance leg 2027-05-12 0.00000000 AUD 0.00000000 AUD 373389.00000000 AUD -68370.27000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 111900.00000000 OU Notional Amount 2665293.67000000 0.044703020871 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Transcosmos, Inc. Transcosmos, Inc. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 111900.00000000 JPY -74958.72000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 135358.00000000 OU Notional Amount USD -21252559.58000000 -0.35645363404 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Seagate Technology Holdings PLC Seagate Technology Holdings PLC Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 135358.00000000 USD -1609079.77000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC N/A -5268.55000000 -0.00008836553 N/A DFE XX N 2 Bank of America NA B4TYDEB6GKMZO031MB27 5189000.00000000 SEK 459845.94000000 EUR 2025-09-17 -5268.55000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 532071.00000000 OU Notional Amount 1228283.71000000 0.020601104089 N/A DE GB N 2 UBS AG BFM8T61CT2L1QCEMIK50 Ashmore Group PLC Ashmore Group PLC Y equity-performance leg 2028-04-24 0.00000000 GBP 0.00000000 GBP 532071.00000000 GBP 5429.96000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 26782.00000000 OU Notional Amount -2800478.68000000 -0.04697038014 N/A DE DE N 2 UBS AG BFM8T61CT2L1QCEMIK50 Volkswagen AG Volkswagen AG Y equity-performance leg 2029-09-03 0.00000000 EUR 0.00000000 EUR 26782.00000000 EUR 105789.08000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 53218.00000000 OU Notional Amount 109886.84000000 0.001843051577 N/A DE AU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 NRW Holdings Ltd. NRW Holdings Ltd. Y equity-performance leg 2027-05-12 0.00000000 AUD 0.00000000 AUD 53218.00000000 AUD -1368.94000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 96449.00000000 OU Notional Amount USD 9082602.33000000 0.152335844299 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Primoris Services Corp. Primoris Services Corp. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 96449.00000000 USD 1045507.16000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 34289.00000000 OU Notional Amount USD -1438595.00000000 -0.02412850149 N/A DE US N 2 BNP Paribas 549300FWX3HQBUJIR891 Establishment Labs Holdings, Inc. Establishment Labs Holdings, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 34289.00000000 USD 68301.00000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 39400.00000000 OU Notional Amount -1435462.19000000 -0.02407595716 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Micronics Japan Co. Ltd. Micronics Japan Co. Ltd. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 39400.00000000 JPY -3361.28000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 40845.00000000 OU Notional Amount 1181621.61000000 0.019818474822 N/A DE ES N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Endesa SA Endesa SA Y equity-performance leg 2025-12-08 0.00000000 EUR 0.00000000 EUR 40845.00000000 EUR -20860.62000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 76200.00000000 OU Notional Amount -327875.26000000 -0.00549921187 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 North Pacific Bank Ltd. North Pacific Bank Ltd. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 76200.00000000 JPY 252.83000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 26282.00000000 OU Notional Amount USD 1129600.36000000 0.018945960453 N/A DE US N 2 BNP Paribas 549300FWX3HQBUJIR891 Ionis Pharmaceuticals, Inc. Ionis Pharmaceuticals, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 26282.00000000 USD 25756.36000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 67899.00000000 OU Notional Amount USD -3052060.05000000 -0.05118997041 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 CECO Environmental Corp. CECO Environmental Corp. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 67899.00000000 USD -1011695.10000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 92625.00000000 OU Notional Amount -2274336.45000000 -0.03814578143 N/A DE IL N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Enlight Renewable Energy Ltd. Enlight Renewable Energy Ltd. Y equity-performance leg 2026-04-06 0.00000000 ILS 0.00000000 ILS 92625.00000000 ILS 130031.06000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 8409.00000000 OU Notional Amount USD 1159769.28000000 0.019451961678 N/A DE US N 2 BNP Paribas 549300FWX3HQBUJIR891 PepsiCo, Inc. PepsiCo, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 8409.00000000 USD -39397.84000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 94571.00000000 OU Notional Amount USD 1271979.95000000 0.021333989155 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 10X Genomics, Inc. 10X Genomics, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 94571.00000000 USD 113485.20000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 3089300.00000000 OU Notional Amount 4463531.33000000 0.074863545601 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 SoftBank Corp. SoftBank Corp. Y equity-performance leg 2028-03-15 0.00000000 JPY 0.00000000 JPY 3089300.00000000 JPY -52485.46000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 290017.00000000 OU Notional Amount USD -2668156.40000000 -0.04475103534 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Herbalife Ltd. Herbalife Ltd. Y equity-performance leg 2026-08-19 0.00000000 USD 0.00000000 USD 290017.00000000 USD 23201.36000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 100890.00000000 OU Notional Amount USD -739523.70000000 -0.01240349000 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Navitas Semiconductor Corp. Navitas Semiconductor Corp. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 100890.00000000 USD 8817.80000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 267700.00000000 OU Notional Amount -5577374.66000000 -0.09354522491 N/A DE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Mitsui E&S Co. Ltd. Mitsui E&S Co. Ltd. Y equity-performance leg 2027-01-06 0.00000000 JPY 0.00000000 JPY 267700.00000000 JPY -6569.90000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 49383.00000000 OU Notional Amount USD -8860791.69000000 -0.14861557670 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Simpson Manufacturing Co., Inc. Simpson Manufacturing Co., Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 49383.00000000 USD -829140.57000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 115500.00000000 OU Notional Amount -3507691.61000000 -0.05883194524 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Japan Airport Terminal Co. Ltd. Japan Airport Terminal Co. Ltd. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 115500.00000000 JPY 23543.68000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 159300.00000000 OU Notional Amount -1433166.37000000 -0.02403745105 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Hachijuni Bank Ltd. Hachijuni Bank Ltd. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 159300.00000000 JPY -29957.53000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 272142.00000000 OU Notional Amount -8613435.87000000 -0.14446685849 N/A DE ES N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Logista Integral SA Logista Integral SA Y equity-performance leg 2026-12-10 0.00000000 EUR 0.00000000 EUR 272142.00000000 EUR 162831.23000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 405793.00000000 OU Notional Amount 2814311.03000000 0.047202380033 N/A DE AU N 2 BNP Paribas 549300FWX3HQBUJIR891 Qantas Airways Ltd. Qantas Airways Ltd. Y equity-performance leg 2026-09-07 0.00000000 AUD 0.00000000 AUD 405793.00000000 AUD -68321.88000000 N N N Osaka Exchange 3538001249AILNPRUX57 000000000 61.00000000 NC 256678.67000000 0.004305083552 N/A DE JP N 2 Osaka Exchange 3538001249AILNPRUX57 Long TSE TOPIX Futures TPU5 Index 2025-09-11 1740402982.00000000 JPY 256678.67000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 8596600.00000000 OU Notional Amount 45120394.38000000 0.756771366096 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 ENEOS Holdings, Inc. ENEOS Holdings, Inc. Y equity-performance leg 2028-02-15 0.00000000 JPY 0.00000000 JPY 8596600.00000000 JPY 2270410.35000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 42755.00000000 OU Notional Amount USD -5984844.90000000 -0.10037942515 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Datadog, Inc. Datadog, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 42755.00000000 USD 211156.57000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 203800.00000000 OU Notional Amount 5686779.06000000 0.095380184882 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Amano Corp. Amano Corp. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 203800.00000000 JPY -553107.91000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 508701.00000000 OU Notional Amount -747749.31000000 -0.01254145214 N/A DE NZ N 2 UBS AG BFM8T61CT2L1QCEMIK50 Ryman Healthcare Ltd. Ryman Healthcare Ltd. Y equity-performance leg 2028-05-15 0.00000000 NZD 0.00000000 NZD 508701.00000000 NZD 23298.87000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1466.00000000 OU Notional Amount -894497.01000000 -0.01500274395 N/A DE CH N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 St. Galler Kantonalbank AG St. Galler Kantonalbank AG Y equity-performance leg 2027-01-04 0.00000000 CHF 0.00000000 CHF 1466.00000000 CHF 27707.55000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 144158.00000000 OU Notional Amount USD 9758055.02000000 0.163664718125 N/A DE US N 2 BNP Paribas 549300FWX3HQBUJIR891 Axcelis Technologies, Inc. Axcelis Technologies, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 144158.00000000 USD -568025.22000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 118380.00000000 OU Notional Amount USD 8898624.60000000 0.149250120426 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Nutanix, Inc. Nutanix, Inc. Y equity-performance leg 2027-02-05 0.00000000 USD 0.00000000 USD 118380.00000000 USD 94704.00000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 9600.00000000 OU Notional Amount -176368.36000000 -0.00295809747 N/A DE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 Fuji Seal International, Inc. Fuji Seal International, Inc. Y equity-performance leg 2028-04-03 0.00000000 JPY 0.00000000 JPY 9600.00000000 JPY 5424.97000000 N N N HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 000000000 1188594.00000000 OU Notional Amount -2321.20000000 -0.00003893178 N/A DE DE N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 Eurex Dow Jones EURO STOXX 50 Dividend Futures DEDZ5 Index Y Fixed payment equal to the notional value in field C.11.f.iv.1 equity-performance leg 2025-12-19 0.00000000 EUR 0.00000000 EUR 1188594.00000000 EUR -2321.20000000 N N N HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 000000000 2394918.26000000 OU Notional Amount -39296.10000000 -0.00065908473 N/A DE DE N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 Eurex Swiss Market New Index Futures SMU5 Index Y Fixed payment equal to the notional value in field C.11.f.iv.1 equity-performance leg 2025-09-19 0.00000000 CHF 0.00000000 CHF 2394918.26000000 CHF -39296.10000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 41712.00000000 OU Notional Amount -4812447.05000000 -0.08071565371 N/A DE BE N 2 BNP Paribas 549300FWX3HQBUJIR891 Elia Group SA Elia Group SA Y equity-performance leg 2026-08-17 0.00000000 EUR 0.00000000 EUR 41712.00000000 EUR 16951.99000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 26713.00000000 OU Notional Amount USD -1595300.36000000 -0.02675680586 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Hancock Whitney Corp. Hancock Whitney Corp. Y equity-performance leg 2028-04-18 0.00000000 USD 0.00000000 USD 26713.00000000 USD -40069.50000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 9600.00000000 OU Notional Amount -140845.25000000 -0.00236229433 N/A DE JP N 2 BNP Paribas 549300FWX3HQBUJIR891 Aozora Bank Ltd. Aozora Bank Ltd. Y equity-performance leg 2027-03-24 0.00000000 JPY 0.00000000 JPY 9600.00000000 JPY 489.61000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 182613.00000000 OU Notional Amount USD -1541253.72000000 -0.02585032110 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Rumble, Inc. Rumble, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 182613.00000000 USD 90102.34000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 29800.00000000 OU Notional Amount -147393.79000000 -0.00247212821 N/A DE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Hyakugo Bank Ltd. Hyakugo Bank Ltd. Y equity-performance leg 2027-01-06 0.00000000 JPY 0.00000000 JPY 29800.00000000 JPY 2048.44000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 48400.00000000 OU Notional Amount -260870.94000000 -0.00437539743 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Kumiai Chemical Industry Co. Ltd. Kumiai Chemical Industry Co. Ltd. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 48400.00000000 JPY 3546.65000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 40427.00000000 OU Notional Amount USD 525955.27000000 0.008821462969 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Healthcare Services Group, Inc. Healthcare Services Group, Inc. Y equity-performance leg 2028-04-21 0.00000000 USD 0.00000000 USD 40427.00000000 USD -4446.97000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 7907686.00000000 OU Notional Amount 38652912.62000000 0.648297025967 N/A DE GB N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Barclays PLC Barclays PLC Y equity-performance leg 2025-12-08 0.00000000 GBP 0.00000000 GBP 7907686.00000000 GBP 2661492.73000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 4382.00000000 OU Notional Amount -2737721.29000000 -0.04591779635 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Takara Leben Real Estate Investment Corp. Takara Leben Real Estate Investment Corp. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 4382.00000000 JPY 9806.42000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 239392.00000000 OU Notional Amount -1569476.44000000 -0.02632368014 N/A DE GB N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 QinetiQ Group PLC QinetiQ Group PLC Y equity-performance leg 2025-12-08 0.00000000 GBP 0.00000000 GBP 239392.00000000 GBP 36253.38000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 742089.00000000 OU Notional Amount -5813715.73000000 -0.09750920078 N/A DE AU N 2 BNP Paribas 549300FWX3HQBUJIR891 Bendigo & Adelaide Bank Ltd. Bendigo & Adelaide Bank Ltd. Y equity-performance leg 2027-03-22 0.00000000 AUD 0.00000000 AUD 742089.00000000 AUD 319807.56000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 22883.00000000 OU Notional Amount 388161.65000000 0.006510351387 N/A DE GB N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Burberry Group PLC Burberry Group PLC Y equity-performance leg 2028-02-15 0.00000000 GBP 0.00000000 GBP 22883.00000000 GBP 10033.77000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 5803.00000000 OU Notional Amount USD 2844746.66000000 0.047712854589 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Curtiss-Wright Corp. Curtiss-Wright Corp. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 5803.00000000 USD 52168.97000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 318287.00000000 OU Notional Amount 681999.21000000 0.011438673817 N/A DE AU N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Superloop Ltd. Superloop Ltd. Y equity-performance leg 2028-02-15 0.00000000 AUD 0.00000000 AUD 318287.00000000 AUD 58631.02000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 511800.00000000 OU Notional Amount 5119687.83000000 0.085868778549 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 K's Holdings Corp. K's Holdings Corp. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 511800.00000000 JPY -144689.25000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 366800.00000000 OU Notional Amount -4753419.23000000 -0.07972562327 N/A DE SG N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Oversea-Chinese Banking Corp. Ltd. Oversea-Chinese Banking Corp. Ltd. Y equity-performance leg 2026-08-19 0.00000000 SGD 0.00000000 SGD 366800.00000000 SGD 97300.33000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 12800.00000000 OU Notional Amount -466343.05000000 -0.00782163081 N/A DE JP N 2 BNP Paribas 549300FWX3HQBUJIR891 Micronics Japan Co. Ltd. Micronics Japan Co. Ltd. Y equity-performance leg 2027-03-24 0.00000000 JPY 0.00000000 JPY 12800.00000000 JPY 5697.04000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 19942.00000000 OU Notional Amount -818184.71000000 -0.01372281357 N/A DE IT N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Interpump Group SpA Interpump Group SpA Y equity-performance leg 2025-12-08 0.00000000 EUR 0.00000000 EUR 19942.00000000 EUR 1864.60000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 395200.00000000 OU Notional Amount -4732107.23000000 -0.07936817268 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Shoei Co. Ltd. Shoei Co. Ltd. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 395200.00000000 JPY 50889.11000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 31077.00000000 OU Notional Amount USD 1288763.19000000 0.021615482162 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Vontier Corp. Vontier Corp. Y equity-performance leg 2026-06-25 0.00000000 USD 0.00000000 USD 31077.00000000 USD 53805.52000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 1506000.00000000 OU Notional Amount 1580912.66000000 0.026515491493 N/A DE HK N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Budweiser Brewing Co. APAC Ltd. Budweiser Brewing Co. APAC Ltd. Y equity-performance leg 2028-02-15 0.00000000 HKD 0.00000000 HKD 1506000.00000000 HKD -32532.01000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 10626.00000000 OU Notional Amount USD 171078.60000000 0.002869376201 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Deluxe Corp. Deluxe Corp. Y equity-performance leg 2026-08-19 0.00000000 USD 0.00000000 USD 10626.00000000 USD 3400.32000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 693900.00000000 OU Notional Amount -5882563.02000000 -0.09866392601 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Nippon Paint Holdings Co. Ltd. Nippon Paint Holdings Co. Ltd. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 693900.00000000 JPY -261783.69000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 30953.00000000 OU Notional Amount USD -10300229.81000000 -0.17275821923 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Kadant, Inc. Kadant, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 30953.00000000 USD -181694.11000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 72400.00000000 OU Notional Amount -650901.03000000 -0.01091708679 N/A DE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 M&A Research Institute Holdings, Inc. M&A Research Institute Holdings, Inc. Y equity-performance leg 2027-01-06 0.00000000 JPY 0.00000000 JPY 72400.00000000 JPY 16667.91000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 444800.00000000 OU Notional Amount 11368978.04000000 0.190683551433 N/A DE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Sumitomo Corp. Sumitomo Corp. Y equity-performance leg 2027-01-06 0.00000000 JPY 0.00000000 JPY 444800.00000000 JPY -7113.04000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 70500.00000000 OU Notional Amount 887162.65000000 0.014879730104 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Rohm Co. Ltd. Rohm Co. Ltd. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 70500.00000000 JPY -36347.41000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 155700.00000000 OU Notional Amount -4195838.66000000 -0.07037373228 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 TOPPAN Holdings, Inc. TOPPAN Holdings, Inc. Y equity-performance leg 2027-09-09 0.00000000 JPY 0.00000000 JPY 155700.00000000 JPY -48512.90000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 10000.00000000 OU Notional Amount -220966.03000000 -0.00370610156 N/A DE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 Nitto Kogyo Corp. Nitto Kogyo Corp. Y equity-performance leg 2028-04-03 0.00000000 JPY 0.00000000 JPY 10000.00000000 JPY 1062.12000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 8000.00000000 OU Notional Amount -107640.07000000 -0.00180536814 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Fixstars Corp. Fixstars Corp. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 8000.00000000 JPY 1569.69000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 91600.00000000 OU Notional Amount 2652919.76000000 0.044495482331 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Hitachi Construction Machinery Co. Ltd. Hitachi Construction Machinery Co. Ltd. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 91600.00000000 JPY -64861.18000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 287383.00000000 OU Notional Amount USD -12914992.02000000 -0.21661371289 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Exelon Corp. Exelon Corp. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 287383.00000000 USD -458382.45000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 64565.00000000 OU Notional Amount 2939920.33000000 0.049309132930 N/A DE GB N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Clarkson PLC Clarkson PLC Y equity-performance leg 2025-12-08 0.00000000 GBP 0.00000000 GBP 64565.00000000 GBP -3921.84000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 2972.00000000 OU Notional Amount USD -66513.36000000 -0.00111557992 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Legacy Housing Corp. Legacy Housing Corp. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 2972.00000000 USD 2734.24000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 27660.00000000 OU Notional Amount USD 5112951.00000000 0.085755786628 N/A DE US N 2 BNP Paribas 549300FWX3HQBUJIR891 AMETEK, Inc. AMETEK, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 27660.00000000 USD 232620.60000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 30158.00000000 OU Notional Amount -141461.17000000 -0.00237262471 N/A DE GB N 2 UBS AG BFM8T61CT2L1QCEMIK50 Haleon PLC Haleon PLC Y equity-performance leg 2029-09-03 0.00000000 GBP 0.00000000 GBP 30158.00000000 GBP 4325.23000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 48600.00000000 OU Notional Amount -1704390.86000000 -0.02858650100 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Nippon Yusen KK Nippon Yusen KK Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 48600.00000000 JPY 14589.80000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 552458.00000000 OU Notional Amount 24518965.11000000 0.411238664389 N/A DE GB N 2 BNP Paribas 549300FWX3HQBUJIR891 Plus500 Ltd. Plus500 Ltd. Y equity-performance leg 2027-03-17 0.00000000 GBP 0.00000000 GBP 552458.00000000 GBP -204085.14000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 23000.00000000 OU Notional Amount 334103.35000000 0.005603671068 N/A DE JP N 2 BNP Paribas 549300FWX3HQBUJIR891 YAMABIKO Corp. YAMABIKO Corp. Y equity-performance leg 2027-03-24 0.00000000 JPY 0.00000000 JPY 23000.00000000 JPY -4255.03000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -15222.07000000 -0.00025530864 N/A DFE JP N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 938518.07000000 USD 138553000.00000000 JPY 2025-09-17 -15222.07000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 5254064.00000000 OU Notional Amount 9825307.03000000 0.164792686889 N/A DE AU N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 South32 Ltd. South32 Ltd. Y equity-performance leg 2027-01-07 0.00000000 AUD 0.00000000 AUD 5254064.00000000 AUD -674130.21000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 179300.00000000 OU Notional Amount 2199287.57000000 0.036887041473 N/A DE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 Ushio, Inc. Ushio, Inc. Y equity-performance leg 2028-04-03 0.00000000 JPY 0.00000000 JPY 179300.00000000 JPY 29266.63000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 129006.00000000 OU Notional Amount 3867328.47000000 0.064863871196 N/A DE DE N 2 BNP Paribas 549300FWX3HQBUJIR891 Auto1 Group SE Auto1 Group SE Y equity-performance leg 2027-03-24 0.00000000 EUR 0.00000000 EUR 129006.00000000 EUR 36037.57000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 42400.00000000 OU Notional Amount 1083733.52000000 0.018176669501 N/A DE JP N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Sumitomo Corp. Sumitomo Corp. Y equity-performance leg 2026-08-19 0.00000000 JPY 0.00000000 JPY 42400.00000000 JPY 33524.93000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 37600.00000000 OU Notional Amount 566046.58000000 0.009493885182 N/A DE JP N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Tosoh Corp. Tosoh Corp. Y equity-performance leg 2026-08-19 0.00000000 JPY 0.00000000 JPY 37600.00000000 JPY 5033.51000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 30029.00000000 OU Notional Amount USD -908677.54000000 -0.01524058361 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 York Water Co. York Water Co. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 30029.00000000 USD 27374.15000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 211148.00000000 OU Notional Amount USD -9408754.88000000 -0.15780616241 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Atlanta Braves Holdings, Inc. Atlanta Braves Holdings, Inc. Y equity-performance leg 2028-04-21 0.00000000 USD 0.00000000 USD 211148.00000000 USD 259058.29000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 79500.00000000 OU Notional Amount 1726640.13000000 0.028959671738 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Ito En Ltd. Ito En Ltd. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 79500.00000000 JPY -24962.87000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1745400.00000000 OU Notional Amount 11530628.21000000 0.193394791475 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Nomura Holdings, Inc. Nomura Holdings, Inc. Y equity-performance leg 2027-09-09 0.00000000 JPY 0.00000000 JPY 1745400.00000000 JPY 289997.36000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 24808.00000000 OU Notional Amount 1258296.86000000 0.021104492697 N/A DE DE N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Fresenius Medical Care AG Fresenius Medical Care AG Y equity-performance leg 2026-07-06 0.00000000 EUR 0.00000000 EUR 24808.00000000 EUR -5621.33000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 63594.00000000 OU Notional Amount -1377727.56000000 -0.02310761645 N/A DE IT N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 ERG SpA ERG SpA Y equity-performance leg 2025-12-08 0.00000000 EUR 0.00000000 EUR 63594.00000000 EUR -9965.68000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 129.00000000 OU Notional Amount -1181.16000000 -0.00001981073 N/A DE NO N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 DOF Group ASA DOF Group ASA Y equity-performance leg 2025-12-08 0.00000000 NOK 0.00000000 NOK 129.00000000 NOK -34.44000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 35797.00000000 OU Notional Amount USD -2270603.71000000 -0.03808317491 N/A DE US N 2 BNP Paribas 549300FWX3HQBUJIR891 Greif, Inc. Greif, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 35797.00000000 USD 58707.08000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 159778.00000000 OU Notional Amount USD -7990497.78000000 -0.13401877363 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Tidewater, Inc. Tidewater, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 159778.00000000 USD 290795.96000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 30190.00000000 OU Notional Amount -782457.23000000 -0.01312358269 N/A DE FI N 2 UBS AG BFM8T61CT2L1QCEMIK50 UPM-Kymmene OYJ UPM-Kymmene OYJ Y equity-performance leg 2029-09-03 0.00000000 EUR 0.00000000 EUR 30190.00000000 EUR 29025.18000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 125766.00000000 OU Notional Amount 6048311.95000000 0.101443911558 N/A DE GB N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Berkeley Group Holdings PLC Berkeley Group Holdings PLC Y equity-performance leg 2025-12-08 0.00000000 GBP 0.00000000 GBP 125766.00000000 GBP -141812.54000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 16578.00000000 OU Notional Amount -1817125.96000000 -0.03047732436 N/A DE NL N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 IMCD NV IMCD NV Y equity-performance leg 2028-02-15 0.00000000 EUR 0.00000000 EUR 16578.00000000 EUR 315717.27000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 919600.00000000 OU Notional Amount 10510540.01000000 0.176285598365 N/A DE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Sumitomo Rubber Industries Ltd. Sumitomo Rubber Industries Ltd. Y equity-performance leg 2027-01-07 0.00000000 JPY 0.00000000 JPY 919600.00000000 JPY -77424.37000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 261363.00000000 OU Notional Amount -4045524.97000000 -0.06785263072 N/A DE SE N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 AFRY AB AFRY AB Y equity-performance leg 2027-01-18 0.00000000 SEK 0.00000000 SEK 261363.00000000 SEK 135319.97000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 646800.00000000 OU Notional Amount 3522972.07000000 0.059088233220 N/A DE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 Mitsubishi Chemical Group Corp. Mitsubishi Chemical Group Corp. Y equity-performance leg 2029-09-03 0.00000000 JPY 0.00000000 JPY 646800.00000000 JPY 160680.98000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 38533.00000000 OU Notional Amount USD -1618771.33000000 -0.02715046726 N/A DE US N 2 BNP Paribas 549300FWX3HQBUJIR891 Hyster-Yale, Inc. Hyster-Yale, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 38533.00000000 USD -56643.51000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 44800.00000000 OU Notional Amount -1194102.75000000 -0.02002781185 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Yokogawa Electric Corp. Yokogawa Electric Corp. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 44800.00000000 JPY -5839.64000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 16500.00000000 OU Notional Amount -443494.04000000 -0.00743840108 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Freee KK Freee KK Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 16500.00000000 JPY -499.46000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 12300.00000000 OU Notional Amount -750034.52000000 -0.01257978029 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Trend Micro, Inc. Trend Micro, Inc. Y equity-performance leg 2028-02-15 0.00000000 JPY 0.00000000 JPY 12300.00000000 JPY 30165.00000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 91514.00000000 OU Notional Amount -10498220.59000000 -0.17607897374 N/A DE FR N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Cie de Saint-Gobain SA Cie de Saint-Gobain SA Y equity-performance leg 2026-08-19 0.00000000 EUR 0.00000000 EUR 91514.00000000 EUR 50368.49000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 65605.00000000 OU Notional Amount USD -3474440.80000000 -0.05827425373 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Donnelley Financial Solutions, Inc. Donnelley Financial Solutions, Inc. Y equity-performance leg 2028-04-21 0.00000000 USD 0.00000000 USD 65605.00000000 USD 545174.65000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 73200.00000000 OU Notional Amount 1405030.12000000 0.023565542321 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Kaga Electronics Co. Ltd. Kaga Electronics Co. Ltd. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 73200.00000000 JPY 2111.28000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 517671.00000000 OU Notional Amount USD 16989962.22000000 0.284960206927 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 LiveRamp Holdings, Inc. LiveRamp Holdings, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 517671.00000000 USD -72473.94000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 28203.00000000 OU Notional Amount USD -1108377.90000000 -0.01859001165 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 IAC, Inc. IAC, Inc. Y equity-performance leg 2027-01-04 0.00000000 USD 0.00000000 USD 28203.00000000 USD 17499.88000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1130042.00000000 OU Notional Amount USD -27493921.86000000 -0.46113543756 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Harley-Davidson, Inc. Harley-Davidson, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 1130042.00000000 USD 274780.15000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 37624.00000000 OU Notional Amount 3272006.35000000 0.054878968798 N/A DE CA N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 TFI International, Inc. TFI International, Inc. Y equity-performance leg 2025-12-08 0.00000000 CAD 0.00000000 CAD 37624.00000000 CAD -190254.08000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 114900.00000000 OU Notional Amount 1379626.99000000 0.023139474206 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 TS Tech Co. Ltd. TS Tech Co. Ltd. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 114900.00000000 JPY -24627.83000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1365835.00000000 OU Notional Amount -3608884.02000000 -0.06052917150 N/A DE AU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Champion Iron Ltd. Champion Iron Ltd. Y equity-performance leg 2027-05-12 0.00000000 AUD 0.00000000 AUD 1365835.00000000 AUD 929273.38000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 77167.00000000 OU Notional Amount USD -696046.34000000 -0.01167427605 N/A DE US N 2 BNP Paribas 549300FWX3HQBUJIR891 Mitek Systems, Inc. Mitek Systems, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 77167.00000000 USD 26236.78000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 305866.00000000 OU Notional Amount USD 13369402.86000000 0.224235213483 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Truist Financial Corp. Truist Financial Corp. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 305866.00000000 USD -201871.56000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1316400.00000000 OU Notional Amount 12555431.33000000 0.210583064489 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Hulic Co. Ltd. Hulic Co. Ltd. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 1316400.00000000 JPY -188162.35000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 371800.00000000 OU Notional Amount -2459491.52000000 -0.04125125196 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Orient Corp. Orient Corp. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 371800.00000000 JPY 13847.95000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 47959.00000000 OU Notional Amount -10707927.71000000 -0.17959623785 N/A DE CH N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 BKW AG BKW AG Y equity-performance leg 2025-12-08 0.00000000 CHF 0.00000000 CHF 47959.00000000 CHF -203465.85000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 571300.00000000 OU Notional Amount -4407037.42000000 -0.07391601457 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 AZ-COM MARUWA Holdings, Inc. AZ-COM MARUWA Holdings, Inc. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 571300.00000000 JPY -19200.52000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 727600.00000000 OU Notional Amount -4220057.64000000 -0.07077993951 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Rengo Co. Ltd. Rengo Co. Ltd. Y equity-performance leg 2028-02-15 0.00000000 JPY 0.00000000 JPY 727600.00000000 JPY 46658.56000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 87730.00000000 OU Notional Amount USD -843962.60000000 -0.01415516726 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Apollo Commercial Real Estate Finance, Inc. Apollo Commercial Real Estate Finance, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 87730.00000000 USD 21055.20000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 15221.00000000 OU Notional Amount USD -3709966.54000000 -0.06222455466 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 RenaissanceRe Holdings Ltd. RenaissanceRe Holdings Ltd. Y equity-performance leg 2026-08-19 0.00000000 USD 0.00000000 USD 15221.00000000 USD -117810.54000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 127638.00000000 OU Notional Amount USD 20921144.58000000 0.350895052706 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Keysight Technologies, Inc. Keysight Technologies, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 127638.00000000 USD 53552.86000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 955550.00000000 OU Notional Amount -716253.06000000 -0.01201318858 N/A DE AU N 2 BNP Paribas 549300FWX3HQBUJIR891 Beach Energy Ltd. Beach Energy Ltd. Y equity-performance leg 2027-03-22 0.00000000 AUD 0.00000000 AUD 955550.00000000 AUD 60616.97000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 7528.00000000 OU Notional Amount 415107.98000000 0.006962302466 N/A DE DE N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Carl Zeiss Meditec AG Carl Zeiss Meditec AG Y equity-performance leg 2026-07-06 0.00000000 EUR 0.00000000 EUR 7528.00000000 EUR -23228.47000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 777318.00000000 OU Notional Amount USD 15173247.36000000 0.254489777638 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Privia Health Group, Inc. Privia Health Group, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 777318.00000000 USD -1241514.05000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 9239.00000000 OU Notional Amount USD 6407616.06000000 0.107470256538 N/A DE US N 2 BNP Paribas 549300FWX3HQBUJIR891 McKesson Corp. McKesson Corp. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 9239.00000000 USD -164440.43000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 27900.00000000 OU Notional Amount -1701297.80000000 -0.02853462337 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Trend Micro, Inc. Trend Micro, Inc. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 27900.00000000 JPY 67139.41000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 6994.00000000 OU Notional Amount USD 479368.76000000 0.008040101518 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Skyworks Solutions, Inc. Skyworks Solutions, Inc. Y equity-performance leg 2028-02-24 0.00000000 USD 0.00000000 USD 6994.00000000 USD -35993.82000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 25922.00000000 OU Notional Amount USD 1786285.02000000 0.029960051843 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Victory Capital Holdings, Inc. Victory Capital Holdings, Inc. Y equity-performance leg 2027-02-08 0.00000000 USD 0.00000000 USD 25922.00000000 USD 32402.50000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 11531.00000000 OU Notional Amount -7730241.84000000 -0.12965369115 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Mitsui Fudosan Logistics Park, Inc. Mitsui Fudosan Logistics Park, Inc. Y equity-performance leg 2028-02-15 0.00000000 JPY 0.00000000 JPY 11531.00000000 JPY 202137.99000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 444831.00000000 OU Notional Amount 1833648.18000000 0.030754439476 N/A DE PT N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 NOS SGPS SA NOS SGPS SA Y equity-performance leg 2026-12-10 0.00000000 EUR 0.00000000 EUR 444831.00000000 EUR -6563.83000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1405.00000000 OU Notional Amount USD 157008.75000000 0.002633392900 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Coca-Cola Consolidated, Inc. Coca-Cola Consolidated, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 1405.00000000 USD -598.01000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 18600.00000000 OU Notional Amount USD 3010782.00000000 0.050497643880 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Park National Corp. Park National Corp. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 18600.00000000 USD -264120.00000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 113468.00000000 OU Notional Amount USD 3700191.48000000 0.062060604735 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Digi International, Inc. Digi International, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 113468.00000000 USD -308632.96000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 48463.00000000 OU Notional Amount USD -765715.40000000 -0.01284278422 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Metallus, Inc. Metallus, Inc. Y equity-performance leg 2026-08-19 0.00000000 USD 0.00000000 USD 48463.00000000 USD 969.26000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 941573.00000000 OU Notional Amount USD -11713168.12000000 -0.19645639984 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Dynex Capital, Inc. Dynex Capital, Inc. Y equity-performance leg 2027-01-04 0.00000000 USD 0.00000000 USD 941573.00000000 USD 233996.87000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1602897.00000000 OU Notional Amount 16904943.88000000 0.283534256507 N/A DE FR N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Ubisoft Entertainment SA Ubisoft Entertainment SA Y equity-performance leg 2027-01-04 0.00000000 EUR 0.00000000 EUR 1602897.00000000 EUR -184928.15000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 26598.00000000 OU Notional Amount 4142875.65000000 0.069485422463 N/A DE NL N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Wolters Kluwer NV Wolters Kluwer NV Y equity-performance leg 2026-08-17 0.00000000 EUR 0.00000000 EUR 26598.00000000 EUR -129097.47000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 548800.00000000 OU Notional Amount 9327668.21000000 0.156446155020 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Kakaku.com, Inc. Kakaku.com, Inc. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 548800.00000000 JPY -673144.89000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 223947.00000000 OU Notional Amount USD 6799030.92000000 0.114035171637 N/A DE US N 2 BNP Paribas 549300FWX3HQBUJIR891 Standard Motor Products, Inc. Standard Motor Products, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 223947.00000000 USD -380817.79000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 2085300.00000000 OU Notional Amount -4719777.18000000 -0.07916136978 N/A DE SG N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Wilmar International Ltd. Wilmar International Ltd. Y equity-performance leg 2025-12-08 0.00000000 SGD 0.00000000 SGD 2085300.00000000 SGD 71457.98000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 9244.00000000 OU Notional Amount USD -1263932.12000000 -0.02119900879 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Astera Labs, Inc. Astera Labs, Inc. Y equity-performance leg 2027-01-06 0.00000000 USD 0.00000000 USD 9244.00000000 USD -119668.84000000 N N N Lens Technology Co Ltd N/A 000000000 630600.00000000 NS 1601804.33000000 0.026865892191 Long EC CORP CN N 1 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 929683.00000000 OU Notional Amount 6584537.25000000 0.110437626227 N/A DE GB N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 AJ Bell PLC AJ Bell PLC Y equity-performance leg 2026-12-10 0.00000000 GBP 0.00000000 GBP 929683.00000000 GBP 23333.07000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 2869.00000000 OU Notional Amount -546453.76000000 -0.00916526914 N/A DE IL N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Big Shopping Centers Ltd. Big Shopping Centers Ltd. Y equity-performance leg 2026-04-06 0.00000000 ILS 0.00000000 ILS 2869.00000000 ILS 41175.85000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 9391.00000000 OU Notional Amount USD 4604219.48000000 0.077223205017 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Credit Acceptance Corp. Credit Acceptance Corp. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 9391.00000000 USD -259491.41000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 2000.00000000 OU Notional Amount -602835.16000000 -0.01011091312 N/A DE JP N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Maruwa Co. Ltd. Maruwa Co. Ltd. Y equity-performance leg 2026-08-19 0.00000000 JPY 0.00000000 JPY 2000.00000000 JPY -13671.21000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 3397194.00000000 OU Notional Amount -3813303.75000000 -0.06395775409 N/A DE GB N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 JD Sports Fashion PLC JD Sports Fashion PLC Y equity-performance leg 2028-02-15 0.00000000 GBP 0.00000000 GBP 3397194.00000000 GBP 983.57000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 490442.00000000 OU Notional Amount USD -4531684.08000000 -0.07600662181 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Crescent Energy Co. Crescent Energy Co. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 490442.00000000 USD -465919.90000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 409100.00000000 OU Notional Amount -9029372.21000000 -0.15144305443 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Kokusai Electric Corp. Kokusai Electric Corp. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 409100.00000000 JPY 374359.24000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1450200.00000000 OU Notional Amount 9580449.77000000 0.160685875198 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Nomura Holdings, Inc. Nomura Holdings, Inc. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 1450200.00000000 JPY 240950.02000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 OU Notional Amount 2.65000000 0.000000044446 N/A DE GB N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 MONY Group PLC MONY Group PLC Y equity-performance leg 2026-08-19 0.00000000 GBP 0.00000000 GBP 1.00000000 GBP -0.31000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 669000.00000000 OU Notional Amount 15336724.77000000 0.257231664641 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 COMSYS Holdings Corp. COMSYS Holdings Corp. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 669000.00000000 JPY -324169.71000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 67200.00000000 OU Notional Amount -1222512.78000000 -0.02050431250 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Kiyo Bank Ltd. Kiyo Bank Ltd. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 67200.00000000 JPY -15856.57000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 55071.00000000 OU Notional Amount USD 1171910.88000000 0.019655603852 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Verint Systems, Inc. Verint Systems, Inc. Y equity-performance leg 2026-08-19 0.00000000 USD 0.00000000 USD 55071.00000000 USD 80403.66000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 236900.00000000 OU Notional Amount -2077255.06000000 -0.03484027945 N/A DE JP N 2 BNP Paribas 549300FWX3HQBUJIR891 Ricoh Co. Ltd. Ricoh Co. Ltd. Y equity-performance leg 2027-03-24 0.00000000 JPY 0.00000000 JPY 236900.00000000 JPY -2758.74000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 59766.00000000 OU Notional Amount -1509403.10000000 -0.02531611395 N/A DE AU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 BHP Group Ltd. BHP Group Ltd. Y equity-performance leg 2027-05-12 0.00000000 AUD 0.00000000 AUD 59766.00000000 AUD -2462.01000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 395.00000000 OU Notional Amount -13427.03000000 -0.00022520175 N/A DE IT N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Azimut Holding SpA Azimut Holding SpA Y equity-performance leg 2028-02-15 0.00000000 EUR 0.00000000 EUR 395.00000000 EUR 170.26000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 277475.00000000 OU Notional Amount 1451857.50000000 0.024350943708 N/A DE CA N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 CES Energy Solutions Corp. CES Energy Solutions Corp. Y equity-performance leg 2026-08-18 0.00000000 CAD 0.00000000 CAD 277475.00000000 CAD -26256.73000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 46207.00000000 OU Notional Amount USD 7735513.87000000 0.129742115052 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Penske Automotive Group, Inc. Penske Automotive Group, Inc. Y equity-performance leg 2028-02-24 0.00000000 USD 0.00000000 USD 46207.00000000 USD -214259.64000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 783706.00000000 OU Notional Amount 1648972.86000000 0.027657015437 N/A DE AU N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 DigiCo Infrastructure REIT DigiCo Infrastructure REIT Y equity-performance leg 2028-02-15 0.00000000 AUD 0.00000000 AUD 783706.00000000 AUD 81598.64000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 181774.00000000 OU Notional Amount 4713054.84000000 0.079048620890 N/A DE DE N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Salzgitter AG Salzgitter AG Y equity-performance leg 2027-01-04 0.00000000 EUR 0.00000000 EUR 181774.00000000 EUR -187507.89000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 33485.00000000 OU Notional Amount USD -4832890.05000000 -0.08105852919 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Paychex, Inc. Paychex, Inc. Y equity-performance leg 2028-04-18 0.00000000 USD 0.00000000 USD 33485.00000000 USD 97450.34000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 116700.00000000 OU Notional Amount 701287.31000000 0.011762179008 N/A DE JP N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Tamron Co. Ltd. Tamron Co. Ltd. Y equity-performance leg 2026-08-19 0.00000000 JPY 0.00000000 JPY 116700.00000000 JPY -378.74000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 85677.00000000 OU Notional Amount -9391114.80000000 -0.15751029825 N/A DE NL N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 IMCD NV IMCD NV Y equity-performance leg 2028-02-15 0.00000000 EUR 0.00000000 EUR 85677.00000000 EUR 1517853.54000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 143493.00000000 OU Notional Amount USD -2914342.83000000 -0.04888014023 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Knowles Corp. Knowles Corp. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 143493.00000000 USD -319989.39000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 6900.00000000 OU Notional Amount -185748.29000000 -0.00311542017 N/A DE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 Hisamitsu Pharmaceutical Co., Inc. Hisamitsu Pharmaceutical Co., Inc. Y equity-performance leg 2028-04-03 0.00000000 JPY 0.00000000 JPY 6900.00000000 JPY 182.02000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 156185.00000000 OU Notional Amount 4838013.14000000 0.081144455039 N/A DE GB N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Smiths Group PLC Smiths Group PLC Y equity-performance leg 2026-08-17 0.00000000 GBP 0.00000000 GBP 156185.00000000 GBP -99480.06000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 3419718.00000000 OU Notional Amount 5098846.18000000 0.085519216801 N/A DE GB N 2 UBS AG BFM8T61CT2L1QCEMIK50 Currys PLC Currys PLC Y equity-performance leg 2028-04-24 0.00000000 GBP 0.00000000 GBP 3419718.00000000 GBP -277379.99000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 147543.00000000 OU Notional Amount USD 21018975.78000000 0.352535903853 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Morgan Stanley Morgan Stanley Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 147543.00000000 USD 196232.19000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 376500.00000000 OU Notional Amount -1034997.61000000 -0.01735925773 N/A DE AU N 2 BNP Paribas 549300FWX3HQBUJIR891 Reliance Worldwide Corp. Ltd. Reliance Worldwide Corp. Ltd. Y equity-performance leg 2027-03-22 0.00000000 AUD 0.00000000 AUD 376500.00000000 AUD 45.85000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 21378.00000000 OU Notional Amount -2956763.48000000 -0.04959163076 N/A DE CH N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Swiss Prime Site AG Swiss Prime Site AG Y equity-performance leg 2028-02-15 0.00000000 CHF 0.00000000 CHF 21378.00000000 CHF 111115.93000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 34825.00000000 OU Notional Amount USD -1134946.75000000 -0.01903563154 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 EchoStar Corp. EchoStar Corp. Y equity-performance leg 2028-04-18 0.00000000 USD 0.00000000 USD 34825.00000000 USD -104126.75000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 292622.00000000 OU Notional Amount USD -3450013.38000000 -0.05786455048 N/A DE US N 2 BNP Paribas 549300FWX3HQBUJIR891 PennyMac Mortgage Investment Trust PennyMac Mortgage Investment Trust Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 292622.00000000 USD 200000.99000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 16500.00000000 OU Notional Amount -489044.13000000 -0.00820237942 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Sundrug Co. Ltd. Sundrug Co. Ltd. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 16500.00000000 JPY 21037.73000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 19489.00000000 OU Notional Amount 2616113.68000000 0.043878160877 N/A DE FR N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Eiffage SA Eiffage SA Y equity-performance leg 2026-08-17 0.00000000 EUR 0.00000000 EUR 19489.00000000 EUR -39656.32000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 29700.00000000 OU Notional Amount -255524.93000000 -0.00428573271 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Sumitomo Pharma Co. Ltd. Sumitomo Pharma Co. Ltd. Y equity-performance leg 2028-02-15 0.00000000 JPY 0.00000000 JPY 29700.00000000 JPY -52809.54000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 107013.00000000 OU Notional Amount -573619.63000000 -0.00962090240 N/A DE GB N 2 Citibank NA E57ODZWZ7FF32TWEFA76 BP PLC BP PLC Y equity-performance leg 2026-06-25 0.00000000 GBP 0.00000000 GBP 107013.00000000 GBP 4305.31000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 7013.00000000 OU Notional Amount -3355419.91000000 -0.05627800341 N/A DE CH N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Ypsomed Holding AG Ypsomed Holding AG Y equity-performance leg 2025-12-08 0.00000000 CHF 0.00000000 CHF 7013.00000000 CHF 320581.57000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 158087.00000000 OU Notional Amount 4448266.62000000 0.074607521787 N/A DE GB N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Anglo American PLC Anglo American PLC Y equity-performance leg 2028-02-15 0.00000000 GBP 0.00000000 GBP 158087.00000000 GBP -328159.04000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 5027000.00000000 OU Notional Amount -4486915.13000000 -0.07525574497 N/A DE HK N 2 UBS AG BFM8T61CT2L1QCEMIK50 Hong Kong & China Gas Co. Ltd. Hong Kong & China Gas Co. Ltd. Y equity-performance leg 2029-09-03 0.00000000 HKD 0.00000000 HKD 5027000.00000000 HKD -138692.53000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 529944.00000000 OU Notional Amount 2345554.91000000 0.039340276561 N/A DE GB N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Zigup PLC Zigup PLC Y equity-performance leg 2026-12-10 0.00000000 GBP 0.00000000 GBP 529944.00000000 GBP -116859.32000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 25800.00000000 OU Notional Amount -993036.47000000 -0.01665547423 N/A DE JP N 2 BNP Paribas 549300FWX3HQBUJIR891 Ain Holdings, Inc. Ain Holdings, Inc. Y equity-performance leg 2027-03-24 0.00000000 JPY 0.00000000 JPY 25800.00000000 JPY 7384.07000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 205800.00000000 OU Notional Amount -3117278.70000000 -0.05228383511 N/A DE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Lifenet Insurance Co. Lifenet Insurance Co. Y equity-performance leg 2027-01-06 0.00000000 JPY 0.00000000 JPY 205800.00000000 JPY -50603.85000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 137819.00000000 OU Notional Amount 3034271.18000000 0.050891610712 N/A DE IT N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Mediobanca Banca di Credito Finanziario SpA Mediobanca Banca di Credito Finanziario SpA Y equity-performance leg 2026-06-25 0.00000000 EUR 0.00000000 EUR 137819.00000000 EUR 13483.49000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 864000.00000000 OU Notional Amount -3108040.01000000 -0.05212888133 N/A DE HK N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 MTR Corp. Ltd. MTR Corp. Ltd. Y equity-performance leg 2028-02-15 0.00000000 HKD 0.00000000 HKD 864000.00000000 HKD -59256.26000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 6992.00000000 OU Notional Amount USD -1871338.88000000 -0.03138659801 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 AeroVironment, Inc. AeroVironment, Inc. Y equity-performance leg 2026-08-19 0.00000000 USD 0.00000000 USD 6992.00000000 USD -26220.00000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 79900.00000000 OU Notional Amount 3019994.35000000 0.050652155887 N/A DE JP N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Suzuken Co. Ltd. Suzuken Co. Ltd. Y equity-performance leg 2026-08-19 0.00000000 JPY 0.00000000 JPY 79900.00000000 JPY 133277.75000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 31226.00000000 OU Notional Amount USD -1184402.18000000 -0.01986511128 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Tootsie Roll Industries, Inc. Tootsie Roll Industries, Inc. Y equity-performance leg 2027-01-04 0.00000000 USD 0.00000000 USD 31226.00000000 USD 22482.72000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 52329.00000000 OU Notional Amount USD 5085332.22000000 0.085292557036 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Euronet Worldwide, Inc. Euronet Worldwide, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 52329.00000000 USD -350081.01000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 92955.00000000 OU Notional Amount 921306.48000000 0.015452399586 N/A DE GB N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 J D Wetherspoon PLC J D Wetherspoon PLC Y equity-performance leg 2026-08-19 0.00000000 GBP 0.00000000 GBP 92955.00000000 GBP -48585.82000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 7.00000000 OU Notional Amount USD 106.12000000 0.000001779873 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 MiNK Therapeutics, Inc. MiNK Therapeutics, Inc. Y equity-performance leg 2026-08-19 0.00000000 USD 0.00000000 USD 7.00000000 USD -89.95000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 289447.00000000 OU Notional Amount USD -3945162.61000000 -0.06616932628 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Bausch & Lomb Corp. Bausch & Lomb Corp. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 289447.00000000 USD 181021.27000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 890500.00000000 OU Notional Amount -8648263.41000000 -0.14505099534 N/A DE JP N 2 BNP Paribas 549300FWX3HQBUJIR891 Nikon Corp. Nikon Corp. Y equity-performance leg 2027-03-24 0.00000000 JPY 0.00000000 JPY 890500.00000000 JPY -36125.23000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 8400.00000000 OU Notional Amount 133626.62000000 0.002241221539 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Furukawa Co. Ltd. Furukawa Co. Ltd. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 8400.00000000 JPY -1572.77000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 841716.00000000 OU Notional Amount -24372296.00000000 -0.40877869070 N/A DE GB N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Associated British Foods PLC Associated British Foods PLC Y equity-performance leg 2026-07-06 0.00000000 GBP 0.00000000 GBP 841716.00000000 GBP 775947.37000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 204539.00000000 OU Notional Amount 1697134.90000000 0.028464802100 N/A DE IT N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Italgas SpA Italgas SpA Y equity-performance leg 2026-08-17 0.00000000 EUR 0.00000000 EUR 204539.00000000 EUR -45652.00000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 182600.00000000 OU Notional Amount -4030220.89000000 -0.06759594658 N/A DE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 Kokusai Electric Corp. Kokusai Electric Corp. Y equity-performance leg 2028-04-18 0.00000000 JPY 0.00000000 JPY 182600.00000000 JPY 68409.65000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 257237.00000000 OU Notional Amount USD -5746674.58000000 -0.09638476862 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 SailPoint, Inc. SailPoint, Inc. Y equity-performance leg 2028-04-18 0.00000000 USD 0.00000000 USD 257237.00000000 USD -509329.26000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 400700.00000000 OU Notional Amount 4836227.93000000 0.081114513018 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Shinmaywa Industries Ltd. Shinmaywa Industries Ltd. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 400700.00000000 JPY 158755.29000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 45163.00000000 OU Notional Amount 1667854.12000000 0.027973696998 N/A DE SE N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Industrivarden AB Industrivarden AB Y equity-performance leg 2026-07-06 0.00000000 SEK 0.00000000 SEK 45163.00000000 SEK -88037.79000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 18900.00000000 OU Notional Amount -1072103.84000000 -0.01798161338 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Sanken Electric Co. Ltd. Sanken Electric Co. Ltd. Y equity-performance leg 2028-02-15 0.00000000 JPY 0.00000000 JPY 18900.00000000 JPY 33797.88000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 3300.00000000 OU Notional Amount -153719.78000000 -0.00257822941 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Rakuten Bank Ltd. Rakuten Bank Ltd. Y equity-performance leg 2028-03-15 0.00000000 JPY 0.00000000 JPY 3300.00000000 JPY -9508.97000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 896760.00000000 OU Notional Amount 1662841.32000000 0.027889620971 N/A DE GB N 2 BNP Paribas 549300FWX3HQBUJIR891 Mitie Group PLC Mitie Group PLC Y equity-performance leg 2027-03-17 0.00000000 GBP 0.00000000 GBP 896760.00000000 GBP 3946.29000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 48500.00000000 OU Notional Amount -1355317.88000000 -0.02273175528 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Seibu Holdings, Inc. Seibu Holdings, Inc. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 48500.00000000 JPY 297850.61000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 9100.00000000 OU Notional Amount -771174.37000000 -0.01293434353 N/A DE JP N 2 BNP Paribas 549300FWX3HQBUJIR891 Shochiku Co. Ltd. Shochiku Co. Ltd. Y equity-performance leg 2027-03-24 0.00000000 JPY 0.00000000 JPY 9100.00000000 JPY 33340.09000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 217679.00000000 OU Notional Amount USD -20318157.86000000 -0.34078159758 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Estee Lauder Cos., Inc. Estee Lauder Cos., Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 217679.00000000 USD -1693542.62000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1162700.00000000 OU Notional Amount 6443234.08000000 0.108067651531 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Nomura Real Estate Holdings, Inc. Nomura Real Estate Holdings, Inc. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 1162700.00000000 JPY -266480.79000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 7500.00000000 OU Notional Amount -92418.60000000 -0.00155006956 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 G-Tekt Corp. G-Tekt Corp. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 7500.00000000 JPY 1305.20000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 1300.00000000 OU Notional Amount -19416.95000000 -0.00032566629 N/A DE JP N 2 BNP Paribas 549300FWX3HQBUJIR891 Lifedrink Co., Inc. Lifedrink Co., Inc. Y equity-performance leg 2027-03-24 0.00000000 JPY 0.00000000 JPY 1300.00000000 JPY -1899.33000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 6200.00000000 OU Notional Amount -237214.60000000 -0.00397862694 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Nichias Corp. Nichias Corp. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 6200.00000000 JPY 2456.32000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 373.00000000 OU Notional Amount USD -12256.78000000 -0.00020557400 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Orrstown Financial Services, Inc. Orrstown Financial Services, Inc. Y equity-performance leg 2027-01-04 0.00000000 USD 0.00000000 USD 373.00000000 USD 644.96000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 85300.00000000 OU Notional Amount -363079.96000000 -0.00608967454 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Senshu Ikeda Holdings, Inc. Senshu Ikeda Holdings, Inc. Y equity-performance leg 2028-02-15 0.00000000 JPY 0.00000000 JPY 85300.00000000 JPY 801.00000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 271277.00000000 OU Notional Amount 1964613.78000000 0.032951029674 N/A DE GB N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Chemring Group PLC Chemring Group PLC Y equity-performance leg 2026-08-19 0.00000000 GBP 0.00000000 GBP 271277.00000000 GBP -50690.33000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 260071.00000000 OU Notional Amount USD 19227049.03000000 0.322481227400 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Rambus, Inc. Rambus, Inc. Y equity-performance leg 2027-02-05 0.00000000 USD 0.00000000 USD 260071.00000000 USD 1903719.72000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 518.00000000 OU Notional Amount USD -184257.78000000 -0.00309042094 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Aon PLC Aon PLC Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 518.00000000 USD -871.54000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 97400.00000000 OU Notional Amount -2047584.49000000 -0.03434263669 N/A DE DE N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 1&1 AG 1&1 AG Y equity-performance leg 2025-12-08 0.00000000 EUR 0.00000000 EUR 97400.00000000 EUR 76290.64000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 4934195.00000000 OU Notional Amount -5538566.33000000 -0.09289432119 N/A DE GB N 2 UBS AG BFM8T61CT2L1QCEMIK50 JD Sports Fashion PLC JD Sports Fashion PLC Y equity-performance leg 2028-04-18 0.00000000 GBP 0.00000000 GBP 4934195.00000000 GBP 1428.57000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 140200.00000000 OU Notional Amount 3468679.81000000 0.058177628862 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Ohsho Food Service Corp. Ohsho Food Service Corp. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 140200.00000000 JPY -18025.75000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 35300.00000000 OU Notional Amount 815684.91000000 0.013680886262 N/A DE JP N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 DMG Mori Co. Ltd. DMG Mori Co. Ltd. Y equity-performance leg 2026-08-19 0.00000000 JPY 0.00000000 JPY 35300.00000000 JPY 31451.26000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 78550.00000000 OU Notional Amount USD 20441852.00000000 0.342856228899 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Travelers Cos., Inc. Travelers Cos., Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 78550.00000000 USD 263716.79000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 3015000.00000000 OU Notional Amount 3018430.95000000 0.050625934123 N/A DE HK N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 WH Group Ltd. WH Group Ltd. Y equity-performance leg 2027-01-06 0.00000000 HKD 0.00000000 HKD 3015000.00000000 HKD -84926.40000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 87190.00000000 OU Notional Amount -267142.10000000 -0.00448057900 N/A DE GB N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Morgan Advanced Materials PLC Morgan Advanced Materials PLC Y equity-performance leg 2025-12-08 0.00000000 GBP 0.00000000 GBP 87190.00000000 GBP -1741.20000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 7731000.00000000 OU Notional Amount 7739797.58000000 0.129813962586 N/A DE HK N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 WH Group Ltd. WH Group Ltd. Y equity-performance leg 2028-02-15 0.00000000 HKD 0.00000000 HKD 7731000.00000000 HKD 215566.22000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 61018.00000000 OU Notional Amount -1730663.54000000 -0.02902715345 N/A DE CA N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Galaxy Digital, Inc. Galaxy Digital, Inc. Y equity-performance leg 2028-02-24 0.00000000 CAD 0.00000000 CAD 61018.00000000 CAD 87225.36000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 113494.00000000 OU Notional Amount USD 13640843.86000000 0.228787894797 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 M/I Homes, Inc. M/I Homes, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 113494.00000000 USD -356371.16000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 845320.00000000 OU Notional Amount -5508977.77000000 -0.09239805391 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Cascades, Inc. Cascades, Inc. Y equity-performance leg 2027-01-04 0.00000000 CAD 0.00000000 CAD 845320.00000000 CAD 222490.17000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 525810.00000000 OU Notional Amount USD -25754173.80000000 -0.43195591610 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 General Mills, Inc. General Mills, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 525810.00000000 USD 1503816.60000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 716600.00000000 OU Notional Amount -14659856.86000000 -0.24587905436 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Medley, Inc. Medley, Inc. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 716600.00000000 JPY 616025.05000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 20700.00000000 OU Notional Amount -443283.78000000 -0.00743487454 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Tokuyama Corp. Tokuyama Corp. Y equity-performance leg 2028-02-15 0.00000000 JPY 0.00000000 JPY 20700.00000000 JPY -1624.45000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 256400.00000000 OU Notional Amount -4899552.04000000 -0.08217660198 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Kagome Co. Ltd. Kagome Co. Ltd. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 256400.00000000 JPY 8374.14000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 504100.00000000 OU Notional Amount 1842568.42000000 0.030904052136 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 LY Corp. LY Corp. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 504100.00000000 JPY 23544.55000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 2407.00000000 OU Notional Amount USD -528721.62000000 -0.00886786093 N/A DE US N 2 BNP Paribas 549300FWX3HQBUJIR891 Manhattan Associates, Inc. Manhattan Associates, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 2407.00000000 USD 5423.55000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 284936.00000000 OU Notional Amount -6771688.63000000 -0.11357657940 N/A DE FR N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 ICADE ICADE Y equity-performance leg 2027-01-04 0.00000000 EUR 0.00000000 EUR 284936.00000000 EUR 247206.52000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 26937.00000000 OU Notional Amount USD -294690.78000000 -0.00494263286 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Core Laboratories, Inc. Core Laboratories, Inc. Y equity-performance leg 2028-04-21 0.00000000 USD 0.00000000 USD 26937.00000000 USD 19933.38000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1246.00000000 OU Notional Amount -1142990.17000000 -0.01917053794 N/A DE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 Nippon Building Fund, Inc. Nippon Building Fund, Inc. Y equity-performance leg 2028-04-18 0.00000000 JPY 0.00000000 JPY 1246.00000000 JPY -41424.22000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 54702.00000000 OU Notional Amount -1122054.12000000 -0.01881939289 N/A DE DK N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Matas AS Matas AS Y equity-performance leg 2028-02-15 0.00000000 DKK 0.00000000 DKK 54702.00000000 DKK 53929.89000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1100.00000000 OU Notional Amount -10860.97000000 -0.00018216310 N/A DE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Chiba Kogyo Bank Ltd. Chiba Kogyo Bank Ltd. Y equity-performance leg 2027-01-06 0.00000000 JPY 0.00000000 JPY 1100.00000000 JPY 528.23000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1722.00000000 OU Notional Amount 1533599.73000000 0.025721946331 N/A DE CH N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Burckhardt Compression Holding AG Burckhardt Compression Holding AG Y equity-performance leg 2026-02-26 0.00000000 CHF 0.00000000 CHF 1722.00000000 CHF -8782.62000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 533218.00000000 OU Notional Amount 16421035.25000000 0.275418011070 N/A DE FR N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Bureau Veritas SA Bureau Veritas SA Y equity-performance leg 2026-08-17 0.00000000 EUR 0.00000000 EUR 533218.00000000 EUR -962632.45000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 431900.00000000 OU Notional Amount -6291356.19000000 -0.10552031479 N/A DE HK N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Hang Seng Bank Ltd. Hang Seng Bank Ltd. Y equity-performance leg 2028-02-15 0.00000000 HKD 0.00000000 HKD 431900.00000000 HKD 498045.02000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 43510.00000000 OU Notional Amount USD 4332725.80000000 0.072669640140 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 U.S. Lime & Minerals, Inc. U.S. Lime & Minerals, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 43510.00000000 USD -51341.80000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 91463.00000000 OU Notional Amount USD -4135956.86000000 -0.06936937866 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Cathay General Bancorp Cathay General Bancorp Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 91463.00000000 USD 107354.78000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 19719.00000000 OU Notional Amount USD -757603.98000000 -0.01270673731 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 German American Bancorp, Inc. German American Bancorp, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 19719.00000000 USD 46340.82000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1546300.00000000 OU Notional Amount -14412605.55000000 -0.24173208902 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Chiba Bank Ltd. Chiba Bank Ltd. Y equity-performance leg 2027-09-09 0.00000000 JPY 0.00000000 JPY 1546300.00000000 JPY -83275.68000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 204205.00000000 OU Notional Amount USD -4124941.00000000 -0.06918461769 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Indivior PLC Indivior PLC Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 204205.00000000 USD -984268.10000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 69069.00000000 OU Notional Amount -2560799.99000000 -0.04295042482 N/A DE SE N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Sectra AB Sectra AB Y equity-performance leg 2027-01-04 0.00000000 SEK 0.00000000 SEK 69069.00000000 SEK 53606.94000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 645.00000000 OU Notional Amount USD -227730.15000000 -0.00381955120 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 IES Holdings, Inc. IES Holdings, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 645.00000000 USD -28547.70000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 180.00000000 OU Notional Amount 12026.04000000 0.000201703970 N/A DE GB N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Ashtead Group PLC Ashtead Group PLC Y equity-performance leg 2027-01-27 0.00000000 GBP 0.00000000 GBP 180.00000000 GBP -210.97000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 65837.00000000 OU Notional Amount 3047146.95000000 0.051107566583 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Lundin Gold, Inc. Lundin Gold, Inc. Y equity-performance leg 2027-01-06 0.00000000 CAD 0.00000000 CAD 65837.00000000 CAD -81579.23000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 17700.00000000 OU Notional Amount -331226.58000000 -0.00555542111 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 ABC-Mart, Inc. ABC-Mart, Inc. Y equity-performance leg 2028-02-15 0.00000000 JPY 0.00000000 JPY 17700.00000000 JPY 14649.84000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 334855.00000000 OU Notional Amount USD -2528155.25000000 -0.04240289847 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Invesco Mortgage Capital, Inc. Invesco Mortgage Capital, Inc. Y equity-performance leg 2028-04-21 0.00000000 USD 0.00000000 USD 334855.00000000 USD -20091.30000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 7884.00000000 OU Notional Amount 201272.10000000 0.003375789688 N/A DE SE N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Investment AB Latour Investment AB Latour Y equity-performance leg 2026-07-06 0.00000000 SEK 0.00000000 SEK 7884.00000000 SEK -505.67000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 138499.00000000 OU Notional Amount -4693599.26000000 -0.07872230667 N/A DE FR N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Veolia Environnement SA Veolia Environnement SA Y equity-performance leg 2027-01-06 0.00000000 EUR 0.00000000 EUR 138499.00000000 EUR 250436.74000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 101618.00000000 OU Notional Amount -3199761.85000000 -0.05366726465 N/A DE CH N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Adecco Group AG Adecco Group AG Y equity-performance leg 2026-12-11 0.00000000 CHF 0.00000000 CHF 101618.00000000 CHF 21443.47000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 298200.00000000 OU Notional Amount -1474927.16000000 -0.02473787423 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Hyakugo Bank Ltd. Hyakugo Bank Ltd. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 298200.00000000 JPY 23239.10000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 22012.00000000 OU Notional Amount USD -256880.04000000 -0.00430846098 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 CorMedix, Inc. CorMedix, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 22012.00000000 USD -4116.24000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 74731.00000000 OU Notional Amount USD -2478827.27000000 -0.04157555635 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Vertex, Inc. Vertex, Inc. Y equity-performance leg 2027-01-06 0.00000000 USD 0.00000000 USD 74731.00000000 USD 161418.96000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 424300.00000000 OU Notional Amount -3793432.44000000 -0.06362446714 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 JGC Holdings Corp. JGC Holdings Corp. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 424300.00000000 JPY -90776.96000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 11742.00000000 OU Notional Amount USD 6770554.62000000 0.113557559489 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Northrop Grumman Corp. Northrop Grumman Corp. Y equity-performance leg 2027-02-05 0.00000000 USD 0.00000000 USD 11742.00000000 USD 30321.45000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 111320.00000000 OU Notional Amount -5290976.64000000 -0.08874168044 N/A DE NL N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Randstad NV Randstad NV Y equity-performance leg 2027-01-06 0.00000000 EUR 0.00000000 EUR 111320.00000000 EUR 187666.55000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 98775.00000000 OU Notional Amount USD -1602130.50000000 -0.02687136280 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Daktronics, Inc. Daktronics, Inc. Y equity-performance leg 2027-01-04 0.00000000 USD 0.00000000 USD 98775.00000000 USD -29632.50000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 51142.00000000 OU Notional Amount USD 2878783.18000000 0.048283724239 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Century Communities, Inc. Century Communities, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 51142.00000000 USD -135687.95000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 11331.00000000 OU Notional Amount USD 3985226.01000000 0.066841280384 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Rockwell Automation, Inc. Rockwell Automation, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 11331.00000000 USD -6807.22000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 73000.00000000 OU Notional Amount 578331.93000000 0.009699938370 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Casio Computer Co. Ltd. Casio Computer Co. Ltd. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 73000.00000000 JPY -19740.24000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 431136.00000000 OU Notional Amount USD 13529047.68000000 0.226912819257 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Par Pacific Holdings, Inc. Par Pacific Holdings, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 431136.00000000 USD -375088.32000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 164043.00000000 OU Notional Amount 18871526.84000000 0.316518313797 N/A DE GB N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 InterContinental Hotels Group PLC InterContinental Hotels Group PLC Y equity-performance leg 2028-02-15 0.00000000 GBP 0.00000000 GBP 164043.00000000 GBP -263859.65000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 107700.00000000 OU Notional Amount 749350.08000000 0.012568300687 N/A DE JP N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Asahi Kasei Corp. Asahi Kasei Corp. Y equity-performance leg 2026-08-19 0.00000000 JPY 0.00000000 JPY 107700.00000000 JPY 17868.44000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 156510.00000000 OU Notional Amount USD 7535956.50000000 0.126395085276 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Tutor Perini Corp. Tutor Perini Corp. Y equity-performance leg 2026-08-19 0.00000000 USD 0.00000000 USD 156510.00000000 USD -106426.80000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 4382961.00000000 OU Notional Amount 11565472.26000000 0.193979205235 N/A DE GB N 2 UBS AG BFM8T61CT2L1QCEMIK50 Aberdeen Group PLC Aberdeen Group PLC Y equity-performance leg 2028-04-24 0.00000000 GBP 0.00000000 GBP 4382961.00000000 GBP 183855.18000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1316882.00000000 OU Notional Amount -7082699.56000000 -0.11879293821 N/A DE AU N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 APA Group APA Group Y equity-performance leg 2027-01-06 0.00000000 AUD 0.00000000 AUD 1316882.00000000 AUD 71725.68000000 N N N United States Treasury 254900HROIFWPRGM1V77 912797QU4 502100000.00000000 PA USD 499362410.22000000 8.375440386818 Long STIV UST US N 2 2025-09-16 None 0.00000000 N N N N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 10765.00000000 OU Notional Amount USD 1073593.45000000 0.018006597525 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Crocs, Inc. Crocs, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 10765.00000000 USD -75597.21000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 546832.00000000 OU Notional Amount -1836190.41000000 -0.03079707844 N/A DE NZ N 2 UBS AG BFM8T61CT2L1QCEMIK50 Meridian Energy Ltd. Meridian Energy Ltd. Y equity-performance leg 2029-09-03 0.00000000 NZD 0.00000000 NZD 546832.00000000 NZD 44919.28000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 40277.00000000 OU Notional Amount USD 1646926.53000000 0.027622693841 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 PotlatchDeltic Corp. PotlatchDeltic Corp. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 40277.00000000 USD -3276.52000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 42850.00000000 OU Notional Amount -1205465.50000000 -0.02021839094 N/A DE CA N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Quebecor, Inc. Quebecor, Inc. Y equity-performance leg 2028-02-15 0.00000000 CAD 0.00000000 CAD 42850.00000000 CAD 51384.56000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 600240.00000000 OU Notional Amount -309415.09000000 -0.00518959294 N/A DE AU N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Bellevue Gold Ltd. Bellevue Gold Ltd. Y equity-performance leg 2028-02-15 0.00000000 AUD 0.00000000 AUD 600240.00000000 AUD 52284.34000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 849.00000000 OU Notional Amount USD -100878.18000000 -0.00169195591 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Bank First Corp. Bank First Corp. Y equity-performance leg 2027-01-04 0.00000000 USD 0.00000000 USD 849.00000000 USD 6290.67000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 110811.00000000 OU Notional Amount USD -812244.63000000 -0.01362318496 N/A DE US N 2 BNP Paribas 549300FWX3HQBUJIR891 Navitas Semiconductor Corp. Navitas Semiconductor Corp. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 110811.00000000 USD -121892.10000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 21500.00000000 OU Notional Amount -1373604.86000000 -0.02303846942 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Toyo Suisan Kaisha Ltd. Toyo Suisan Kaisha Ltd. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 21500.00000000 JPY -41807.45000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 112806.00000000 OU Notional Amount -1826154.60000000 -0.03062875514 N/A DE GB N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 CVS Group PLC CVS Group PLC Y equity-performance leg 2027-01-04 0.00000000 GBP 0.00000000 GBP 112806.00000000 GBP 2717.64000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 269761.00000000 OU Notional Amount USD 4763979.26000000 0.079902738931 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Extreme Networks, Inc. Extreme Networks, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 269761.00000000 USD -18883.27000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 184902.00000000 OU Notional Amount 2075621.73000000 0.034812884809 N/A DE GB N 2 BNP Paribas 549300FWX3HQBUJIR891 Hilton Food Group PLC Hilton Food Group PLC Y equity-performance leg 2027-03-17 0.00000000 GBP 0.00000000 GBP 184902.00000000 GBP -80108.43000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 206586.00000000 OU Notional Amount USD 21794823.00000000 0.365548621686 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 PPG Industries, Inc. PPG Industries, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 206586.00000000 USD -1817742.14000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 72153.00000000 OU Notional Amount -5407545.10000000 -0.09069679795 N/A DE DK N 2 BNP Paribas 549300FWX3HQBUJIR891 Royal Unibrew AS Royal Unibrew AS Y equity-performance leg 2026-06-17 0.00000000 DKK 0.00000000 DKK 72153.00000000 DKK 362189.74000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 520214.00000000 OU Notional Amount 6071614.42000000 0.101834746840 N/A DE AU N 2 BNP Paribas 549300FWX3HQBUJIR891 Domino's Pizza Enterprises Ltd. Domino's Pizza Enterprises Ltd. Y equity-performance leg 2027-03-22 0.00000000 AUD 0.00000000 AUD 520214.00000000 AUD -28524.03000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 373.00000000 OU Notional Amount -115614.13000000 -0.00193911122 N/A DE IL N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Israel Corp. Ltd. Israel Corp. Ltd. Y equity-performance leg 2027-05-23 0.00000000 ILS 0.00000000 ILS 373.00000000 ILS 9899.25000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 84625.00000000 OU Notional Amount -283386.26000000 -0.00475303042 N/A DE CA N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 StorageVault Canada, Inc. StorageVault Canada, Inc. Y equity-performance leg 2028-02-15 0.00000000 CAD 0.00000000 CAD 84625.00000000 CAD -26844.08000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 12801.00000000 OU Notional Amount -1001405.11000000 -0.01679583530 N/A DE CH N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Georg Fischer AG Georg Fischer AG Y equity-performance leg 2025-12-08 0.00000000 CHF 0.00000000 CHF 12801.00000000 CHF 10232.85000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 59466.00000000 OU Notional Amount 4271456.90000000 0.071642021703 N/A DE DE N 2 UBS AG BFM8T61CT2L1QCEMIK50 GEA Group AG GEA Group AG Y equity-performance leg 2029-09-03 0.00000000 EUR 0.00000000 EUR 59466.00000000 EUR 235747.88000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 338900.00000000 OU Notional Amount -6983170.02000000 -0.11712360205 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Daiei Kankyo Co. Ltd. Daiei Kankyo Co. Ltd. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 338900.00000000 JPY -124286.51000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 96800.00000000 OU Notional Amount 2248022.58000000 0.037704438142 N/A DE JP N 2 BNP Paribas 549300FWX3HQBUJIR891 BML, Inc. BML, Inc. Y equity-performance leg 2027-03-24 0.00000000 JPY 0.00000000 JPY 96800.00000000 JPY 30508.89000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 20600.00000000 OU Notional Amount -964446.07000000 -0.01617594836 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Ryohin Keikaku Co. Ltd. Ryohin Keikaku Co. Ltd. Y equity-performance leg 2028-03-15 0.00000000 JPY 0.00000000 JPY 20600.00000000 JPY -15013.09000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1158100.00000000 OU Notional Amount 6307906.54000000 0.105797901704 N/A DE JP N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Mitsubishi Chemical Group Corp. Mitsubishi Chemical Group Corp. Y equity-performance leg 2026-08-19 0.00000000 JPY 0.00000000 JPY 1158100.00000000 JPY 287700.43000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1639.00000000 OU Notional Amount USD -470802.75000000 -0.00789643009 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Arthur J Gallagher & Co. Arthur J Gallagher & Co. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 1639.00000000 USD 34107.59000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 159689.00000000 OU Notional Amount 1421020.04000000 0.023833729551 N/A DE CA N 2 UBS AG BFM8T61CT2L1QCEMIK50 Extendicare, Inc. Extendicare, Inc. Y equity-performance leg 2028-04-21 0.00000000 CAD 0.00000000 CAD 159689.00000000 CAD -95283.60000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 84294.00000000 OU Notional Amount USD 3384404.10000000 0.056764134032 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Millicom International Cellular SA Millicom International Cellular SA Y equity-performance leg 2027-02-08 0.00000000 USD 0.00000000 USD 84294.00000000 USD -96938.10000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 78081.00000000 OU Notional Amount USD 5798295.06000000 0.097250561168 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Everus Construction Group, Inc. Everus Construction Group, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 78081.00000000 USD 590292.36000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 158507.00000000 OU Notional Amount USD 1371085.55000000 0.022996214881 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Melco Resorts & Entertainment Ltd. Melco Resorts & Entertainment Ltd. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 158507.00000000 USD -57062.52000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 300903.00000000 OU Notional Amount USD 1639921.35000000 0.027505201082 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Digital Turbine, Inc. Digital Turbine, Inc. Y equity-performance leg 2026-06-25 0.00000000 USD 0.00000000 USD 300903.00000000 USD 37210.00000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 35204.00000000 OU Notional Amount USD 5015161.84000000 0.084115640587 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Morgan Stanley Morgan Stanley Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 35204.00000000 USD 74017.08000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1675177.00000000 OU Notional Amount USD -8124608.45000000 -0.13626811379 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Coty, Inc. Coty, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 1675177.00000000 USD 150765.93000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 27600.00000000 OU Notional Amount -596009.64000000 -0.00999643366 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 KeePer Technical Laboratory Co. Ltd. KeePer Technical Laboratory Co. Ltd. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 27600.00000000 JPY 13180.82000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 26600.00000000 OU Notional Amount -727093.73000000 -0.01219501121 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Nippon Carbon Co. Ltd. Nippon Carbon Co. Ltd. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 26600.00000000 JPY 1586.38000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 102000.00000000 OU Notional Amount -6160973.29000000 -0.10333349779 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Furukawa Electric Co. Ltd. Furukawa Electric Co. Ltd. Y equity-performance leg 2028-02-15 0.00000000 JPY 0.00000000 JPY 102000.00000000 JPY -912106.94000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 131485.00000000 OU Notional Amount USD 23387236.95000000 0.392257015903 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 NVIDIA Corp. NVIDIA Corp. Y equity-performance leg 2028-04-18 0.00000000 USD 0.00000000 USD 131485.00000000 USD 982663.96000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 68137.00000000 OU Notional Amount USD -2089761.79000000 -0.03505004569 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Sable Offshore Corp. Sable Offshore Corp. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 68137.00000000 USD -33387.13000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 13698.00000000 OU Notional Amount USD 1149125.22000000 0.019273436646 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 ICF International, Inc. ICF International, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 13698.00000000 USD -14382.90000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 153812.00000000 OU Notional Amount -4522486.10000000 -0.07585235082 N/A DE IE N 2 UBS AG BFM8T61CT2L1QCEMIK50 Ryanair Holdings PLC Ryanair Holdings PLC Y equity-performance leg 2028-04-18 0.00000000 EUR 0.00000000 EUR 153812.00000000 EUR -316720.59000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 667483.00000000 OU Notional Amount 9565702.15000000 0.160438524157 N/A DE FR N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Carrefour SA Carrefour SA Y equity-performance leg 2028-02-15 0.00000000 EUR 0.00000000 EUR 667483.00000000 EUR 122543.91000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 57336.00000000 OU Notional Amount 1499825.30000000 0.025155472525 N/A DE AU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Technology One Ltd. Technology One Ltd. Y equity-performance leg 2027-09-09 0.00000000 AUD 0.00000000 AUD 57336.00000000 AUD -14077.58000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 133.00000000 OU Notional Amount -89161.58000000 -0.00149544195 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Mitsui Fudosan Logistics Park, Inc. Mitsui Fudosan Logistics Park, Inc. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 133.00000000 JPY 5099.68000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 185300.00000000 OU Notional Amount 1772122.06000000 0.029722506876 N/A DE IL N 2 BNP Paribas 549300FWX3HQBUJIR891 Israel Discount Bank Ltd. Israel Discount Bank Ltd. Y equity-performance leg 2027-06-17 0.00000000 ILS 0.00000000 ILS 185300.00000000 ILS -45819.99000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 62919.00000000 OU Notional Amount -1771603.85000000 -0.02971381531 N/A DE NL N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 AMG Critical Materials NV AMG Critical Materials NV Y equity-performance leg 2026-08-19 0.00000000 EUR 0.00000000 EUR 62919.00000000 EUR 13787.87000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 44366.00000000 OU Notional Amount USD -377554.66000000 -0.00633244810 N/A DE US N 2 BNP Paribas 549300FWX3HQBUJIR891 Harmonic, Inc. Harmonic, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 44366.00000000 USD 22183.00000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 246187.00000000 OU Notional Amount USD -3239820.92000000 -0.05433914612 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Thryv Holdings, Inc. Thryv Holdings, Inc. Y equity-performance leg 2028-04-21 0.00000000 USD 0.00000000 USD 246187.00000000 USD -309649.92000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 447200.00000000 OU Notional Amount 6439693.43000000 0.108008266798 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 MISUMI Group, Inc. MISUMI Group, Inc. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 447200.00000000 JPY 695488.14000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 369443.00000000 OU Notional Amount -17943528.00000000 -0.30095366815 N/A DE FR N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 AXA SA AXA SA Y equity-performance leg 2028-02-15 0.00000000 EUR 0.00000000 EUR 369443.00000000 EUR -191303.15000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 195486.00000000 OU Notional Amount 998880.41000000 0.016753490363 N/A DE PT N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Mota-Engil SGPS SA Mota-Engil SGPS SA Y equity-performance leg 2027-01-04 0.00000000 EUR 0.00000000 EUR 195486.00000000 EUR 35789.94000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 226246.00000000 OU Notional Amount -18166140.12000000 -0.30468737838 N/A DE ES N 2 UBS AG BFM8T61CT2L1QCEMIK50 Amadeus IT Group SA Amadeus IT Group SA Y equity-performance leg 2029-09-03 0.00000000 EUR 0.00000000 EUR 226246.00000000 EUR 427805.98000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 56210.00000000 OU Notional Amount USD -2469867.40000000 -0.04142527901 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Occidental Petroleum Corp. Occidental Petroleum Corp. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 56210.00000000 USD -21359.80000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 289700.00000000 OU Notional Amount -1613933.32000000 -0.02706932286 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Daio Paper Corp. Daio Paper Corp. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 289700.00000000 JPY 6876.56000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 132036.00000000 OU Notional Amount 4089969.61000000 0.068598068159 N/A DE GB N 2 UBS AG BFM8T61CT2L1QCEMIK50 Smiths Group PLC Smiths Group PLC Y equity-performance leg 2028-04-18 0.00000000 GBP 0.00000000 GBP 132036.00000000 GBP 14418.95000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 11391.00000000 OU Notional Amount USD 10743079.92000000 0.180185820156 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 ServiceNow, Inc. ServiceNow, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 11391.00000000 USD -353300.37000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 121.00000000 OU Notional Amount -1022984.08000000 -0.01715776358 N/A DE BE N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Lotus Bakeries NV Lotus Bakeries NV Y equity-performance leg 2027-01-04 0.00000000 EUR 0.00000000 EUR 121.00000000 EUR 52087.35000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 277566.00000000 OU Notional Amount USD -5651243.76000000 -0.09478417729 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Photronics, Inc. Photronics, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 277566.00000000 USD -130456.02000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 37549.00000000 OU Notional Amount USD -6750183.73000000 -0.11321589345 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Howmet Aerospace, Inc. Howmet Aerospace, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 37549.00000000 USD 260642.03000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 95923.00000000 OU Notional Amount USD 1127095.25000000 0.018903944076 N/A DE US N 2 BNP Paribas 549300FWX3HQBUJIR891 UiPath, Inc. UiPath, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 95923.00000000 USD -13237.92000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1256710.00000000 OU Notional Amount -9248072.67000000 -0.15511115725 N/A DE GB N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 RS Group PLC RS Group PLC Y equity-performance leg 2025-12-08 0.00000000 GBP 0.00000000 GBP 1256710.00000000 GBP 770665.15000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 805168.00000000 OU Notional Amount 5017884.99000000 0.084161313990 N/A DE AU N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 AGL Energy Ltd. AGL Energy Ltd. Y equity-performance leg 2027-01-06 0.00000000 AUD 0.00000000 AUD 805168.00000000 AUD -200740.79000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 17629.00000000 OU Notional Amount 1767381.55000000 0.029642997770 N/A DE GB N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Lion Finance Group PLC Lion Finance Group PLC Y equity-performance leg 2028-02-15 0.00000000 GBP 0.00000000 GBP 17629.00000000 GBP 87253.80000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 1688607.00000000 OU Notional Amount -5396741.61000000 -0.09051559891 N/A DE GB N 2 BNP Paribas 549300FWX3HQBUJIR891 Greatland Resources Ltd. Greatland Resources Ltd. Y equity-performance leg 2027-03-17 0.00000000 GBP 0.00000000 GBP 1688607.00000000 GBP 2130007.72000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 111448.00000000 OU Notional Amount 7891284.12000000 0.132354735498 N/A DE CA N 2 UBS AG BFM8T61CT2L1QCEMIK50 AtkinsRealis Group, Inc. AtkinsRealis Group, Inc. Y equity-performance leg 2028-04-18 0.00000000 CAD 0.00000000 CAD 111448.00000000 CAD -45841.68000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 200661.00000000 OU Notional Amount -1714448.26000000 -0.02875518642 N/A DE GB N 2 BNP Paribas 549300FWX3HQBUJIR891 Aviva PLC Aviva PLC Y equity-performance leg 2026-08-17 0.00000000 GBP 0.00000000 GBP 200661.00000000 GBP 830.05000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 391781.00000000 OU Notional Amount 16360023.57000000 0.274394706796 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Altus Group Ltd. Altus Group Ltd. Y equity-performance leg 2027-01-04 0.00000000 CAD 0.00000000 CAD 391781.00000000 CAD 538440.50000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 607064.00000000 OU Notional Amount -17592422.45000000 -0.29506483162 N/A DE SE N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Investor AB Investor AB Y equity-performance leg 2028-02-15 0.00000000 SEK 0.00000000 SEK 607064.00000000 SEK 442178.11000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 225392.00000000 OU Notional Amount USD -8855651.68000000 -0.14852936707 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 UDR, Inc. UDR, Inc. Y equity-performance leg 2028-04-18 0.00000000 USD 0.00000000 USD 225392.00000000 USD 206475.28000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -616229.64000000 -0.01033556893 N/A DFE XX N 2 Citibank NA E57ODZWZ7FF32TWEFA76 143351428.46000000 USD 124711000.00000000 EUR 2025-09-17 -616229.64000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 187304.00000000 OU Notional Amount USD 2620382.96000000 0.043949766387 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Safehold, Inc. Safehold, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 187304.00000000 USD -252860.40000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 87258.00000000 OU Notional Amount 1480147.26000000 0.024825427156 N/A DE GB N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Burberry Group PLC Burberry Group PLC Y equity-performance leg 2026-12-10 0.00000000 GBP 0.00000000 GBP 87258.00000000 GBP -71611.30000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 8744.00000000 OU Notional Amount -143882.22000000 -0.00241323121 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Spin Master Corp. Spin Master Corp. Y equity-performance leg 2027-01-04 0.00000000 CAD 0.00000000 CAD 8744.00000000 CAD -514.32000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 26900.00000000 OU Notional Amount -506628.79000000 -0.00849731405 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Ogaki Kyoritsu Bank Ltd. Ogaki Kyoritsu Bank Ltd. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 26900.00000000 JPY 4143.00000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 32510.00000000 OU Notional Amount 124802.04000000 0.002093213315 N/A DE SE N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Sveafastigheter AB Sveafastigheter AB Y equity-performance leg 2026-07-29 0.00000000 SEK 0.00000000 SEK 32510.00000000 SEK -8224.37000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 788.00000000 OU Notional Amount 1546189.19000000 0.025933100134 N/A DE DK N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 AP Moller - Maersk AS AP Moller - Maersk AS Y equity-performance leg 2026-08-19 0.00000000 DKK 0.00000000 DKK 788.00000000 DKK 15152.67000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 434990.00000000 OU Notional Amount USD 13332443.50000000 0.223615321176 N/A DE US N 2 BNP Paribas 549300FWX3HQBUJIR891 Invitation Homes, Inc. Invitation Homes, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 434990.00000000 USD -535789.07000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 264342.00000000 OU Notional Amount USD 9756863.22000000 0.163644728936 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Robert Half, Inc. Robert Half, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 264342.00000000 USD -1477892.09000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1231616.00000000 OU Notional Amount -17279600.92000000 -0.28981810495 N/A DE CA N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Peyto Exploration & Development Corp. Peyto Exploration & Development Corp. Y equity-performance leg 2026-08-18 0.00000000 CAD 0.00000000 CAD 1231616.00000000 CAD 105279.33000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 60300.00000000 OU Notional Amount 575123.45000000 0.009646124882 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Hulic Co. Ltd. Hulic Co. Ltd. Y equity-performance leg 2028-03-15 0.00000000 JPY 0.00000000 JPY 60300.00000000 JPY -18539.17000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 14800.00000000 OU Notional Amount -1029806.66000000 -0.01727219372 N/A DE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Fujita Kanko, Inc. Fujita Kanko, Inc. Y equity-performance leg 2027-01-06 0.00000000 JPY 0.00000000 JPY 14800.00000000 JPY 116207.45000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 771590.00000000 OU Notional Amount 3402420.15000000 0.057066304058 N/A DE AU N 2 UBS AG BFM8T61CT2L1QCEMIK50 Downer EDI Ltd. Downer EDI Ltd. Y equity-performance leg 2028-04-03 0.00000000 AUD 0.00000000 AUD 771590.00000000 AUD -29170.83000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1143960.00000000 OU Notional Amount 4591079.14000000 0.077002811708 N/A DE GB N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Glencore PLC Glencore PLC Y equity-performance leg 2025-12-08 0.00000000 GBP 0.00000000 GBP 1143960.00000000 GBP -171994.42000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1091595.00000000 OU Notional Amount USD 11821973.85000000 0.198281318755 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 ZoomInfo Technologies, Inc. ZoomInfo Technologies, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 1091595.00000000 USD 732614.61000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 5869.00000000 OU Notional Amount 142489.29000000 0.002389868619 N/A DE CA N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Jamieson Wellness, Inc. Jamieson Wellness, Inc. Y equity-performance leg 2025-12-08 0.00000000 CAD 0.00000000 CAD 5869.00000000 CAD -4155.16000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 137681.00000000 OU Notional Amount -2311236.55000000 -0.03876467981 N/A DE SE N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Beijer Ref AB Beijer Ref AB Y equity-performance leg 2025-12-08 0.00000000 SEK 0.00000000 SEK 137681.00000000 SEK -74301.19000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 121600.00000000 OU Notional Amount -3241136.04000000 -0.05436120367 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Yokogawa Electric Corp. Yokogawa Electric Corp. Y equity-performance leg 2027-09-09 0.00000000 JPY 0.00000000 JPY 121600.00000000 JPY -104998.49000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 41045.00000000 OU Notional Amount -69302.86000000 -0.00116236617 N/A DE SG N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 CapitaLand Integrated Commercial Trust CapitaLand Integrated Commercial Trust Y equity-performance leg 2026-08-19 0.00000000 SGD 0.00000000 SGD 41045.00000000 SGD 1579.99000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 4908.00000000 OU Notional Amount USD 261449.16000000 0.004385095491 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 LGI Homes, Inc. LGI Homes, Inc. Y equity-performance leg 2026-06-25 0.00000000 USD 0.00000000 USD 4908.00000000 USD -21165.75000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 27400.00000000 OU Notional Amount -874112.56000000 -0.01466085049 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 TIS, Inc. TIS, Inc. Y equity-performance leg 2028-03-15 0.00000000 JPY 0.00000000 JPY 27400.00000000 JPY -41187.90000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 17001.00000000 OU Notional Amount 470835.02000000 0.007896971340 N/A DE IT N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Banca IFIS SpA Banca IFIS SpA Y equity-performance leg 2028-02-15 0.00000000 EUR 0.00000000 EUR 17001.00000000 EUR -2513.43000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 2433.00000000 OU Notional Amount 1540952.45000000 0.025845268125 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Ichigo Office REIT Investment Corp. Ichigo Office REIT Investment Corp. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 2433.00000000 JPY -185.45000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 8956.00000000 OU Notional Amount USD -1816724.60000000 -0.03047059265 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 SiTime Corp. SiTime Corp. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 8956.00000000 USD 13702.68000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 2540120.00000000 OU Notional Amount -6937160.33000000 -0.11635191517 N/A DE GB N 2 UBS AG BFM8T61CT2L1QCEMIK50 BT Group PLC BT Group PLC Y equity-performance leg 2029-09-03 0.00000000 GBP 0.00000000 GBP 2540120.00000000 GBP -310229.60000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 41369.00000000 OU Notional Amount -3080314.13000000 -0.05166385542 N/A DE AT N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Verbund AG Verbund AG Y equity-performance leg 2026-08-17 0.00000000 EUR 0.00000000 EUR 41369.00000000 EUR 167428.74000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 109459.00000000 OU Notional Amount 266724.30000000 0.004473571555 N/A DE IT N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 A2A SpA A2A SpA Y equity-performance leg 2025-12-08 0.00000000 EUR 0.00000000 EUR 109459.00000000 EUR -14177.37000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 61500.00000000 OU Notional Amount -556939.69000000 -0.00934114197 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Toho Titanium Co. Ltd. Toho Titanium Co. Ltd. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 61500.00000000 JPY -28850.60000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 277535.00000000 OU Notional Amount USD -16468926.90000000 -0.27622126267 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Crane NXT Co. Crane NXT Co. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 277535.00000000 USD -722701.55000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 66408.00000000 OU Notional Amount -8091141.15000000 -0.13570679125 N/A DE CH N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Straumann Holding AG Straumann Holding AG Y equity-performance leg 2026-12-11 0.00000000 CHF 0.00000000 CHF 66408.00000000 CHF 657669.75000000 N N N HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 000000000 1076290.79000000 OU Notional Amount -15932.03000000 -0.00026721628 N/A DE DE N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 Eurex Swiss Market New Index Futures SMU5 Index Y Fixed payment equal to the notional value in field C.11.f.iv.1 equity-performance leg 2025-09-19 0.00000000 CHF 0.00000000 CHF 1076290.79000000 CHF -15932.03000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1500.00000000 OU Notional Amount 22367.48000000 0.000375153378 N/A DE JP N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Fujimi, Inc. Fujimi, Inc. Y equity-performance leg 2026-08-19 0.00000000 JPY 0.00000000 JPY 1500.00000000 JPY 1336.95000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 9526.00000000 OU Notional Amount USD 1682863.16000000 0.028225432646 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 CRA International, Inc. CRA International, Inc. Y equity-performance leg 2028-04-21 0.00000000 USD 0.00000000 USD 9526.00000000 USD -120599.16000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 509016.00000000 OU Notional Amount USD 3766718.40000000 0.063176412095 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 RLJ Lodging Trust RLJ Lodging Trust Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 509016.00000000 USD -96713.04000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 311248.00000000 OU Notional Amount USD -1276116.80000000 -0.02140337351 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 B&G Foods, Inc. B&G Foods, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 311248.00000000 USD 37349.76000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 752100.00000000 OU Notional Amount -9445838.05000000 -0.15842813129 N/A DE FI N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Metso OYJ Metso OYJ Y equity-performance leg 2025-12-08 0.00000000 EUR 0.00000000 EUR 752100.00000000 EUR 504417.40000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 9500.00000000 OU Notional Amount -229735.86000000 -0.00385319151 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Kyushu Railway Co. Kyushu Railway Co. Y equity-performance leg 2028-02-15 0.00000000 JPY 0.00000000 JPY 9500.00000000 JPY 742.97000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 546.00000000 OU Notional Amount USD -77302.68000000 -0.00129654129 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Willis Lease Finance Corp. Willis Lease Finance Corp. Y equity-performance leg 2028-04-21 0.00000000 USD 0.00000000 USD 546.00000000 USD -3079.44000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1637900.00000000 OU Notional Amount 16819827.14000000 0.282106655696 N/A DE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Round One Corp. Round One Corp. Y equity-performance leg 2027-01-06 0.00000000 JPY 0.00000000 JPY 1637900.00000000 JPY -367701.94000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 65500.00000000 OU Notional Amount -3956311.28000000 -0.06635631477 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Furukawa Electric Co. Ltd. Furukawa Electric Co. Ltd. Y equity-performance leg 2028-03-15 0.00000000 JPY 0.00000000 JPY 65500.00000000 JPY -585715.73000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 646734.00000000 OU Notional Amount 2153486.73000000 0.036118857490 N/A DE AU N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Ventia Services Group Pty. Ltd. Ventia Services Group Pty. Ltd. Y equity-performance leg 2026-08-19 0.00000000 AUD 0.00000000 AUD 646734.00000000 AUD -41564.03000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 104420.00000000 OU Notional Amount -919528.78000000 -0.01542258352 N/A DE IT N 2 BNP Paribas 549300FWX3HQBUJIR891 Tamburi Investment Partners SpA Tamburi Investment Partners SpA Y equity-performance leg 2027-03-17 0.00000000 EUR 0.00000000 EUR 104420.00000000 EUR 31401.33000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 121400.00000000 OU Notional Amount 3317609.45000000 0.055643836233 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Kewpie Corp. Kewpie Corp. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 121400.00000000 JPY 60483.03000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 101081.00000000 OU Notional Amount -1366847.05000000 -0.02292512562 N/A DE AU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Premier Investments Ltd. Premier Investments Ltd. Y equity-performance leg 2027-05-12 0.00000000 AUD 0.00000000 AUD 101081.00000000 AUD -49927.43000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 325251.00000000 OU Notional Amount -10871221.39000000 -0.18233504328 N/A DE SE N 2 BNP Paribas 549300FWX3HQBUJIR891 EQT AB EQT AB Y equity-performance leg 2026-08-17 0.00000000 SEK 0.00000000 SEK 325251.00000000 SEK 344799.42000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 128206.00000000 OU Notional Amount -6905511.81000000 -0.11582109770 N/A DE DE N 2 BNP Paribas 549300FWX3HQBUJIR891 Siemens Healthineers AG Siemens Healthineers AG Y equity-performance leg 2027-03-24 0.00000000 EUR 0.00000000 EUR 128206.00000000 EUR 267915.68000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 OU Notional Amount 3.91000000 0.000000065579 N/A DE GB N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Hammerson PLC Hammerson PLC Y equity-performance leg 2026-08-19 0.00000000 GBP 0.00000000 GBP 1.00000000 GBP 0.03000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 5316.00000000 OU Notional Amount -5598735.82000000 -0.09390350002 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Nomura Real Estate Master Fund, Inc. Nomura Real Estate Master Fund, Inc. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 5316.00000000 JPY -134061.88000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 10776.00000000 OU Notional Amount -233611.57000000 -0.00391819595 N/A DE NZ N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Fisher & Paykel Healthcare Corp. Ltd. Fisher & Paykel Healthcare Corp. Ltd. Y equity-performance leg 2027-10-09 0.00000000 NZD 0.00000000 NZD 10776.00000000 NZD 3729.87000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 21300.00000000 OU Notional Amount -1313732.09000000 -0.02203426725 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Japan Steel Works Ltd. Japan Steel Works Ltd. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 21300.00000000 JPY -116986.21000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 55280.00000000 OU Notional Amount USD 4198516.00000000 0.070418637349 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 MetLife, Inc. MetLife, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 55280.00000000 USD -11074.94000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 1478300.00000000 OU Notional Amount -8790101.14000000 -0.14742993582 N/A DE SG N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Sembcorp Industries Ltd. Sembcorp Industries Ltd. Y equity-performance leg 2028-02-15 0.00000000 SGD 0.00000000 SGD 1478300.00000000 SGD -48076.92000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 354200.00000000 OU Notional Amount 4009112.89000000 0.067241917547 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Yamaguchi Financial Group, Inc. Yamaguchi Financial Group, Inc. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 354200.00000000 JPY 238791.61000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 384457.00000000 OU Notional Amount 793843.49000000 0.013314556103 N/A DE AU N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 NRW Holdings Ltd. NRW Holdings Ltd. Y equity-performance leg 2028-02-15 0.00000000 AUD 0.00000000 AUD 384457.00000000 AUD 2407.11000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 26609.00000000 OU Notional Amount 2457872.32000000 0.041224094311 N/A DE IE N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Kerry Group PLC Kerry Group PLC Y equity-performance leg 2026-07-06 0.00000000 EUR 0.00000000 EUR 26609.00000000 EUR -226653.29000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 818364.00000000 OU Notional Amount -4301473.61000000 -0.07214547002 N/A DE GB N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Playtech PLC Playtech PLC Y equity-performance leg 2025-12-08 0.00000000 GBP 0.00000000 GBP 818364.00000000 GBP -225717.54000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 6417200.00000000 OU Notional Amount -32080978.58000000 -0.53807078416 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Nihon M&A Center Holdings, Inc. Nihon M&A Center Holdings, Inc. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 6417200.00000000 JPY -1624786.32000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 5900.00000000 OU Notional Amount -258123.04000000 -0.00432930891 N/A DE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Nitto Boseki Co. Ltd. Nitto Boseki Co. Ltd. Y equity-performance leg 2027-01-06 0.00000000 JPY 0.00000000 JPY 5900.00000000 JPY 9573.89000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 3600.00000000 OU Notional Amount -244376.74000000 -0.00409875228 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Fujikura Ltd. Fujikura Ltd. Y equity-performance leg 2028-03-15 0.00000000 JPY 0.00000000 JPY 3600.00000000 JPY -54527.56000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 27700.00000000 OU Notional Amount 600357.80000000 0.010069362174 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Yoshinoya Holdings Co. Ltd. Yoshinoya Holdings Co. Ltd. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 27700.00000000 JPY -17055.30000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 35642.00000000 OU Notional Amount USD -501839.36000000 -0.00841698445 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Veris Residential, Inc. Veris Residential, Inc. Y equity-performance leg 2028-04-21 0.00000000 USD 0.00000000 USD 35642.00000000 USD 19792.01000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 736.00000000 OU Notional Amount -7396.15000000 -0.00012405021 N/A DE NO N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Hoegh Autoliners ASA Hoegh Autoliners ASA Y equity-performance leg 2026-12-11 0.00000000 NOK 0.00000000 NOK 736.00000000 NOK -275.03000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 219426.00000000 OU Notional Amount USD -9446289.30000000 -0.15843569978 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Sphere Entertainment Co. Sphere Entertainment Co. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 219426.00000000 USD 13165.56000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 90382.00000000 OU Notional Amount USD -1174966.00000000 -0.01970684514 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Guess?, Inc. Guess?, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 90382.00000000 USD 44287.18000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 121594.00000000 OU Notional Amount -1097027.04000000 -0.01839963198 N/A DE XX N 2 BNP Paribas 549300FWX3HQBUJIR891 TUI AG TUI AG Y equity-performance leg 2027-03-24 0.00000000 EUR 0.00000000 EUR 121594.00000000 EUR 31424.48000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 329500.00000000 OU Notional Amount -2169459.98000000 -0.03638676512 N/A DE HK N 2 BNP Paribas 549300FWX3HQBUJIR891 Power Assets Holdings Ltd. Power Assets Holdings Ltd. Y equity-performance leg 2026-09-09 0.00000000 HKD 0.00000000 HKD 329500.00000000 HKD -56029.32000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 92092.00000000 OU Notional Amount USD -2323481.16000000 -0.03897004970 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Edgewell Personal Care Co. Edgewell Personal Care Co. Y equity-performance leg 2028-04-21 0.00000000 USD 0.00000000 USD 92092.00000000 USD 34994.96000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 11758.00000000 OU Notional Amount -404682.78000000 -0.00678744821 N/A DE GB N 2 UBS AG BFM8T61CT2L1QCEMIK50 Croda International PLC Croda International PLC Y equity-performance leg 2028-04-18 0.00000000 GBP 0.00000000 GBP 11758.00000000 GBP 55201.22000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 786300.00000000 OU Notional Amount 8866259.88000000 0.148707290655 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Amada Co. Ltd. Amada Co. Ltd. Y equity-performance leg 2028-03-15 0.00000000 JPY 0.00000000 JPY 786300.00000000 JPY 351157.26000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 3226.00000000 OU Notional Amount USD -568776.06000000 -0.00953966475 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Advanced Micro Devices, Inc. Advanced Micro Devices, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 3226.00000000 USD -69649.34000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 11266.00000000 OU Notional Amount USD 686099.40000000 0.011507443304 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Champion Homes, Inc. Champion Homes, Inc. Y equity-performance leg 2026-06-25 0.00000000 USD 0.00000000 USD 11266.00000000 USD -45490.84000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 6099.00000000 OU Notional Amount 148813.52000000 0.002495940303 N/A DE SE N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Sandvik AB Sandvik AB Y equity-performance leg 2026-07-06 0.00000000 SEK 0.00000000 SEK 6099.00000000 SEK -245.15000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 322100.00000000 OU Notional Amount -8521614.32000000 -0.14292680281 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Ajinomoto Co., Inc. Ajinomoto Co., Inc. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 322100.00000000 JPY 266826.99000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 62919.00000000 OU Notional Amount USD 3480049.89000000 0.058368330896 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Cimpress PLC Cimpress PLC Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 62919.00000000 USD 503352.00000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 522747.00000000 OU Notional Amount 3257809.96000000 0.054640863134 N/A DE AU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 AGL Energy Ltd. AGL Energy Ltd. Y equity-performance leg 2027-09-09 0.00000000 AUD 0.00000000 AUD 522747.00000000 AUD -118184.09000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 723200.00000000 OU Notional Amount 15170437.18000000 0.254442644545 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Sekisui House Ltd. Sekisui House Ltd. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 723200.00000000 JPY -508840.36000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 183046.00000000 OU Notional Amount 6365758.20000000 0.106768205275 N/A DE DK N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 D/S Norden AS D/S Norden AS Y equity-performance leg 2026-02-18 0.00000000 DKK 0.00000000 DKK 183046.00000000 DKK -168051.71000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 108418.00000000 OU Notional Amount USD 3143037.82000000 0.052715873994 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Amalgamated Financial Corp. Amalgamated Financial Corp. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 108418.00000000 USD -414156.76000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 55022.00000000 OU Notional Amount USD 7511603.44000000 0.125986629216 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Five Below, Inc. Five Below, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 55022.00000000 USD 330484.81000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 295063.00000000 OU Notional Amount -4473240.58000000 -0.07502639174 N/A DE AU N 2 BNP Paribas 549300FWX3HQBUJIR891 BlueScope Steel Ltd. BlueScope Steel Ltd. Y equity-performance leg 2026-09-07 0.00000000 AUD 0.00000000 AUD 295063.00000000 AUD 164999.53000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 599801.00000000 OU Notional Amount -21552710.80000000 -0.36148785087 N/A DE GB N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Shell PLC Shell PLC Y equity-performance leg 2025-12-08 0.00000000 GBP 0.00000000 GBP 599801.00000000 GBP -127108.92000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 522300.00000000 OU Notional Amount 15081104.86000000 0.252944338895 N/A DE AT N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Raiffeisen Bank International AG Raiffeisen Bank International AG Y equity-performance leg 2026-12-10 0.00000000 EUR 0.00000000 EUR 522300.00000000 EUR 94877.61000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 591997.00000000 OU Notional Amount USD -42848742.86000000 -0.71867061702 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Somnigroup International, Inc. Somnigroup International, Inc. Y equity-performance leg 2027-01-06 0.00000000 USD 0.00000000 USD 591997.00000000 USD 1387307.58000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 13230.00000000 OU Notional Amount -1397762.49000000 -0.02344364768 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Descartes Systems Group, Inc. Descartes Systems Group, Inc. Y equity-performance leg 2027-01-06 0.00000000 CAD 0.00000000 CAD 13230.00000000 CAD -13934.34000000 N N N United States Treasury 254900HROIFWPRGM1V77 912797QN0 36147300.00000000 PA USD 34993421.43000000 0.586919057420 Long STIV UST US N 2 2026-05-14 None 0.00000000 N N N N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 30800.00000000 OU Notional Amount -1860372.33000000 -0.03120266409 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Furukawa Electric Co. Ltd. Furukawa Electric Co. Ltd. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 30800.00000000 JPY -242881.11000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 9568.00000000 OU Notional Amount USD 1845284.48000000 0.030949606623 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Alphabet, Inc. Alphabet, Inc. Y equity-performance leg 2027-02-05 0.00000000 USD 0.00000000 USD 9568.00000000 USD 7176.00000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 286954.00000000 OU Notional Amount USD 13796748.32000000 0.231402766249 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Progress Software Corp. Progress Software Corp. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 286954.00000000 USD -243910.90000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1528320.00000000 OU Notional Amount 25489712.10000000 0.427520293481 N/A DE ES N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Banco Bilbao Vizcaya Argentaria SA Banco Bilbao Vizcaya Argentaria SA Y equity-performance leg 2027-01-06 0.00000000 EUR 0.00000000 EUR 1528320.00000000 EUR 2172252.45000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -9879.44000000 -0.00016570061 N/A DFE GB N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 723336.16000000 USD 540000.00000000 GBP 2025-09-17 -9879.44000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 78200.00000000 OU Notional Amount 693141.94000000 0.011625562676 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Yamazen Corp. Yamazen Corp. Y equity-performance leg 2028-02-15 0.00000000 JPY 0.00000000 JPY 78200.00000000 JPY 18226.75000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 10630.00000000 OU Notional Amount -2373387.09000000 -0.03980708535 N/A DE CH N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 BKW AG BKW AG Y equity-performance leg 2027-01-04 0.00000000 CHF 0.00000000 CHF 10630.00000000 CHF 88099.44000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1630.00000000 OU Notional Amount -312625.60000000 -0.00524344048 N/A DE ES N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Acciona SA Acciona SA Y equity-performance leg 2027-01-04 0.00000000 EUR 0.00000000 EUR 1630.00000000 EUR 10162.61000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 19193.00000000 OU Notional Amount 1753888.84000000 0.029416694416 N/A DE FR N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Publicis Groupe SA Publicis Groupe SA Y equity-performance leg 2026-07-06 0.00000000 EUR 0.00000000 EUR 19193.00000000 EUR -2551.86000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 38090.00000000 OU Notional Amount USD 414419.20000000 0.006950750063 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Ardmore Shipping Corp. Ardmore Shipping Corp. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 38090.00000000 USD 23717.33000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1059400.00000000 OU Notional Amount -6882748.99000000 -0.11543931357 N/A DE SG N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Keppel Ltd. Keppel Ltd. Y equity-performance leg 2027-01-06 0.00000000 SGD 0.00000000 SGD 1059400.00000000 SGD -103252.02000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 373281.00000000 OU Notional Amount -10790968.99000000 -0.18098902849 N/A DE NL N 2 BNP Paribas 549300FWX3HQBUJIR891 ABN AMRO Bank NV ABN AMRO Bank NV Y equity-performance leg 2026-08-17 0.00000000 EUR 0.00000000 EUR 373281.00000000 EUR -22862.45000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 149575.00000000 OU Notional Amount USD -12420708.00000000 -0.20832344863 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Whirlpool Corp. Whirlpool Corp. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 149575.00000000 USD 2016271.00000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 319598.00000000 OU Notional Amount USD 1342311.60000000 0.022513610468 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 ZipRecruiter, Inc. ZipRecruiter, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 319598.00000000 USD -147015.08000000 N N N United States Treasury 254900HROIFWPRGM1V77 912797NU7 59100000.00000000 PA USD 58090959.70000000 0.974317169300 Long DBT UST US N 2 2025-12-26 None 0.00000000 N N N N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 740236.00000000 OU Notional Amount -15992730.39000000 -0.26823436698 N/A DE IT N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Poste Italiane SpA Poste Italiane SpA Y equity-performance leg 2026-08-17 0.00000000 EUR 0.00000000 EUR 740236.00000000 EUR -28925.03000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 27300.00000000 OU Notional Amount -1357306.42000000 -0.02276510761 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Fuji Electric Co. Ltd. Fuji Electric Co. Ltd. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 27300.00000000 JPY 22351.88000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 283300.00000000 OU Notional Amount -6476262.01000000 -0.10862160483 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Nojima Corp. Nojima Corp. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 283300.00000000 JPY -437446.09000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 950000.00000000 OU Notional Amount 11359765.99000000 0.190529044457 N/A DE HK N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Techtronic Industries Co. Ltd. Techtronic Industries Co. Ltd. Y equity-performance leg 2027-01-11 0.00000000 HKD 0.00000000 HKD 950000.00000000 HKD -40306.62000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 537600.00000000 OU Notional Amount 10185992.34000000 0.170842197727 N/A DE JP N 2 BNP Paribas 549300FWX3HQBUJIR891 Otsuka Corp. Otsuka Corp. Y equity-performance leg 2027-03-24 0.00000000 JPY 0.00000000 JPY 537600.00000000 JPY -60499.10000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 9655500.00000000 OU Notional Amount 9666487.59000000 0.162128924610 N/A DE HK N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 WH Group Ltd. WH Group Ltd. Y equity-performance leg 2027-09-09 0.00000000 HKD 0.00000000 HKD 9655500.00000000 HKD -271975.71000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 26253.00000000 OU Notional Amount 644403.14000000 0.010808102439 N/A DE DE N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Nordex SE Nordex SE Y equity-performance leg 2025-12-08 0.00000000 EUR 0.00000000 EUR 26253.00000000 EUR 4772.09000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1548284.00000000 OU Notional Amount 16079537.21000000 0.269690314276 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 K92 Mining, Inc. K92 Mining, Inc. Y equity-performance leg 2027-01-04 0.00000000 CAD 0.00000000 CAD 1548284.00000000 CAD -1253231.60000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 700475.00000000 OU Notional Amount USD 14464808.75000000 0.242607655107 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 BrightSpring Health Services, Inc. BrightSpring Health Services, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 700475.00000000 USD -436571.22000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 13747.11000000 0.000230570219 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 411000.00000000 EUR 484148.01000000 USD 2025-09-17 13747.11000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 156596.00000000 OU Notional Amount 8582322.90000000 0.143945023410 N/A DE GB N 2 UBS AG BFM8T61CT2L1QCEMIK50 Alpha Group International PLC Alpha Group International PLC Y equity-performance leg 2028-04-24 0.00000000 GBP 0.00000000 GBP 156596.00000000 GBP 1322592.67000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 270.00000000 OU Notional Amount -2282691.74000000 -0.03828591860 N/A DE BE N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Lotus Bakeries NV Lotus Bakeries NV Y equity-performance leg 2025-12-08 0.00000000 EUR 0.00000000 EUR 270.00000000 EUR 189441.51000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 818.00000000 OU Notional Amount USD 235911.20000000 0.003956765971 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Insulet Corp. Insulet Corp. Y equity-performance leg 2028-02-24 0.00000000 USD 0.00000000 USD 818.00000000 USD -2.05000000 N N N United States Treasury 254900HROIFWPRGM1V77 912797RR0 49894800.00000000 PA USD 49197970.72000000 0.825161571004 Long STIV UST US N 2 2025-12-02 None 0.00000000 N N N N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 231500.00000000 OU Notional Amount 1632457.98000000 0.027380023437 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Tokyu Fudosan Holdings Corp. Tokyu Fudosan Holdings Corp. Y equity-performance leg 2028-03-15 0.00000000 JPY 0.00000000 JPY 231500.00000000 JPY 270.62000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 6500.00000000 OU Notional Amount 94420.51000000 0.001583646138 N/A DE JP N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 YAMABIKO Corp. YAMABIKO Corp. Y equity-performance leg 2026-08-19 0.00000000 JPY 0.00000000 JPY 6500.00000000 JPY -467.13000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 28300.00000000 OU Notional Amount -542971.65000000 -0.00910686626 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 NIDEC Corp. NIDEC Corp. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 28300.00000000 JPY 11903.07000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 455876.00000000 OU Notional Amount USD 9773981.44000000 0.163931840317 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Adient PLC Adient PLC Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 455876.00000000 USD -328230.72000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 735500.00000000 OU Notional Amount -10414603.36000000 -0.17467652311 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Kansai Paint Co. Ltd. Kansai Paint Co. Ltd. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 735500.00000000 JPY -109064.92000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 70983.00000000 OU Notional Amount USD -7311249.00000000 -0.12262623076 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Shift4 Payments, Inc. Shift4 Payments, Inc. Y equity-performance leg 2028-04-18 0.00000000 USD 0.00000000 USD 70983.00000000 USD -7559.73000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 4393.00000000 OU Notional Amount 178624.15000000 0.002995932191 N/A DE CA N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 TMX Group Ltd. TMX Group Ltd. Y equity-performance leg 2025-12-08 0.00000000 CAD 0.00000000 CAD 4393.00000000 CAD -15.85000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 60367.00000000 OU Notional Amount USD -1707178.76000000 -0.02863326041 N/A DE US N 2 BNP Paribas 549300FWX3HQBUJIR891 Thermon Group Holdings, Inc. Thermon Group Holdings, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 60367.00000000 USD -41049.56000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 11000.00000000 OU Notional Amount -267162.35000000 -0.00448091864 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Kadokawa Corp. Kadokawa Corp. Y equity-performance leg 2028-03-15 0.00000000 JPY 0.00000000 JPY 11000.00000000 JPY 2303.50000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 313702.00000000 OU Notional Amount USD 3563654.72000000 0.059770573546 N/A DE US N 2 BNP Paribas 549300FWX3HQBUJIR891 Roivant Sciences Ltd. Roivant Sciences Ltd. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 313702.00000000 USD -40388.10000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 26740.00000000 OU Notional Amount USD 5054394.80000000 0.084773666324 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 AbbVie, Inc. AbbVie, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 26740.00000000 USD 51073.40000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 63429.00000000 OU Notional Amount USD -3421994.55000000 -0.05739461115 N/A DE US N 2 BNP Paribas 549300FWX3HQBUJIR891 Symbotic, Inc. Symbotic, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 63429.00000000 USD -342516.60000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 52197.00000000 OU Notional Amount -5030559.22000000 -0.08437388957 N/A DE NL N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 EXOR NV EXOR NV Y equity-performance leg 2027-01-04 0.00000000 EUR 0.00000000 EUR 52197.00000000 EUR 422788.26000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 22182.00000000 OU Notional Amount USD 4099899.06000000 0.068764607560 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Intercontinental Exchange, Inc. Intercontinental Exchange, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 22182.00000000 USD 61382.63000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 665125.00000000 OU Notional Amount USD -38876556.25000000 -0.65204803696 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Dominion Energy, Inc. Dominion Energy, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 665125.00000000 USD 39907.50000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 128564.00000000 OU Notional Amount -8317771.08000000 -0.13950788927 N/A DE DK N 2 UBS AG BFM8T61CT2L1QCEMIK50 Novonesis Novozymes B Novonesis Novozymes B Y equity-performance leg 2028-04-18 0.00000000 DKK 0.00000000 DKK 128564.00000000 DKK 648766.34000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 75135.00000000 OU Notional Amount USD -29507768.55000000 -0.49491221481 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Stryker Corp. Stryker Corp. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 75135.00000000 USD -240859.49000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 15500.00000000 OU Notional Amount -543581.45000000 -0.00911709399 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Nippon Yusen KK Nippon Yusen KK Y equity-performance leg 2027-09-09 0.00000000 JPY 0.00000000 JPY 15500.00000000 JPY 4653.12000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 5928232.00000000 OU Notional Amount -9333994.63000000 -0.15655226343 N/A DE AU N 2 BNP Paribas 549300FWX3HQBUJIR891 Vicinity Ltd. Vicinity Ltd. Y equity-performance leg 2027-03-22 0.00000000 AUD 0.00000000 AUD 5928232.00000000 AUD 320873.63000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 320900.00000000 OU Notional Amount 5128742.12000000 0.086020639532 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Life Corp. Life Corp. Y equity-performance leg 2028-02-15 0.00000000 JPY 0.00000000 JPY 320900.00000000 JPY 16655.45000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 16674.00000000 OU Notional Amount USD -6129695.88000000 -0.10280890467 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Cummins, Inc. Cummins, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 16674.00000000 USD -75639.73000000 N N N United States Treasury 254900HROIFWPRGM1V77 912797QG5 5200000.00000000 PA USD 5149152.11000000 0.086362961362 Long STIV UST US N 2 2025-10-23 None 0.00000000 N N N N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1079123.00000000 OU Notional Amount 6098848.02000000 0.102291516090 N/A DE SE N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 SSAB AB SSAB AB Y equity-performance leg 2025-12-08 0.00000000 SEK 0.00000000 SEK 1079123.00000000 SEK -505558.86000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1508200.00000000 OU Notional Amount -28943088.21000000 -0.48544124457 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Kintetsu Group Holdings Co. Ltd. Kintetsu Group Holdings Co. Ltd. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 1508200.00000000 JPY -577411.11000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 63449.00000000 OU Notional Amount USD -2900888.28000000 -0.04865447691 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Ralliant Corp. Ralliant Corp. Y equity-performance leg 2028-04-21 0.00000000 USD 0.00000000 USD 63449.00000000 USD 67594.29000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 371578.00000000 OU Notional Amount USD 12150600.60000000 0.203793134818 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Azenta, Inc. Azenta, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 371578.00000000 USD 293546.62000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 89300.00000000 OU Notional Amount 1126442.11000000 0.018892989436 N/A DE JP N 2 BNP Paribas 549300FWX3HQBUJIR891 Maeda Kosen Co. Ltd. Maeda Kosen Co. Ltd. Y equity-performance leg 2027-03-24 0.00000000 JPY 0.00000000 JPY 89300.00000000 JPY -24786.37000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 24800.00000000 OU Notional Amount 495792.65000000 0.008315567410 N/A DE JP N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Toshiba TEC Corp. Toshiba TEC Corp. Y equity-performance leg 2026-08-19 0.00000000 JPY 0.00000000 JPY 24800.00000000 JPY 2808.20000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 211353.00000000 OU Notional Amount USD 2979020.54000000 0.049964932147 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Monro, Inc. Monro, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 211353.00000000 USD -201054.52000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1508500.00000000 OU Notional Amount -16574753.36000000 -0.27799621247 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Suzuki Motor Corp. Suzuki Motor Corp. Y equity-performance leg 2027-09-09 0.00000000 JPY 0.00000000 JPY 1508500.00000000 JPY 253258.10000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 134026.00000000 OU Notional Amount USD 2302566.68000000 0.038619266429 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Fulgent Genetics, Inc. Fulgent Genetics, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 134026.00000000 USD -194337.70000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 13700.00000000 OU Notional Amount 3090725.01000000 0.051838469503 N/A DE AT N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 DO & Co. AG DO & Co. AG Y equity-performance leg 2028-02-15 0.00000000 EUR 0.00000000 EUR 13700.00000000 EUR -175361.22000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1821400.00000000 OU Notional Amount 16280218.52000000 0.273056195075 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Mitsui Fudosan Co. Ltd. Mitsui Fudosan Co. Ltd. Y equity-performance leg 2027-09-09 0.00000000 JPY 0.00000000 JPY 1821400.00000000 JPY -28977.94000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 135159.00000000 OU Notional Amount 3651126.85000000 0.061237679591 N/A DE CA N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Pan American Silver Corp. Pan American Silver Corp. Y equity-performance leg 2028-02-24 0.00000000 CAD 0.00000000 CAD 135159.00000000 CAD -131906.96000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 927567.00000000 OU Notional Amount -26094516.21000000 -0.43766423036 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Quebecor, Inc. Quebecor, Inc. Y equity-performance leg 2027-01-06 0.00000000 CAD 0.00000000 CAD 927567.00000000 CAD 651184.54000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 9700.00000000 OU Notional Amount -207911.38000000 -0.00348714547 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 East Japan Railway Co. East Japan Railway Co. Y equity-performance leg 2028-03-15 0.00000000 JPY 0.00000000 JPY 9700.00000000 JPY -959.40000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 9345.00000000 OU Notional Amount USD 150361.05000000 0.002521895891 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Eagle Bancorp, Inc. Eagle Bancorp, Inc. Y equity-performance leg 2026-08-19 0.00000000 USD 0.00000000 USD 9345.00000000 USD -46070.85000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 148700.00000000 OU Notional Amount 2373686.33000000 0.039812104289 N/A DE JP N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Morinaga & Co. Ltd. Morinaga & Co. Ltd. Y equity-performance leg 2026-08-19 0.00000000 JPY 0.00000000 JPY 148700.00000000 JPY 20639.07000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 4500.00000000 OU Notional Amount -194020.12000000 -0.00325415753 N/A DE JP N 2 BNP Paribas 549300FWX3HQBUJIR891 Tokyo Kiraboshi Financial Group, Inc. Tokyo Kiraboshi Financial Group, Inc. Y equity-performance leg 2027-03-24 0.00000000 JPY 0.00000000 JPY 4500.00000000 JPY 3296.36000000 N N N HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 000000000 2256486.74000000 OU Notional Amount -14326.55000000 -0.00024028874 N/A DE DE N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 Eurex Swiss Market New Index Futures SMU5 Index Y Fixed payment equal to the notional value in field C.11.f.iv.1 equity-performance leg 2025-09-19 0.00000000 CHF 0.00000000 CHF 2256486.74000000 CHF -14326.55000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 1068400.00000000 OU Notional Amount 11835693.26000000 0.198511424382 N/A DE JP N 2 BNP Paribas 549300FWX3HQBUJIR891 Shimizu Corp. Shimizu Corp. Y equity-performance leg 2027-03-24 0.00000000 JPY 0.00000000 JPY 1068400.00000000 JPY 155332.33000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1107828.00000000 OU Notional Amount USD 21934994.40000000 0.367899614032 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Intel Corp. Intel Corp. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 1107828.00000000 USD -2214276.78000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 14175.00000000 OU Notional Amount USD 362880.00000000 0.006086320766 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Radware Ltd. Radware Ltd. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 14175.00000000 USD -73710.00000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 3719.00000000 OU Notional Amount 191774.36000000 0.003216491043 N/A DE CA N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Boardwalk Real Estate Investment Trust Boardwalk Real Estate Investment Trust Y equity-performance leg 2028-02-15 0.00000000 CAD 0.00000000 CAD 3719.00000000 CAD -18.78000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 69525.00000000 OU Notional Amount 280657.78000000 0.004707267622 N/A DE GB N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 TP ICAP Group PLC TP ICAP Group PLC Y equity-performance leg 2028-02-15 0.00000000 GBP 0.00000000 GBP 69525.00000000 GBP -856.88000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 19226.00000000 OU Notional Amount -642161.72000000 -0.01077050874 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Rogers Communications, Inc. Rogers Communications, Inc. Y equity-performance leg 2027-01-04 0.00000000 CAD 0.00000000 CAD 19226.00000000 CAD 14132.48000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 42900.00000000 OU Notional Amount -781471.88000000 -0.01310705613 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Mizuno Corp. Mizuno Corp. Y equity-performance leg 2028-02-15 0.00000000 JPY 0.00000000 JPY 42900.00000000 JPY -8041.07000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 54603.00000000 OU Notional Amount -2166181.41000000 -0.03633177607 N/A DE DK N 2 UBS AG BFM8T61CT2L1QCEMIK50 Danske Bank AS Danske Bank AS Y equity-performance leg 2029-09-03 0.00000000 DKK 0.00000000 DKK 54603.00000000 DKK 8176.04000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 348062.00000000 OU Notional Amount -1884542.33000000 -0.03160804982 N/A DE GB N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 WPP PLC WPP PLC Y equity-performance leg 2025-12-08 0.00000000 GBP 0.00000000 GBP 348062.00000000 GBP 253064.81000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 4300.00000000 OU Notional Amount -275409.10000000 -0.00461923535 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 C Uyemura & Co. Ltd. C Uyemura & Co. Ltd. Y equity-performance leg 2028-02-15 0.00000000 JPY 0.00000000 JPY 4300.00000000 JPY -980.97000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 144000.00000000 OU Notional Amount -6707772.29000000 -0.11250455739 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Rakuten Bank Ltd. Rakuten Bank Ltd. Y equity-performance leg 2027-09-09 0.00000000 JPY 0.00000000 JPY 144000.00000000 JPY -351984.76000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 16000.00000000 OU Notional Amount -133140.22000000 -0.00223306350 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Shikoku Electric Power Co., Inc. Shikoku Electric Power Co., Inc. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 16000.00000000 JPY 3900.98000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 73397.00000000 OU Notional Amount USD -3159740.85000000 -0.05299602169 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Sphere Entertainment Co. Sphere Entertainment Co. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 73397.00000000 USD 251751.71000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 5693.00000000 OU Notional Amount USD -212064.25000000 -0.00355679852 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Trustmark Corp. Trustmark Corp. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 5693.00000000 USD 8027.70000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 139842.00000000 OU Notional Amount -2446189.85000000 -0.04102815278 N/A DE SE N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB Y equity-performance leg 2028-02-15 0.00000000 SEK 0.00000000 SEK 139842.00000000 SEK -78605.66000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 15928.00000000 OU Notional Amount USD -120893.52000000 -0.00202765856 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Target Hospitality Corp. Target Hospitality Corp. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 15928.00000000 USD -796.40000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 131000.00000000 OU Notional Amount -372974.52000000 -0.00625562876 N/A DE HK N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Wharf Holdings Ltd. Wharf Holdings Ltd. Y equity-performance leg 2028-02-15 0.00000000 HKD 0.00000000 HKD 131000.00000000 HKD 8346.38000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 2491.00000000 OU Notional Amount USD 267782.50000000 0.004491319970 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 BioNTech SE BioNTech SE Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 2491.00000000 USD -19460.94000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 79472.00000000 OU Notional Amount -169503.07000000 -0.00284295098 N/A DE IE N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Glenveagh Properties PLC Glenveagh Properties PLC Y equity-performance leg 2026-12-10 0.00000000 EUR 0.00000000 EUR 79472.00000000 EUR 6274.68000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 8000.00000000 OU Notional Amount -165929.52000000 -0.00278301444 N/A DE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 Sumitomo Warehouse Co. Ltd. Sumitomo Warehouse Co. Ltd. Y equity-performance leg 2028-04-03 0.00000000 JPY 0.00000000 JPY 8000.00000000 JPY 2533.65000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 2710308.00000000 OU Notional Amount 5891539.10000000 0.098814475236 N/A DE GB N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Centrica PLC Centrica PLC Y equity-performance leg 2028-02-15 0.00000000 GBP 0.00000000 GBP 2710308.00000000 GBP 266058.40000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 11378.00000000 OU Notional Amount -153280.31000000 -0.00257085850 N/A DE SE N 2 UBS AG BFM8T61CT2L1QCEMIK50 H & M Hennes & Mauritz AB H & M Hennes & Mauritz AB Y equity-performance leg 2029-09-03 0.00000000 SEK 0.00000000 SEK 11378.00000000 SEK 13374.43000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 169953.00000000 OU Notional Amount 15759206.15000000 0.264317635752 N/A DE CH N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Logitech International SA Logitech International SA Y equity-performance leg 2025-12-08 0.00000000 CHF 0.00000000 CHF 169953.00000000 CHF -86738.63000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 49064.00000000 OU Notional Amount -267020.19000000 -0.00447853430 N/A DE XX N 2 BNP Paribas 549300FWX3HQBUJIR891 Altri SGPS SA Altri SGPS SA Y equity-performance leg 2027-03-17 0.00000000 EUR 0.00000000 EUR 49064.00000000 EUR 10528.82000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 77919.00000000 OU Notional Amount USD 5234598.42000000 0.087796089810 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Ventas, Inc. Ventas, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 77919.00000000 USD 324456.50000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 244700.00000000 OU Notional Amount 3319947.32000000 0.055683047616 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Denso Corp. Denso Corp. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 244700.00000000 JPY 83430.95000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 2717112.00000000 OU Notional Amount -3049921.02000000 -0.05115409403 N/A DE GB N 2 UBS AG BFM8T61CT2L1QCEMIK50 JD Sports Fashion PLC JD Sports Fashion PLC Y equity-performance leg 2029-09-03 0.00000000 GBP 0.00000000 GBP 2717112.00000000 GBP 786.67000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 32600.00000000 OU Notional Amount -2021390.41000000 -0.03390330255 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Sanyo Denki Co. Ltd. Sanyo Denki Co. Ltd. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 32600.00000000 JPY 142823.42000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 17052.00000000 OU Notional Amount -430651.90000000 -0.00722300926 N/A DE AU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 BHP Group Ltd. BHP Group Ltd. Y equity-performance leg 2027-09-09 0.00000000 AUD 0.00000000 AUD 17052.00000000 AUD -702.44000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 24100.00000000 OU Notional Amount -598033.96000000 -0.01003038610 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Sumitomo Electric Industries Ltd. Sumitomo Electric Industries Ltd. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 24100.00000000 JPY -5878.53000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 4200.00000000 OU Notional Amount -54345.18000000 -0.00091149194 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 OSG Corp. OSG Corp. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 4200.00000000 JPY -4130.01000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 124400.00000000 OU Notional Amount -2386772.92000000 -0.04003159608 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 NIDEC Corp. NIDEC Corp. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 124400.00000000 JPY 37711.43000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 25700.00000000 OU Notional Amount -614695.14000000 -0.01030983188 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 NSD Co. Ltd. NSD Co. Ltd. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 25700.00000000 JPY -4230.23000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 348000.00000000 OU Notional Amount 8243774.68000000 0.138266801788 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Kandenko Co. Ltd. Kandenko Co. Ltd. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 348000.00000000 JPY 17258.52000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 217800.00000000 OU Notional Amount 9666525.38000000 0.162129558434 N/A DE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 Cosmo Energy Holdings Co. Ltd. Cosmo Energy Holdings Co. Ltd. Y equity-performance leg 2028-04-18 0.00000000 JPY 0.00000000 JPY 217800.00000000 JPY 327513.41000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1889941.00000000 OU Notional Amount 9509968.35000000 0.159503741903 N/A DE AU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Santos Ltd. Santos Ltd. Y equity-performance leg 2027-05-12 0.00000000 AUD 0.00000000 AUD 1889941.00000000 AUD -237601.07000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 62506.00000000 OU Notional Amount -4889760.77000000 -0.08201238018 N/A DE CH N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Georg Fischer AG Georg Fischer AG Y equity-performance leg 2026-11-09 0.00000000 CHF 0.00000000 CHF 62506.00000000 CHF -23055.99000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 178638.00000000 OU Notional Amount -5363399.69000000 -0.08995637928 N/A DE ES N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 CIE Automotive SA CIE Automotive SA Y equity-performance leg 2026-12-10 0.00000000 EUR 0.00000000 EUR 178638.00000000 EUR -230262.58000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 294600.00000000 OU Notional Amount -3817768.00000000 -0.06403262968 N/A DE SG N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Oversea-Chinese Banking Corp. Ltd. Oversea-Chinese Banking Corp. Ltd. Y equity-performance leg 2025-12-08 0.00000000 SGD 0.00000000 SGD 294600.00000000 SGD 29345.16000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 140939.00000000 OU Notional Amount USD 3331797.96000000 0.055881809731 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Universal Insurance Holdings, Inc. Universal Insurance Holdings, Inc. Y equity-performance leg 2027-02-08 0.00000000 USD 0.00000000 USD 140939.00000000 USD -281878.00000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 100100.00000000 OU Notional Amount -650333.37000000 -0.01090756584 N/A DE SG N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Keppel Ltd. Keppel Ltd. Y equity-performance leg 2027-01-07 0.00000000 SGD 0.00000000 SGD 100100.00000000 SGD -9756.02000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 183237.00000000 OU Notional Amount -1251160.90000000 -0.02098480646 N/A DE NZ N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Infratil Ltd. Infratil Ltd. Y equity-performance leg 2025-12-08 0.00000000 NZD 0.00000000 NZD 183237.00000000 NZD -44800.67000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 204896.00000000 OU Notional Amount USD -2692333.44000000 -0.04515653915 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Applied Digital Corp. Applied Digital Corp. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 204896.00000000 USD -779183.93000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1737200.00000000 OU Notional Amount 16233094.82000000 0.272265823730 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Azbil Corp. Azbil Corp. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 1737200.00000000 JPY -361257.40000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 12516.00000000 OU Notional Amount -3239055.95000000 -0.05432631584 N/A DE XX N 2 UBS AG BFM8T61CT2L1QCEMIK50 Schneider Electric SE Schneider Electric SE Y equity-performance leg 2029-09-03 0.00000000 EUR 0.00000000 EUR 12516.00000000 EUR 194117.90000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 1325283.00000000 OU Notional Amount -4317251.03000000 -0.07241009314 N/A DE AU N 2 BNP Paribas 549300FWX3HQBUJIR891 GPT Group GPT Group Y equity-performance leg 2026-09-07 0.00000000 AUD 0.00000000 AUD 1325283.00000000 AUD 37178.24000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 216429.00000000 OU Notional Amount -7233944.16000000 -0.12132965324 N/A DE SE N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 EQT AB EQT AB Y equity-performance leg 2025-12-08 0.00000000 SEK 0.00000000 SEK 216429.00000000 SEK 201090.11000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 695500.00000000 OU Notional Amount 4174674.69000000 0.070018764498 N/A DE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 Citizen Watch Co. Ltd. Citizen Watch Co. Ltd. Y equity-performance leg 2028-04-03 0.00000000 JPY 0.00000000 JPY 695500.00000000 JPY 153753.56000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 168900.00000000 OU Notional Amount -2369670.90000000 -0.03974475641 N/A DE CA N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Peyto Exploration & Development Corp. Peyto Exploration & Development Corp. Y equity-performance leg 2025-12-23 0.00000000 CAD 0.00000000 CAD 168900.00000000 CAD -38132.07000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 60537.00000000 OU Notional Amount 3952950.43000000 0.066299945692 N/A DE CH N 2 BNP Paribas 549300FWX3HQBUJIR891 ABB Ltd. ABB Ltd. Y equity-performance leg 2026-08-17 0.00000000 CHF 0.00000000 CHF 60537.00000000 CHF 304488.79000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 20105.00000000 OU Notional Amount USD -386418.10000000 -0.00648110809 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 TreeHouse Foods, Inc. TreeHouse Foods, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 20105.00000000 USD 35786.90000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 9200.00000000 OU Notional Amount -139592.80000000 -0.00234128791 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 NOK Corp. NOK Corp. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 9200.00000000 JPY -897.51000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 60973.00000000 OU Notional Amount USD 743260.87000000 0.012466170823 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Whitestone REIT Whitestone REIT Y equity-performance leg 2026-06-25 0.00000000 USD 0.00000000 USD 60973.00000000 USD -24227.92000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 2133.00000000 OU Notional Amount 209176.39000000 0.003508362561 N/A DE SE N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Plejd AB Plejd AB Y equity-performance leg 2027-01-18 0.00000000 SEK 0.00000000 SEK 2133.00000000 SEK -1706.45000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 36700.00000000 OU Notional Amount -1141916.86000000 -0.01915253609 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 SCSK Corp. SCSK Corp. Y equity-performance leg 2028-03-15 0.00000000 JPY 0.00000000 JPY 36700.00000000 JPY -108631.45000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 219148.00000000 OU Notional Amount -1822015.70000000 -0.03055933639 N/A DE CA N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Dream Industrial Real Estate Investment Trust Dream Industrial Real Estate Investment Trust Y equity-performance leg 2025-12-23 0.00000000 CAD 0.00000000 CAD 219148.00000000 CAD 78786.53000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 37211.00000000 OU Notional Amount USD 6573695.26000000 0.110255781461 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 CRA International, Inc. CRA International, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 37211.00000000 USD -623249.91000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 225700.00000000 OU Notional Amount -4751346.08000000 -0.07969085184 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Izumi Co. Ltd. Izumi Co. Ltd. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 225700.00000000 JPY -7732.84000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 68500.00000000 OU Notional Amount -1594648.73000000 -0.02674587654 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 PKSHA Technology, Inc. PKSHA Technology, Inc. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 68500.00000000 JPY -19613.76000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 68871.00000000 OU Notional Amount USD -4811328.06000000 -0.08069688571 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 National Health Investors, Inc. National Health Investors, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 68871.00000000 USD 28925.82000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 255000.00000000 OU Notional Amount USD -23893500.00000000 -0.40074819567 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Citigroup, Inc. Citigroup, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 255000.00000000 USD -759900.00000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 95190.00000000 OU Notional Amount USD -8194907.10000000 -0.13744718161 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Glaukos Corp. Glaukos Corp. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 95190.00000000 USD 977601.30000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 14198.00000000 OU Notional Amount -1557084.28000000 -0.02611583550 N/A DE DE N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Hensoldt AG Hensoldt AG Y equity-performance leg 2027-01-04 0.00000000 EUR 0.00000000 EUR 14198.00000000 EUR 116541.12000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1128926.00000000 OU Notional Amount USD -23831627.86000000 -0.39971045953 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Old National Bancorp Old National Bancorp Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 1128926.00000000 USD 2032134.74000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 6536.00000000 OU Notional Amount USD -895432.00000000 -0.01501842586 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Limbach Holdings, Inc. Limbach Holdings, Inc. Y equity-performance leg 2026-08-19 0.00000000 USD 0.00000000 USD 6536.00000000 USD 47712.80000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 245600.00000000 OU Notional Amount -6537380.91000000 -0.10964670743 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Kusuri No. Aoki Holdings Co. Ltd. Kusuri No. Aoki Holdings Co. Ltd. Y equity-performance leg 2028-02-15 0.00000000 JPY 0.00000000 JPY 245600.00000000 JPY -4955.85000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1615707.00000000 OU Notional Amount -6327681.55000000 -0.10612957348 N/A DE AU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Paladin Energy Ltd. Paladin Energy Ltd. Y equity-performance leg 2027-05-12 0.00000000 AUD 0.00000000 AUD 1615707.00000000 AUD 2323153.29000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 191.00000000 OU Notional Amount -1039.48000000 -0.00001743443 N/A DE PT N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Altri SGPS SA Altri SGPS SA Y equity-performance leg 2025-12-08 0.00000000 EUR 0.00000000 EUR 191.00000000 EUR 55.00000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 15200.00000000 OU Notional Amount -415482.13000000 -0.00696857781 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Nippon Carbon Co. Ltd. Nippon Carbon Co. Ltd. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 15200.00000000 JPY 4436.01000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 80566.00000000 OU Notional Amount 2215281.99000000 0.037155304178 N/A DE SE N 2 BNP Paribas 549300FWX3HQBUJIR891 Swedish Orphan Biovitrum AB Swedish Orphan Biovitrum AB Y equity-performance leg 2026-08-17 0.00000000 SEK 0.00000000 SEK 80566.00000000 SEK -200472.88000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 41056.00000000 OU Notional Amount USD -8526510.08000000 -0.14300891581 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Cloudflare, Inc. Cloudflare, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 41056.00000000 USD -818818.66000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 308988.00000000 OU Notional Amount -1425797.44000000 -0.02391385738 N/A DE SE N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Nibe Industrier AB Nibe Industrier AB Y equity-performance leg 2025-12-08 0.00000000 SEK 0.00000000 SEK 308988.00000000 SEK -32232.46000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 106400.00000000 OU Notional Amount -2814963.56000000 -0.04721332444 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Ajinomoto Co., Inc. Ajinomoto Co., Inc. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 106400.00000000 JPY 63308.10000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 189002.00000000 OU Notional Amount -10182591.87000000 -0.17078516413 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Definity Financial Corp. Definity Financial Corp. Y equity-performance leg 2027-01-04 0.00000000 CAD 0.00000000 CAD 189002.00000000 CAD 627247.24000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 329845.00000000 OU Notional Amount 7094271.79000000 0.118987030759 N/A DE GB N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Softcat PLC Softcat PLC Y equity-performance leg 2026-12-10 0.00000000 GBP 0.00000000 GBP 329845.00000000 GBP -123684.96000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 30694.00000000 OU Notional Amount 848026.12000000 0.014223321718 N/A DE FI N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Wartsila OYJ Abp Wartsila OYJ Abp Y equity-performance leg 2026-08-19 0.00000000 EUR 0.00000000 EUR 30694.00000000 EUR 96695.31000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 84600.00000000 OU Notional Amount -4798941.00000000 -0.08048912661 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Sanken Electric Co. Ltd. Sanken Electric Co. Ltd. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 84600.00000000 JPY 115495.60000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 12816.00000000 OU Notional Amount USD 3573869.76000000 0.059941902939 N/A DE US N 2 BNP Paribas 549300FWX3HQBUJIR891 Huntington Ingalls Industries, Inc. Huntington Ingalls Industries, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 12816.00000000 USD 91146.54000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 453195.00000000 OU Notional Amount USD 16677576.00000000 0.279720781392 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 BorgWarner, Inc. BorgWarner, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 453195.00000000 USD 712575.37000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 2979.00000000 OU Notional Amount USD -407020.77000000 -0.00682666161 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Ollie's Bargain Outlet Holdings, Inc. Ollie's Bargain Outlet Holdings, Inc. Y equity-performance leg 2028-02-24 0.00000000 USD 0.00000000 USD 2979.00000000 USD 5593.07000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 19516.00000000 OU Notional Amount -951934.55000000 -0.01596610179 N/A DE SE N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 L E Lundbergforetagen AB L E Lundbergforetagen AB Y equity-performance leg 2028-02-15 0.00000000 SEK 0.00000000 SEK 19516.00000000 SEK 15434.57000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 829500.00000000 OU Notional Amount 5771456.78000000 0.096800422331 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Asahi Kasei Corp. Asahi Kasei Corp. Y equity-performance leg 2027-09-09 0.00000000 JPY 0.00000000 JPY 829500.00000000 JPY 80724.00000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 6024.00000000 OU Notional Amount USD 415415.04000000 0.006967452559 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Exponent, Inc. Exponent, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 6024.00000000 USD -20361.12000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 126049.00000000 OU Notional Amount USD 7063785.96000000 0.118475714235 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Flowserve Corp. Flowserve Corp. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 126049.00000000 USD 273526.33000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 604700.00000000 OU Notional Amount 10208570.65000000 0.171220887203 N/A DE JP N 2 BNP Paribas 549300FWX3HQBUJIR891 UT Group Co. Ltd. UT Group Co. Ltd. Y equity-performance leg 2027-03-24 0.00000000 JPY 0.00000000 JPY 604700.00000000 JPY 183188.43000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 25200.00000000 OU Notional Amount -312801.88000000 -0.00524639709 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Nextage Co. Ltd. Nextage Co. Ltd. Y equity-performance leg 2028-02-15 0.00000000 JPY 0.00000000 JPY 25200.00000000 JPY 9192.01000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1277000.00000000 OU Notional Amount 13879568.90000000 0.232791855248 N/A DE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 USS Co. Ltd. USS Co. Ltd. Y equity-performance leg 2027-01-06 0.00000000 JPY 0.00000000 JPY 1277000.00000000 JPY -679616.45000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 902074.00000000 OU Notional Amount 9814081.82000000 0.164604414654 N/A DE FR N 2 UBS AG BFM8T61CT2L1QCEMIK50 Valeo SE Valeo SE Y equity-performance leg 2029-09-03 0.00000000 EUR 0.00000000 EUR 902074.00000000 EUR -500179.12000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 66458.00000000 OU Notional Amount -453781.99000000 -0.00761095334 N/A DE NZ N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Infratil Ltd. Infratil Ltd. Y equity-performance leg 2026-08-19 0.00000000 NZD 0.00000000 NZD 66458.00000000 NZD -26363.53000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 872049.00000000 OU Notional Amount 4231824.24000000 0.070977292091 N/A DE AU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 GrainCorp Ltd. GrainCorp Ltd. Y equity-performance leg 2027-05-12 0.00000000 AUD 0.00000000 AUD 872049.00000000 AUD 14173.55000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 171124.00000000 OU Notional Amount -696549.77000000 -0.01168271971 N/A DE CA N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Rogers Sugar, Inc. Rogers Sugar, Inc. Y equity-performance leg 2028-02-15 0.00000000 CAD 0.00000000 CAD 171124.00000000 CAD 3035.32000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 25500.00000000 OU Notional Amount -1267813.69000000 -0.02126411152 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Fuji Electric Co. Ltd. Fuji Electric Co. Ltd. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 25500.00000000 JPY 18928.93000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 342800.00000000 OU Notional Amount -6577055.92000000 -0.11031214735 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 NIDEC Corp. NIDEC Corp. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 342800.00000000 JPY -212925.33000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 125259.00000000 OU Notional Amount USD -4490535.15000000 -0.07531646091 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Semler Scientific, Inc. Semler Scientific, Inc. Y equity-performance leg 2027-01-04 0.00000000 USD 0.00000000 USD 125259.00000000 USD 534007.92000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 73500.00000000 OU Notional Amount 878887.16000000 0.014740931365 N/A DE HK N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Techtronic Industries Co. Ltd. Techtronic Industries Co. Ltd. Y equity-performance leg 2026-08-19 0.00000000 HKD 0.00000000 HKD 73500.00000000 HKD 32461.39000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 618601.00000000 OU Notional Amount 13619335.40000000 0.228427149133 N/A DE IT N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Mediobanca Banca di Credito Finanziario SpA Mediobanca Banca di Credito Finanziario SpA Y equity-performance leg 2026-08-17 0.00000000 EUR 0.00000000 EUR 618601.00000000 EUR -6276.93000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 15532.00000000 OU Notional Amount -1514232.00000000 -0.02539710556 N/A DE FR N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Teleperformance SE Teleperformance SE Y equity-performance leg 2026-06-25 0.00000000 EUR 0.00000000 EUR 15532.00000000 EUR 69322.51000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 447594.00000000 OU Notional Amount USD -4489367.82000000 -0.07529688214 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Archer Aviation, Inc. Archer Aviation, Inc. Y equity-performance leg 2028-04-18 0.00000000 USD 0.00000000 USD 447594.00000000 USD 884688.41000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 184859.00000000 OU Notional Amount USD -17572696.54000000 -0.29473398336 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Ryman Hospitality Properties, Inc. Ryman Hospitality Properties, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 184859.00000000 USD 1218220.81000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 108700.00000000 OU Notional Amount 1332026.45000000 0.022341105171 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Open Up Group, Inc. Open Up Group, Inc. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 108700.00000000 JPY 68420.71000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 116572.00000000 OU Notional Amount USD -20778959.00000000 -0.34851027799 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Becton Dickinson & Co. Becton Dickinson & Co. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 116572.00000000 USD 446702.91000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 2375.00000000 OU Notional Amount USD -491530.00000000 -0.00824407310 N/A DE US N 2 BNP Paribas 549300FWX3HQBUJIR891 WESCO International, Inc. WESCO International, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 2375.00000000 USD 18273.01000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 585060.00000000 OU Notional Amount -538145.67000000 -0.00902592363 N/A DE GB N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Aston Martin Lagonda Global Holdings PLC Aston Martin Lagonda Global Holdings PLC Y equity-performance leg 2026-08-19 0.00000000 GBP 0.00000000 GBP 585060.00000000 GBP 87576.90000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 21957.00000000 OU Notional Amount 276230.34000000 0.004633009410 N/A DE SE N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Ambea AB Ambea AB Y equity-performance leg 2026-08-19 0.00000000 SEK 0.00000000 SEK 21957.00000000 SEK 6960.53000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1903254.00000000 OU Notional Amount -18200141.09000000 -0.30525765178 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 InterRent Real Estate Investment Trust InterRent Real Estate Investment Trust Y equity-performance leg 2027-01-04 0.00000000 CAD 0.00000000 CAD 1903254.00000000 CAD 420396.78000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 2100900.00000000 OU Notional Amount 31269958.42000000 0.524468136337 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Murata Manufacturing Co. Ltd. Murata Manufacturing Co. Ltd. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 2100900.00000000 JPY 846873.67000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 41361.00000000 OU Notional Amount 2970970.45000000 0.049829913877 N/A DE DE N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 GEA Group AG GEA Group AG Y equity-performance leg 2025-12-08 0.00000000 EUR 0.00000000 EUR 41361.00000000 EUR 163425.80000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 86333.00000000 OU Notional Amount -4086112.98000000 -0.06853338372 N/A DE CA N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Exchange Income Corp. Exchange Income Corp. Y equity-performance leg 2025-12-08 0.00000000 CAD 0.00000000 CAD 86333.00000000 CAD 132578.33000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 145987.00000000 OU Notional Amount USD -1994182.42000000 -0.03344696284 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Inmode Ltd. Inmode Ltd. Y equity-performance leg 2028-04-21 0.00000000 USD 0.00000000 USD 145987.00000000 USD 60099.37000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 10290.00000000 OU Notional Amount 14349.63000000 0.000240675846 N/A DE GB N 2 UBS AG BFM8T61CT2L1QCEMIK50 PRS REIT PLC PRS REIT PLC Y equity-performance leg 2028-04-24 0.00000000 GBP 0.00000000 GBP 10290.00000000 GBP -305.57000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 3474.00000000 OU Notional Amount USD -215388.00000000 -0.00361254535 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Cracker Barrel Old Country Store, Inc. Cracker Barrel Old Country Store, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 3474.00000000 USD 15832.75000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 101259.00000000 OU Notional Amount 1688823.52000000 0.028325401404 N/A DE ES N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Banco Bilbao Vizcaya Argentaria SA Banco Bilbao Vizcaya Argentaria SA Y equity-performance leg 2026-07-06 0.00000000 EUR 0.00000000 EUR 101259.00000000 EUR 130629.52000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 27900.00000000 OU Notional Amount -423227.03000000 -0.00709847735 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Aoyama Trading Co. Ltd. Aoyama Trading Co. Ltd. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 27900.00000000 JPY 792.07000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 225546.00000000 OU Notional Amount -13086279.88000000 -0.21948659886 N/A DE GB N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Unilever PLC Unilever PLC Y equity-performance leg 2027-01-04 0.00000000 GBP 0.00000000 GBP 225546.00000000 GBP 481217.21000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 34800.00000000 OU Notional Amount -2908545.07000000 -0.04878289864 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Nintendo Co. Ltd. Nintendo Co. Ltd. Y equity-performance leg 2027-09-09 0.00000000 JPY 0.00000000 JPY 34800.00000000 JPY 142524.42000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 810108.00000000 OU Notional Amount -2038772.28000000 -0.03419483594 N/A DE GB N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 LondonMetric Property PLC LondonMetric Property PLC Y equity-performance leg 2025-12-08 0.00000000 GBP 0.00000000 GBP 810108.00000000 GBP 96718.69000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 219268.00000000 OU Notional Amount USD -14493614.80000000 -0.24309079791 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Eversource Energy Eversource Energy Y equity-performance leg 2027-01-06 0.00000000 USD 0.00000000 USD 219268.00000000 USD 103627.50000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 28800.00000000 OU Notional Amount -647577.82000000 -0.01086134902 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Sakata Seed Corp. Sakata Seed Corp. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 28800.00000000 JPY 7421.74000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 42700.00000000 OU Notional Amount 986678.35000000 0.016548834137 N/A DE JP N 2 BNP Paribas 549300FWX3HQBUJIR891 DMG Mori Co. Ltd. DMG Mori Co. Ltd. Y equity-performance leg 2026-09-07 0.00000000 JPY 0.00000000 JPY 42700.00000000 JPY 38044.45000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 319602.00000000 OU Notional Amount -1100036.43000000 -0.01845010628 N/A DE GB N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 M&G PLC M&G PLC Y equity-performance leg 2025-12-08 0.00000000 GBP 0.00000000 GBP 319602.00000000 GBP 12224.69000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 218009.00000000 OU Notional Amount USD 9110596.11000000 0.152805363491 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Acadian Asset Management, Inc. Acadian Asset Management, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 218009.00000000 USD 706092.48000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 52316.00000000 OU Notional Amount USD -687432.24000000 -0.01152979805 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Applied Digital Corp. Applied Digital Corp. Y equity-performance leg 2027-01-04 0.00000000 USD 0.00000000 USD 52316.00000000 USD -114572.04000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 20787.00000000 OU Notional Amount USD -2519176.53000000 -0.04225230497 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 elf Beauty, Inc. elf Beauty, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 20787.00000000 USD -91917.15000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 460155.00000000 OU Notional Amount USD -7233636.60000000 -0.12132449476 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Host Hotels & Resorts, Inc. Host Hotels & Resorts, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 460155.00000000 USD 345116.25000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -1323076.06000000 -0.02219098682 N/A DFE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 29579871.34000000 USD 4240312715.00000000 JPY 2025-09-17 -1323076.06000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 82185.00000000 OU Notional Amount 1094208.24000000 0.018352354316 N/A DE AU N 2 UBS AG BFM8T61CT2L1QCEMIK50 Coles Group Ltd. Coles Group Ltd. Y equity-performance leg 2029-09-03 0.00000000 AUD 0.00000000 AUD 82185.00000000 AUD 392.99000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 163045.00000000 OU Notional Amount USD -7620723.30000000 -0.12781681679 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 International Paper Co. International Paper Co. Y equity-performance leg 2028-04-18 0.00000000 USD 0.00000000 USD 163045.00000000 USD 683107.43000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 36467.00000000 OU Notional Amount USD -766171.67000000 -0.01285043691 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 nLight, Inc. nLight, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 36467.00000000 USD -68922.63000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 12349.00000000 OU Notional Amount -582026.85000000 -0.00976191056 N/A DE DK N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Orsted AS Orsted AS Y equity-performance leg 2027-01-04 0.00000000 DKK 0.00000000 DKK 12349.00000000 DKK 31189.55000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 269362.00000000 OU Notional Amount USD -5788589.38000000 -0.09708777489 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Hamilton Insurance Group Ltd. Hamilton Insurance Group Ltd. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 269362.00000000 USD -101534.00000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 11916000.00000000 OU Notional Amount 11929559.95000000 0.200085781703 N/A DE HK N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 WH Group Ltd. WH Group Ltd. Y equity-performance leg 2027-05-13 0.00000000 HKD 0.00000000 HKD 11916000.00000000 HKD -335649.38000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 35540.00000000 OU Notional Amount -242670.74000000 -0.00407013879 N/A DE NZ N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Infratil Ltd. Infratil Ltd. Y equity-performance leg 2026-08-19 0.00000000 NZD 0.00000000 NZD 35540.00000000 NZD -14098.53000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 75336.00000000 OU Notional Amount -15380069.79000000 -0.25795865895 N/A DE AU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Cochlear Ltd. Cochlear Ltd. Y equity-performance leg 2027-05-12 0.00000000 AUD 0.00000000 AUD 75336.00000000 AUD -61815.63000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 206430.00000000 OU Notional Amount 13422074.49000000 0.225118636200 N/A DE GB N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Intertek Group PLC Intertek Group PLC Y equity-performance leg 2025-12-08 0.00000000 GBP 0.00000000 GBP 206430.00000000 GBP -160784.43000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 2.00000000 OU Notional Amount 7.82000000 0.000000131159 N/A DE GB N 2 BNP Paribas 549300FWX3HQBUJIR891 Hammerson PLC Hammerson PLC Y equity-performance leg 2026-08-17 0.00000000 GBP 0.00000000 GBP 2.00000000 GBP 0.06000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 10267.00000000 OU Notional Amount -265373.69000000 -0.00445091876 N/A DE GB N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Hikma Pharmaceuticals PLC Hikma Pharmaceuticals PLC Y equity-performance leg 2026-08-17 0.00000000 GBP 0.00000000 GBP 10267.00000000 GBP 10428.95000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 462500.00000000 OU Notional Amount -2987254.60000000 -0.05010303601 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Ichibanya Co. Ltd. Ichibanya Co. Ltd. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 462500.00000000 JPY 4250.88000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 37588.00000000 OU Notional Amount 1962829.25000000 0.032921099058 N/A DE IT N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Buzzi SpA Buzzi SpA Y equity-performance leg 2026-08-17 0.00000000 EUR 0.00000000 EUR 37588.00000000 EUR -45559.93000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 125422.00000000 OU Notional Amount USD 6039069.30000000 0.101288891351 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Tutor Perini Corp. Tutor Perini Corp. Y equity-performance leg 2028-04-21 0.00000000 USD 0.00000000 USD 125422.00000000 USD -85286.96000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 209249.00000000 OU Notional Amount USD 4482113.58000000 0.075175212086 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 NetScout Systems, Inc. NetScout Systems, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 209249.00000000 USD -500413.53000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 140800.00000000 OU Notional Amount -9557845.85000000 -0.16030675618 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Fujikura Ltd. Fujikura Ltd. Y equity-performance leg 2028-02-15 0.00000000 JPY 0.00000000 JPY 140800.00000000 JPY -2132633.39000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 3536.00000000 OU Notional Amount USD -125704.80000000 -0.00210835464 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Firstsun Capital Bancorp Firstsun Capital Bancorp Y equity-performance leg 2028-04-21 0.00000000 USD 0.00000000 USD 3536.00000000 USD 14089.55000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 3775.00000000 OU Notional Amount USD -1219513.75000000 -0.02045401196 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Corpay, Inc. Corpay, Inc. Y equity-performance leg 2028-04-18 0.00000000 USD 0.00000000 USD 3775.00000000 USD 31737.80000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 69578.00000000 OU Notional Amount USD -1413129.18000000 -0.02370138192 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Knowles Corp. Knowles Corp. Y equity-performance leg 2028-04-21 0.00000000 USD 0.00000000 USD 69578.00000000 USD -194122.62000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 17734.00000000 OU Notional Amount USD -197024.74000000 -0.00330455182 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Zevra Therapeutics, Inc. Zevra Therapeutics, Inc. Y equity-performance leg 2028-04-21 0.00000000 USD 0.00000000 USD 17734.00000000 USD 2028.75000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 222348.00000000 OU Notional Amount USD -2325760.08000000 -0.03900827235 N/A DE US N 2 BNP Paribas 549300FWX3HQBUJIR891 Xponential Fitness, Inc. Xponential Fitness, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 222348.00000000 USD -75598.32000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 270382.00000000 OU Notional Amount USD -2282024.08000000 -0.03827472042 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Rumble, Inc. Rumble, Inc. Y equity-performance leg 2027-01-04 0.00000000 USD 0.00000000 USD 270382.00000000 USD 230583.23000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 4759963.00000000 OU Notional Amount 6051450.28000000 0.101496548471 N/A DE AU N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Service Stream Ltd. Service Stream Ltd. Y equity-performance leg 2027-01-06 0.00000000 AUD 0.00000000 AUD 4759963.00000000 AUD -15240.03000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 2677.00000000 OU Notional Amount USD 1839099.00000000 0.030845862092 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 NewMarket Corp. NewMarket Corp. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 2677.00000000 USD 6391.90000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 170505.00000000 OU Notional Amount USD -4700822.85000000 -0.07884346267 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 InvenTrust Properties Corp. InvenTrust Properties Corp. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 170505.00000000 USD -145179.91000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 179603.00000000 OU Notional Amount -457307.46000000 -0.00767008347 N/A DE GB N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Premier Foods PLC Premier Foods PLC Y equity-performance leg 2026-12-10 0.00000000 GBP 0.00000000 GBP 179603.00000000 GBP 6931.20000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 31800.00000000 OU Notional Amount 935641.60000000 0.015692832067 N/A DE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 Sanki Engineering Co. Ltd. Sanki Engineering Co. Ltd. Y equity-performance leg 2028-04-03 0.00000000 JPY 0.00000000 JPY 31800.00000000 JPY 40528.91000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 1673897.00000000 OU Notional Amount 4793484.85000000 0.080397614607 N/A DE IT N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Iren SpA Iren SpA Y equity-performance leg 2028-02-15 0.00000000 EUR 0.00000000 EUR 1673897.00000000 EUR -119355.15000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 78284.00000000 OU Notional Amount USD -7696882.88000000 -0.12909418571 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 O'Reilly Automotive, Inc. O'Reilly Automotive, Inc. Y equity-performance leg 2027-01-06 0.00000000 USD 0.00000000 USD 78284.00000000 USD 46728.86000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 250000.00000000 OU Notional Amount 5295263.34000000 0.088813578132 N/A DE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 Toyo Tire Corp. Toyo Tire Corp. Y equity-performance leg 2028-04-18 0.00000000 JPY 0.00000000 JPY 250000.00000000 JPY 80404.07000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 21039.00000000 OU Notional Amount USD -2912007.99000000 -0.04884097967 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 DTE Energy Co. DTE Energy Co. Y equity-performance leg 2027-01-06 0.00000000 USD 0.00000000 USD 21039.00000000 USD -60300.97000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 48345.00000000 OU Notional Amount USD 5188868.85000000 0.087029101187 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Booz Allen Hamilton Holding Corp. Booz Allen Hamilton Holding Corp. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 48345.00000000 USD -11602.80000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 20400.00000000 OU Notional Amount -530076.69000000 -0.00889058853 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Mitsui-Soko Holdings Co. Ltd. Mitsui-Soko Holdings Co. Ltd. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 20400.00000000 JPY -6606.90000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 26170.00000000 OU Notional Amount USD 1447462.70000000 0.024277232943 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Cimpress PLC Cimpress PLC Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 26170.00000000 USD 299646.50000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 167635.00000000 OU Notional Amount -392298.00000000 -0.00657972735 N/A DE GB N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 C&C Group PLC C&C Group PLC Y equity-performance leg 2028-02-15 0.00000000 GBP 0.00000000 GBP 167635.00000000 GBP -12184.99000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 84267.00000000 OU Notional Amount USD 14295053.88000000 0.239760480861 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Charles River Laboratories International, Inc. Charles River Laboratories International, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 84267.00000000 USD 948003.75000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 169367.00000000 OU Notional Amount USD -8874830.80000000 -0.14885104442 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Las Vegas Sands Corp. Las Vegas Sands Corp. Y equity-performance leg 2028-04-18 0.00000000 USD 0.00000000 USD 169367.00000000 USD -430192.18000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 23549.00000000 OU Notional Amount -966102.00000000 -0.01620372207 N/A DE DE N 2 Citibank NA E57ODZWZ7FF32TWEFA76 RWE AG RWE AG Y equity-performance leg 2026-06-25 0.00000000 EUR 0.00000000 EUR 23549.00000000 EUR 16069.54000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 111957.00000000 OU Notional Amount USD -2215629.03000000 -0.03716112482 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Ichor Holdings Ltd. Ichor Holdings Ltd. Y equity-performance leg 2027-01-04 0.00000000 USD 0.00000000 USD 111957.00000000 USD 171522.33000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 32200.00000000 OU Notional Amount -1001899.81000000 -0.01680413255 N/A DE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 SCSK Corp. SCSK Corp. Y equity-performance leg 2027-01-06 0.00000000 JPY 0.00000000 JPY 32200.00000000 JPY -33032.75000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 129307.00000000 OU Notional Amount USD -1444359.19000000 -0.02422518004 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Avanos Medical, Inc. Avanos Medical, Inc. Y equity-performance leg 2028-04-21 0.00000000 USD 0.00000000 USD 129307.00000000 USD 47843.59000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 73312.00000000 OU Notional Amount -1101271.05000000 -0.01847081366 N/A DE IL N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 OPC Energy Ltd. OPC Energy Ltd. Y equity-performance leg 2028-02-15 0.00000000 ILS 0.00000000 ILS 73312.00000000 ILS -62524.45000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 23802.00000000 OU Notional Amount -1000153.95000000 -0.01677485051 N/A DE SE N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 HMS Networks AB HMS Networks AB Y equity-performance leg 2028-02-15 0.00000000 SEK 0.00000000 SEK 23802.00000000 SEK -6730.01000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 730215.00000000 OU Notional Amount -6238959.44000000 -0.10464150243 N/A DE GB N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Aviva PLC Aviva PLC Y equity-performance leg 2026-12-10 0.00000000 GBP 0.00000000 GBP 730215.00000000 GBP 16637.05000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 182000.00000000 OU Notional Amount 1699506.73000000 0.028504583069 N/A DE JP N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Nippon Kayaku Co. Ltd. Nippon Kayaku Co. Ltd. Y equity-performance leg 2026-08-19 0.00000000 JPY 0.00000000 JPY 182000.00000000 JPY 66024.48000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 944952.00000000 OU Notional Amount -3173025.35000000 -0.05321883289 N/A DE NZ N 2 BNP Paribas 549300FWX3HQBUJIR891 Meridian Energy Ltd. Meridian Energy Ltd. Y equity-performance leg 2026-09-07 0.00000000 NZD 0.00000000 NZD 944952.00000000 NZD 81996.02000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 111717.00000000 OU Notional Amount -1067082.56000000 -0.01789739513 N/A DE AU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Megaport Ltd. Megaport Ltd. Y equity-performance leg 2027-05-12 0.00000000 AUD 0.00000000 AUD 111717.00000000 AUD -4303.27000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 2000.00000000 OU Notional Amount -24342.84000000 -0.00040828464 N/A DE JP N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 Japan Investment Adviser Co. Ltd. Japan Investment Adviser Co. Ltd. Y equity-performance leg 2026-02-10 0.00000000 JPY 0.00000000 JPY 2000.00000000 JPY -1696.18000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 163454.00000000 OU Notional Amount USD 7540133.02000000 0.126465134990 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 ABM Industries, Inc. ABM Industries, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 163454.00000000 USD -244090.52000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 15727.00000000 OU Notional Amount -1539443.57000000 -0.02581996078 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 iA Financial Corp., Inc. iA Financial Corp., Inc. Y equity-performance leg 2027-01-04 0.00000000 CAD 0.00000000 CAD 15727.00000000 CAD 86262.84000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 26087.00000000 OU Notional Amount -1785072.54000000 -0.02993971580 N/A DE ES N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Viscofan SA Viscofan SA Y equity-performance leg 2028-02-15 0.00000000 EUR 0.00000000 EUR 26087.00000000 EUR 12580.35000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 628646.00000000 OU Notional Amount 7563170.34000000 0.126851523105 N/A DE CA N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 TransAlta Corp. TransAlta Corp. Y equity-performance leg 2025-12-08 0.00000000 CAD 0.00000000 CAD 628646.00000000 CAD 1011376.47000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 356634.00000000 OU Notional Amount USD 5581322.10000000 0.093611432441 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Zeta Global Holdings Corp. Zeta Global Holdings Corp. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 356634.00000000 USD 10699.02000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 408500.00000000 OU Notional Amount 4880368.58000000 0.081854851848 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Olympus Corp. Olympus Corp. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 408500.00000000 JPY 211876.78000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 434900.00000000 OU Notional Amount 5195770.61000000 0.087144859358 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Olympus Corp. Olympus Corp. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 434900.00000000 JPY 247610.39000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 224402.00000000 OU Notional Amount -1841165.00000000 -0.03088051359 N/A DE IT N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Technoprobe SpA Technoprobe SpA Y equity-performance leg 2028-02-15 0.00000000 EUR 0.00000000 EUR 224402.00000000 EUR 117808.14000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 361458.00000000 OU Notional Amount USD 5631515.64000000 0.094453291967 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Tandem Diabetes Care, Inc. Tandem Diabetes Care, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 361458.00000000 USD 17793.57000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 327300.00000000 OU Notional Amount 10960817.92000000 0.183837780339 N/A DE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 Tokyo Gas Co. Ltd. Tokyo Gas Co. Ltd. Y equity-performance leg 2029-09-03 0.00000000 JPY 0.00000000 JPY 327300.00000000 JPY 166987.01000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 184607.00000000 OU Notional Amount USD 4977004.72000000 0.083475659128 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Phreesia, Inc. Phreesia, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 184607.00000000 USD -267680.15000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 47500.00000000 OU Notional Amount -2739559.43000000 -0.04594862613 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 OBIC Business Consultants Co. Ltd. OBIC Business Consultants Co. Ltd. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 47500.00000000 JPY -46061.67000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 34081.00000000 OU Notional Amount -3336032.07000000 -0.05595282536 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 iA Financial Corp., Inc. iA Financial Corp., Inc. Y equity-performance leg 2027-01-06 0.00000000 CAD 0.00000000 CAD 34081.00000000 CAD 287627.67000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 64762.00000000 OU Notional Amount 12305995.22000000 0.206399455097 N/A DE CA N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 George Weston Ltd. George Weston Ltd. Y equity-performance leg 2026-08-18 0.00000000 CAD 0.00000000 CAD 64762.00000000 CAD -135293.50000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 142478.00000000 OU Notional Amount USD -1156921.36000000 -0.01940419559 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Fluence Energy, Inc. Fluence Energy, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 142478.00000000 USD 28495.60000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 327290.00000000 OU Notional Amount 39895003.88000000 0.669129713991 N/A DE GB N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 London Stock Exchange Group PLC London Stock Exchange Group PLC Y equity-performance leg 2026-12-10 0.00000000 GBP 0.00000000 GBP 327290.00000000 GBP -6833249.25000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 684449.00000000 OU Notional Amount -9944960.68000000 -0.16679955002 N/A DE IE N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Glanbia PLC Glanbia PLC Y equity-performance leg 2025-12-08 0.00000000 EUR 0.00000000 EUR 684449.00000000 EUR 245573.31000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 556929.00000000 OU Notional Amount USD 10258632.18000000 0.172060532622 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 A10 Networks, Inc. A10 Networks, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 556929.00000000 USD -228340.89000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 20357.00000000 OU Notional Amount USD -735294.84000000 -0.01233256242 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Astronics Corp. Astronics Corp. Y equity-performance leg 2027-01-04 0.00000000 USD 0.00000000 USD 20357.00000000 USD -49060.37000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 53099.00000000 OU Notional Amount USD 4782626.93000000 0.080215502658 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Allison Transmission Holdings, Inc. Allison Transmission Holdings, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 53099.00000000 USD 57272.77000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 2178300.00000000 OU Notional Amount 14654033.43000000 0.245781382233 N/A DE SG N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Singapore Technologies Engineering Ltd. Singapore Technologies Engineering Ltd. Y equity-performance leg 2027-09-09 0.00000000 SGD 0.00000000 SGD 2178300.00000000 SGD 247932.48000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 230629.00000000 OU Notional Amount -489847.94000000 -0.00821586113 N/A DE SE N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Hexatronic Group AB Hexatronic Group AB Y equity-performance leg 2025-12-08 0.00000000 SEK 0.00000000 SEK 230629.00000000 SEK 11671.97000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 26300.00000000 OU Notional Amount -3570454.19000000 -0.05988461608 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Konami Group Corp. Konami Group Corp. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 26300.00000000 JPY 74921.58000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 405700.00000000 OU Notional Amount 18255056.83000000 0.306178713312 N/A DE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Kao Corp. Kao Corp. Y equity-performance leg 2027-01-07 0.00000000 JPY 0.00000000 JPY 405700.00000000 JPY -159008.77000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 27334.00000000 OU Notional Amount USD -552146.80000000 -0.00926075434 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Indivior PLC Indivior PLC Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 27334.00000000 USD -109882.68000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 22330.00000000 OU Notional Amount USD 359513.00000000 0.006029848539 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Deluxe Corp. Deluxe Corp. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 22330.00000000 USD 7145.60000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 16471.00000000 OU Notional Amount USD -934235.12000000 -0.01566924220 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Triumph Financial, Inc. Triumph Financial, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 16471.00000000 USD 89437.53000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1301400.00000000 OU Notional Amount -30338469.16000000 -0.50884494843 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Central Japan Railway Co. Central Japan Railway Co. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 1301400.00000000 JPY -592690.84000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 214498.00000000 OU Notional Amount -3867032.36000000 -0.06485890475 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Gibson Energy, Inc. Gibson Energy, Inc. Y equity-performance leg 2027-01-06 0.00000000 CAD 0.00000000 CAD 214498.00000000 CAD 6166.91000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 21501.00000000 OU Notional Amount USD 2615381.64000000 0.043865882906 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Duke Energy Corp. Duke Energy Corp. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 21501.00000000 USD 105922.33000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 385400.00000000 OU Notional Amount 3141414.95000000 0.052688654783 N/A DE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 Siix Corp. Siix Corp. Y equity-performance leg 2028-04-03 0.00000000 JPY 0.00000000 JPY 385400.00000000 JPY -93227.02000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 52432.00000000 OU Notional Amount USD -8118570.88000000 -0.13616685004 N/A DE US N 2 BNP Paribas 549300FWX3HQBUJIR891 Sezzle, Inc. Sezzle, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 52432.00000000 USD -1128336.64000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 1608375.00000000 OU Notional Amount 25908581.12000000 0.434545677120 N/A DE CA N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 TELUS Corp. TELUS Corp. Y equity-performance leg 2028-02-15 0.00000000 CAD 0.00000000 CAD 1608375.00000000 CAD -496390.21000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 4944.00000000 OU Notional Amount USD -1745578.08000000 -0.02927730411 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 IES Holdings, Inc. IES Holdings, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 4944.00000000 USD -287303.30000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1151000.00000000 OU Notional Amount 2000392.61000000 0.033551121815 N/A DE SG N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Seatrium Ltd. Seatrium Ltd. Y equity-performance leg 2027-02-22 0.00000000 SGD 0.00000000 SGD 1151000.00000000 SGD -151682.50000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 54794.00000000 OU Notional Amount USD -1160536.92000000 -0.01946483674 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 JBG SMITH Properties JBG SMITH Properties Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 54794.00000000 USD -135341.18000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 29084.00000000 OU Notional Amount -2843397.22000000 -0.04769022141 N/A DE IT N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 DiaSorin SpA DiaSorin SpA Y equity-performance leg 2026-12-10 0.00000000 EUR 0.00000000 EUR 29084.00000000 EUR 167594.03000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 743891.00000000 OU Notional Amount 11902470.75000000 0.199631434369 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Kinross Gold Corp. Kinross Gold Corp. Y equity-performance leg 2027-01-04 0.00000000 CAD 0.00000000 CAD 743891.00000000 CAD -318458.98000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 260472.00000000 OU Notional Amount USD -14786995.44000000 -0.24801145675 N/A DE US N 2 BNP Paribas 549300FWX3HQBUJIR891 Fluor Corp. Fluor Corp. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 260472.00000000 USD -771480.09000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 312500.00000000 OU Notional Amount 3965095.13000000 0.066503639860 N/A DE JP N 2 BNP Paribas 549300FWX3HQBUJIR891 Seiko Epson Corp. Seiko Epson Corp. Y equity-performance leg 2026-09-07 0.00000000 JPY 0.00000000 JPY 312500.00000000 JPY 24624.61000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 66516.00000000 OU Notional Amount -175987.09000000 -0.00295170271 N/A DE GB N 2 BNP Paribas 549300FWX3HQBUJIR891 MONY Group PLC MONY Group PLC Y equity-performance leg 2027-03-17 0.00000000 GBP 0.00000000 GBP 66516.00000000 GBP 557.46000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 132307.00000000 OU Notional Amount USD 1025379.25000000 0.017197936020 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Brookdale Senior Living, Inc. Brookdale Senior Living, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 132307.00000000 USD -6615.35000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 17800.00000000 OU Notional Amount -5260371.11000000 -0.08822835628 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Disco Corp. Disco Corp. Y equity-performance leg 2027-09-09 0.00000000 JPY 0.00000000 JPY 17800.00000000 JPY 3177.49000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 83824.00000000 OU Notional Amount -543536.49000000 -0.00911633991 N/A DE GB N 2 BNP Paribas 549300FWX3HQBUJIR891 easyJet PLC easyJet PLC Y equity-performance leg 2027-03-22 0.00000000 GBP 0.00000000 GBP 83824.00000000 GBP -3432.22000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 55117.00000000 OU Notional Amount USD -2530421.47000000 -0.04244090812 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 New Jersey Resources Corp. New Jersey Resources Corp. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 55117.00000000 USD -2164.11000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 188042.00000000 OU Notional Amount -706850.59000000 -0.01185548783 N/A DE ES N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Gestamp Automocion SA Gestamp Automocion SA Y equity-performance leg 2028-02-15 0.00000000 EUR 0.00000000 EUR 188042.00000000 EUR -14450.62000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 68000.00000000 OU Notional Amount 2046437.61000000 0.034323400915 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 AGC, Inc. AGC, Inc. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 68000.00000000 JPY 63026.97000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 36236.00000000 OU Notional Amount -1389219.34000000 -0.02330035967 N/A DE DE N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Jungheinrich AG Jungheinrich AG Y equity-performance leg 2025-12-08 0.00000000 EUR 0.00000000 EUR 36236.00000000 EUR 337531.22000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 5133.00000000 OU Notional Amount -685982.37000000 -0.01150548044 N/A DE DE N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Scout24 SE Scout24 SE Y equity-performance leg 2026-06-25 0.00000000 EUR 0.00000000 EUR 5133.00000000 EUR -1121.96000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 261352.00000000 OU Notional Amount -12485038.65000000 -0.20940241956 N/A DE NL N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Koninklijke Vopak NV Koninklijke Vopak NV Y equity-performance leg 2025-12-08 0.00000000 EUR 0.00000000 EUR 261352.00000000 EUR 93173.05000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 93847.00000000 OU Notional Amount 1639176.25000000 0.027492704064 N/A DE GB N 2 BNP Paribas 549300FWX3HQBUJIR891 Keller Group PLC Keller Group PLC Y equity-performance leg 2027-03-17 0.00000000 GBP 0.00000000 GBP 93847.00000000 GBP -119488.52000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 20924.00000000 OU Notional Amount -2150332.17000000 -0.03606594836 N/A DE FR N 2 UBS AG BFM8T61CT2L1QCEMIK50 Pernod Ricard SA Pernod Ricard SA Y equity-performance leg 2029-09-03 0.00000000 EUR 0.00000000 EUR 20924.00000000 EUR 112561.21000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 315513.00000000 OU Notional Amount 5187242.83000000 0.087001829143 N/A DE FR N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 JCDecaux SE JCDecaux SE Y equity-performance leg 2026-12-10 0.00000000 EUR 0.00000000 EUR 315513.00000000 EUR -523178.23000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 12800.00000000 OU Notional Amount -795154.41000000 -0.01333654320 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Cosmos Pharmaceutical Corp. Cosmos Pharmaceutical Corp. Y equity-performance leg 2028-03-15 0.00000000 JPY 0.00000000 JPY 12800.00000000 JPY -26492.29000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 10845.00000000 OU Notional Amount USD 437161.95000000 0.007332197571 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Allient, Inc. Allient, Inc. Y equity-performance leg 2028-04-21 0.00000000 USD 0.00000000 USD 10845.00000000 USD 10953.45000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 633100.00000000 OU Notional Amount -5660198.16000000 -0.09493436289 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 JGC Holdings Corp. JGC Holdings Corp. Y equity-performance leg 2028-02-15 0.00000000 JPY 0.00000000 JPY 633100.00000000 JPY -316137.50000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 98671.00000000 OU Notional Amount USD -7011561.26000000 -0.11759978754 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 NextEra Energy, Inc. NextEra Energy, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 98671.00000000 USD 230475.35000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 237373.00000000 OU Notional Amount USD 3885796.01000000 0.065173613734 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Marcus Corp. Marcus Corp. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 237373.00000000 USD -322827.28000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 677150.00000000 OU Notional Amount USD 4103529.00000000 0.068825489888 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Vestis Corp. Vestis Corp. Y equity-performance leg 2027-02-08 0.00000000 USD 0.00000000 USD 677150.00000000 USD -88029.50000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 489.00000000 OU Notional Amount -960516.94000000 -0.01611004794 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Comforia Residential REIT, Inc. Comforia Residential REIT, Inc. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 489.00000000 JPY 14988.90000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 41740.00000000 OU Notional Amount USD 784712.00000000 0.013161400302 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Victoria's Secret & Co. Victoria's Secret & Co. Y equity-performance leg 2026-06-25 0.00000000 USD 0.00000000 USD 41740.00000000 USD -112155.38000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 15700.00000000 OU Notional Amount -139181.99000000 -0.00233439769 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Kyushu Electric Power Co., Inc. Kyushu Electric Power Co., Inc. Y equity-performance leg 2028-03-15 0.00000000 JPY 0.00000000 JPY 15700.00000000 JPY 403.49000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 192018.00000000 OU Notional Amount USD 6755193.24000000 0.113299914300 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Harmony Biosciences Holdings, Inc. Harmony Biosciences Holdings, Inc. Y equity-performance leg 2026-08-19 0.00000000 USD 0.00000000 USD 192018.00000000 USD 65286.12000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 107565.00000000 OU Notional Amount USD -16382149.50000000 -0.27476580883 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Hamilton Lane, Inc. Hamilton Lane, Inc. Y equity-performance leg 2028-04-18 0.00000000 USD 0.00000000 USD 107565.00000000 USD -694833.20000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 49067.00000000 OU Notional Amount USD 1443060.47000000 0.024203397559 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Clear Secure, Inc. Clear Secure, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 49067.00000000 USD 39253.60000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1096899.00000000 OU Notional Amount 5343582.74000000 0.089624004079 N/A DE CA N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Birchcliff Energy Ltd. Birchcliff Energy Ltd. Y equity-performance leg 2025-12-23 0.00000000 CAD 0.00000000 CAD 1096899.00000000 CAD -122972.60000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 74922.00000000 OU Notional Amount USD 1783143.60000000 0.029907363103 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Columbia Banking System, Inc. Columbia Banking System, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 74922.00000000 USD -26509.57000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 13777.00000000 OU Notional Amount -4096650.89000000 -0.06871012838 N/A DE FR N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 EssilorLuxottica SA EssilorLuxottica SA Y equity-performance leg 2026-08-19 0.00000000 EUR 0.00000000 EUR 13777.00000000 EUR -225643.05000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 9506.00000000 OU Notional Amount USD -1449379.82000000 -0.02430938739 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Balchem Corp. Balchem Corp. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 9506.00000000 USD 674.33000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 225386.00000000 OU Notional Amount -13076996.61000000 -0.21933089736 N/A DE GB N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Unilever PLC Unilever PLC Y equity-performance leg 2025-12-08 0.00000000 GBP 0.00000000 GBP 225386.00000000 GBP 455779.13000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 10500.00000000 OU Notional Amount -225058.71000000 -0.00377474509 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 East Japan Railway Co. East Japan Railway Co. Y equity-performance leg 2028-02-15 0.00000000 JPY 0.00000000 JPY 10500.00000000 JPY -1038.53000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1005916.00000000 OU Notional Amount USD -7031352.84000000 -0.11793173724 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Global Net Lease, Inc. Global Net Lease, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 1005916.00000000 USD 60354.96000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 99495.00000000 OU Notional Amount USD 2345097.15000000 0.039332598888 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Penguin Solutions, Inc. Penguin Solutions, Inc. Y equity-performance leg 2027-02-08 0.00000000 USD 0.00000000 USD 99495.00000000 USD -82259.11000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 200700.00000000 OU Notional Amount -6918869.32000000 -0.11604513344 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Niterra Co. Ltd. Niterra Co. Ltd. Y equity-performance leg 2027-09-09 0.00000000 JPY 0.00000000 JPY 200700.00000000 JPY -116215.89000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 304900.00000000 OU Notional Amount 3409626.45000000 0.057187170056 N/A DE JP N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Ono Pharmaceutical Co. Ltd. Ono Pharmaceutical Co. Ltd. Y equity-performance leg 2026-08-19 0.00000000 JPY 0.00000000 JPY 304900.00000000 JPY 6372.61000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 4230180.00000000 OU Notional Amount -9506554.45000000 -0.15944648305 N/A DE GB N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 SSP Group PLC SSP Group PLC Y equity-performance leg 2025-12-08 0.00000000 GBP 0.00000000 GBP 4230180.00000000 GBP 958241.12000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 2900.00000000 OU Notional Amount -95382.50000000 -0.00159978089 N/A DE JP N 2 BNP Paribas 549300FWX3HQBUJIR891 Hyakujushi Bank Ltd. Hyakujushi Bank Ltd. Y equity-performance leg 2027-03-24 0.00000000 JPY 0.00000000 JPY 2900.00000000 JPY -80.87000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 16100.00000000 OU Notional Amount -240471.52000000 -0.00403325288 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Lifedrink Co., Inc. Lifedrink Co., Inc. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 16100.00000000 JPY -11405.32000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 99949.00000000 OU Notional Amount USD 2647649.01000000 0.044407079897 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Alkermes PLC Alkermes PLC Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 99949.00000000 USD -53972.46000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 10700.00000000 OU Notional Amount -263945.92000000 -0.00442697182 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Tsumura & Co. Tsumura & Co. Y equity-performance leg 2028-02-15 0.00000000 JPY 0.00000000 JPY 10700.00000000 JPY 1037.52000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 725926.00000000 OU Notional Amount USD -15324297.86000000 -0.25702323717 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Old National Bancorp Old National Bancorp Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 725926.00000000 USD 871111.20000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 96437.00000000 OU Notional Amount USD -361638.75000000 -0.00606550218 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 ACCO Brands Corp. ACCO Brands Corp. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 96437.00000000 USD -9643.70000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 70740.00000000 OU Notional Amount -5870845.46000000 -0.09846739595 N/A DE IE N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Kingspan Group PLC Kingspan Group PLC Y equity-performance leg 2025-12-08 0.00000000 EUR 0.00000000 EUR 70740.00000000 EUR 96111.87000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 89280.00000000 OU Notional Amount 1574790.34000000 0.026412806299 N/A DE IT N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Banca Mediolanum SpA Banca Mediolanum SpA Y equity-performance leg 2026-08-17 0.00000000 EUR 0.00000000 EUR 89280.00000000 EUR 26078.24000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 260070.00000000 OU Notional Amount USD 15271310.40000000 0.256134517268 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Viking Holdings Ltd. Viking Holdings Ltd. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 260070.00000000 USD 933651.30000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 457160.00000000 OU Notional Amount USD -6473385.60000000 -0.10857336091 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Permian Resources Corp. Permian Resources Corp. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 457160.00000000 USD -306297.20000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 87793.00000000 OU Notional Amount USD -5810140.74000000 -0.09744924009 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Hims & Hers Health, Inc. Hims & Hers Health, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 87793.00000000 USD -1511795.46000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 17999.00000000 OU Notional Amount USD -295543.58000000 -0.00495693625 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Innovex International, Inc. Innovex International, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 17999.00000000 USD -10439.42000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 115501.00000000 OU Notional Amount 22075570.34000000 0.370257391432 N/A DE DE N 2 UBS AG BFM8T61CT2L1QCEMIK50 adidas AG adidas AG Y equity-performance leg 2029-09-03 0.00000000 EUR 0.00000000 EUR 115501.00000000 EUR -5754704.43000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 15229.00000000 OU Notional Amount -1166288.50000000 -0.01956130378 N/A DE FR N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Eurofins Scientific SE Eurofins Scientific SE Y equity-performance leg 2028-02-15 0.00000000 EUR 0.00000000 EUR 15229.00000000 EUR -8830.15000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 133248.00000000 OU Notional Amount USD 13022327.04000000 0.218413964665 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Charles Schwab Corp. Charles Schwab Corp. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 133248.00000000 USD 743952.20000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 102661.00000000 OU Notional Amount USD 11018605.13000000 0.184807002937 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Booz Allen Hamilton Holding Corp. Booz Allen Hamilton Holding Corp. Y equity-performance leg 2028-04-18 0.00000000 USD 0.00000000 USD 102661.00000000 USD 262812.16000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 2232200.00000000 OU Notional Amount -5052264.24000000 -0.08473793199 N/A DE SG N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Wilmar International Ltd. Wilmar International Ltd. Y equity-performance leg 2028-02-15 0.00000000 SGD 0.00000000 SGD 2232200.00000000 SGD 70248.40000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 866727.00000000 OU Notional Amount USD -16866507.42000000 -0.28288958988 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Starwood Property Trust, Inc. Starwood Property Trust, Inc. Y equity-performance leg 2028-04-18 0.00000000 USD 0.00000000 USD 866727.00000000 USD 1014070.59000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 70234.00000000 OU Notional Amount USD -3030597.10000000 -0.05082998805 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Lineage, Inc. Lineage, Inc. Y equity-performance leg 2027-01-06 0.00000000 USD 0.00000000 USD 70234.00000000 USD 35117.00000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 282500.00000000 OU Notional Amount -3180851.17000000 -0.05335008965 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 NHK Spring Co. Ltd. NHK Spring Co. Ltd. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 282500.00000000 JPY -24330.93000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 45416.00000000 OU Notional Amount USD 3025613.92000000 0.050746408824 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Prosperity Bancshares, Inc. Prosperity Bancshares, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 45416.00000000 USD -240800.90000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 25300.00000000 OU Notional Amount -464716.43000000 -0.00779434870 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Ryoyo Ryosan Holdings, Inc. Ryoyo Ryosan Holdings, Inc. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 25300.00000000 JPY 7035.95000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 772800.00000000 OU Notional Amount 8187268.69000000 0.137319068156 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Alps Alpine Co. Ltd. Alps Alpine Co. Ltd. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 772800.00000000 JPY 216938.82000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1688.00000000 OU Notional Amount USD -173408.24000000 -0.00290844954 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 DT Midstream, Inc. DT Midstream, Inc. Y equity-performance leg 2027-01-06 0.00000000 USD 0.00000000 USD 1688.00000000 USD -4349.98000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 17551.00000000 OU Notional Amount USD 1053937.55000000 0.017676923494 N/A DE US N 2 BNP Paribas 549300FWX3HQBUJIR891 First American Financial Corp. First American Financial Corp. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 17551.00000000 USD -4300.97000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 4055.00000000 OU Notional Amount 188853.78000000 0.003167506291 N/A DE DE N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 HUGO BOSS AG HUGO BOSS AG Y equity-performance leg 2026-08-19 0.00000000 EUR 0.00000000 EUR 4055.00000000 EUR -5194.62000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 17017.00000000 OU Notional Amount 1210084.08000000 0.020295855009 N/A DE DE N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Henkel AG & Co. KGaA Henkel AG & Co. KGaA Y equity-performance leg 2025-12-08 0.00000000 EUR 0.00000000 EUR 17017.00000000 EUR -9583.25000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 45770.00000000 OU Notional Amount -144030.89000000 -0.00241572474 N/A DE ES N 2 BNP Paribas 549300FWX3HQBUJIR891 Ence Energia y Celulosa SA Ence Energia y Celulosa SA Y equity-performance leg 2027-03-17 0.00000000 EUR 0.00000000 EUR 45770.00000000 EUR 8890.65000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1687759.00000000 OU Notional Amount USD -12742580.45000000 -0.21372197976 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Invesco Mortgage Capital, Inc. Invesco Mortgage Capital, Inc. Y equity-performance leg 2027-01-04 0.00000000 USD 0.00000000 USD 1687759.00000000 USD -228450.19000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1699900.00000000 OU Notional Amount -5180820.76000000 -0.08689411646 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Yamada Holdings Co. Ltd. Yamada Holdings Co. Ltd. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 1699900.00000000 JPY 84792.45000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 407839.00000000 OU Notional Amount -413837.63000000 -0.00694099581 N/A DE AU N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Pilbara Minerals Ltd. Pilbara Minerals Ltd. Y equity-performance leg 2026-08-19 0.00000000 AUD 0.00000000 AUD 407839.00000000 AUD 4619.01000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 18938.00000000 OU Notional Amount USD -3204120.22000000 -0.05374036440 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 ICON PLC ICON PLC Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 18938.00000000 USD -186880.39000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 10100.00000000 OU Notional Amount -357474.63000000 -0.00599566045 N/A DE JP N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Nippon Sanso Holdings Corp. Nippon Sanso Holdings Corp. Y equity-performance leg 2026-08-19 0.00000000 JPY 0.00000000 JPY 10100.00000000 JPY 14282.45000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 170029.00000000 OU Notional Amount USD -2200175.26000000 -0.03690193004 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Navient Corp. Navient Corp. Y equity-performance leg 2026-08-19 0.00000000 USD 0.00000000 USD 170029.00000000 USD 283948.43000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 62607.00000000 OU Notional Amount USD 3688178.37000000 0.061859117630 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 IDT Corp. IDT Corp. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 62607.00000000 USD 130466.15000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1013358.00000000 OU Notional Amount 11024792.11000000 0.184910772626 N/A DE XX N 2 UBS AG BFM8T61CT2L1QCEMIK50 Valeo SE Valeo SE Y equity-performance leg 2028-04-18 0.00000000 EUR 0.00000000 EUR 1013358.00000000 EUR -561883.61000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC 17515.26000000 0.000293770642 N/A DFE US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 1141000.00000000 SGD 899262.86000000 USD 2025-09-17 17515.26000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 191791.00000000 OU Notional Amount 5497301.35000000 0.092202213869 N/A DE DE N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 United Internet AG United Internet AG Y equity-performance leg 2026-12-10 0.00000000 EUR 0.00000000 EUR 191791.00000000 EUR -137989.53000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 25144.00000000 OU Notional Amount 17150878.05000000 0.287659130422 N/A DE CH N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Zurich Insurance Group AG Zurich Insurance Group AG Y equity-performance leg 2026-12-11 0.00000000 CHF 0.00000000 CHF 25144.00000000 CHF -353361.33000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 83267.00000000 OU Notional Amount -18658877.45000000 -0.31295170114 N/A DE DK N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 DSV AS DSV AS Y equity-performance leg 2026-05-11 0.00000000 DKK 0.00000000 DKK 83267.00000000 DKK 927034.34000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 732465.00000000 OU Notional Amount 3314930.89000000 0.055598910705 N/A DE AU N 2 UBS AG BFM8T61CT2L1QCEMIK50 Evolution Mining Ltd. Evolution Mining Ltd. Y equity-performance leg 2029-09-03 0.00000000 AUD 0.00000000 AUD 732465.00000000 AUD -343940.47000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 77200.00000000 OU Notional Amount -1254926.45000000 -0.02104796327 N/A DE JP N 2 BNP Paribas 549300FWX3HQBUJIR891 Shiseido Co. Ltd. Shiseido Co. Ltd. Y equity-performance leg 2026-09-09 0.00000000 JPY 0.00000000 JPY 77200.00000000 JPY 23485.43000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 92884.00000000 OU Notional Amount USD -5033383.96000000 -0.08442126687 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Albany International Corp. Albany International Corp. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 92884.00000000 USD 1492634.24000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 100161.00000000 OU Notional Amount USD -4740620.13000000 -0.07951095333 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 United Parks & Resorts, Inc. United Parks & Resorts, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 100161.00000000 USD 176283.36000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 311600.00000000 OU Notional Amount 2168036.09000000 0.036362883262 N/A DE JP N 2 BNP Paribas 549300FWX3HQBUJIR891 Asahi Kasei Corp. Asahi Kasei Corp. Y equity-performance leg 2026-09-07 0.00000000 JPY 0.00000000 JPY 311600.00000000 JPY 51697.37000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 55712.00000000 OU Notional Amount USD 5976783.36000000 0.100244214846 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Insmed, Inc. Insmed, Inc. Y equity-performance leg 2028-02-24 0.00000000 USD 0.00000000 USD 55712.00000000 USD 243128.18000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1298670.00000000 OU Notional Amount 4254479.03000000 0.071357264310 N/A DE AU N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Iluka Resources Ltd. Iluka Resources Ltd. Y equity-performance leg 2027-01-06 0.00000000 AUD 0.00000000 AUD 1298670.00000000 AUD -154133.45000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 25200.00000000 OU Notional Amount -577542.07000000 -0.00968669062 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Toyota Tsusho Corp. Toyota Tsusho Corp. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 25200.00000000 JPY 2979.03000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 27806.00000000 OU Notional Amount USD -1666135.52000000 -0.02794487217 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Equity LifeStyle Properties, Inc. Equity LifeStyle Properties, Inc. Y equity-performance leg 2027-01-06 0.00000000 USD 0.00000000 USD 27806.00000000 USD -1838.65000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 283000.00000000 OU Notional Amount 6347139.26000000 0.106455923415 N/A DE JP N 2 BNP Paribas 549300FWX3HQBUJIR891 Kanamoto Co. Ltd. Kanamoto Co. Ltd. Y equity-performance leg 2027-03-24 0.00000000 JPY 0.00000000 JPY 283000.00000000 JPY -185913.38000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 67280.00000000 OU Notional Amount -3410010.82000000 -0.05719361681 N/A DE FR N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Accor SA Accor SA Y equity-performance leg 2027-01-04 0.00000000 EUR 0.00000000 EUR 67280.00000000 EUR 426666.59000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 202900.00000000 OU Notional Amount -2600368.29000000 -0.04361407497 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Isuzu Motors Ltd. Isuzu Motors Ltd. Y equity-performance leg 2027-09-09 0.00000000 JPY 0.00000000 JPY 202900.00000000 JPY 126838.06000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 694100.00000000 OU Notional Amount 28076460.88000000 0.470905938373 N/A DE JP N 2 BNP Paribas 549300FWX3HQBUJIR891 Bridgestone Corp. Bridgestone Corp. Y equity-performance leg 2027-03-24 0.00000000 JPY 0.00000000 JPY 694100.00000000 JPY -352611.28000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 55743.00000000 OU Notional Amount 1532736.69000000 0.025707471193 N/A DE SE N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Swedish Orphan Biovitrum AB Swedish Orphan Biovitrum AB Y equity-performance leg 2025-12-08 0.00000000 SEK 0.00000000 SEK 55743.00000000 SEK -120750.40000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 163257.00000000 OU Notional Amount 10993007.57000000 0.184377673789 N/A DE NL N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 NN Group NV NN Group NV Y equity-performance leg 2026-08-17 0.00000000 EUR 0.00000000 EUR 163257.00000000 EUR -35550.25000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 126715.00000000 OU Notional Amount 14592569.83000000 0.244750498235 N/A DE AU N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Xero Ltd. Xero Ltd. Y equity-performance leg 2025-12-08 0.00000000 AUD 0.00000000 AUD 126715.00000000 AUD -161205.59000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 2246800.00000000 OU Notional Amount -13031370.96000000 -0.21856565171 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Rengo Co. Ltd. Rengo Co. Ltd. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 2246800.00000000 JPY 205839.83000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 457908.00000000 OU Notional Amount 8086124.23000000 0.135622646123 N/A DE AU N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Sonic Healthcare Ltd. Sonic Healthcare Ltd. Y equity-performance leg 2028-02-15 0.00000000 AUD 0.00000000 AUD 457908.00000000 AUD -48631.58000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 25607.00000000 OU Notional Amount -768820.61000000 -0.01289486564 N/A DE ES N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 CIE Automotive SA CIE Automotive SA Y equity-performance leg 2028-02-15 0.00000000 EUR 0.00000000 EUR 25607.00000000 EUR -34920.74000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 3140.00000000 OU Notional Amount USD 3873755.20000000 0.064971662036 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Mettler-Toledo International, Inc. Mettler-Toledo International, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 3140.00000000 USD 46220.80000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 7.00000000 OU Notional Amount 0.69000000 0.000000011572 N/A DE DE N 2 BNP Paribas 549300FWX3HQBUJIR891 Solarworld AG Solarworld AG Y equity-performance leg 2026-08-17 0.00000000 EUR 0.00000000 EUR 7.00000000 EUR 0.19000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 52933.00000000 OU Notional Amount 720111.90000000 0.012077910084 N/A DE CA N 2 UBS AG BFM8T61CT2L1QCEMIK50 OceanaGold Corp. OceanaGold Corp. Y equity-performance leg 2028-04-18 0.00000000 CAD 0.00000000 CAD 52933.00000000 CAD -35682.57000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 949683.00000000 OU Notional Amount -4745176.66000000 -0.07958737667 N/A DE GB N 2 BNP Paribas 549300FWX3HQBUJIR891 International Consolidated Airlines Group SA International Consolidated Airlines Group SA Y equity-performance leg 2026-08-17 0.00000000 GBP 0.00000000 GBP 949683.00000000 GBP 14333.45000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 738950.00000000 OU Notional Amount 11003564.05000000 0.184554729905 N/A DE GB N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 IG Group Holdings PLC IG Group Holdings PLC Y equity-performance leg 2026-12-10 0.00000000 GBP 0.00000000 GBP 738950.00000000 GBP 390079.57000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1964.00000000 OU Notional Amount USD -18363.40000000 -0.00030799587 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Niagen Bioscience, Inc. Niagen Bioscience, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 1964.00000000 USD -58.53000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 726297.00000000 OU Notional Amount -4282510.46000000 -0.07182741497 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Algonquin Power & Utilities Corp. Algonquin Power & Utilities Corp. Y equity-performance leg 2027-01-04 0.00000000 CAD 0.00000000 CAD 726297.00000000 CAD 144786.86000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 80490.00000000 OU Notional Amount USD -375888.30000000 -0.00630449946 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Enovix Corp. Enovix Corp. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 80490.00000000 USD 90953.70000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 552293.00000000 OU Notional Amount -1509828.29000000 -0.02532324535 N/A DE GB N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Marshalls PLC Marshalls PLC Y equity-performance leg 2028-02-15 0.00000000 GBP 0.00000000 GBP 552293.00000000 GBP 364225.87000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 145479.00000000 OU Notional Amount USD -1399507.98000000 -0.02347292350 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Apollo Commercial Real Estate Finance, Inc. Apollo Commercial Real Estate Finance, Inc. Y equity-performance leg 2026-08-19 0.00000000 USD 0.00000000 USD 145479.00000000 USD 34914.96000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 67221.00000000 OU Notional Amount 4787614.42000000 0.080299154179 N/A DE AU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 JB Hi-Fi Ltd. JB Hi-Fi Ltd. Y equity-performance leg 2027-09-09 0.00000000 AUD 0.00000000 AUD 67221.00000000 AUD 122625.50000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 42324.00000000 OU Notional Amount USD -1382725.08000000 -0.02319143620 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Solaris Energy Infrastructure, Inc. Solaris Energy Infrastructure, Inc. Y equity-performance leg 2027-01-04 0.00000000 USD 0.00000000 USD 42324.00000000 USD -186225.60000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 45703.00000000 OU Notional Amount USD 1413593.79000000 0.023709174493 N/A DE US N 2 BNP Paribas 549300FWX3HQBUJIR891 Southwest Airlines Co. Southwest Airlines Co. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 45703.00000000 USD -165020.55000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 114554.00000000 OU Notional Amount 6570093.65000000 0.110195374291 N/A DE IT N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Recordati Industria Chimica e Farmaceutica SpA Recordati Industria Chimica e Farmaceutica SpA Y equity-performance leg 2025-12-08 0.00000000 EUR 0.00000000 EUR 114554.00000000 EUR -621527.69000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 230239.00000000 OU Notional Amount USD -12375346.25000000 -0.20756262918 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 EQT Corp. EQT Corp. Y equity-performance leg 2028-04-18 0.00000000 USD 0.00000000 USD 230239.00000000 USD 253372.36000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1801900.00000000 OU Notional Amount -3837690.34000000 -0.06436677252 N/A DE SG N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 CapitaLand Investment Ltd. CapitaLand Investment Ltd. Y equity-performance leg 2027-09-09 0.00000000 SGD 0.00000000 SGD 1801900.00000000 SGD 95967.81000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 302659.00000000 OU Notional Amount 12950323.60000000 0.217206303642 N/A DE GB N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Halma PLC Halma PLC Y equity-performance leg 2025-12-08 0.00000000 GBP 0.00000000 GBP 302659.00000000 GBP -186515.98000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1638.00000000 OU Notional Amount USD -229385.52000000 -0.00384731551 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 HCI Group, Inc. HCI Group, Inc. Y equity-performance leg 2027-01-04 0.00000000 USD 0.00000000 USD 1638.00000000 USD -2584.93000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 3162.00000000 OU Notional Amount USD -287457.42000000 -0.00482131300 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Goosehead Insurance, Inc. Goosehead Insurance, Inc. Y equity-performance leg 2028-04-21 0.00000000 USD 0.00000000 USD 3162.00000000 USD 862.57000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 102.00000000 OU Notional Amount -100995.46000000 -0.00169392296 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 CRE Logistics REIT, Inc. CRE Logistics REIT, Inc. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 102.00000000 JPY 1516.05000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 384.00000000 OU Notional Amount -257428.92000000 -0.00431766694 N/A DE JP N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Mitsui Fudosan Logistics Park, Inc. Mitsui Fudosan Logistics Park, Inc. Y equity-performance leg 2026-08-19 0.00000000 JPY 0.00000000 JPY 384.00000000 JPY 6731.50000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 429349.00000000 OU Notional Amount -21008849.74000000 -0.35236606719 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Fortis, Inc. Fortis, Inc. Y equity-performance leg 2027-01-06 0.00000000 CAD 0.00000000 CAD 429349.00000000 CAD 48417.06000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 64681.00000000 OU Notional Amount USD 9085740.07000000 0.152388471316 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Globe Life, Inc. Globe Life, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 64681.00000000 USD 1470199.13000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1975049.00000000 OU Notional Amount -2108849.43000000 -0.03537018871 N/A DE GB N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Dr. Martens PLC Dr. Martens PLC Y equity-performance leg 2026-08-19 0.00000000 GBP 0.00000000 GBP 1975049.00000000 GBP -11071.85000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 104209.00000000 OU Notional Amount -3281347.62000000 -0.05503564308 N/A DE CH N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Adecco Group AG Adecco Group AG Y equity-performance leg 2027-01-04 0.00000000 CHF 0.00000000 CHF 104209.00000000 CHF 21990.23000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 1.00000000 OU Notional Amount USD -31.91000000 -0.00000053520 N/A DE US N 2 BNP Paribas 549300FWX3HQBUJIR891 F&G Annuities & Life, Inc. F&G Annuities & Life, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 1.00000000 USD -1.90000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 46300.00000000 OU Notional Amount 252004.78000000 0.004226691815 N/A DE HK N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 PRADA SpA PRADA SpA Y equity-performance leg 2027-01-06 0.00000000 HKD 0.00000000 HKD 46300.00000000 HKD -35823.80000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 57766.00000000 OU Notional Amount -387719.26000000 -0.00650293150 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 NexGen Energy Ltd. NexGen Energy Ltd. Y equity-performance leg 2027-01-04 0.00000000 CAD 0.00000000 CAD 57766.00000000 CAD 8016.80000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 19814.00000000 OU Notional Amount USD -1121274.26000000 -0.01880631286 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Tempus AI, Inc. Tempus AI, Inc. Y equity-performance leg 2027-01-06 0.00000000 USD 0.00000000 USD 19814.00000000 USD 74932.31000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 330739.00000000 OU Notional Amount 7891636.27000000 0.132360641852 N/A DE GB N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 BAE Systems PLC BAE Systems PLC Y equity-performance leg 2025-12-08 0.00000000 GBP 0.00000000 GBP 330739.00000000 GBP -542132.06000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 259000.00000000 OU Notional Amount -2873452.16000000 -0.04819431094 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 SG Holdings Co. Ltd. SG Holdings Co. Ltd. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 259000.00000000 JPY -118264.57000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 281650.00000000 OU Notional Amount 2246126.23000000 0.037672632051 N/A DE CA N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Enerflex Ltd. Enerflex Ltd. Y equity-performance leg 2026-08-18 0.00000000 CAD 0.00000000 CAD 281650.00000000 CAD -7484.26000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 4200.00000000 OU Notional Amount -67567.65000000 -0.00113326276 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Yakult Honsha Co. Ltd. Yakult Honsha Co. Ltd. Y equity-performance leg 2028-02-15 0.00000000 JPY 0.00000000 JPY 4200.00000000 JPY 6187.35000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 6620.00000000 OU Notional Amount USD -1008226.00000000 -0.01691023710 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Hamilton Lane, Inc. Hamilton Lane, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 6620.00000000 USD -34093.00000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 89476.00000000 OU Notional Amount 2776938.46000000 0.046575557257 N/A DE DE N 2 UBS AG BFM8T61CT2L1QCEMIK50 Vonovia SE Vonovia SE Y equity-performance leg 2029-09-03 0.00000000 EUR 0.00000000 EUR 89476.00000000 EUR -37616.89000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 9359.00000000 OU Notional Amount USD -125504.19000000 -0.00210498996 N/A DE US N 2 BNP Paribas 549300FWX3HQBUJIR891 PureCycle Technologies, Inc. PureCycle Technologies, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 9359.00000000 USD 5643.48000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 260294.00000000 OU Notional Amount USD 4916953.66000000 0.082468466631 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Envista Holdings Corp. Envista Holdings Corp. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 260294.00000000 USD -327970.44000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 54110.00000000 OU Notional Amount USD 1436620.50000000 0.024095384654 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 United Fire Group, Inc. United Fire Group, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 54110.00000000 USD -55733.30000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 96135.00000000 OU Notional Amount USD -5057662.35000000 -0.08482847054 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 American Woodmark Corp. American Woodmark Corp. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 96135.00000000 USD 306670.65000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 29145.00000000 OU Notional Amount USD -186819.45000000 -0.00313338596 N/A DE US N 2 BNP Paribas 549300FWX3HQBUJIR891 Hertz Global Holdings, Inc. Hertz Global Holdings, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 29145.00000000 USD 38471.40000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 161909.00000000 OU Notional Amount 15118206.13000000 0.253566611354 N/A DE CA N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Canadian National Railway Co. Canadian National Railway Co. Y equity-performance leg 2025-12-08 0.00000000 CAD 0.00000000 CAD 161909.00000000 CAD -826489.96000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 215000.00000000 OU Notional Amount -5586592.56000000 -0.09369983001 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Mitsui-Soko Holdings Co. Ltd. Mitsui-Soko Holdings Co. Ltd. Y equity-performance leg 2028-02-15 0.00000000 JPY 0.00000000 JPY 215000.00000000 JPY -94959.92000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 4330.00000000 OU Notional Amount 3699326.99000000 0.062046105277 N/A DE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Activia Properties, Inc. Activia Properties, Inc. Y equity-performance leg 2027-01-06 0.00000000 JPY 0.00000000 JPY 4330.00000000 JPY -58568.83000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 148438.00000000 OU Notional Amount -7274853.60000000 -0.12201579735 N/A DE XX N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 BASF SE BASF SE Y equity-performance leg 2025-12-08 0.00000000 EUR 0.00000000 EUR 148438.00000000 EUR 194461.99000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 407524.00000000 OU Notional Amount 11008677.34000000 0.184640491378 N/A DE CA N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Pan American Silver Corp. Pan American Silver Corp. Y equity-performance leg 2025-12-08 0.00000000 CAD 0.00000000 CAD 407524.00000000 CAD -688313.27000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 136684.00000000 OU Notional Amount USD -2575126.56000000 -0.04319071389 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Smith Douglas Homes Corp. Smith Douglas Homes Corp. Y equity-performance leg 2028-04-21 0.00000000 USD 0.00000000 USD 136684.00000000 USD 32804.16000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 15760.00000000 OU Notional Amount USD 2541772.80000000 0.042631295683 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Tenet Healthcare Corp. Tenet Healthcare Corp. Y equity-performance leg 2028-02-24 0.00000000 USD 0.00000000 USD 15760.00000000 USD 11820.44000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 84540.00000000 OU Notional Amount USD -1385610.60000000 -0.02323983291 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Vishay Intertechnology, Inc. Vishay Intertechnology, Inc. Y equity-performance leg 2026-08-19 0.00000000 USD 0.00000000 USD 84540.00000000 USD 50724.00000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1419600.00000000 OU Notional Amount 13236585.49000000 0.222007564901 N/A DE HK N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 AIA Group Ltd. AIA Group Ltd. Y equity-performance leg 2027-01-11 0.00000000 HKD 0.00000000 HKD 1419600.00000000 HKD 518333.28000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 433000.00000000 OU Notional Amount 2111595.05000000 0.035416238988 N/A DE HK N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Galaxy Entertainment Group Ltd. Galaxy Entertainment Group Ltd. Y equity-performance leg 2026-02-25 0.00000000 HKD 0.00000000 HKD 433000.00000000 HKD 25122.15000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 74652.00000000 OU Notional Amount 889397.05000000 0.014917206061 N/A DE DE N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Douglas AG Douglas AG Y equity-performance leg 2026-08-19 0.00000000 EUR 0.00000000 EUR 74652.00000000 EUR -7735.47000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 109900.00000000 OU Notional Amount -2583670.64000000 -0.04333401750 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Asics Corp. Asics Corp. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 109900.00000000 JPY 257536.73000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 21100.00000000 OU Notional Amount -187053.50000000 -0.00313731151 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Kyushu Electric Power Co., Inc. Kyushu Electric Power Co., Inc. Y equity-performance leg 2028-02-15 0.00000000 JPY 0.00000000 JPY 21100.00000000 JPY 542.27000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 72136.00000000 OU Notional Amount USD 7542540.16000000 0.126505508188 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Enova International, Inc. Enova International, Inc. Y equity-performance leg 2026-08-19 0.00000000 USD 0.00000000 USD 72136.00000000 USD -594400.64000000 N N N United States Treasury 254900HROIFWPRGM1V77 912797MS3 209455000.00000000 PA USD 207922235.54000000 3.487327546524 Long DBT UST US N 2 2025-10-02 None 0.00000000 N N N N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 332290.00000000 OU Notional Amount USD 21618787.40000000 0.362596105350 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Best Buy Co., Inc. Best Buy Co., Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 332290.00000000 USD -1184451.32000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 116455.00000000 OU Notional Amount USD -5586346.35000000 -0.09369570051 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Maplebear, Inc. Maplebear, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 116455.00000000 USD 231745.45000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 182489.00000000 OU Notional Amount -1396016.01000000 -0.02341435524 N/A DE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 Change Holdings, Inc. Change Holdings, Inc. Y equity-performance leg 2028-04-03 0.00000000 JPY 0.00000000 JPY 182489.00000000 JPY 3753.18000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 42126.00000000 OU Notional Amount USD 3244544.52000000 0.054418371614 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Atkore, Inc. Atkore, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 42126.00000000 USD 1768.03000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 201100.00000000 OU Notional Amount -1990862.00000000 -0.03339127186 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 eGuarantee, Inc. eGuarantee, Inc. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 201100.00000000 JPY 17874.06000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 261391.00000000 OU Notional Amount USD -3588898.43000000 -0.06019396782 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Caleres, Inc. Caleres, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 261391.00000000 USD 26417.44000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 35934.00000000 OU Notional Amount USD 9679182.24000000 0.162341842688 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Charter Communications, Inc. Charter Communications, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 35934.00000000 USD -1388869.95000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 7300.00000000 OU Notional Amount -72077.36000000 -0.00120890082 N/A DE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 Chiba Kogyo Bank Ltd. Chiba Kogyo Bank Ltd. Y equity-performance leg 2028-04-03 0.00000000 JPY 0.00000000 JPY 7300.00000000 JPY 3394.03000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 828.00000000 OU Notional Amount USD 28922.04000000 0.000485088218 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Antero Resources Corp. Antero Resources Corp. Y equity-performance leg 2028-02-24 0.00000000 USD 0.00000000 USD 828.00000000 USD 917.01000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 437498.00000000 OU Notional Amount USD 9309957.44000000 0.156149105232 N/A DE US N 2 BNP Paribas 549300FWX3HQBUJIR891 Verint Systems, Inc. Verint Systems, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 437498.00000000 USD 609333.04000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -50000.00000000 NC USD -2550000.00000000 -0.04276928449 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written CBOE Volatility Index VIX Index 100.00000000 30.00000000 USD 2025-08-20 XXXX 2388527.50000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 303600.00000000 OU Notional Amount -3158908.11000000 -0.05298205475 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Tokyo Steel Manufacturing Co. Ltd. Tokyo Steel Manufacturing Co. Ltd. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 303600.00000000 JPY 39658.63000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 61811.34000000 0.001036716386 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 1885000.00000000 EUR 2219246.13000000 USD 2025-09-17 61811.34000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 18857.00000000 OU Notional Amount USD -2260577.16000000 -0.03791500692 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Chesapeake Utilities Corp. Chesapeake Utilities Corp. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 18857.00000000 USD 40261.95000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 7776.00000000 OU Notional Amount USD 974566.08000000 0.016345683894 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 IDACORP, Inc. IDACORP, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 7776.00000000 USD 16154.64000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 35489.00000000 OU Notional Amount USD -811633.43000000 -0.01361293375 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Applied Optoelectronics, Inc. Applied Optoelectronics, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 35489.00000000 USD 139690.83000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 23504.00000000 OU Notional Amount USD 6724024.32000000 0.112777140808 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Cencora, Inc. Cencora, Inc. Y equity-performance leg 2027-02-05 0.00000000 USD 0.00000000 USD 23504.00000000 USD -123921.37000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 7701.00000000 OU Notional Amount -1538893.77000000 -0.02581073939 N/A DE FR N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Sartorius Stedim Biotech Sartorius Stedim Biotech Y equity-performance leg 2026-08-19 0.00000000 EUR 0.00000000 EUR 7701.00000000 EUR 216622.79000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 4600.00000000 OU Notional Amount -158643.48000000 -0.00266081103 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Juroku Financial Group, Inc. Juroku Financial Group, Inc. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 4600.00000000 JPY 4322.09000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 2679.00000000 OU Notional Amount -127907.04000000 -0.00214529120 N/A DE NO N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Bluenord ASA Bluenord ASA Y equity-performance leg 2026-12-11 0.00000000 NOK 0.00000000 NOK 2679.00000000 NOK 7480.62000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 189350.00000000 OU Notional Amount -9396030.16000000 -0.15759273999 N/A DE GB N 2 UBS AG BFM8T61CT2L1QCEMIK50 International Paper Co. International Paper Co. Y equity-performance leg 2029-09-03 0.00000000 GBP 0.00000000 GBP 189350.00000000 GBP 425330.29000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 8984.00000000 OU Notional Amount -688025.21000000 -0.01153974350 N/A DE FR N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Eurofins Scientific SE Eurofins Scientific SE Y equity-performance leg 2028-02-15 0.00000000 EUR 0.00000000 EUR 8984.00000000 EUR -59766.90000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 455.00000000 OU Notional Amount USD -164928.40000000 -0.00276622339 N/A DE US N 2 BNP Paribas 549300FWX3HQBUJIR891 Murphy USA, Inc. Murphy USA, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 455.00000000 USD 21747.86000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 47700.00000000 OU Notional Amount 1354805.96000000 0.022723169228 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Canon, Inc. Canon, Inc. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 47700.00000000 JPY 33132.02000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 170671.00000000 OU Notional Amount USD 2145334.47000000 0.035982125597 N/A DE US N 2 BNP Paribas 549300FWX3HQBUJIR891 Paramount Global Paramount Global Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 170671.00000000 USD -66561.69000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 28978.00000000 OU Notional Amount USD -4553602.92000000 -0.07637425048 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 AptarGroup, Inc. AptarGroup, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 28978.00000000 USD -86354.44000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 6369.00000000 OU Notional Amount -851163.40000000 -0.01427594102 N/A DE DE N 2 UBS AG BFM8T61CT2L1QCEMIK50 Scout24 SE Scout24 SE Y equity-performance leg 2029-09-03 0.00000000 EUR 0.00000000 EUR 6369.00000000 EUR 2032.60000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1230392.00000000 OU Notional Amount -13583269.12000000 -0.22782223580 N/A DE GB N 2 UBS AG BFM8T61CT2L1QCEMIK50 Auto Trader Group PLC Auto Trader Group PLC Y equity-performance leg 2028-04-18 0.00000000 GBP 0.00000000 GBP 1230392.00000000 GBP 83050.18000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 23190.00000000 OU Notional Amount USD 3099575.40000000 0.051986910620 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Natera, Inc. Natera, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 23190.00000000 USD -521592.03000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 23915.00000000 OU Notional Amount USD -151860.25000000 -0.00254704087 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Soho House & Co., Inc. Soho House & Co., Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 23915.00000000 USD 717.45000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 684247.00000000 OU Notional Amount -9615086.24000000 -0.16126680737 N/A DE GB N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 National Grid PLC National Grid PLC Y equity-performance leg 2027-01-04 0.00000000 GBP 0.00000000 GBP 684247.00000000 GBP 427297.41000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 11733.00000000 OU Notional Amount USD 1242524.70000000 0.020839957796 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 BJ's Wholesale Club Holdings, Inc. BJ's Wholesale Club Holdings, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 11733.00000000 USD 7564.97000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 4625.00000000 OU Notional Amount -7932571.50000000 -0.13304721851 N/A DE NL N 2 UBS AG BFM8T61CT2L1QCEMIK50 Adyen NV Adyen NV Y equity-performance leg 2029-09-03 0.00000000 EUR 0.00000000 EUR 4625.00000000 EUR 186443.11000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 4747873.00000000 OU Notional Amount 9894002.68000000 0.165944868771 N/A DE GB N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Shaftesbury Capital PLC Shaftesbury Capital PLC Y equity-performance leg 2025-12-08 0.00000000 GBP 0.00000000 GBP 4747873.00000000 GBP 15516.39000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 18332.00000000 OU Notional Amount USD -554726.32000000 -0.00930401874 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 York Water Co. York Water Co. Y equity-performance leg 2028-04-21 0.00000000 USD 0.00000000 USD 18332.00000000 USD 4495.11000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 95800.00000000 OU Notional Amount 861027.67000000 0.014441387204 N/A DE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Bell System24 Holdings, Inc. Bell System24 Holdings, Inc. Y equity-performance leg 2027-01-06 0.00000000 JPY 0.00000000 JPY 95800.00000000 JPY 31564.97000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 59913.00000000 OU Notional Amount -843175.16000000 -0.01414196011 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Skeena Resources Ltd. Skeena Resources Ltd. Y equity-performance leg 2027-01-04 0.00000000 CAD 0.00000000 CAD 59913.00000000 CAD 162677.99000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 978853.00000000 OU Notional Amount 42268187.57000000 0.708933387868 N/A DE FR N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Technip Energies NV Technip Energies NV Y equity-performance leg 2026-12-10 0.00000000 EUR 0.00000000 EUR 978853.00000000 EUR 65438.75000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 35554.00000000 OU Notional Amount USD 1755300.98000000 0.029440379207 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Diodes, Inc. Diodes, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 35554.00000000 USD -273410.26000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 36200.00000000 OU Notional Amount -338974.27000000 -0.00568536744 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Gunma Bank Ltd. Gunma Bank Ltd. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 36200.00000000 JPY -5699.84000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 5300.00000000 OU Notional Amount -133734.77000000 -0.00224303546 N/A DE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Godo Steel Ltd. Godo Steel Ltd. Y equity-performance leg 2027-01-06 0.00000000 JPY 0.00000000 JPY 5300.00000000 JPY 2593.82000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 69742.00000000 OU Notional Amount -1430556.44000000 -0.02399367661 N/A DE DK N 2 BNP Paribas 549300FWX3HQBUJIR891 Matas AS Matas AS Y equity-performance leg 2026-06-17 0.00000000 DKK 0.00000000 DKK 69742.00000000 DKK 65715.13000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 106688.00000000 OU Notional Amount USD 2197772.80000000 0.036861635344 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Ryerson Holding Corp. Ryerson Holding Corp. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 106688.00000000 USD -258759.83000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 87236.00000000 OU Notional Amount -10007460.84000000 -0.16784781948 N/A DE FR N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Cie de Saint-Gobain SA Cie de Saint-Gobain SA Y equity-performance leg 2026-12-10 0.00000000 EUR 0.00000000 EUR 87236.00000000 EUR 110580.29000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 113660.00000000 OU Notional Amount USD -2711927.60000000 -0.04548517766 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Astrana Health, Inc. Astrana Health, Inc. Y equity-performance leg 2028-04-21 0.00000000 USD 0.00000000 USD 113660.00000000 USD 71605.80000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 94800.00000000 OU Notional Amount -2047163.53000000 -0.03433557624 N/A DE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 KeePer Technical Laboratory Co. Ltd. KeePer Technical Laboratory Co. Ltd. Y equity-performance leg 2027-01-06 0.00000000 JPY 0.00000000 JPY 94800.00000000 JPY 45273.27000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 98651.00000000 OU Notional Amount USD -1326855.95000000 -0.02225438415 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Boston Omaha Corp. Boston Omaha Corp. Y equity-performance leg 2028-04-21 0.00000000 USD 0.00000000 USD 98651.00000000 USD 17595.66000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 582819.00000000 OU Notional Amount -3979547.48000000 -0.06674603855 N/A DE NZ N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Infratil Ltd. Infratil Ltd. Y equity-performance leg 2027-01-06 0.00000000 NZD 0.00000000 NZD 582819.00000000 NZD 36752.77000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 330014.00000000 OU Notional Amount USD -7293309.40000000 -0.12232534298 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Curbline Properties Corp. Curbline Properties Corp. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 330014.00000000 USD -4722.38000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 36500.00000000 OU Notional Amount -527760.22000000 -0.00885173607 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Yamato Holdings Co. Ltd. Yamato Holdings Co. Ltd. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 36500.00000000 JPY -51263.33000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 104800.00000000 OU Notional Amount -12885762.96000000 -0.21612347525 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Daikin Industries Ltd. Daikin Industries Ltd. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 104800.00000000 JPY 184210.55000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 11423.00000000 OU Notional Amount USD -148499.00000000 -0.00249066508 N/A DE US N 2 BNP Paribas 549300FWX3HQBUJIR891 Greenlight Capital Re Ltd. Greenlight Capital Re Ltd. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 11423.00000000 USD 2963.13000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 123300.00000000 OU Notional Amount 1789821.91000000 0.030019373511 N/A DE JP N 2 BNP Paribas 549300FWX3HQBUJIR891 Alfresa Holdings Corp. Alfresa Holdings Corp. Y equity-performance leg 2027-03-24 0.00000000 JPY 0.00000000 JPY 123300.00000000 JPY 84719.29000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 19504.00000000 OU Notional Amount USD 562495.36000000 0.009434323167 N/A DE US N 2 BNP Paribas 549300FWX3HQBUJIR891 Univest Financial Corp. Univest Financial Corp. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 19504.00000000 USD -42713.76000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 36200.00000000 OU Notional Amount 1458296.45000000 0.024458939506 N/A DE JP N 2 BNP Paribas 549300FWX3HQBUJIR891 Hanwa Co. Ltd. Hanwa Co. Ltd. Y equity-performance leg 2027-03-24 0.00000000 JPY 0.00000000 JPY 36200.00000000 JPY 6454.05000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 314798.00000000 OU Notional Amount USD 29738967.06000000 0.498789938287 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Granite Construction, Inc. Granite Construction, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 314798.00000000 USD 324574.19000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 927839.00000000 OU Notional Amount -8977719.13000000 -0.15057671511 N/A DE IT N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Terna - Rete Elettrica Nazionale Terna - Rete Elettrica Nazionale Y equity-performance leg 2025-12-08 0.00000000 EUR 0.00000000 EUR 927839.00000000 EUR 200728.26000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 10141167.00000000 OU Notional Amount 14550438.33000000 0.244043857408 N/A DE AU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Mirvac Group Mirvac Group Y equity-performance leg 2027-05-12 0.00000000 AUD 0.00000000 AUD 10141167.00000000 AUD -279443.10000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 65000.00000000 OU Notional Amount -4322441.06000000 -0.07249714172 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Advantest Corp. Advantest Corp. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 65000.00000000 JPY 412498.60000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 139779.00000000 OU Notional Amount 6620861.96000000 0.111046874014 N/A DE GB N 2 UBS AG BFM8T61CT2L1QCEMIK50 4imprint Group PLC 4imprint Group PLC Y equity-performance leg 2028-04-24 0.00000000 GBP 0.00000000 GBP 139779.00000000 GBP -67918.43000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 41872.00000000 OU Notional Amount USD -3553257.92000000 -0.05959619562 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Merit Medical Systems, Inc. Merit Medical Systems, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 41872.00000000 USD -0.78000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 275643.00000000 OU Notional Amount -5277092.19000000 -0.08850880672 N/A DE AU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Ansell Ltd. Ansell Ltd. Y equity-performance leg 2027-05-12 0.00000000 AUD 0.00000000 AUD 275643.00000000 AUD 198909.98000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 18900.00000000 OU Notional Amount 98717.78000000 0.001655721104 N/A DE SG N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Singapore Airlines Ltd. Singapore Airlines Ltd. Y equity-performance leg 2026-02-25 0.00000000 SGD 0.00000000 SGD 18900.00000000 SGD -12974.28000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 48775.00000000 OU Notional Amount USD -36096914.25000000 -0.60542713520 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Eli Lilly & Co. Eli Lilly & Co. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 48775.00000000 USD 1773946.75000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 100.00000000 OU Notional Amount 21426.21000000 0.000359366145 N/A DE GB N 2 UBS AG BFM8T61CT2L1QCEMIK50 Games Workshop Group PLC Games Workshop Group PLC Y equity-performance leg 2028-04-18 0.00000000 GBP 0.00000000 GBP 100.00000000 GBP 40.46000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 135792.00000000 OU Notional Amount USD 6731209.44000000 0.112897651569 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Federated Hermes, Inc. Federated Hermes, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 135792.00000000 USD 551315.52000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 16055.00000000 OU Notional Amount USD -6058193.70000000 -0.10160965092 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Wingstop, Inc. Wingstop, Inc. Y equity-performance leg 2027-01-06 0.00000000 USD 0.00000000 USD 16055.00000000 USD -822504.32000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 207145.00000000 OU Notional Amount USD -7745151.55000000 -0.12990376080 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Bloom Energy Corp. Bloom Energy Corp. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 207145.00000000 USD -2699790.84000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 18346.00000000 OU Notional Amount -539946.51000000 -0.00905612780 N/A DE CA N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Open Text Corp. Open Text Corp. Y equity-performance leg 2026-08-18 0.00000000 CAD 0.00000000 CAD 18346.00000000 CAD -27635.55000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 60960.00000000 OU Notional Amount USD -4426305.60000000 -0.07423918566 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Eastman Chemical Co. Eastman Chemical Co. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 60960.00000000 USD 476707.20000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 423513.00000000 OU Notional Amount -2992949.12000000 -0.05019854603 N/A DE SE N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Alleima AB Alleima AB Y equity-performance leg 2028-02-15 0.00000000 SEK 0.00000000 SEK 423513.00000000 SEK 444000.89000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 1819960.00000000 OU Notional Amount -2435514.36000000 -0.04084910060 N/A DE AU N 2 BNP Paribas 549300FWX3HQBUJIR891 Viva Energy Group Ltd. Viva Energy Group Ltd. Y equity-performance leg 2027-03-22 0.00000000 AUD 0.00000000 AUD 1819960.00000000 AUD 224025.92000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 4968.00000000 OU Notional Amount USD -33037.20000000 -0.00055410878 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Westrock Coffee Co. Westrock Coffee Co. Y equity-performance leg 2028-04-21 0.00000000 USD 0.00000000 USD 4968.00000000 USD -3229.20000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 383.00000000 OU Notional Amount -31785.89000000 -0.00053312147 N/A DE IE N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Kingspan Group PLC Kingspan Group PLC Y equity-performance leg 2028-02-15 0.00000000 EUR 0.00000000 EUR 383.00000000 EUR -172.66000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 17000.00000000 OU Notional Amount -320361.94000000 -0.00537319645 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Socionext, Inc. Socionext, Inc. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 17000.00000000 JPY -14164.80000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 68125.00000000 OU Notional Amount USD 5101881.25000000 0.085570121810 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Incyte Corp. Incyte Corp. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 68125.00000000 USD 403497.87000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 2545.00000000 OU Notional Amount USD -1402345.90000000 -0.02352052186 N/A DE US N 2 BNP Paribas 549300FWX3HQBUJIR891 Teledyne Technologies, Inc. Teledyne Technologies, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 2545.00000000 USD 8018.10000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 4655.00000000 OU Notional Amount 185380.27000000 0.003109247649 N/A DE CA N 2 UBS AG BFM8T61CT2L1QCEMIK50 Empire Co. Ltd. Empire Co. Ltd. Y equity-performance leg 2029-09-04 0.00000000 CAD 0.00000000 CAD 4655.00000000 CAD -3058.61000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 173450.00000000 OU Notional Amount 4719739.51000000 0.079160737969 N/A DE GB N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Carnival PLC Carnival PLC Y equity-performance leg 2026-12-10 0.00000000 GBP 0.00000000 GBP 173450.00000000 GBP 4013.21000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 21803.00000000 OU Notional Amount USD -8971280.41000000 -0.15046872317 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 CyberArk Software Ltd. CyberArk Software Ltd. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 21803.00000000 USD -542165.17000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 516546.00000000 OU Notional Amount -1682703.81000000 -0.02822275998 N/A DE AU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 GPT Group GPT Group Y equity-performance leg 2027-05-12 0.00000000 AUD 0.00000000 AUD 516546.00000000 AUD 26363.72000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 138934.00000000 OU Notional Amount USD -5337844.28000000 -0.08952775708 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Vornado Realty Trust Vornado Realty Trust Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 138934.00000000 USD 15282.74000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 228200.00000000 OU Notional Amount 8375959.90000000 0.140483847780 N/A DE SG N 2 BNP Paribas 549300FWX3HQBUJIR891 DBS Group Holdings Ltd. DBS Group Holdings Ltd. Y equity-performance leg 2027-04-12 0.00000000 SGD 0.00000000 SGD 228200.00000000 SGD 141218.15000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 84175.00000000 OU Notional Amount USD -7526086.75000000 -0.12622954717 N/A DE US N 2 BNP Paribas 549300FWX3HQBUJIR891 Ormat Technologies, Inc. Ormat Technologies, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 84175.00000000 USD -199891.54000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 7432.00000000 OU Notional Amount USD -408016.80000000 -0.00684336729 N/A DE US N 2 BNP Paribas 549300FWX3HQBUJIR891 Innodata, Inc. Innodata, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 7432.00000000 USD -47597.89000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 27800.00000000 OU Notional Amount -370953.35000000 -0.00622172916 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Kotobuki Spirits Co. Ltd. Kotobuki Spirits Co. Ltd. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 27800.00000000 JPY 9637.37000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 173220.00000000 OU Notional Amount 15777196.21000000 0.264619369867 N/A DE CH N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Accelleron Industries AG Accelleron Industries AG Y equity-performance leg 2026-11-09 0.00000000 CHF 0.00000000 CHF 173220.00000000 CHF 661841.30000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 12600.00000000 OU Notional Amount -252907.92000000 -0.00424183952 N/A DE JP N 2 BNP Paribas 549300FWX3HQBUJIR891 FCC Co. Ltd. FCC Co. Ltd. Y equity-performance leg 2027-03-24 0.00000000 JPY 0.00000000 JPY 12600.00000000 JPY 1064.64000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 3800.00000000 OU Notional Amount -267423.31000000 -0.00448529553 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Shibaura Mechatronics Corp. Shibaura Mechatronics Corp. Y equity-performance leg 2028-02-15 0.00000000 JPY 0.00000000 JPY 3800.00000000 JPY 4418.87000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 614264.00000000 OU Notional Amount USD -6302348.64000000 -0.10570468311 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Sunrun, Inc. Sunrun, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 614264.00000000 USD 282137.84000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 23000.00000000 OU Notional Amount 388603.71000000 0.006517765736 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Canon Electronics, Inc. Canon Electronics, Inc. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 23000.00000000 JPY -463.69000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 6963.00000000 OU Notional Amount 465207.18000000 0.007802579697 N/A DE GB N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Ashtead Group PLC Ashtead Group PLC Y equity-performance leg 2026-07-06 0.00000000 GBP 0.00000000 GBP 6963.00000000 GBP -1843.08000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 159900.00000000 OU Notional Amount 1919829.59000000 0.032199897218 N/A DE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 Kansai Electric Power Co., Inc. Kansai Electric Power Co., Inc. Y equity-performance leg 2028-04-18 0.00000000 JPY 0.00000000 JPY 159900.00000000 JPY -26118.78000000 N N N United States Treasury 254900HROIFWPRGM1V77 912797PQ4 341800000.00000000 PA USD 340700897.67000000 5.714326909214 Long DBT UST US N 2 2025-08-28 None 0.00000000 N N N N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1248399.00000000 OU Notional Amount USD 14344104.51000000 0.240583171193 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 American Airlines Group, Inc. American Airlines Group, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 1248399.00000000 USD -258102.25000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 491203.00000000 OU Notional Amount -753191.17000000 -0.01263272448 N/A DE AU N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 National Storage REIT National Storage REIT Y equity-performance leg 2028-02-15 0.00000000 AUD 0.00000000 AUD 491203.00000000 AUD -1204.70000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 30300.00000000 OU Notional Amount -724718.39000000 -0.01215517137 N/A DE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 NSD Co. Ltd. NSD Co. Ltd. Y equity-performance leg 2027-01-06 0.00000000 JPY 0.00000000 JPY 30300.00000000 JPY -3975.34000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 74200.00000000 OU Notional Amount -499314.62000000 -0.00837463883 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Hokuetsu Corp. Hokuetsu Corp. Y equity-performance leg 2028-02-15 0.00000000 JPY 0.00000000 JPY 74200.00000000 JPY 153.99000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 33549.00000000 OU Notional Amount USD -8979054.36000000 -0.15059910995 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 AeroVironment, Inc. AeroVironment, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 33549.00000000 USD -1002726.43000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1944141.00000000 OU Notional Amount 30724763.11000000 0.515323974252 N/A DE BE N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Umicore SA Umicore SA Y equity-performance leg 2026-12-10 0.00000000 EUR 0.00000000 EUR 1944141.00000000 EUR -4252703.40000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 254061.00000000 OU Notional Amount -15955382.84000000 -0.26760796385 N/A DE NL N 2 UBS AG BFM8T61CT2L1QCEMIK50 Akzo Nobel NV Akzo Nobel NV Y equity-performance leg 2028-04-18 0.00000000 EUR 0.00000000 EUR 254061.00000000 EUR 1652714.28000000 N N N United States Treasury 254900HROIFWPRGM1V77 912797QY6 37800000.00000000 PA USD 37223978.28000000 0.624330555651 Long STIV UST US N 2 2025-12-11 None 0.00000000 N N N N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 OU Notional Amount USD 5.56000000 0.000000093253 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Crimson Wine Group Ltd. Crimson Wine Group Ltd. Y equity-performance leg 2026-08-19 0.00000000 USD 0.00000000 USD 1.00000000 USD -0.10000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 15427.00000000 OU Notional Amount USD -1281058.08000000 -0.02148624998 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Whirlpool Corp. Whirlpool Corp. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 15427.00000000 USD 381046.90000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 67506.00000000 OU Notional Amount -3507684.34000000 -0.05883182330 N/A DE GB N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 RELX PLC RELX PLC Y equity-performance leg 2026-12-10 0.00000000 GBP 0.00000000 GBP 67506.00000000 GBP 36925.60000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 64300.00000000 OU Notional Amount -2582308.90000000 -0.04331117803 N/A DE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Shiga Bank Ltd. Shiga Bank Ltd. Y equity-performance leg 2027-01-06 0.00000000 JPY 0.00000000 JPY 64300.00000000 JPY 54357.43000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 37515.00000000 OU Notional Amount USD -485819.25000000 -0.00814829086 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Adeia, Inc. Adeia, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 37515.00000000 USD 45768.30000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 222446.00000000 OU Notional Amount 22603486.12000000 0.379111736602 N/A DE CH N 2 UBS AG BFM8T61CT2L1QCEMIK50 SGS SA SGS SA Y equity-performance leg 2030-04-02 0.00000000 CHF 0.00000000 CHF 222446.00000000 CHF -383016.57000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 248219.00000000 OU Notional Amount 3828944.58000000 0.064220086289 N/A DE AU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 SEEK Ltd. SEEK Ltd. Y equity-performance leg 2027-09-09 0.00000000 AUD 0.00000000 AUD 248219.00000000 AUD -103787.89000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 47900.00000000 OU Notional Amount -565576.66000000 -0.00948600355 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Shin-Etsu Polymer Co. Ltd. Shin-Etsu Polymer Co. Ltd. Y equity-performance leg 2028-02-15 0.00000000 JPY 0.00000000 JPY 47900.00000000 JPY -13063.81000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 39140.00000000 OU Notional Amount USD -3379739.00000000 -0.05668588972 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Axos Financial, Inc. Axos Financial, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 39140.00000000 USD -56766.19000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 2037397.00000000 OU Notional Amount -10033058.81000000 -0.16827715551 N/A DE GB N 2 UBS AG BFM8T61CT2L1QCEMIK50 Barratt Redrow PLC Barratt Redrow PLC Y equity-performance leg 2029-09-03 0.00000000 GBP 0.00000000 GBP 2037397.00000000 GBP 256508.52000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 105200.00000000 OU Notional Amount -2804009.14000000 -0.04702959396 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Yokogawa Electric Corp. Yokogawa Electric Corp. Y equity-performance leg 2028-02-15 0.00000000 JPY 0.00000000 JPY 105200.00000000 JPY -133283.94000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 6700.00000000 OU Notional Amount -183140.15000000 -0.00307167575 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Nippon Carbon Co. Ltd. Nippon Carbon Co. Ltd. Y equity-performance leg 2028-02-15 0.00000000 JPY 0.00000000 JPY 6700.00000000 JPY 276.60000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 109050.00000000 OU Notional Amount -1115247.81000000 -0.01870523563 N/A DE DE N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 TeamViewer SE TeamViewer SE Y equity-performance leg 2028-02-15 0.00000000 EUR 0.00000000 EUR 109050.00000000 EUR 71244.48000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 200.00000000 OU Notional Amount -3044.23000000 -0.00005105864 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Tsuburaya Fields Holdings, Inc. Tsuburaya Fields Holdings, Inc. Y equity-performance leg 2028-02-15 0.00000000 JPY 0.00000000 JPY 200.00000000 JPY -331.52000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 38300.00000000 OU Notional Amount USD 2748408.00000000 0.046097036724 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Cognizant Technology Solutions Corp. Cognizant Technology Solutions Corp. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 38300.00000000 USD -147301.06000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 246970.00000000 OU Notional Amount -878176.77000000 -0.01472901651 N/A DE GB N 2 BNP Paribas 549300FWX3HQBUJIR891 Kingfisher PLC Kingfisher PLC Y equity-performance leg 2027-03-22 0.00000000 GBP 0.00000000 GBP 246970.00000000 GBP 6996.63000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 2784.00000000 OU Notional Amount 925220.78000000 0.015518051276 N/A DE CH N 2 BNP Paribas 549300FWX3HQBUJIR891 Roche Holding AG Roche Holding AG Y equity-performance leg 2026-08-17 0.00000000 CHF 0.00000000 CHF 2784.00000000 CHF -14060.31000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 87292.00000000 OU Notional Amount USD 1243038.08000000 0.020848568343 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Dole PLC Dole PLC Y equity-performance leg 2028-04-21 0.00000000 USD 0.00000000 USD 87292.00000000 USD 46264.76000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 19300.00000000 OU Notional Amount 213368.58000000 0.003578675097 N/A DE JP N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Aisan Industry Co. Ltd. Aisan Industry Co. Ltd. Y equity-performance leg 2026-08-19 0.00000000 JPY 0.00000000 JPY 19300.00000000 JPY -11974.20000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 14972.00000000 OU Notional Amount USD -6160528.84000000 -0.10332604335 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 CyberArk Software Ltd. CyberArk Software Ltd. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 14972.00000000 USD -181231.42000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 6142.00000000 OU Notional Amount -192824.05000000 -0.00323409672 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Keyera Corp. Keyera Corp. Y equity-performance leg 2027-01-04 0.00000000 CAD 0.00000000 CAD 6142.00000000 CAD 1229.48000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 472228.00000000 OU Notional Amount USD 3966715.20000000 0.066530812109 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Ambac Financial Group, Inc. Ambac Financial Group, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 472228.00000000 USD 198000.31000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 83884.00000000 OU Notional Amount -554172.82000000 -0.00929473529 N/A DE GB N 2 UBS AG BFM8T61CT2L1QCEMIK50 Pennon Group PLC Pennon Group PLC Y equity-performance leg 2029-09-03 0.00000000 GBP 0.00000000 GBP 83884.00000000 GBP -5655.14000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 40483.00000000 OU Notional Amount USD -281761.68000000 -0.00472578252 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Orchid Island Capital, Inc. Orchid Island Capital, Inc. Y equity-performance leg 2028-04-21 0.00000000 USD 0.00000000 USD 40483.00000000 USD 2428.98000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 6834.00000000 OU Notional Amount -613492.47000000 -0.01028966038 N/A DE FR N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Sanofi SA Sanofi SA Y equity-performance leg 2028-02-15 0.00000000 EUR 0.00000000 EUR 6834.00000000 EUR 64038.86000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 336092.00000000 OU Notional Amount 21852695.16000000 0.366519269088 N/A DE GB N 2 UBS AG BFM8T61CT2L1QCEMIK50 Intertek Group PLC Intertek Group PLC Y equity-performance leg 2028-04-18 0.00000000 GBP 0.00000000 GBP 336092.00000000 GBP -101252.83000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 135120.00000000 OU Notional Amount USD 5202120.00000000 0.087251353032 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Benchmark Electronics, Inc. Benchmark Electronics, Inc. Y equity-performance leg 2026-08-19 0.00000000 USD 0.00000000 USD 135120.00000000 USD -48643.20000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 96003.00000000 OU Notional Amount USD 26064814.50000000 0.437166065307 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Applied Industrial Technologies, Inc. Applied Industrial Technologies, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 96003.00000000 USD 1622062.29000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 2898.00000000 OU Notional Amount USD 499238.46000000 0.008373361460 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Federal Agricultural Mortgage Corp. Federal Agricultural Mortgage Corp. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 2898.00000000 USD -66.14000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 283482.00000000 OU Notional Amount -645325.57000000 -0.01082357368 N/A DE GB N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Alphawave IP Group PLC Alphawave IP Group PLC Y equity-performance leg 2025-12-08 0.00000000 GBP 0.00000000 GBP 283482.00000000 GBP 28816.18000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 237900.00000000 OU Notional Amount -10061054.99000000 -0.16874671495 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Ibiden Co. Ltd. Ibiden Co. Ltd. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 237900.00000000 JPY 82138.13000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 333900.00000000 OU Notional Amount 4916763.34000000 0.082465274533 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Obayashi Corp. Obayashi Corp. Y equity-performance leg 2028-02-15 0.00000000 JPY 0.00000000 JPY 333900.00000000 JPY 42458.14000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 2047.00000000 OU Notional Amount USD -243224.54000000 -0.00407942727 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Bank First Corp. Bank First Corp. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 2047.00000000 USD 9249.18000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 66900.00000000 OU Notional Amount -202770.30000000 -0.00340091790 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Kosaido Holdings Co. Ltd. Kosaido Holdings Co. Ltd. Y equity-performance leg 2028-02-15 0.00000000 JPY 0.00000000 JPY 66900.00000000 JPY 9810.40000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 280204.00000000 OU Notional Amount USD 23528729.88000000 0.394630173305 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Texas Capital Bancshares, Inc. Texas Capital Bancshares, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 280204.00000000 USD -636768.66000000 N N N United States Treasury 254900HROIFWPRGM1V77 912797PW1 100000000.00000000 PA USD 99511701.00000000 1.669036960850 Long STIV UST US N 2 2025-09-11 None 0.00000000 N N N N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 48200.00000000 OU Notional Amount -1219524.14000000 -0.02045418622 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Osaka Gas Co. Ltd. Osaka Gas Co. Ltd. Y equity-performance leg 2028-02-15 0.00000000 JPY 0.00000000 JPY 48200.00000000 JPY -17559.81000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 22200.00000000 OU Notional Amount -298701.19000000 -0.00500989653 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Fixstars Corp. Fixstars Corp. Y equity-performance leg 2028-02-15 0.00000000 JPY 0.00000000 JPY 22200.00000000 JPY -13937.23000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 75300.00000000 OU Notional Amount 735860.00000000 0.012342041445 N/A DE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 Japan Exchange Group, Inc. Japan Exchange Group, Inc. Y equity-performance leg 2029-09-03 0.00000000 JPY 0.00000000 JPY 75300.00000000 JPY -9526.79000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 214052.00000000 OU Notional Amount USD 4057235.80000000 0.068049047911 N/A DE SA N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 flynas Co. SJSC flynas Co. SJSC Y equity-performance leg 2026-02-10 0.00000000 USD 0.00000000 USD 214052.00000000 USD -417177.62000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 546733.00000000 OU Notional Amount 10791560.86000000 0.180998955495 N/A DE SE N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Getinge AB Getinge AB Y equity-performance leg 2027-01-04 0.00000000 SEK 0.00000000 SEK 546733.00000000 SEK -78186.29000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 6030.00000000 OU Notional Amount -148062.07000000 -0.00248333678 N/A DE IL N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Enlight Renewable Energy Ltd. Enlight Renewable Energy Ltd. Y equity-performance leg 2027-05-23 0.00000000 ILS 0.00000000 ILS 6030.00000000 ILS 8465.18000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 54201.00000000 OU Notional Amount 3986057.95000000 0.066855233905 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Canadian Pacific Kansas City Ltd. Canadian Pacific Kansas City Ltd. Y equity-performance leg 2027-01-06 0.00000000 CAD 0.00000000 CAD 54201.00000000 CAD -183488.87000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 3574.00000000 OU Notional Amount -180669.06000000 -0.00303022997 N/A DE CH N 2 BNP Paribas 549300FWX3HQBUJIR891 Amrize Ltd. Amrize Ltd. Y equity-performance leg 2026-08-17 0.00000000 CHF 0.00000000 CHF 3574.00000000 CHF 1048.67000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 412585.00000000 OU Notional Amount USD -10409519.55000000 -0.17459125609 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Edgewell Personal Care Co. Edgewell Personal Care Co. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 412585.00000000 USD -53636.05000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 20112.00000000 OU Notional Amount 4100412.20000000 0.068773214081 N/A DE CH N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Kuehne & Nagel International AG Kuehne & Nagel International AG Y equity-performance leg 2026-11-09 0.00000000 CHF 0.00000000 CHF 20112.00000000 CHF -187457.57000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 491300.00000000 OU Notional Amount 14108108.26000000 0.236624978741 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 NEC Corp. NEC Corp. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 491300.00000000 JPY 777630.39000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 2119.00000000 OU Notional Amount -190223.96000000 -0.00319048731 N/A DE FR N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Sanofi SA Sanofi SA Y equity-performance leg 2026-06-25 0.00000000 EUR 0.00000000 EUR 2119.00000000 EUR 16747.85000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 40113.00000000 OU Notional Amount USD -419983.11000000 -0.00704406945 N/A DE US N 2 BNP Paribas 549300FWX3HQBUJIR891 Farmland Partners, Inc. Farmland Partners, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 40113.00000000 USD 34840.46000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 29227.00000000 OU Notional Amount -2238302.85000000 -0.03754141622 N/A DE FR N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Eurofins Scientific SE Eurofins Scientific SE Y equity-performance leg 2026-08-17 0.00000000 EUR 0.00000000 EUR 29227.00000000 EUR -28892.13000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 16192.00000000 OU Notional Amount USD -2544410.88000000 -0.04267554226 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 AptarGroup, Inc. AptarGroup, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 16192.00000000 USD 32869.76000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 317632.00000000 OU Notional Amount 4757328.97000000 0.079791198482 N/A DE ES N 2 BNP Paribas 549300FWX3HQBUJIR891 Enagas SA Enagas SA Y equity-performance leg 2026-08-17 0.00000000 EUR 0.00000000 EUR 317632.00000000 EUR -156414.98000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 2017798.00000000 OU Notional Amount 6654477.97000000 0.111610690757 N/A DE GB N 2 BNP Paribas 549300FWX3HQBUJIR891 Trustpilot Group PLC Trustpilot Group PLC Y equity-performance leg 2027-03-17 0.00000000 GBP 0.00000000 GBP 2017798.00000000 GBP -675829.04000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 2872.00000000 OU Notional Amount -137082.37000000 -0.00229918230 N/A DE DE N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Fresenius SE & Co. KGaA Fresenius SE & Co. KGaA Y equity-performance leg 2025-12-08 0.00000000 EUR 0.00000000 EUR 2872.00000000 EUR 4297.44000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 39795.00000000 OU Notional Amount USD 3603039.30000000 0.060431142294 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Loews Corp. Loews Corp. Y equity-performance leg 2028-04-18 0.00000000 USD 0.00000000 USD 39795.00000000 USD -3280.76000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 6200.00000000 OU Notional Amount -295506.90000000 -0.00495632104 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Maruzen Showa Unyu Co. Ltd. Maruzen Showa Unyu Co. Ltd. Y equity-performance leg 2028-02-15 0.00000000 JPY 0.00000000 JPY 6200.00000000 JPY -8720.83000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 6960.00000000 OU Notional Amount 484352.76000000 0.008123694504 N/A DE AT N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 ANDRITZ AG ANDRITZ AG Y equity-performance leg 2025-12-08 0.00000000 EUR 0.00000000 EUR 6960.00000000 EUR -60536.00000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 18791.00000000 OU Notional Amount USD 2500518.37000000 0.041939365309 N/A DE US N 2 BNP Paribas 549300FWX3HQBUJIR891 Qualys, Inc. Qualys, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 18791.00000000 USD -87190.24000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 30400.00000000 OU Notional Amount -959900.58000000 -0.01609971019 N/A DE JP N 2 BNP Paribas 549300FWX3HQBUJIR891 Hogy Medical Co. Ltd. Hogy Medical Co. Ltd. Y equity-performance leg 2027-03-24 0.00000000 JPY 0.00000000 JPY 30400.00000000 JPY -182822.22000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 63893.00000000 OU Notional Amount 7450340.65000000 0.124959113258 N/A DE CA N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Bombardier, Inc. Bombardier, Inc. Y equity-performance leg 2025-12-08 0.00000000 CAD 0.00000000 CAD 63893.00000000 CAD -40718.38000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 40992.00000000 OU Notional Amount -3206749.33000000 -0.05378446054 N/A DE CH N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Georg Fischer AG Georg Fischer AG Y equity-performance leg 2027-01-06 0.00000000 CHF 0.00000000 CHF 40992.00000000 CHF -15040.90000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 116500.00000000 OU Notional Amount -1777426.27000000 -0.02981147051 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Mercari, Inc. Mercari, Inc. Y equity-performance leg 2028-02-15 0.00000000 JPY 0.00000000 JPY 116500.00000000 JPY 123216.97000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 42500.00000000 OU Notional Amount -1108313.63000000 -0.01858893370 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 NTT Data Group Corp. NTT Data Group Corp. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 42500.00000000 JPY 39998.10000000 N N N BNP PARIBAS SA QHSFEYI7HUOXXZ413E03 000000000 562320000.00000000 OU Notional Amount 238249.34000000 0.003995981883 N/A DE FR N 2 BNP PARIBAS SA QHSFEYI7HUOXXZ413E03 SGX Nikkei Dividend Index Futures MNDZ6 Index Y Fixed payment equal to the notional value in field C.11.f.iv.1 equity-performance leg 2027-03-31 0.00000000 JPY 0.00000000 JPY 562320000.00000000 JPY 238249.34000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 102548.00000000 OU Notional Amount USD 2409878.00000000 0.040419120693 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Beazer Homes USA, Inc. Beazer Homes USA, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 102548.00000000 USD -193815.72000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 156000.00000000 OU Notional Amount -2021628.68000000 -0.03390729888 N/A DE SG N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Oversea-Chinese Banking Corp. Ltd. Oversea-Chinese Banking Corp. Ltd. Y equity-performance leg 2026-08-19 0.00000000 SGD 0.00000000 SGD 156000.00000000 SGD 41381.82000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 749200.00000000 OU Notional Amount 13405307.26000000 0.224837411717 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Mirait One Corp. Mirait One Corp. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 749200.00000000 JPY -117619.88000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 493400.00000000 OU Notional Amount -1503745.49000000 -0.02522122300 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Yamada Holdings Co. Ltd. Yamada Holdings Co. Ltd. Y equity-performance leg 2028-02-15 0.00000000 JPY 0.00000000 JPY 493400.00000000 JPY 14770.09000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 99598.00000000 OU Notional Amount USD -2140361.02000000 -0.03589870955 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Hamilton Insurance Group Ltd. Hamilton Insurance Group Ltd. Y equity-performance leg 2027-01-04 0.00000000 USD 0.00000000 USD 99598.00000000 USD 7989.96000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 6283.00000000 OU Notional Amount USD -328600.90000000 -0.00551138250 N/A DE US N 2 BNP Paribas 549300FWX3HQBUJIR891 Tyson Foods, Inc. Tyson Foods, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 6283.00000000 USD 3359.57000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 98219.00000000 OU Notional Amount -242370.36000000 -0.00406510073 N/A DE AU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Bapcor Ltd. Bapcor Ltd. Y equity-performance leg 2027-05-12 0.00000000 AUD 0.00000000 AUD 98219.00000000 AUD 80112.47000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 142000.00000000 OU Notional Amount -3057167.72000000 -0.05127563762 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Musashi Seimitsu Industry Co. Ltd. Musashi Seimitsu Industry Co. Ltd. Y equity-performance leg 2028-02-15 0.00000000 JPY 0.00000000 JPY 142000.00000000 JPY -33151.06000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 17417.00000000 OU Notional Amount USD 687971.50000000 0.011538842668 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Ituran Location & Control Ltd. Ituran Location & Control Ltd. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 17417.00000000 USD 3135.06000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 56500.00000000 OU Notional Amount 730774.46000000 0.012256745403 N/A DE JP N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Elecom Co. Ltd. Elecom Co. Ltd. Y equity-performance leg 2026-08-19 0.00000000 JPY 0.00000000 JPY 56500.00000000 JPY 27062.79000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 128975.00000000 OU Notional Amount USD -1172382.75000000 -0.01966351818 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 MFA Financial, Inc. MFA Financial, Inc. Y equity-performance leg 2028-04-21 0.00000000 USD 0.00000000 USD 128975.00000000 USD 18056.50000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 54350.00000000 OU Notional Amount USD -1106566.00000000 -0.01855962198 N/A DE US N 2 BNP Paribas 549300FWX3HQBUJIR891 Photronics, Inc. Photronics, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 54350.00000000 USD -65220.00000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 13300.00000000 OU Notional Amount -346836.97000000 -0.00581724276 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 NTT Data Group Corp. NTT Data Group Corp. Y equity-performance leg 2027-09-09 0.00000000 JPY 0.00000000 JPY 13300.00000000 JPY 12784.36000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 111682.00000000 OU Notional Amount 975010.52000000 0.016353138161 N/A DE NL N 2 UBS AG BFM8T61CT2L1QCEMIK50 Koninklijke BAM Groep NV Koninklijke BAM Groep NV Y equity-performance leg 2028-04-24 0.00000000 EUR 0.00000000 EUR 111682.00000000 EUR -15288.10000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 25406.00000000 OU Notional Amount USD -910805.10000000 -0.01527626762 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Semler Scientific, Inc. Semler Scientific, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 25406.00000000 USD 109777.80000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 2712.00000000 OU Notional Amount USD 215875.20000000 0.003620716801 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Sysco Corp. Sysco Corp. Y equity-performance leg 2028-02-24 0.00000000 USD 0.00000000 USD 2712.00000000 USD -1389.90000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 257303.00000000 OU Notional Amount -2284651.71000000 -0.03831879174 N/A DE ES N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Melia Hotels International SA Melia Hotels International SA Y equity-performance leg 2027-01-04 0.00000000 EUR 0.00000000 EUR 257303.00000000 EUR 21101.04000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 246206.00000000 OU Notional Amount USD -3309008.64000000 -0.05549958113 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Avantor, Inc. Avantor, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 246206.00000000 USD -152647.72000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 272.00000000 OU Notional Amount 1462.47000000 0.000024528939 N/A DE CA N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Artis Real Estate Investment Trust Artis Real Estate Investment Trust Y equity-performance leg 2026-08-19 0.00000000 CAD 0.00000000 CAD 272.00000000 CAD -57.84000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 828844.00000000 OU Notional Amount -841034.91000000 -0.01410606326 N/A DE AU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Pilbara Minerals Ltd. Pilbara Minerals Ltd. Y equity-performance leg 2027-09-09 0.00000000 AUD 0.00000000 AUD 828844.00000000 AUD 175606.39000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 3600.00000000 OU Notional Amount -174673.91000000 -0.00292967770 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Takasago Thermal Engineering Co. Ltd. Takasago Thermal Engineering Co. Ltd. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 3600.00000000 JPY 3503.24000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 427848.00000000 OU Notional Amount -2946942.49000000 -0.04942691048 N/A DE IT N 2 UBS AG BFM8T61CT2L1QCEMIK50 Davide Campari-Milano NV Davide Campari-Milano NV Y equity-performance leg 2028-04-18 0.00000000 EUR 0.00000000 EUR 427848.00000000 EUR 113475.87000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 90470.00000000 OU Notional Amount -354312.60000000 -0.00594262603 N/A DE AU N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Paladin Energy Ltd. Paladin Energy Ltd. Y equity-performance leg 2027-01-06 0.00000000 AUD 0.00000000 AUD 90470.00000000 AUD 130082.79000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 464500.00000000 OU Notional Amount -8403148.65000000 -0.14093986479 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Kyoto Financial Group, Inc. Kyoto Financial Group, Inc. Y equity-performance leg 2028-03-15 0.00000000 JPY 0.00000000 JPY 464500.00000000 JPY 61170.65000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 10474.00000000 OU Notional Amount USD -920559.86000000 -0.01543987707 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Pinnacle Financial Partners, Inc. Pinnacle Financial Partners, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 10474.00000000 USD 316943.24000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 613.00000000 OU Notional Amount 9917.59000000 0.000166340481 N/A DE CH N 2 Citibank NA E57ODZWZ7FF32TWEFA76 SIG Group AG SIG Group AG Y equity-performance leg 2026-02-26 0.00000000 CHF 0.00000000 CHF 613.00000000 CHF -46.36000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 40871.00000000 OU Notional Amount -536411.96000000 -0.00899684538 N/A DE FR N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Air France-KLM Air France-KLM Y equity-performance leg 2026-12-10 0.00000000 EUR 0.00000000 EUR 40871.00000000 EUR -7561.68000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 295882.00000000 OU Notional Amount USD 1612556.90000000 0.027046237181 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Digital Turbine, Inc. Digital Turbine, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 295882.00000000 USD 17752.92000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 40900.00000000 OU Notional Amount 727512.91000000 0.012202041810 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Toyota Motor Corp. Toyota Motor Corp. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 40900.00000000 JPY -10857.11000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 308500.00000000 OU Notional Amount 8087253.29000000 0.135641583021 N/A DE JP N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Sumitomo Mitsui Trust Group, Inc. Sumitomo Mitsui Trust Group, Inc. Y equity-performance leg 2026-08-19 0.00000000 JPY 0.00000000 JPY 308500.00000000 JPY 110252.18000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 510530.00000000 OU Notional Amount USD -6350993.20000000 -0.10652056273 N/A DE US N 2 BNP Paribas 549300FWX3HQBUJIR891 Dynex Capital, Inc. Dynex Capital, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 510530.00000000 USD 38370.50000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 8990.00000000 OU Notional Amount 114289.53000000 0.001916894675 N/A DE FI N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Kojamo OYJ Kojamo OYJ Y equity-performance leg 2026-12-10 0.00000000 EUR 0.00000000 EUR 8990.00000000 EUR -4176.06000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 10849.00000000 OU Notional Amount USD -202767.81000000 -0.00340087613 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 CVB Financial Corp. CVB Financial Corp. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 10849.00000000 USD 6241.43000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 395300.00000000 OU Notional Amount 4457373.18000000 0.074760259456 N/A DE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 Amada Co. Ltd. Amada Co. Ltd. Y equity-performance leg 2028-04-18 0.00000000 JPY 0.00000000 JPY 395300.00000000 JPY 161894.50000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1030862.00000000 OU Notional Amount 4121996.74000000 0.069135235780 N/A DE GB N 2 UBS AG BFM8T61CT2L1QCEMIK50 J Sainsbury PLC J Sainsbury PLC Y equity-performance leg 2028-04-18 0.00000000 GBP 0.00000000 GBP 1030862.00000000 GBP 230227.32000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 175185.00000000 OU Notional Amount 20282684.92000000 0.340186635908 N/A DE DE N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 Siemens Energy AG Siemens Energy AG Y equity-performance leg 2026-02-10 0.00000000 EUR 0.00000000 EUR 175185.00000000 EUR 1486487.08000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 182000.00000000 OU Notional Amount 990601.93000000 0.016614641474 N/A DE HK N 2 UBS AG BFM8T61CT2L1QCEMIK50 PRADA SpA PRADA SpA Y equity-performance leg 2026-05-11 0.00000000 HKD 0.00000000 HKD 182000.00000000 HKD -169800.37000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 150991.00000000 OU Notional Amount USD -702108.15000000 -0.01177594635 N/A DE US N 2 BNP Paribas 549300FWX3HQBUJIR891 Neogen Corp. Neogen Corp. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 150991.00000000 USD 48317.12000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 395500.00000000 OU Notional Amount 11195294.25000000 0.187770480285 N/A DE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 Kaneka Corp. Kaneka Corp. Y equity-performance leg 2028-04-03 0.00000000 JPY 0.00000000 JPY 395500.00000000 JPY 360273.68000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 102306.00000000 OU Notional Amount USD -1329978.00000000 -0.02230674801 N/A DE US N 2 BNP Paribas 549300FWX3HQBUJIR891 Guess?, Inc. Guess?, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 102306.00000000 USD -62406.66000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 24547.00000000 OU Notional Amount USD 3339128.41000000 0.056004758006 N/A DE US N 2 BNP Paribas 549300FWX3HQBUJIR891 Wix.com Ltd. Wix.com Ltd. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 24547.00000000 USD -265107.60000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 112900.00000000 OU Notional Amount 2332748.05000000 0.039125476468 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Raito Kogyo Co. Ltd. Raito Kogyo Co. Ltd. Y equity-performance leg 2028-02-15 0.00000000 JPY 0.00000000 JPY 112900.00000000 JPY 76641.02000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 50200.00000000 OU Notional Amount -761505.27000000 -0.01277217079 N/A DE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Aoyama Trading Co. Ltd. Aoyama Trading Co. Ltd. Y equity-performance leg 2027-01-06 0.00000000 JPY 0.00000000 JPY 50200.00000000 JPY -9010.47000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 60574.00000000 OU Notional Amount USD 2890591.28000000 0.048481772862 N/A DE US N 2 BNP Paribas 549300FWX3HQBUJIR891 Citizens Financial Group, Inc. Citizens Financial Group, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 60574.00000000 USD 62391.22000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 141369.00000000 OU Notional Amount 1665711.54000000 0.027937761071 N/A DE GB N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Beazley PLC Beazley PLC Y equity-performance leg 2026-12-10 0.00000000 GBP 0.00000000 GBP 141369.00000000 GBP -73339.86000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 126962.00000000 OU Notional Amount USD -3466062.60000000 -0.05813373231 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Resideo Technologies, Inc. Resideo Technologies, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 126962.00000000 USD -410087.26000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 153242.00000000 OU Notional Amount 1465218.63000000 0.024575040167 N/A DE FR N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Television Francaise 1 SA Television Francaise 1 SA Y equity-performance leg 2026-12-10 0.00000000 EUR 0.00000000 EUR 153242.00000000 EUR 4626.96000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 121721.00000000 OU Notional Amount USD -1582373.00000000 -0.02653998470 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Atlas Energy Solutions, Inc. Atlas Energy Solutions, Inc. Y equity-performance leg 2028-04-21 0.00000000 USD 0.00000000 USD 121721.00000000 USD 42602.35000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 228903.00000000 OU Notional Amount USD 6065929.50000000 0.101739397836 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Phibro Animal Health Corp. Phibro Animal Health Corp. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 228903.00000000 USD -624905.19000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 242600.00000000 OU Notional Amount 2570175.19000000 0.043107668192 N/A DE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 Alps Alpine Co. Ltd. Alps Alpine Co. Ltd. Y equity-performance leg 2028-04-03 0.00000000 JPY 0.00000000 JPY 242600.00000000 JPY 99437.90000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 39383.00000000 OU Notional Amount USD -1770265.85000000 -0.02969137402 N/A DE US N 2 BNP Paribas 549300FWX3HQBUJIR891 CECO Environmental Corp. CECO Environmental Corp. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 39383.00000000 USD -586806.70000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 221420.00000000 OU Notional Amount USD -8526884.20000000 -0.14301519065 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Enerpac Tool Group Corp. Enerpac Tool Group Corp. Y equity-performance leg 2028-04-21 0.00000000 USD 0.00000000 USD 221420.00000000 USD -345415.20000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 97900.00000000 OU Notional Amount -2279067.31000000 -0.03822512868 N/A DE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 PKSHA Technology, Inc. PKSHA Technology, Inc. Y equity-performance leg 2027-01-06 0.00000000 JPY 0.00000000 JPY 97900.00000000 JPY -21703.18000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 40093.00000000 OU Notional Amount USD 4540933.18000000 0.076161750206 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 DXP Enterprises, Inc. DXP Enterprises, Inc. Y equity-performance leg 2026-08-19 0.00000000 USD 0.00000000 USD 40093.00000000 USD 557693.63000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 104644.00000000 OU Notional Amount -32656569.94000000 -0.54772475695 N/A DE CH N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Roche Holding AG Roche Holding AG Y equity-performance leg 2025-12-08 0.00000000 CHF 0.00000000 CHF 104644.00000000 CHF 1242938.32000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 667136.00000000 OU Notional Amount USD 15537597.44000000 0.260600754982 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Dow, Inc. Dow, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 667136.00000000 USD -4038296.96000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 170015.00000000 OU Notional Amount 1410676.64000000 0.023660247270 N/A DE IT N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Italgas SpA Italgas SpA Y equity-performance leg 2025-12-08 0.00000000 EUR 0.00000000 EUR 170015.00000000 EUR 30406.49000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 77299.00000000 OU Notional Amount USD -2847695.16000000 -0.04776230762 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Baldwin Insurance Group, Inc. Baldwin Insurance Group, Inc. Y equity-performance leg 2028-04-21 0.00000000 USD 0.00000000 USD 77299.00000000 USD 323681.56000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 7857.00000000 OU Notional Amount 1073873.17000000 0.018011289064 N/A DE CA N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Dollarama, Inc. Dollarama, Inc. Y equity-performance leg 2028-02-24 0.00000000 CAD 0.00000000 CAD 7857.00000000 CAD 10157.68000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 89820.00000000 OU Notional Amount USD 1925740.80000000 0.032299041619 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Adient PLC Adient PLC Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 89820.00000000 USD -70957.80000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 7254.00000000 OU Notional Amount USD -869609.52000000 -0.01458532429 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Chesapeake Utilities Corp. Chesapeake Utilities Corp. Y equity-performance leg 2028-04-21 0.00000000 USD 0.00000000 USD 7254.00000000 USD 16347.55000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 8532.00000000 OU Notional Amount USD -88818.12000000 -0.00148968134 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 American Coastal Insurance Corp. American Coastal Insurance Corp. Y equity-performance leg 2028-04-21 0.00000000 USD 0.00000000 USD 8532.00000000 USD 1903.49000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 50443.00000000 OU Notional Amount 3224259.28000000 0.054078142124 N/A DE GB N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 TBC Bank Group PLC TBC Bank Group PLC Y equity-performance leg 2026-08-19 0.00000000 GBP 0.00000000 GBP 50443.00000000 GBP -60612.23000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 157676.00000000 OU Notional Amount USD 18328258.24000000 0.307406467010 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Expeditors International of Washington, Inc. Expeditors International of Washington, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 157676.00000000 USD 454997.22000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 1001700.00000000 OU Notional Amount 25269488.84000000 0.423826649850 N/A DE JP N 2 BNP Paribas 549300FWX3HQBUJIR891 Sumitomo Mitsui Financial Group, Inc. Sumitomo Mitsui Financial Group, Inc. Y equity-performance leg 2026-09-07 0.00000000 JPY 0.00000000 JPY 1001700.00000000 JPY 743541.34000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 165733.00000000 OU Notional Amount USD -8734129.10000000 -0.14649115774 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Community Financial System, Inc. Community Financial System, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 165733.00000000 USD 773915.22000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 1908.00000000 OU Notional Amount USD 158249.52000000 0.002654203427 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Turning Point Brands, Inc. Turning Point Brands, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 1908.00000000 USD -4.77000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 31714.00000000 OU Notional Amount USD 644428.48000000 0.010808527448 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Genie Energy Ltd. Genie Energy Ltd. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 31714.00000000 USD -37739.66000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 36.00000000 OU Notional Amount -28204.23000000 -0.00047304891 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Nippon Accommodations Fund, Inc. Nippon Accommodations Fund, Inc. Y equity-performance leg 2028-02-15 0.00000000 JPY 0.00000000 JPY 36.00000000 JPY 188.50000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 65217.00000000 OU Notional Amount USD -4239757.17000000 -0.07111034532 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Alliant Energy Corp. Alliant Energy Corp. Y equity-performance leg 2027-01-06 0.00000000 USD 0.00000000 USD 65217.00000000 USD 17366.76000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 16132.00000000 OU Notional Amount -392645.14000000 -0.00658554968 N/A DE AU N 2 BNP Paribas 549300FWX3HQBUJIR891 CAR Group Ltd. CAR Group Ltd. Y equity-performance leg 2026-09-07 0.00000000 AUD 0.00000000 AUD 16132.00000000 AUD 1803.60000000 N N N United States Treasury 254900HROIFWPRGM1V77 912797RQ2 63155800.00000000 PA USD 62294731.93000000 1.044823965549 Long STIV UST US N 2 2025-11-25 None 0.00000000 N N N N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 70594.00000000 OU Notional Amount USD -2501145.42000000 -0.04194988236 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 BJ's Restaurants, Inc. BJ's Restaurants, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 70594.00000000 USD 580850.86000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 24969.00000000 OU Notional Amount USD -2171304.24000000 -0.03641769755 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Trade Desk, Inc. Trade Desk, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 24969.00000000 USD -158518.37000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 55036.00000000 OU Notional Amount 6337976.35000000 0.106302240629 N/A DE AU N 2 UBS AG BFM8T61CT2L1QCEMIK50 Xero Ltd. Xero Ltd. Y equity-performance leg 2028-04-18 0.00000000 AUD 0.00000000 AUD 55036.00000000 AUD 79440.46000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 223264.00000000 OU Notional Amount USD -3449428.80000000 -0.05785474575 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Eastern Bankshares, Inc. Eastern Bankshares, Inc. Y equity-performance leg 2028-04-21 0.00000000 USD 0.00000000 USD 223264.00000000 USD 43567.64000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 502370.00000000 OU Notional Amount USD 28439165.70000000 0.476989320974 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 CarMax, Inc. CarMax, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 502370.00000000 USD -5466531.43000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 445071.00000000 OU Notional Amount USD -4005639.00000000 -0.06718365253 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Enviri Corp. Enviri Corp. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 445071.00000000 USD -84563.49000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 348800.00000000 OU Notional Amount -3000402.49000000 -0.05032355595 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Daicel Corp. Daicel Corp. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 348800.00000000 JPY -94132.37000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 27857.00000000 OU Notional Amount -971504.89000000 -0.01629434079 N/A DE NZ N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Mainfreight Ltd. Mainfreight Ltd. Y equity-performance leg 2026-08-19 0.00000000 NZD 0.00000000 NZD 27857.00000000 NZD 121336.22000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 829700.00000000 OU Notional Amount -11071222.70000000 -0.18568951894 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Kotobuki Spirits Co. Ltd. Kotobuki Spirits Co. Ltd. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 829700.00000000 JPY 576222.12000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 150500.00000000 OU Notional Amount -2217151.84000000 -0.03718666580 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Nishimatsuya Chain Co. Ltd. Nishimatsuya Chain Co. Ltd. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 150500.00000000 JPY -31910.92000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 585080.00000000 OU Notional Amount -1263017.40000000 -0.02118366686 N/A DE IT N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Piaggio & C SpA Piaggio & C SpA Y equity-performance leg 2028-02-15 0.00000000 EUR 0.00000000 EUR 585080.00000000 EUR 25602.93000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 22995.00000000 OU Notional Amount -2791005.41000000 -0.04681149191 N/A DE FR N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Aeroports de Paris SA Aeroports de Paris SA Y equity-performance leg 2028-02-15 0.00000000 EUR 0.00000000 EUR 22995.00000000 EUR 52708.30000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 78789.00000000 OU Notional Amount -115813.45000000 -0.00194245427 N/A DE NZ N 2 BNP Paribas 549300FWX3HQBUJIR891 Ryman Healthcare Ltd. Ryman Healthcare Ltd. Y equity-performance leg 2027-03-22 0.00000000 NZD 0.00000000 NZD 78789.00000000 NZD 3608.63000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 12568.00000000 OU Notional Amount USD -801210.00000000 -0.01343810918 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Customers Bancorp, Inc. Customers Bancorp, Inc. Y equity-performance leg 2027-01-04 0.00000000 USD 0.00000000 USD 12568.00000000 USD -24482.47000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 216568.00000000 OU Notional Amount 11673691.42000000 0.195794286036 N/A DE IT N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Leonardo SpA Leonardo SpA Y equity-performance leg 2028-02-15 0.00000000 EUR 0.00000000 EUR 216568.00000000 EUR -323099.14000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 423307.00000000 OU Notional Amount -4847541.48000000 -0.08130426691 N/A DE DE N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Suedzucker AG Suedzucker AG Y equity-performance leg 2028-02-15 0.00000000 EUR 0.00000000 EUR 423307.00000000 EUR 97616.54000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 123900.00000000 OU Notional Amount -3835710.78000000 -0.06433357081 N/A DE JP N 2 BNP Paribas 549300FWX3HQBUJIR891 Makita Corp. Makita Corp. Y equity-performance leg 2027-03-24 0.00000000 JPY 0.00000000 JPY 123900.00000000 JPY -52555.78000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 270800.00000000 OU Notional Amount -20677999.15000000 -0.34681695228 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 SoftBank Group Corp. SoftBank Group Corp. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 270800.00000000 JPY 640877.54000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 614440.00000000 OU Notional Amount 30943723.44000000 0.518996435682 N/A DE CA N 2 UBS AG BFM8T61CT2L1QCEMIK50 GFL Environmental, Inc. GFL Environmental, Inc. Y equity-performance leg 2028-04-18 0.00000000 CAD 0.00000000 CAD 614440.00000000 CAD 1790693.14000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 41200.00000000 OU Notional Amount 547522.43000000 0.009183193166 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Maxell Ltd. Maxell Ltd. Y equity-performance leg 2028-02-15 0.00000000 JPY 0.00000000 JPY 41200.00000000 JPY 36034.07000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 968188.00000000 OU Notional Amount 1810549.77000000 0.030367026743 N/A DE AU N 2 BNP Paribas 549300FWX3HQBUJIR891 South32 Ltd. South32 Ltd. Y equity-performance leg 2026-09-07 0.00000000 AUD 0.00000000 AUD 968188.00000000 AUD -63184.10000000 N N N United States Treasury 254900HROIFWPRGM1V77 912797QW0 161822100.00000000 PA USD 160680759.02000000 2.694980821419 Long STIV UST US N 2 2025-09-30 None 0.00000000 N N N N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 888.00000000 OU Notional Amount USD 160781.28000000 0.002696666786 N/A DE US N 2 BNP Paribas 549300FWX3HQBUJIR891 Texas Instruments, Inc. Texas Instruments, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 888.00000000 USD -33410.03000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 13727.00000000 OU Notional Amount USD 151546.08000000 0.002541771532 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Orthofix Medical, Inc. Orthofix Medical, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 13727.00000000 USD -823.62000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 165000.00000000 OU Notional Amount -3588280.29000000 -0.06018360021 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Morinaga Milk Industry Co. Ltd. Morinaga Milk Industry Co. Ltd. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 165000.00000000 JPY 58122.33000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 40535.00000000 OU Notional Amount USD 3457635.50000000 0.057992390730 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Willdan Group, Inc. Willdan Group, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 40535.00000000 USD 513677.21000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 8630.00000000 OU Notional Amount USD -391974.60000000 -0.00657430320 N/A DE US N 2 BNP Paribas 549300FWX3HQBUJIR891 OGE Energy Corp. OGE Energy Corp. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 8630.00000000 USD -4508.97000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 201438.00000000 OU Notional Amount 5668081.06000000 0.095066577007 N/A DE GB N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Anglo American PLC Anglo American PLC Y equity-performance leg 2026-12-10 0.00000000 GBP 0.00000000 GBP 201438.00000000 GBP -670530.12000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 99886.00000000 OU Notional Amount -7433109.08000000 -0.12467010074 N/A DE DE N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Fraport AG Frankfurt Airport Services Worldwide Fraport AG Frankfurt Airport Services Worldwide Y equity-performance leg 2028-02-15 0.00000000 EUR 0.00000000 EUR 99886.00000000 EUR 445.52000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 426632.00000000 OU Notional Amount USD 3963411.28000000 0.066475397876 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 ADTRAN Holdings, Inc. ADTRAN Holdings, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 426632.00000000 USD -55462.16000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 351167.00000000 OU Notional Amount USD -39432542.43000000 -0.66137318641 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Sensient Technologies Corp. Sensient Technologies Corp. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 351167.00000000 USD -1561772.98000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 698016.00000000 OU Notional Amount -11812089.82000000 -0.19811554115 N/A DE AU N 2 BNP Paribas 549300FWX3HQBUJIR891 Woodside Energy Group Ltd. Woodside Energy Group Ltd. Y equity-performance leg 2026-09-07 0.00000000 AUD 0.00000000 AUD 698016.00000000 AUD -625970.42000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 242177.00000000 OU Notional Amount 4499965.66000000 0.075474631964 N/A DE NO N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 SpareBank 1 SMN SpareBank 1 SMN Y equity-performance leg 2027-01-04 0.00000000 NOK 0.00000000 NOK 242177.00000000 NOK -125795.95000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 5898.00000000 OU Notional Amount USD -146270.40000000 -0.00245328641 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Gates Industrial Corp. PLC Gates Industrial Corp. PLC Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 5898.00000000 USD -1828.38000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 3525956.00000000 OU Notional Amount -5551613.76000000 -0.09311315618 N/A DE AU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Vicinity Ltd. Vicinity Ltd. Y equity-performance leg 2027-09-09 0.00000000 AUD 0.00000000 AUD 3525956.00000000 AUD 202117.76000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 11000.00000000 OU Notional Amount -285825.67000000 -0.00479394486 N/A DE JP N 2 BNP Paribas 549300FWX3HQBUJIR891 Mitsui-Soko Holdings Co. Ltd. Mitsui-Soko Holdings Co. Ltd. Y equity-performance leg 2027-03-24 0.00000000 JPY 0.00000000 JPY 11000.00000000 JPY -5384.97000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 416683.00000000 OU Notional Amount -2752782.33000000 -0.04617040416 N/A DE GB N 2 UBS AG BFM8T61CT2L1QCEMIK50 Pennon Group PLC Pennon Group PLC Y equity-performance leg 2028-04-18 0.00000000 GBP 0.00000000 GBP 416683.00000000 GBP 56834.23000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1155544.00000000 OU Notional Amount 11371149.49000000 0.190719971575 N/A DE IT N 2 UBS AG BFM8T61CT2L1QCEMIK50 BPER Banca SpA BPER Banca SpA Y equity-performance leg 2029-09-03 0.00000000 EUR 0.00000000 EUR 1155544.00000000 EUR 1035539.38000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 6571.00000000 OU Notional Amount -229161.74000000 -0.00384356221 N/A DE NZ N 2 BNP Paribas 549300FWX3HQBUJIR891 Mainfreight Ltd. Mainfreight Ltd. Y equity-performance leg 2027-03-22 0.00000000 NZD 0.00000000 NZD 6571.00000000 NZD 28621.18000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 64954.00000000 OU Notional Amount -824017.92000000 -0.01382064974 N/A DE GB N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 Prudential PLC Prudential PLC Y equity-performance leg 2026-02-10 0.00000000 GBP 0.00000000 GBP 64954.00000000 GBP -8263.28000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 43343.00000000 OU Notional Amount -3226061.71000000 -0.05410837296 N/A DE DE N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Wacker Chemie AG Wacker Chemie AG Y equity-performance leg 2025-12-08 0.00000000 EUR 0.00000000 EUR 43343.00000000 EUR 245457.01000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 10402.00000000 OU Notional Amount -2054738.51000000 -0.03446262583 N/A DE BE N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 D'ieteren Group D'ieteren Group Y equity-performance leg 2028-02-15 0.00000000 EUR 0.00000000 EUR 10402.00000000 EUR 130659.55000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 24849.00000000 OU Notional Amount USD -2673752.40000000 -0.04484489296 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Coherent Corp. Coherent Corp. Y equity-performance leg 2028-04-18 0.00000000 USD 0.00000000 USD 24849.00000000 USD -44978.33000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 29937.00000000 OU Notional Amount -842933.05000000 -0.01413789938 N/A DE NL N 2 UBS AG BFM8T61CT2L1QCEMIK50 AMG Critical Materials NV AMG Critical Materials NV Y equity-performance leg 2028-04-24 0.00000000 EUR 0.00000000 EUR 29937.00000000 EUR 6560.30000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 444200.00000000 OU Notional Amount 9291599.15000000 0.155841195064 N/A DE JP N 2 BNP Paribas 549300FWX3HQBUJIR891 MEITEC Group Holdings, Inc. MEITEC Group Holdings, Inc. Y equity-performance leg 2027-03-24 0.00000000 JPY 0.00000000 JPY 444200.00000000 JPY -155272.57000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 18115.00000000 OU Notional Amount -2096345.03000000 -0.03516046155 N/A DE CH N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Banque Cantonale Vaudoise Banque Cantonale Vaudoise Y equity-performance leg 2026-08-19 0.00000000 CHF 0.00000000 CHF 18115.00000000 CHF 41407.92000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 242744.00000000 OU Notional Amount 27243209.78000000 0.456930427257 N/A DE CH N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Cembra Money Bank AG Cembra Money Bank AG Y equity-performance leg 2027-01-04 0.00000000 CHF 0.00000000 CHF 242744.00000000 CHF -4366517.01000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 178311.00000000 OU Notional Amount 2555375.82000000 0.042859449186 N/A DE FR N 2 UBS AG BFM8T61CT2L1QCEMIK50 Carrefour SA Carrefour SA Y equity-performance leg 2028-04-18 0.00000000 EUR 0.00000000 EUR 178311.00000000 EUR 32608.68000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 699848.00000000 OU Notional Amount USD 9594916.08000000 0.160928508033 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Constellium SE Constellium SE Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 699848.00000000 USD -437006.58000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 406448.00000000 OU Notional Amount USD 9092241.76000000 0.152497519406 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Delek U.S. Holdings, Inc. Delek U.S. Holdings, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 406448.00000000 USD -823496.57000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 10042.00000000 OU Notional Amount USD -966040.40000000 -0.01620268890 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Coastal Financial Corp. Coastal Financial Corp. Y equity-performance leg 2028-04-21 0.00000000 USD 0.00000000 USD 10042.00000000 USD 10845.36000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 315471.00000000 OU Notional Amount USD -5135867.88000000 -0.08614015469 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 UMH Properties, Inc. UMH Properties, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 315471.00000000 USD 214517.90000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 18299.00000000 OU Notional Amount -149525.52000000 -0.00250788215 N/A DE NO N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Softwareone Holding AG Softwareone Holding AG Y equity-performance leg 2028-02-15 0.00000000 NOK 0.00000000 NOK 18299.00000000 NOK 12682.52000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 147276.00000000 OU Notional Amount -1932925.75000000 -0.03241954952 N/A DE FR N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Air France-KLM Air France-KLM Y equity-performance leg 2027-01-04 0.00000000 EUR 0.00000000 EUR 147276.00000000 EUR -27248.05000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 7900.00000000 OU Notional Amount -134849.91000000 -0.00226173888 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Kyowa Kirin Co. Ltd. Kyowa Kirin Co. Ltd. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 7900.00000000 JPY 1120.64000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1127774.00000000 OU Notional Amount -7618334.76000000 -0.12777675556 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 IAMGOLD Corp. IAMGOLD Corp. Y equity-performance leg 2027-01-06 0.00000000 CAD 0.00000000 CAD 1127774.00000000 CAD 561968.19000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 423895.00000000 OU Notional Amount -11925106.16000000 -0.20001108154 N/A DE CA N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Quebecor, Inc. Quebecor, Inc. Y equity-performance leg 2026-08-18 0.00000000 CAD 0.00000000 CAD 423895.00000000 CAD 508323.43000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 23027.00000000 OU Notional Amount 2517082.43000000 0.042217182170 N/A DE CA N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Stantec, Inc. Stantec, Inc. Y equity-performance leg 2026-08-18 0.00000000 CAD 0.00000000 CAD 23027.00000000 CAD -41939.25000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 39305.00000000 OU Notional Amount -8807657.03000000 -0.14772438792 N/A DE DK N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 DSV AS DSV AS Y equity-performance leg 2026-11-09 0.00000000 DKK 0.00000000 DKK 39305.00000000 DKK 437593.34000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 5.00000000 NC USD -13812.00000000 -0.00023165857 N/A DE US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Long CME E-mini Russell 2000 Index Futures RTYU5 Index 2025-09-19 568862.00000000 USD -13812.00000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 541300.00000000 OU Notional Amount -12295975.84000000 -0.20623140736 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Tri Chemical Laboratories, Inc. Tri Chemical Laboratories, Inc. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 541300.00000000 JPY 84629.26000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 236213.00000000 OU Notional Amount USD -7717078.71000000 -0.12943291560 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Solaris Energy Infrastructure, Inc. Solaris Energy Infrastructure, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 236213.00000000 USD -47242.60000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 1.00000000 OU Notional Amount -177.78000000 -0.00000298177 N/A DE CH N 2 BNP Paribas 549300FWX3HQBUJIR891 Autoneum Holding AG Autoneum Holding AG Y equity-performance leg 2027-03-17 0.00000000 CHF 0.00000000 CHF 1.00000000 CHF 5.25000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 58193.00000000 OU Notional Amount 2286002.15000000 0.038341441685 N/A DE DE N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Infineon Technologies AG Infineon Technologies AG Y equity-performance leg 2026-08-17 0.00000000 EUR 0.00000000 EUR 58193.00000000 EUR -86151.52000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 94922.00000000 OU Notional Amount USD -7551045.10000000 -0.12664815532 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Zillow Group, Inc. Zillow Group, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 94922.00000000 USD -657809.46000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 119100.00000000 OU Notional Amount -916759.40000000 -0.01537613474 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Yodogawa Steel Works Ltd. Yodogawa Steel Works Ltd. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 119100.00000000 JPY -9292.14000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 133506.00000000 OU Notional Amount USD -5077233.18000000 -0.08515671776 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Samsara, Inc. Samsara, Inc. Y equity-performance leg 2028-04-18 0.00000000 USD 0.00000000 USD 133506.00000000 USD 143460.84000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 2043.00000000 OU Notional Amount -636102.37000000 -0.01066887969 N/A DE FR N 2 UBS AG BFM8T61CT2L1QCEMIK50 Dassault Aviation SA Dassault Aviation SA Y equity-performance leg 2029-09-03 0.00000000 EUR 0.00000000 EUR 2043.00000000 EUR -1136.82000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 4684.00000000 OU Notional Amount -62752.41000000 -0.00105250026 N/A DE AU N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Telix Pharmaceuticals Ltd. Telix Pharmaceuticals Ltd. Y equity-performance leg 2026-02-25 0.00000000 AUD 0.00000000 AUD 4684.00000000 AUD 1998.30000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 121738.00000000 OU Notional Amount USD -1171119.56000000 -0.01964233162 N/A DE US N 2 BNP Paribas 549300FWX3HQBUJIR891 Apollo Commercial Real Estate Finance, Inc. Apollo Commercial Real Estate Finance, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 121738.00000000 USD 29217.12000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 78757.00000000 OU Notional Amount -1603446.14000000 -0.02689342906 N/A DE CA N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Westshore Terminals Investment Corp. Westshore Terminals Investment Corp. Y equity-performance leg 2026-08-19 0.00000000 CAD 0.00000000 CAD 78757.00000000 CAD 5268.53000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 34000.00000000 OU Notional Amount 1033960.74000000 0.017341867074 N/A DE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 Dai-Dan Co. Ltd. Dai-Dan Co. Ltd. Y equity-performance leg 2028-04-03 0.00000000 JPY 0.00000000 JPY 34000.00000000 JPY 27813.82000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 71467.00000000 OU Notional Amount USD -12487428.91000000 -0.20944250964 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 First Solar, Inc. First Solar, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 71467.00000000 USD -661069.75000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 97300.00000000 OU Notional Amount -527566.43000000 -0.00884848577 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Mebuki Financial Group, Inc. Mebuki Financial Group, Inc. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 97300.00000000 JPY -23411.72000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 46946.00000000 OU Notional Amount -9294914.75000000 -0.15589680519 N/A DE CH N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Tecan Group AG Tecan Group AG Y equity-performance leg 2026-12-10 0.00000000 CHF 0.00000000 CHF 46946.00000000 CHF -23605.52000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 34915.00000000 OU Notional Amount USD 7485776.00000000 0.125553444460 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 WD-40 Co. WD-40 Co. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 34915.00000000 USD -110429.86000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 27664.00000000 OU Notional Amount 130975.30000000 0.002196752888 N/A DE GB N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 IntegraFin Holdings PLC IntegraFin Holdings PLC Y equity-performance leg 2027-01-04 0.00000000 GBP 0.00000000 GBP 27664.00000000 GBP -7731.43000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 5682.00000000 OU Notional Amount -413059.10000000 -0.00692793810 N/A DE BE N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 KBC Ancora KBC Ancora Y equity-performance leg 2027-01-04 0.00000000 EUR 0.00000000 EUR 5682.00000000 EUR 4445.18000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 4841600.00000000 OU Notional Amount -2731066.61000000 -0.04580618227 N/A DE SG N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Genting Singapore Ltd. Genting Singapore Ltd. Y equity-performance leg 2027-09-09 0.00000000 SGD 0.00000000 SGD 4841600.00000000 SGD 71815.46000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 47209.00000000 OU Notional Amount USD -2869363.02000000 -0.04812572678 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 PAR Technology Corp. PAR Technology Corp. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 47209.00000000 USD 97060.12000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 38830.00000000 OU Notional Amount 2765550.47000000 0.046384554832 N/A DE AU N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 JB Hi-Fi Ltd. JB Hi-Fi Ltd. Y equity-performance leg 2027-01-06 0.00000000 AUD 0.00000000 AUD 38830.00000000 AUD 86464.66000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 122600.00000000 OU Notional Amount USD -3995534.00000000 -0.06701416875 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 EchoStar Corp. EchoStar Corp. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 122600.00000000 USD -366574.00000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 410635.00000000 OU Notional Amount USD -9962005.10000000 -0.16708542361 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 National Vision Holdings, Inc. National Vision Holdings, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 410635.00000000 USD 192998.45000000 N N N United States Treasury 254900HROIFWPRGM1V77 912797PV3 60200000.00000000 PA USD 58640497.93000000 0.983534172004 Long STIV UST US N 2 2026-03-19 None 0.00000000 N N N N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 34983.00000000 OU Notional Amount USD -1283526.27000000 -0.02152764713 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Helios Technologies, Inc. Helios Technologies, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 34983.00000000 USD -2448.81000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 335083.00000000 OU Notional Amount 995079.55000000 0.016689741319 N/A DE FR N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Elior Group SA Elior Group SA Y equity-performance leg 2026-12-10 0.00000000 EUR 0.00000000 EUR 335083.00000000 EUR -46144.04000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1544446.00000000 OU Notional Amount -5101583.77000000 -0.08556513239 N/A DE AU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Atlas Arteria Ltd. Atlas Arteria Ltd. Y equity-performance leg 2027-05-12 0.00000000 AUD 0.00000000 AUD 1544446.00000000 AUD 80638.63000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 201989.00000000 OU Notional Amount USD -2512743.16000000 -0.04214440276 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Dynex Capital, Inc. Dynex Capital, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 201989.00000000 USD 43909.42000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 215300.00000000 OU Notional Amount -5733290.06000000 -0.09616027985 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Kobe Bussan Co. Ltd. Kobe Bussan Co. Ltd. Y equity-performance leg 2027-09-09 0.00000000 JPY 0.00000000 JPY 215300.00000000 JPY 473120.07000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 62100.00000000 OU Notional Amount -1148386.06000000 -0.01926103925 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 House Foods Group, Inc. House Foods Group, Inc. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 62100.00000000 JPY 76683.56000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 104800.00000000 OU Notional Amount 2945242.16000000 0.049398392091 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Kamigumi Co. Ltd. Kamigumi Co. Ltd. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 104800.00000000 JPY 22496.50000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 26913.00000000 OU Notional Amount USD 781553.52000000 0.013108425427 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Bar Harbor Bankshares Bar Harbor Bankshares Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 26913.00000000 USD -76432.92000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 186800.00000000 OU Notional Amount -2318706.03000000 -0.03888995993 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Nextage Co. Ltd. Nextage Co. Ltd. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 186800.00000000 JPY 79940.30000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 2069500.00000000 OU Notional Amount 10471075.17000000 0.175623683475 N/A DE JP N 2 BNP Paribas 549300FWX3HQBUJIR891 Rakuten Group, Inc. Rakuten Group, Inc. Y equity-performance leg 2026-09-07 0.00000000 JPY 0.00000000 JPY 2069500.00000000 JPY -581643.92000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 9059.00000000 OU Notional Amount USD 6371194.70000000 0.106859387712 N/A DE US N 2 BNP Paribas 549300FWX3HQBUJIR891 Comfort Systems USA, Inc. Comfort Systems USA, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 9059.00000000 USD 1488212.52000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 422611.00000000 OU Notional Amount 5626628.22000000 0.094371318847 N/A DE AU N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Coles Group Ltd. Coles Group Ltd. Y equity-performance leg 2025-12-08 0.00000000 AUD 0.00000000 AUD 422611.00000000 AUD -18866.71000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 344823.00000000 OU Notional Amount USD -13141204.53000000 -0.22040780983 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Lincoln National Corp. Lincoln National Corp. Y equity-performance leg 2027-01-06 0.00000000 USD 0.00000000 USD 344823.00000000 USD -1244811.03000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 86934.00000000 OU Notional Amount USD 671999.82000000 0.011270961364 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 LSB Industries, Inc. LSB Industries, Inc. Y equity-performance leg 2027-02-08 0.00000000 USD 0.00000000 USD 86934.00000000 USD -74763.24000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 10240.00000000 OU Notional Amount USD -898457.60000000 -0.01506917203 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Kura Sushi USA, Inc. Kura Sushi USA, Inc. Y equity-performance leg 2027-01-04 0.00000000 USD 0.00000000 USD 10240.00000000 USD -6144.00000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 4.00000000 OU Notional Amount USD 254.56000000 0.000004269548 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Core & Main, Inc. Core & Main, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 4.00000000 USD 14.16000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1577500.00000000 OU Notional Amount 14100167.30000000 0.236491790828 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Mitsui Fudosan Co. Ltd. Mitsui Fudosan Co. Ltd. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 1577500.00000000 JPY -447251.45000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 35471.00000000 OU Notional Amount USD 7391801.69000000 0.123977282107 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 American Tower Corp. American Tower Corp. Y equity-performance leg 2027-02-05 0.00000000 USD 0.00000000 USD 35471.00000000 USD -685390.92000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 8477.00000000 OU Notional Amount -1694727.03000000 -0.02842441665 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Celestica, Inc. Celestica, Inc. Y equity-performance leg 2027-01-06 0.00000000 CAD 0.00000000 CAD 8477.00000000 CAD 15306.16000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 106840.00000000 OU Notional Amount USD -2817370.80000000 -0.04725369931 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Summit Therapeutics, Inc. Summit Therapeutics, Inc. Y equity-performance leg 2027-01-06 0.00000000 USD 0.00000000 USD 106840.00000000 USD 18162.80000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 113000.00000000 OU Notional Amount 2384754.99000000 0.039997750826 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Toyoda Gosei Co. Ltd. Toyoda Gosei Co. Ltd. Y equity-performance leg 2028-02-15 0.00000000 JPY 0.00000000 JPY 113000.00000000 JPY 66457.80000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 503300.00000000 OU Notional Amount -13116825.71000000 -0.21999892172 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Hankyu Hanshin Holdings, Inc. Hankyu Hanshin Holdings, Inc. Y equity-performance leg 2027-09-09 0.00000000 JPY 0.00000000 JPY 503300.00000000 JPY -142569.54000000 N N N United States Treasury 254900HROIFWPRGM1V77 912797QX8 38251500.00000000 PA USD 36923954.15000000 0.619298470408 Long STIV UST US N 2 2026-06-11 None 0.00000000 N N N N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 63700.00000000 OU Notional Amount -3367526.56000000 -0.05648105940 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Digital Arts, Inc. Digital Arts, Inc. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 63700.00000000 JPY 48582.33000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 12400.00000000 OU Notional Amount -327373.17000000 -0.00549079068 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Duskin Co. Ltd. Duskin Co. Ltd. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 12400.00000000 JPY 2800.82000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 3154101.00000000 OU Notional Amount USD 12553321.98000000 0.210547685905 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 LifeStance Health Group, Inc. LifeStance Health Group, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 3154101.00000000 USD -695309.09000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 12964.00000000 OU Notional Amount -175250.38000000 -0.00293934641 N/A DE GB N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Mondi PLC Mondi PLC Y equity-performance leg 2026-12-10 0.00000000 GBP 0.00000000 GBP 12964.00000000 GBP 26069.23000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 167434.00000000 OU Notional Amount -9107400.90000000 -0.15275177257 N/A DE SE N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Saab AB Saab AB Y equity-performance leg 2025-12-08 0.00000000 SEK 0.00000000 SEK 167434.00000000 SEK -477052.00000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 2912.00000000 OU Notional Amount USD -129409.28000000 -0.00217048718 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Vicor Corp. Vicor Corp. Y equity-performance leg 2027-01-04 0.00000000 USD 0.00000000 USD 2912.00000000 USD 2213.12000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 6112538.00000000 OU Notional Amount 11430687.29000000 0.191718555538 N/A DE AU N 2 BNP Paribas 549300FWX3HQBUJIR891 South32 Ltd. South32 Ltd. Y equity-performance leg 2027-03-22 0.00000000 AUD 0.00000000 AUD 6112538.00000000 AUD -382910.60000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 43640.00000000 OU Notional Amount 8585578.29000000 0.143999623685 N/A DE FR N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Air Liquide SA Air Liquide SA Y equity-performance leg 2026-08-17 0.00000000 EUR 0.00000000 EUR 43640.00000000 EUR -206952.82000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 27800.00000000 OU Notional Amount 960259.06000000 0.016105722714 N/A DE JP N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 77 Bank Ltd. 77 Bank Ltd. Y equity-performance leg 2026-08-19 0.00000000 JPY 0.00000000 JPY 27800.00000000 JPY 3679.84000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1075.00000000 OU Notional Amount 28629.84000000 0.000480187361 N/A DE AT N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 CA Immobilien Anlagen AG CA Immobilien Anlagen AG Y equity-performance leg 2026-12-10 0.00000000 EUR 0.00000000 EUR 1075.00000000 EUR -893.26000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 57968.00000000 OU Notional Amount -25004973.05000000 -0.41939012001 N/A DE DE N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 MTU Aero Engines AG MTU Aero Engines AG Y equity-performance leg 2028-02-15 0.00000000 EUR 0.00000000 EUR 57968.00000000 EUR 415016.62000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1523400.00000000 OU Notional Amount 21691313.21000000 0.363812527703 N/A DE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 Inpex Corp. Inpex Corp. Y equity-performance leg 2029-09-03 0.00000000 JPY 0.00000000 JPY 1523400.00000000 JPY 343505.02000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 290574.00000000 OU Notional Amount USD -5024024.46000000 -0.08426428682 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 First Advantage Corp. First Advantage Corp. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 290574.00000000 USD -241176.42000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 45557.00000000 OU Notional Amount USD -1029588.20000000 -0.01726852966 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Laureate Education, Inc. Laureate Education, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 45557.00000000 USD 27469.28000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 13910.00000000 OU Notional Amount USD 3509075.70000000 0.058855159572 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Penumbra, Inc. Penumbra, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 13910.00000000 USD 188030.48000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 637001.00000000 OU Notional Amount 2018783.53000000 0.033859579262 N/A DE IT N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 MFE-MediaForEurope NV MFE-MediaForEurope NV Y equity-performance leg 2026-12-10 0.00000000 EUR 0.00000000 EUR 637001.00000000 EUR -71146.62000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 3308.00000000 OU Notional Amount USD 177639.60000000 0.002979419054 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Northwestern Energy Group, Inc. Northwestern Energy Group, Inc. Y equity-performance leg 2026-06-25 0.00000000 USD 0.00000000 USD 3308.00000000 USD 3564.37000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 51411.00000000 OU Notional Amount USD -670399.44000000 -0.01124411936 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Garrett Motion, Inc. Garrett Motion, Inc. Y equity-performance leg 2026-08-19 0.00000000 USD 0.00000000 USD 51411.00000000 USD -101793.78000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 63950.00000000 OU Notional Amount USD -837105.50000000 -0.01404015814 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Axogen, Inc. Axogen, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 63950.00000000 USD 12711.15000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 276321.00000000 OU Notional Amount 6814519.25000000 0.114294946065 N/A DE GB N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Antofagasta PLC Antofagasta PLC Y equity-performance leg 2027-01-04 0.00000000 GBP 0.00000000 GBP 276321.00000000 GBP -513397.81000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 65129.00000000 OU Notional Amount USD -20702555.23000000 -0.34722881345 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Royal Caribbean Cruises Ltd. Royal Caribbean Cruises Ltd. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 65129.00000000 USD 803040.57000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 101016.00000000 OU Notional Amount USD -1596052.80000000 -0.02676942598 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Metallus, Inc. Metallus, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 101016.00000000 USD 104046.48000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 67977.00000000 OU Notional Amount -2728194.25000000 -0.04575800628 N/A DE DE N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Porsche Automobil Holding SE Porsche Automobil Holding SE Y equity-performance leg 2026-06-25 0.00000000 EUR 0.00000000 EUR 67977.00000000 EUR 55479.07000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 7362.00000000 OU Notional Amount USD 539413.74000000 0.009047192040 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 BlueLinx Holdings, Inc. BlueLinx Holdings, Inc. Y equity-performance leg 2026-08-19 0.00000000 USD 0.00000000 USD 7362.00000000 USD -58012.56000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 626710.00000000 OU Notional Amount -1920181.51000000 -0.03220579971 N/A DE GB N 2 UBS AG BFM8T61CT2L1QCEMIK50 Morgan Advanced Materials PLC Morgan Advanced Materials PLC Y equity-performance leg 2028-04-24 0.00000000 GBP 0.00000000 GBP 626710.00000000 GBP 9248.79000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 21100.00000000 OU Notional Amount 306503.51000000 0.005140759143 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 YAMABIKO Corp. YAMABIKO Corp. Y equity-performance leg 2028-02-15 0.00000000 JPY 0.00000000 JPY 21100.00000000 JPY -1516.38000000 N N N HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 000000000 1549414.69000000 OU Notional Amount -16577.03000000 -0.00027803439 N/A DE DE N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 Eurex Swiss Market New Index Futures SMU5 Index Y Fixed payment equal to the notional value in field C.11.f.iv.1 equity-performance leg 2025-09-19 0.00000000 CHF 0.00000000 CHF 1549414.69000000 CHF -16577.03000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 29722.00000000 OU Notional Amount -312557.36000000 -0.00524229594 N/A DE NO N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Orkla ASA Orkla ASA Y equity-performance leg 2028-02-15 0.00000000 NOK 0.00000000 NOK 29722.00000000 NOK 519.20000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 164768.00000000 OU Notional Amount USD 34200893.76000000 0.573626570603 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Apple, Inc. Apple, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 164768.00000000 USD -253742.72000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 3015.00000000 OU Notional Amount -81957.86000000 -0.00137461922 N/A DE DE N 2 BNP Paribas 549300FWX3HQBUJIR891 CompuGroup Medical SE & Co. KGaA CompuGroup Medical SE & Co. KGaA Y equity-performance leg 2027-03-24 0.00000000 EUR 0.00000000 EUR 3015.00000000 EUR 1637.17000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 773739.00000000 OU Notional Amount 23828144.20000000 0.399652030651 N/A DE FR N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Bureau Veritas SA Bureau Veritas SA Y equity-performance leg 2027-01-06 0.00000000 EUR 0.00000000 EUR 773739.00000000 EUR -1396851.32000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 213761.00000000 OU Notional Amount 18589925.30000000 0.311795217178 N/A DE CA N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 TFI International, Inc. TFI International, Inc. Y equity-performance leg 2025-12-08 0.00000000 CAD 0.00000000 CAD 213761.00000000 CAD -963510.49000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 393567.00000000 OU Notional Amount -14142083.35000000 -0.23719481807 N/A DE GB N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Shell PLC Shell PLC Y equity-performance leg 2027-01-27 0.00000000 GBP 0.00000000 GBP 393567.00000000 GBP -144059.86000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 27651.00000000 OU Notional Amount USD -371905.95000000 -0.00623770642 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Boston Omaha Corp. Boston Omaha Corp. Y equity-performance leg 2026-08-19 0.00000000 USD 0.00000000 USD 27651.00000000 USD 5530.20000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 413000.00000000 OU Notional Amount -8480822.28000000 -0.14224262776 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 MatsukiyoCocokara & Co. MatsukiyoCocokara & Co. Y equity-performance leg 2027-09-09 0.00000000 JPY 0.00000000 JPY 413000.00000000 JPY 516612.31000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 72791.00000000 OU Notional Amount USD 8615542.76000000 0.144502195819 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Toll Brothers, Inc. Toll Brothers, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 72791.00000000 USD 98995.76000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 10700.00000000 OU Notional Amount -282303.69000000 -0.00473487326 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Credit Saison Co. Ltd. Credit Saison Co. Ltd. Y equity-performance leg 2028-02-15 0.00000000 JPY 0.00000000 JPY 10700.00000000 JPY 983.40000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 29406.00000000 OU Notional Amount USD -594001.20000000 -0.00996274757 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Indivior PLC Indivior PLC Y equity-performance leg 2028-04-21 0.00000000 USD 0.00000000 USD 29406.00000000 USD -137428.16000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 14990.00000000 OU Notional Amount USD -7719999.90000000 -0.12948191058 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Ulta Beauty, Inc. Ulta Beauty, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 14990.00000000 USD -85167.93000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 45415.00000000 OU Notional Amount 8031970.03000000 0.134714357344 N/A DE CH N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Swatch Group AG Swatch Group AG Y equity-performance leg 2027-01-04 0.00000000 CHF 0.00000000 CHF 45415.00000000 CHF -284390.41000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 57000.00000000 OU Notional Amount -438751.35000000 -0.00735885541 N/A DE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Yodogawa Steel Works Ltd. Yodogawa Steel Works Ltd. Y equity-performance leg 2027-01-06 0.00000000 JPY 0.00000000 JPY 57000.00000000 JPY 4601.43000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 73577.00000000 OU Notional Amount USD 957236.77000000 0.016055032055 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Healthcare Services Group, Inc. Healthcare Services Group, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 73577.00000000 USD -2943.08000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1316106.00000000 OU Notional Amount -6044333.65000000 -0.10137718644 N/A DE GB N 2 UBS AG BFM8T61CT2L1QCEMIK50 Marks & Spencer Group PLC Marks & Spencer Group PLC Y equity-performance leg 2028-04-18 0.00000000 GBP 0.00000000 GBP 1316106.00000000 GBP -85635.97000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 7400.00000000 OU Notional Amount 102268.06000000 0.001715267353 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Aisin Corp. Aisin Corp. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 7400.00000000 JPY 2547.97000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 67037.00000000 OU Notional Amount USD 5443404.40000000 0.091298239756 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Q2 Holdings, Inc. Q2 Holdings, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 67037.00000000 USD -844666.20000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 790.00000000 OU Notional Amount -629537.99000000 -0.01055878015 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Mitsubishi Estate Logistics REIT Investment Corp. Mitsubishi Estate Logistics REIT Investment Corp. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 790.00000000 JPY 7032.81000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1000.00000000 OU Notional Amount -30237.38000000 -0.00050714945 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Starts Corp., Inc. Starts Corp., Inc. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 1000.00000000 JPY 285.45000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 33030.00000000 OU Notional Amount -513173.71000000 -0.00860708721 N/A DE BE N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Azelis Group NV Azelis Group NV Y equity-performance leg 2026-08-19 0.00000000 EUR 0.00000000 EUR 33030.00000000 EUR 10634.55000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1336.00000000 OU Notional Amount USD 192905.04000000 0.003235455111 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 TD SYNNEX Corp. TD SYNNEX Corp. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 1336.00000000 USD 1002.00000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 652500.00000000 OU Notional Amount -13502769.40000000 -0.22647207289 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Nitto Denko Corp. Nitto Denko Corp. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 652500.00000000 JPY -839476.21000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 7000.00000000 OU Notional Amount USD -4263000.00000000 -0.07150018030 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Lennox International, Inc. Lennox International, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 7000.00000000 USD 288218.20000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 11001.00000000 OU Notional Amount 1587906.89000000 0.026632800596 N/A DE DE N 2 UBS AG BFM8T61CT2L1QCEMIK50 Hapag-Lloyd AG Hapag-Lloyd AG Y equity-performance leg 2028-04-24 0.00000000 EUR 0.00000000 EUR 11001.00000000 EUR -32899.49000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 948776.00000000 OU Notional Amount 3569967.15000000 0.059876447317 N/A DE FI N 2 BNP Paribas 549300FWX3HQBUJIR891 Outokumpu OYJ Outokumpu OYJ Y equity-performance leg 2027-03-24 0.00000000 EUR 0.00000000 EUR 948776.00000000 EUR -403203.25000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 261400.00000000 OU Notional Amount 8642121.96000000 0.144947989296 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Daiwa House Industry Co. Ltd. Daiwa House Industry Co. Ltd. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 261400.00000000 JPY -106146.72000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 233683.00000000 OU Notional Amount -1082638.01000000 -0.01815829531 N/A DE AU N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Elders Ltd. Elders Ltd. Y equity-performance leg 2027-01-06 0.00000000 AUD 0.00000000 AUD 233683.00000000 AUD -42789.07000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 1267.00000000 OU Notional Amount -1009651.43000000 -0.01693414480 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Mitsubishi Estate Logistics REIT Investment Corp. Mitsubishi Estate Logistics REIT Investment Corp. Y equity-performance leg 2028-02-15 0.00000000 JPY 0.00000000 JPY 1267.00000000 JPY 6638.25000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 11423.00000000 OU Notional Amount USD -539736.75000000 -0.00905260965 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 TTM Technologies, Inc. TTM Technologies, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 11423.00000000 USD 15218.06000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 4900.00000000 OU Notional Amount -340949.50000000 -0.00571849653 N/A DE JP N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 Fujita Kanko, Inc. Fujita Kanko, Inc. Y equity-performance leg 2026-02-10 0.00000000 JPY 0.00000000 JPY 4900.00000000 JPY 24043.68000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 4510.00000000 OU Notional Amount -442330.36000000 -0.00741888353 N/A DE DE N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Vossloh AG Vossloh AG Y equity-performance leg 2027-01-04 0.00000000 EUR 0.00000000 EUR 4510.00000000 EUR 17648.65000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 76114.00000000 OU Notional Amount -7958913.99000000 -0.13348904183 N/A DE DE N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Volkswagen AG Volkswagen AG Y equity-performance leg 2026-08-19 0.00000000 EUR 0.00000000 EUR 76114.00000000 EUR 300650.81000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 37248.00000000 OU Notional Amount USD -363168.00000000 -0.00609115118 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Two Harbors Investment Corp. Two Harbors Investment Corp. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 37248.00000000 USD 10429.44000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 397003.00000000 OU Notional Amount USD 21124529.63000000 0.354306281359 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Delta Air Lines, Inc. Delta Air Lines, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 397003.00000000 USD 1038570.92000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 31956.00000000 OU Notional Amount USD -166810.32000000 -0.00279778746 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Summit Hotel Properties, Inc. Summit Hotel Properties, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 31956.00000000 USD 6710.76000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1090389.00000000 OU Notional Amount USD -34565331.30000000 -0.57973901484 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Atlantic Union Bankshares Corp. Atlantic Union Bankshares Corp. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 1090389.00000000 USD 1615842.02000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1100.00000000 OU Notional Amount 32364.96000000 0.000542833796 N/A DE JP N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Sanki Engineering Co. Ltd. Sanki Engineering Co. Ltd. Y equity-performance leg 2026-08-19 0.00000000 JPY 0.00000000 JPY 1100.00000000 JPY 1401.94000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 83200.00000000 OU Notional Amount 2783559.20000000 0.046686602086 N/A DE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Pan Pacific International Holdings Corp. Pan Pacific International Holdings Corp. Y equity-performance leg 2027-01-07 0.00000000 JPY 0.00000000 JPY 83200.00000000 JPY 2337.61000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 665900.00000000 OU Notional Amount 3520074.90000000 0.059039641107 N/A DE SG N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 UOL Group Ltd. UOL Group Ltd. Y equity-performance leg 2027-01-06 0.00000000 SGD 0.00000000 SGD 665900.00000000 SGD -84875.62000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 197700.00000000 OU Notional Amount 4172266.04000000 0.069978365973 N/A DE JP N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Toyoda Gosei Co. Ltd. Toyoda Gosei Co. Ltd. Y equity-performance leg 2026-08-19 0.00000000 JPY 0.00000000 JPY 197700.00000000 JPY 187851.68000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 1112.00000000 OU Notional Amount -1101048.59000000 -0.01846708250 N/A DE JP N 2 BNP Paribas 549300FWX3HQBUJIR891 CRE Logistics REIT, Inc. CRE Logistics REIT, Inc. Y equity-performance leg 2027-03-24 0.00000000 JPY 0.00000000 JPY 1112.00000000 JPY 23240.15000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 107329.00000000 OU Notional Amount -163044.18000000 -0.00273462075 N/A DE GB N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Sigmaroc PLC Sigmaroc PLC Y equity-performance leg 2026-12-10 0.00000000 GBP 0.00000000 GBP 107329.00000000 GBP 1086.54000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 534509.00000000 OU Notional Amount 15087072.02000000 0.253044421704 N/A DE CA N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Parkland Corp. Parkland Corp. Y equity-performance leg 2028-02-15 0.00000000 CAD 0.00000000 CAD 534509.00000000 CAD 39446.80000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 86500.00000000 OU Notional Amount 471145.77000000 0.007902183322 N/A DE JP N 2 BNP Paribas 549300FWX3HQBUJIR891 Mitsubishi Chemical Group Corp. Mitsubishi Chemical Group Corp. Y equity-performance leg 2026-09-07 0.00000000 JPY 0.00000000 JPY 86500.00000000 JPY 21488.72000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 30600.00000000 OU Notional Amount -1294107.96000000 -0.02170512607 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Ibiden Co. Ltd. Ibiden Co. Ltd. Y equity-performance leg 2028-03-15 0.00000000 JPY 0.00000000 JPY 30600.00000000 JPY 28524.13000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 20205.00000000 OU Notional Amount -370675.31000000 -0.00621706579 N/A DE FI N 2 UBS AG BFM8T61CT2L1QCEMIK50 Fortum OYJ Fortum OYJ Y equity-performance leg 2029-09-03 0.00000000 EUR 0.00000000 EUR 20205.00000000 EUR 7132.35000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 50200.00000000 OU Notional Amount -15312490.73000000 -0.25682520481 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Fast Retailing Co. Ltd. Fast Retailing Co. Ltd. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 50200.00000000 JPY 121100.73000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 255259.00000000 OU Notional Amount -3905320.29000000 -0.06550108019 N/A DE AU N 2 BNP Paribas 549300FWX3HQBUJIR891 Brambles Ltd. Brambles Ltd. Y equity-performance leg 2027-03-22 0.00000000 AUD 0.00000000 AUD 255259.00000000 AUD 11385.20000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 706700.00000000 OU Notional Amount 6544513.07000000 0.109766329937 N/A DE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 Japan Post Holdings Co. Ltd. Japan Post Holdings Co. Ltd. Y equity-performance leg 2029-09-03 0.00000000 JPY 0.00000000 JPY 706700.00000000 JPY -14667.22000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 33263.00000000 OU Notional Amount USD 3697182.45000000 0.062010136476 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Visteon Corp. Visteon Corp. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 33263.00000000 USD 209013.97000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 119280.00000000 OU Notional Amount USD -33159840.00000000 -0.55616573749 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Norfolk Southern Corp. Norfolk Southern Corp. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 119280.00000000 USD -1948694.91000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 28770.00000000 OU Notional Amount -5749120.07000000 -0.09642578503 N/A DE FR N 2 UBS AG BFM8T61CT2L1QCEMIK50 Sartorius Stedim Biotech Sartorius Stedim Biotech Y equity-performance leg 2029-09-03 0.00000000 EUR 0.00000000 EUR 28770.00000000 EUR 809276.44000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 92978.00000000 OU Notional Amount -6968285.84000000 -0.11687396058 N/A DE DK N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Royal Unibrew AS Royal Unibrew AS Y equity-performance leg 2028-02-15 0.00000000 DKK 0.00000000 DKK 92978.00000000 DKK 467294.98000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 20100.00000000 OU Notional Amount -530061.67000000 -0.00889033661 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Cybozu, Inc. Cybozu, Inc. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 20100.00000000 JPY 859.99000000 N N N United States Treasury 254900HROIFWPRGM1V77 91282CJU6 47165000.00000000 PA USD 47211656.56000000 0.791846576731 Long DBT UST US N 2 2026-01-31 Floating 4.53000000 N N N N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 6100.00000000 OU Notional Amount -75167.13000000 -0.00126072328 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 G-Tekt Corp. G-Tekt Corp. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 6100.00000000 JPY 923.02000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 28606.00000000 OU Notional Amount USD 1673451.00000000 0.028067569372 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Frontdoor, Inc. Frontdoor, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 28606.00000000 USD 22581.11000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 121416.00000000 OU Notional Amount -789713.99000000 -0.01324529502 N/A DE GB N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Auction Technology Group PLC Auction Technology Group PLC Y equity-performance leg 2028-02-15 0.00000000 GBP 0.00000000 GBP 121416.00000000 GBP -33176.87000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 358421.00000000 OU Notional Amount USD -3086004.81000000 -0.05175930104 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Ecovyst, Inc. Ecovyst, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 358421.00000000 USD 10752.63000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 39200.00000000 OU Notional Amount -2435160.38000000 -0.04084316355 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Cosmos Pharmaceutical Corp. Cosmos Pharmaceutical Corp. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 39200.00000000 JPY 31605.90000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 15939.00000000 OU Notional Amount USD -258530.58000000 -0.00433614428 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Daktronics, Inc. Daktronics, Inc. Y equity-performance leg 2028-04-21 0.00000000 USD 0.00000000 USD 15939.00000000 USD -3825.36000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 534.00000000 NC USD 128697.16000000 0.002158543313 N/A DE US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Long S&P 500 Annual Dividend Index Futures ASDZ25 Index 2025-12-19 10371077.84000000 USD 128697.16000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 106724.00000000 OU Notional Amount USD -8911454.00000000 -0.14946529856 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 AAON, Inc. AAON, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 106724.00000000 USD -800430.00000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 80291.00000000 OU Notional Amount -4059748.46000000 -0.06809119091 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 BRP, Inc. BRP, Inc. Y equity-performance leg 2027-01-04 0.00000000 CAD 0.00000000 CAD 80291.00000000 CAD -40034.39000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 98642.00000000 OU Notional Amount -6093493.67000000 -0.10220171149 N/A DE IL N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Mizrahi Tefahot Bank Ltd. Mizrahi Tefahot Bank Ltd. Y equity-performance leg 2028-02-15 0.00000000 ILS 0.00000000 ILS 98642.00000000 ILS 318118.95000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 11652.00000000 OU Notional Amount USD -822980.76000000 -0.01380325421 N/A DE US N 2 BNP Paribas 549300FWX3HQBUJIR891 McCormick & Co., Inc. McCormick & Co., Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 11652.00000000 USD 8657.44000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 105956.00000000 OU Notional Amount USD -3785807.88000000 -0.06349658597 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 TriMas Corp. TriMas Corp. Y equity-performance leg 2028-04-21 0.00000000 USD 0.00000000 USD 105956.00000000 USD -671472.95000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 292969.00000000 OU Notional Amount USD -18527359.56000000 -0.31074584779 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Corning, Inc. Corning, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 292969.00000000 USD -988353.71000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 70922.00000000 OU Notional Amount USD -1133333.56000000 -0.01900857468 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Meridianlink, Inc. Meridianlink, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 70922.00000000 USD -709.22000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 333952.00000000 OU Notional Amount 1111947.96000000 0.018649889662 N/A DE AU N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Bega Cheese Ltd. Bega Cheese Ltd. Y equity-performance leg 2028-02-15 0.00000000 AUD 0.00000000 AUD 333952.00000000 AUD 251.81000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 137348.00000000 OU Notional Amount 2329818.07000000 0.039076334057 N/A DE GB N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Burberry Group PLC Burberry Group PLC Y equity-performance leg 2026-08-17 0.00000000 GBP 0.00000000 GBP 137348.00000000 GBP -140834.18000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1244307.00000000 OU Notional Amount -2055945.83000000 -0.03448287533 N/A DE NO N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Hexagon Composites ASA Hexagon Composites ASA Y equity-performance leg 2027-01-04 0.00000000 NOK 0.00000000 NOK 1244307.00000000 NOK 25159.88000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 103200.00000000 OU Notional Amount 575005.05000000 0.009644139045 N/A DE HK N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Link REIT Link REIT Y equity-performance leg 2027-01-06 0.00000000 HKD 0.00000000 HKD 103200.00000000 HKD 5100.78000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 3327500.00000000 OU Notional Amount 7046732.14000000 0.118189682988 N/A DE SG N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 ESR-REIT ESR-REIT Y equity-performance leg 2027-12-24 0.00000000 SGD 0.00000000 SGD 3327500.00000000 SGD 495571.05000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 563432.00000000 OU Notional Amount USD -7549988.80000000 -0.12663043877 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Enovix Corp. Enovix Corp. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 563432.00000000 USD 726827.28000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 480.00000000 OU Notional Amount USD -67958.40000000 -0.00113981652 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Willis Lease Finance Corp. Willis Lease Finance Corp. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 480.00000000 USD -2707.20000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 204357.00000000 OU Notional Amount -7033488.56000000 -0.11796755811 N/A DE GB N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 Croda International PLC Croda International PLC Y equity-performance leg 2026-02-10 0.00000000 GBP 0.00000000 GBP 204357.00000000 GBP 1308644.94000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 54129.00000000 OU Notional Amount USD -14473012.02000000 -0.24274524255 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Appfolio, Inc. Appfolio, Inc. Y equity-performance leg 2027-01-06 0.00000000 USD 0.00000000 USD 54129.00000000 USD -643593.81000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 2400.00000000 OU Notional Amount -143675.97000000 -0.00240977193 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 SWCC Corp. SWCC Corp. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 2400.00000000 JPY -11725.08000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 39484.00000000 OU Notional Amount USD -814160.08000000 -0.01365531140 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Interface, Inc. Interface, Inc. Y equity-performance leg 2028-04-21 0.00000000 USD 0.00000000 USD 39484.00000000 USD 12664.78000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 3100.00000000 OU Notional Amount -78222.22000000 -0.00131196407 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Godo Steel Ltd. Godo Steel Ltd. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 3100.00000000 JPY 1603.84000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 4277.00000000 OU Notional Amount USD -189813.26000000 -0.00318359894 N/A DE US N 2 BNP Paribas 549300FWX3HQBUJIR891 Smurfit WestRock PLC Smurfit WestRock PLC Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 4277.00000000 USD 12715.52000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 743300.00000000 OU Notional Amount -1682352.84000000 -0.02821687342 N/A DE SG N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Wilmar International Ltd. Wilmar International Ltd. Y equity-performance leg 2025-12-08 0.00000000 SGD 0.00000000 SGD 743300.00000000 SGD 25448.04000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 161017.00000000 OU Notional Amount -3426661.73000000 -0.05747289034 N/A DE FI N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Kemira OYJ Kemira OYJ Y equity-performance leg 2027-01-04 0.00000000 EUR 0.00000000 EUR 161017.00000000 EUR 100682.08000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 72900.00000000 OU Notional Amount 1435578.06000000 0.024077900570 N/A DE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Nippon Ceramic Co. Ltd. Nippon Ceramic Co. Ltd. Y equity-performance leg 2027-01-06 0.00000000 JPY 0.00000000 JPY 72900.00000000 JPY 13041.98000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 173600.00000000 OU Notional Amount -6448869.17000000 -0.10816216477 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 SBI Holdings, Inc. SBI Holdings, Inc. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 173600.00000000 JPY 298042.32000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 13600.00000000 OU Notional Amount -280233.44000000 -0.00470015047 N/A DE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 Daiei Kankyo Co. Ltd. Daiei Kankyo Co. Ltd. Y equity-performance leg 2028-04-03 0.00000000 JPY 0.00000000 JPY 13600.00000000 JPY -6141.20000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 3543300.00000000 OU Notional Amount 19635599.31000000 0.329333542362 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Nomura Real Estate Holdings, Inc. Nomura Real Estate Holdings, Inc. Y equity-performance leg 2027-09-09 0.00000000 JPY 0.00000000 JPY 3543300.00000000 JPY -358390.08000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 4229.00000000 OU Notional Amount USD -111518.73000000 -0.00187042207 N/A DE US N 2 BNP Paribas 549300FWX3HQBUJIR891 Summit Therapeutics, Inc. Summit Therapeutics, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 4229.00000000 USD -8500.29000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 34026.00000000 OU Notional Amount USD -5201894.88000000 -0.08724757725 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Regal Rexnord Corp. Regal Rexnord Corp. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 34026.00000000 USD -114327.36000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 450449.00000000 OU Notional Amount -8637727.93000000 -0.14487429144 N/A DE NL N 2 UBS AG BFM8T61CT2L1QCEMIK50 CVC Capital Partners PLC CVC Capital Partners PLC Y equity-performance leg 2029-09-03 0.00000000 EUR 0.00000000 EUR 450449.00000000 EUR 480251.69000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 78484.00000000 OU Notional Amount USD -2219527.52000000 -0.03722651134 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 MGP Ingredients, Inc. MGP Ingredients, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 78484.00000000 USD 261351.72000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 13967.00000000 OU Notional Amount USD 627397.64000000 0.010522881628 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Carriage Services, Inc. Carriage Services, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 13967.00000000 USD -21090.17000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 2700.00000000 OU Notional Amount -142083.28000000 -0.00238305891 N/A DE JP N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Zensho Holdings Co. Ltd. Zensho Holdings Co. Ltd. Y equity-performance leg 2026-08-19 0.00000000 JPY 0.00000000 JPY 2700.00000000 JPY 666.38000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 4977.00000000 OU Notional Amount -6690563.69000000 -0.11221593014 N/A DE CH N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Partners Group Holding AG Partners Group Holding AG Y equity-performance leg 2026-12-11 0.00000000 CHF 0.00000000 CHF 4977.00000000 CHF 227431.77000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 107800.00000000 OU Notional Amount -969159.27000000 -0.01625499942 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 M&A Research Institute Holdings, Inc. M&A Research Institute Holdings, Inc. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 107800.00000000 JPY 23779.02000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 35774.00000000 OU Notional Amount USD -369545.42000000 -0.00619811498 N/A DE US N 2 BNP Paribas 549300FWX3HQBUJIR891 SoundHound AI, Inc. SoundHound AI, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 35774.00000000 USD 34700.78000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 226036.00000000 OU Notional Amount -11216483.09000000 -0.18812586519 N/A DE GB N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 International Paper Co. International Paper Co. Y equity-performance leg 2026-08-17 0.00000000 GBP 0.00000000 GBP 226036.00000000 GBP 529873.69000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 41059.00000000 OU Notional Amount USD -1327848.06000000 -0.02227102409 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Xometry, Inc. Xometry, Inc. Y equity-performance leg 2026-08-19 0.00000000 USD 0.00000000 USD 41059.00000000 USD 95667.47000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 815100.00000000 OU Notional Amount 13640587.54000000 0.228783595729 N/A DE JP N 2 BNP Paribas 549300FWX3HQBUJIR891 Tokyo Tatemono Co. Ltd. Tokyo Tatemono Co. Ltd. Y equity-performance leg 2027-03-24 0.00000000 JPY 0.00000000 JPY 815100.00000000 JPY -339373.89000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 7542.00000000 OU Notional Amount -2641122.62000000 -0.04429761753 N/A DE CH N 2 UBS AG BFM8T61CT2L1QCEMIK50 VAT Group AG VAT Group AG Y equity-performance leg 2028-04-18 0.00000000 CHF 0.00000000 CHF 7542.00000000 CHF 572960.79000000 N N N Accelerant Holdings 213800VS4CX9ZONTD965 000000000 239534.00000000 NS USD 6596766.36000000 0.110642736143 Long EC CORP KY N 1 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 1203900.00000000 OU Notional Amount 8381373.62000000 0.140574648145 N/A DE JP N 2 BNP Paribas 549300FWX3HQBUJIR891 Daiwa Securities Group, Inc. Daiwa Securities Group, Inc. Y equity-performance leg 2027-03-24 0.00000000 JPY 0.00000000 JPY 1203900.00000000 JPY 131570.61000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 306951.00000000 OU Notional Amount USD 20123707.56000000 0.337520224953 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Interactive Brokers Group, Inc. Interactive Brokers Group, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 306951.00000000 USD 1820219.43000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 2157077.00000000 OU Notional Amount 5361301.66000000 0.089921190562 N/A DE AU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Charter Hall Retail REIT Charter Hall Retail REIT Y equity-performance leg 2027-05-12 0.00000000 AUD 0.00000000 AUD 2157077.00000000 AUD -96210.03000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 7827.00000000 OU Notional Amount -382989.75000000 -0.00642360689 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Fortis, Inc. Fortis, Inc. Y equity-performance leg 2027-01-04 0.00000000 CAD 0.00000000 CAD 7827.00000000 CAD -1127.37000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 100197.00000000 OU Notional Amount USD -4503855.15000000 -0.07553986753 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 CECO Environmental Corp. CECO Environmental Corp. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 100197.00000000 USD -1537021.98000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 72594.00000000 OU Notional Amount -5753496.53000000 -0.09649918819 N/A DE BE N 2 UBS AG BFM8T61CT2L1QCEMIK50 Syensqo SA Syensqo SA Y equity-performance leg 2029-09-03 0.00000000 EUR 0.00000000 EUR 72594.00000000 EUR 32436.86000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 14585.00000000 OU Notional Amount -442623.59000000 -0.00742380166 N/A DE CA N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 ATS Corp. ATS Corp. Y equity-performance leg 2026-08-18 0.00000000 CAD 0.00000000 CAD 14585.00000000 CAD -10255.00000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 385325.00000000 OU Notional Amount 3625255.20000000 0.060803753332 N/A DE ES N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 CaixaBank SA CaixaBank SA Y equity-performance leg 2027-01-06 0.00000000 EUR 0.00000000 EUR 385325.00000000 EUR 62925.79000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 23988.00000000 OU Notional Amount USD 2012353.32000000 0.033751730054 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Trimble, Inc. Trimble, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 23988.00000000 USD 106026.96000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 15140.00000000 OU Notional Amount USD 644358.40000000 0.010807352048 N/A DE US N 2 BNP Paribas 549300FWX3HQBUJIR891 ACI Worldwide, Inc. ACI Worldwide, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 15140.00000000 USD -18470.80000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 129862.00000000 OU Notional Amount USD 2756970.26000000 0.046240645247 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Kimco Realty Corp. Kimco Realty Corp. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 129862.00000000 USD -965.85000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 173144.00000000 OU Notional Amount -6406462.56000000 -0.10745090972 N/A DE FR N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Renault SA Renault SA Y equity-performance leg 2026-08-17 0.00000000 EUR 0.00000000 EUR 173144.00000000 EUR 325326.83000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 158796.00000000 OU Notional Amount USD -6718658.76000000 -0.11268714819 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Cactus, Inc. Cactus, Inc. Y equity-performance leg 2027-01-04 0.00000000 USD 0.00000000 USD 158796.00000000 USD 336647.52000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 267637.00000000 OU Notional Amount -6560379.31000000 -0.11003244277 N/A DE GB N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 SSE PLC SSE PLC Y equity-performance leg 2028-02-15 0.00000000 GBP 0.00000000 GBP 267637.00000000 GBP -8068.46000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 35954.00000000 OU Notional Amount USD -2559565.26000000 -0.04292971559 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Lantheus Holdings, Inc. Lantheus Holdings, Inc. Y equity-performance leg 2026-08-19 0.00000000 USD 0.00000000 USD 35954.00000000 USD 362056.78000000 N N N HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 000000000 1102432.99000000 OU Notional Amount 25825.32000000 0.000433149199 N/A DE GB N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 FTSE 100 Dividend Index Futures UKDZ6 Index Y Fixed payment equal to the notional value in field C.11.f.iv.1 equity-performance leg 2026-12-17 0.00000000 GBP 0.00000000 GBP 1102432.99000000 GBP 25825.32000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 417273.00000000 OU Notional Amount -2837481.71000000 -0.04759100489 N/A DE AU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Magellan Financial Group Ltd. Magellan Financial Group Ltd. Y equity-performance leg 2027-05-12 0.00000000 AUD 0.00000000 AUD 417273.00000000 AUD -54715.77000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 204000.00000000 OU Notional Amount 4026669.70000000 0.067536385077 N/A DE JP N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 DIC Corp. DIC Corp. Y equity-performance leg 2026-08-19 0.00000000 JPY 0.00000000 JPY 204000.00000000 JPY 28349.19000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 578728.00000000 OU Notional Amount -783825.26000000 -0.01314652766 N/A DE AU N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Stanmore Resources Ltd. Stanmore Resources Ltd. Y equity-performance leg 2026-08-19 0.00000000 AUD 0.00000000 AUD 578728.00000000 AUD 11670.93000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 30886.00000000 OU Notional Amount -1225626.61000000 -0.02055653849 N/A DE BE N 2 UBS AG BFM8T61CT2L1QCEMIK50 Shurgard Self Storage Ltd. Shurgard Self Storage Ltd. Y equity-performance leg 2028-04-24 0.00000000 EUR 0.00000000 EUR 30886.00000000 EUR 78615.76000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 135762.00000000 OU Notional Amount USD 7570089.12000000 0.126967566740 N/A DE US N 2 BNP Paribas 549300FWX3HQBUJIR891 Fox Corp. Fox Corp. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 135762.00000000 USD 16609.94000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 13260.00000000 OU Notional Amount -4060503.13000000 -0.06810384844 N/A DE BE N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Sofina SA Sofina SA Y equity-performance leg 2025-12-08 0.00000000 EUR 0.00000000 EUR 13260.00000000 EUR 31033.91000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 154300.00000000 OU Notional Amount -3378278.31000000 -0.05666139063 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 West Japan Railway Co. West Japan Railway Co. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 154300.00000000 JPY 2182.92000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 65090.00000000 OU Notional Amount -3829006.12000000 -0.06422111845 N/A DE DK N 2 UBS AG BFM8T61CT2L1QCEMIK50 FLSmidth & Co. AS FLSmidth & Co. AS Y equity-performance leg 2028-04-24 0.00000000 DKK 0.00000000 DKK 65090.00000000 DKK 56027.80000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1382686.00000000 OU Notional Amount -12913653.57000000 -0.21659126405 N/A DE GB N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Drax Group PLC Drax Group PLC Y equity-performance leg 2025-12-08 0.00000000 GBP 0.00000000 GBP 1382686.00000000 GBP 83144.69000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 14391.00000000 OU Notional Amount USD -742575.60000000 -0.01245467729 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Middlesex Water Co. Middlesex Water Co. Y equity-performance leg 2026-08-19 0.00000000 USD 0.00000000 USD 14391.00000000 USD 25615.98000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 25800.00000000 OU Notional Amount -111012.88000000 -0.00186193782 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 North Pacific Bank Ltd. North Pacific Bank Ltd. Y equity-performance leg 2028-02-15 0.00000000 JPY 0.00000000 JPY 25800.00000000 JPY -252.19000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 40997.00000000 OU Notional Amount 3666961.91000000 0.061503269467 N/A DE CH N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Temenos AG Temenos AG Y equity-performance leg 2025-12-08 0.00000000 CHF 0.00000000 CHF 40997.00000000 CHF 695567.74000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 4932.00000000 OU Notional Amount 1012808.75000000 0.016987100220 N/A DE AU N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Pro Medicus Ltd. Pro Medicus Ltd. Y equity-performance leg 2025-12-08 0.00000000 AUD 0.00000000 AUD 4932.00000000 AUD 1439.98000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 23400.00000000 OU Notional Amount -1476380.88000000 -0.02476225642 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Toho Co. Ltd. Toho Co. Ltd. Y equity-performance leg 2028-02-15 0.00000000 JPY 0.00000000 JPY 23400.00000000 JPY -173664.81000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 309471.00000000 OU Notional Amount USD -9469812.60000000 -0.15883023888 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 NCR Atleos Corp. NCR Atleos Corp. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 309471.00000000 USD -1130019.45000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 99582.00000000 OU Notional Amount USD 2964556.14000000 0.049722331348 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Ethan Allen Interiors, Inc. Ethan Allen Interiors, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 99582.00000000 USD -7966.56000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 438921.00000000 OU Notional Amount -11462567.09000000 -0.19225325210 N/A DE NL N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Koninklijke Philips NV Koninklijke Philips NV Y equity-performance leg 2027-01-04 0.00000000 EUR 0.00000000 EUR 438921.00000000 EUR -155180.08000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 6425.00000000 OU Notional Amount -478402.14000000 -0.00802388910 N/A DE AT N 2 UBS AG BFM8T61CT2L1QCEMIK50 Verbund AG Verbund AG Y equity-performance leg 2028-04-18 0.00000000 EUR 0.00000000 EUR 6425.00000000 EUR 6829.79000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 89268.00000000 OU Notional Amount USD -2332572.84000000 -0.03912253779 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Brixmor Property Group, Inc. Brixmor Property Group, Inc. Y equity-performance leg 2027-01-06 0.00000000 USD 0.00000000 USD 89268.00000000 USD -18795.21000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 37200.00000000 OU Notional Amount -1159257.92000000 -0.01944338501 N/A DE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Anycolor, Inc. Anycolor, Inc. Y equity-performance leg 2027-01-06 0.00000000 JPY 0.00000000 JPY 37200.00000000 JPY 8278.67000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 140212.00000000 OU Notional Amount USD -7591077.68000000 -0.12731959250 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Rush Enterprises, Inc. Rush Enterprises, Inc. Y equity-performance leg 2027-01-04 0.00000000 USD 0.00000000 USD 140212.00000000 USD -188206.59000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 18377.00000000 OU Notional Amount USD -4333296.60000000 -0.07267921375 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Dave, Inc. Dave, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 18377.00000000 USD -548338.18000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 26691.00000000 OU Notional Amount 1619320.80000000 0.027159683127 N/A DE GB N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Morgan Sindall Group PLC Morgan Sindall Group PLC Y equity-performance leg 2025-12-08 0.00000000 GBP 0.00000000 GBP 26691.00000000 GBP -9342.24000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 3079443.00000000 OU Notional Amount 12313436.72000000 0.206524265932 N/A DE GB N 2 UBS AG BFM8T61CT2L1QCEMIK50 J Sainsbury PLC J Sainsbury PLC Y equity-performance leg 2029-09-03 0.00000000 GBP 0.00000000 GBP 3079443.00000000 GBP 636899.34000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 44490.00000000 OU Notional Amount USD 255372.60000000 0.004283177796 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Fortrea Holdings, Inc. Fortrea Holdings, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 44490.00000000 USD 42265.50000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 5132.00000000 OU Notional Amount USD 993042.00000000 0.016655566983 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 MYR Group, Inc. MYR Group, Inc. Y equity-performance leg 2026-06-25 0.00000000 USD 0.00000000 USD 5132.00000000 USD -22018.45000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 276767.00000000 OU Notional Amount 1596408.44000000 0.026775390875 N/A DE FR N 2 UBS AG BFM8T61CT2L1QCEMIK50 Bollore SE Bollore SE Y equity-performance leg 2029-09-03 0.00000000 EUR 0.00000000 EUR 276767.00000000 EUR -98879.54000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 72758.00000000 OU Notional Amount 9182600.70000000 0.154013043803 N/A DE AT N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 BAWAG Group AG BAWAG Group AG Y equity-performance leg 2027-01-06 0.00000000 EUR 0.00000000 EUR 72758.00000000 EUR -325318.04000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1275645.00000000 OU Notional Amount USD -11786959.80000000 -0.19769405370 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Crescent Energy Co. Crescent Energy Co. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 1275645.00000000 USD 178590.30000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 1117.00000000 OU Notional Amount -697862.77000000 -0.01170474170 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Takara Leben Real Estate Investment Corp. Takara Leben Real Estate Investment Corp. Y equity-performance leg 2028-02-15 0.00000000 JPY 0.00000000 JPY 1117.00000000 JPY -7499.66000000 N N N United States Treasury 254900HROIFWPRGM1V77 912797RM1 30000000.00000000 PA USD 29666005.80000000 0.497566212449 Long STIV UST US N 2 2025-11-04 None 0.00000000 N N N N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 4500.00000000 OU Notional Amount -95292.35000000 -0.00159826887 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Artience Co. Ltd. Artience Co. Ltd. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 4500.00000000 JPY 1339.99000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1553000.00000000 OU Notional Amount -7352168.01000000 -0.12331253538 N/A DE SG N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 City Developments Ltd. City Developments Ltd. Y equity-performance leg 2027-12-24 0.00000000 SGD 0.00000000 SGD 1553000.00000000 SGD 10382.35000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 57288.00000000 OU Notional Amount USD -11153400.72000000 -0.18706783075 N/A DE US N 2 BNP Paribas 549300FWX3HQBUJIR891 Generac Holdings, Inc. Generac Holdings, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 57288.00000000 USD -1857618.09000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 73000.00000000 OU Notional Amount -1453058.53000000 -0.02437108770 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 NOF Corp. NOF Corp. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 73000.00000000 JPY 39861.79000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 25203.00000000 OU Notional Amount -3500917.56000000 -0.05871832905 N/A DE FR N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Vinci SA Vinci SA Y equity-performance leg 2027-01-06 0.00000000 EUR 0.00000000 EUR 25203.00000000 EUR 121406.90000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 122500.00000000 OU Notional Amount -3932358.93000000 -0.06595457952 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Toyo Tanso Co. Ltd. Toyo Tanso Co. Ltd. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 122500.00000000 JPY 63090.55000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 5648.00000000 OU Notional Amount USD 569600.80000000 0.009553497514 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Construction Partners, Inc. Construction Partners, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 5648.00000000 USD -22051.15000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 65000.00000000 OU Notional Amount -3409418.75000000 -0.05718368645 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 ITOCHU Corp. ITOCHU Corp. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 65000.00000000 JPY -36239.62000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 2496.00000000 OU Notional Amount USD -4462348.80000000 -0.07484371189 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 White Mountains Insurance Group Ltd. White Mountains Insurance Group Ltd. Y equity-performance leg 2026-08-19 0.00000000 USD 0.00000000 USD 2496.00000000 USD 13253.76000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 7200.00000000 OU Notional Amount -345145.89000000 -0.00578887951 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Chugai Pharmaceutical Co. Ltd. Chugai Pharmaceutical Co. Ltd. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 7200.00000000 JPY 8581.20000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 33307.00000000 OU Notional Amount USD 12995392.19000000 0.217962206131 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Carvana Co. Carvana Co. Y equity-performance leg 2028-04-18 0.00000000 USD 0.00000000 USD 33307.00000000 USD 1388866.48000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 795000.00000000 OU Notional Amount 9506330.48000000 0.159442726571 N/A DE HK N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Techtronic Industries Co. Ltd. Techtronic Industries Co. Ltd. Y equity-performance leg 2025-12-08 0.00000000 HKD 0.00000000 HKD 795000.00000000 HKD 746083.60000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 5010.00000000 OU Notional Amount USD 86071.80000000 0.001443619333 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Fulgent Genetics, Inc. Fulgent Genetics, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 5010.00000000 USD -11723.40000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 17180.00000000 OU Notional Amount USD 2296278.80000000 0.038513804418 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Natera, Inc. Natera, Inc. Y equity-performance leg 2028-04-18 0.00000000 USD 0.00000000 USD 17180.00000000 USD -274393.73000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 117900.00000000 OU Notional Amount 1815596.18000000 0.030451666486 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Dai Nippon Printing Co. Ltd. Dai Nippon Printing Co. Ltd. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 117900.00000000 JPY 58757.50000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 512367.00000000 OU Notional Amount 9037529.15000000 0.151579864825 N/A DE IT N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Banca Mediolanum SpA Banca Mediolanum SpA Y equity-performance leg 2027-01-04 0.00000000 EUR 0.00000000 EUR 512367.00000000 EUR 149659.82000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 227519.00000000 OU Notional Amount 469791.10000000 0.007879462434 N/A DE AU N 2 UBS AG BFM8T61CT2L1QCEMIK50 NRW Holdings Ltd. NRW Holdings Ltd. Y equity-performance leg 2028-04-03 0.00000000 AUD 0.00000000 AUD 227519.00000000 AUD 1424.51000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 16909.00000000 OU Notional Amount USD 1941322.29000000 0.032560378552 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Agilent Technologies, Inc. Agilent Technologies, Inc. Y equity-performance leg 2028-04-18 0.00000000 USD 0.00000000 USD 16909.00000000 USD 31619.83000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 114400.00000000 OU Notional Amount -1482527.70000000 -0.02486535253 N/A DE SG N 2 BNP Paribas 549300FWX3HQBUJIR891 Oversea-Chinese Banking Corp. Ltd. Oversea-Chinese Banking Corp. Ltd. Y equity-performance leg 2027-03-22 0.00000000 SGD 0.00000000 SGD 114400.00000000 SGD 30346.67000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 68698.00000000 OU Notional Amount -128105.11000000 -0.00214861329 N/A DE GB N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Johnson Service Group PLC Johnson Service Group PLC Y equity-performance leg 2027-01-04 0.00000000 GBP 0.00000000 GBP 68698.00000000 GBP 764.63000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 22800.00000000 OU Notional Amount -136581.65000000 -0.00229078409 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Hokkaido Electric Power Co., Inc. Hokkaido Electric Power Co., Inc. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 22800.00000000 JPY 508.44000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 43700.00000000 OU Notional Amount -504571.19000000 -0.00846280343 N/A DE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 ARCLANDS Corp. ARCLANDS Corp. Y equity-performance leg 2028-04-03 0.00000000 JPY 0.00000000 JPY 43700.00000000 JPY 7187.33000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 59464.00000000 OU Notional Amount 797410.40000000 0.013374381275 N/A DE IE N 2 BNP Paribas 549300FWX3HQBUJIR891 Bank of Ireland Group PLC Bank of Ireland Group PLC Y equity-performance leg 2026-08-17 0.00000000 EUR 0.00000000 EUR 59464.00000000 EUR -40057.29000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 305500.00000000 OU Notional Amount -2209626.78000000 -0.03706045347 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Yamaha Motor Co. Ltd. Yamaha Motor Co. Ltd. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 305500.00000000 JPY 2434.95000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 47395.00000000 OU Notional Amount 950634.75000000 0.015944301203 N/A DE IT N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Unipol Assicurazioni SpA Unipol Assicurazioni SpA Y equity-performance leg 2025-12-08 0.00000000 EUR 0.00000000 EUR 47395.00000000 EUR 37726.42000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 12324.00000000 OU Notional Amount -611548.33000000 -0.01025705274 N/A DE GB N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 International Paper Co. International Paper Co. Y equity-performance leg 2028-02-15 0.00000000 GBP 0.00000000 GBP 12324.00000000 GBP 27682.97000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 28378.00000000 OU Notional Amount -1118576.56000000 -0.01876106632 N/A DE DE N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 RTL Group SA RTL Group SA Y equity-performance leg 2025-12-08 0.00000000 EUR 0.00000000 EUR 28378.00000000 EUR 88695.23000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 1004094.00000000 OU Notional Amount -5951255.73000000 -0.09981605858 N/A DE NO N 2 BNP Paribas 549300FWX3HQBUJIR891 Norsk Hydro ASA Norsk Hydro ASA Y equity-performance leg 2026-08-17 0.00000000 NOK 0.00000000 NOK 1004094.00000000 NOK 73144.79000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1700.00000000 OU Notional Amount -13057.80000000 -0.00021900892 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Mizuho Leasing Co. Ltd. Mizuho Leasing Co. Ltd. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 1700.00000000 JPY -150.45000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 75919.00000000 OU Notional Amount USD 2165209.88000000 0.036315481309 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Global Ship Lease, Inc. Global Ship Lease, Inc. Y equity-performance leg 2028-04-21 0.00000000 USD 0.00000000 USD 75919.00000000 USD 92621.18000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 11609.00000000 OU Notional Amount USD -637334.10000000 -0.01068953860 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Innodata, Inc. Innodata, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 11609.00000000 USD -69763.01000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 51813.00000000 OU Notional Amount -514076.81000000 -0.00862223424 N/A DE NO N 2 BNP Paribas 549300FWX3HQBUJIR891 Scatec ASA Scatec ASA Y equity-performance leg 2027-03-17 0.00000000 NOK 0.00000000 NOK 51813.00000000 NOK -17025.42000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 190884.00000000 OU Notional Amount USD 9969871.32000000 0.167217357966 N/A DE US N 2 BNP Paribas 549300FWX3HQBUJIR891 Celanese Corp. Celanese Corp. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 190884.00000000 USD -877909.94000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 13839.00000000 OU Notional Amount -410396.50000000 -0.00688328025 N/A DE NL N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 JDE Peet's NV JDE Peet's NV Y equity-performance leg 2028-02-15 0.00000000 EUR 0.00000000 EUR 13839.00000000 EUR -21553.66000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 115402.00000000 OU Notional Amount USD -536619.30000000 -0.00900032294 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Neogen Corp. Neogen Corp. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 115402.00000000 USD 36928.64000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 7428.00000000 OU Notional Amount -494005.72000000 -0.00828559654 N/A DE XX N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Viridien Viridien Y equity-performance leg 2027-01-04 0.00000000 EUR 0.00000000 EUR 7428.00000000 EUR 11522.07000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 216575.00000000 OU Notional Amount USD -2815475.00000000 -0.04722190245 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Guess?, Inc. Guess?, Inc. Y equity-performance leg 2028-04-21 0.00000000 USD 0.00000000 USD 216575.00000000 USD -132110.75000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 50137.00000000 OU Notional Amount 6730160.18000000 0.112880053099 N/A DE FR N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Eiffage SA Eiffage SA Y equity-performance leg 2026-12-10 0.00000000 EUR 0.00000000 EUR 50137.00000000 EUR -102019.04000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 355800.00000000 OU Notional Amount 3702282.37000000 0.062095673704 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Oki Electric Industry Co. Ltd. Oki Electric Industry Co. Ltd. Y equity-performance leg 2028-02-15 0.00000000 JPY 0.00000000 JPY 355800.00000000 JPY -93427.55000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 622114.00000000 OU Notional Amount USD -5393728.38000000 -0.09046506021 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Uranium Energy Corp. Uranium Energy Corp. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 622114.00000000 USD -329720.42000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 258260.00000000 OU Notional Amount 8506186.74000000 0.142668047297 N/A DE DE N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Deutsche Bank AG Deutsche Bank AG Y equity-performance leg 2027-01-04 0.00000000 EUR 0.00000000 EUR 258260.00000000 EUR 645018.99000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 46800.00000000 OU Notional Amount -833363.66000000 -0.01397739900 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 MonotaRO Co. Ltd. MonotaRO Co. Ltd. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 46800.00000000 JPY 57943.30000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 328241.00000000 OU Notional Amount 3225644.40000000 0.054101373728 N/A DE SE N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Wihlborgs Fastigheter AB Wihlborgs Fastigheter AB Y equity-performance leg 2027-01-18 0.00000000 SEK 0.00000000 SEK 328241.00000000 SEK -189096.10000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 41351.00000000 OU Notional Amount -2139411.38000000 -0.03588278194 N/A DE DK N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Zealand Pharma AS Zealand Pharma AS Y equity-performance leg 2028-02-15 0.00000000 DKK 0.00000000 DKK 41351.00000000 DKK 197549.29000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 55763.00000000 OU Notional Amount 15945737.70000000 0.267446192979 N/A DE DE N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 SAP SE SAP SE Y equity-performance leg 2026-08-17 0.00000000 EUR 0.00000000 EUR 55763.00000000 EUR -1042028.04000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 148181.00000000 OU Notional Amount USD -623842.01000000 -0.01046324564 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Ready Capital Corp. Ready Capital Corp. Y equity-performance leg 2026-08-19 0.00000000 USD 0.00000000 USD 148181.00000000 USD 1481.81000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 56700.00000000 OU Notional Amount 1230113.00000000 0.020631785432 N/A DE JP N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Towa Pharmaceutical Co. Ltd. Towa Pharmaceutical Co. Ltd. Y equity-performance leg 2026-08-19 0.00000000 JPY 0.00000000 JPY 56700.00000000 JPY 22635.92000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 8884.00000000 OU Notional Amount USD -294682.28000000 -0.00494249030 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Vertex, Inc. Vertex, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 8884.00000000 USD 15724.68000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 33918.00000000 OU Notional Amount -22205117.44000000 -0.37243019016 N/A DE DE N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen Y equity-performance leg 2026-06-25 0.00000000 EUR 0.00000000 EUR 33918.00000000 EUR 403788.50000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 137214.00000000 OU Notional Amount -205350.16000000 -0.00344418800 N/A DE AU N 2 BNP Paribas 549300FWX3HQBUJIR891 Region RE Ltd. Region RE Ltd. Y equity-performance leg 2027-03-22 0.00000000 AUD 0.00000000 AUD 137214.00000000 AUD -2286.35000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 872500.00000000 OU Notional Amount 16044931.38000000 0.269109896006 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Daiwabo Holdings Co. Ltd. Daiwabo Holdings Co. Ltd. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 872500.00000000 JPY 470748.23000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 3.00000000 OU Notional Amount 11.72000000 0.000000196570 N/A DE GB N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Hammerson PLC Hammerson PLC Y equity-performance leg 2026-08-19 0.00000000 GBP 0.00000000 GBP 3.00000000 GBP 0.07000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 52244.00000000 OU Notional Amount USD 14207233.36000000 0.238287531526 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 ResMed, Inc. ResMed, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 52244.00000000 USD -137806.56000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 296241.00000000 OU Notional Amount -7261527.10000000 -0.12179228171 N/A DE GB N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 SSE PLC SSE PLC Y equity-performance leg 2026-02-10 0.00000000 GBP 0.00000000 GBP 296241.00000000 GBP 268396.44000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 36100.00000000 OU Notional Amount -296338.23000000 -0.00497026433 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Raksul, Inc. Raksul, Inc. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 36100.00000000 JPY 14008.72000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 5012.00000000 OU Notional Amount USD -791244.44000000 -0.01327096413 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Molina Healthcare, Inc. Molina Healthcare, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 5012.00000000 USD 9843.47000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 161300.00000000 OU Notional Amount 1803780.74000000 0.030253494755 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Ono Pharmaceutical Co. Ltd. Ono Pharmaceutical Co. Ltd. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 161300.00000000 JPY 98907.96000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 16210.00000000 OU Notional Amount USD -12537462.40000000 -0.21028168477 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Meta Platforms, Inc. Meta Platforms, Inc. Y equity-performance leg 2028-04-18 0.00000000 USD 0.00000000 USD 16210.00000000 USD -1268108.30000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 73366.00000000 OU Notional Amount USD -2052780.68000000 -0.03442978858 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 I3 Verticals, Inc. I3 Verticals, Inc. Y equity-performance leg 2027-01-04 0.00000000 USD 0.00000000 USD 73366.00000000 USD 62046.34000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 200.00000000 OU Notional Amount -3532.17000000 -0.00005924250 N/A DE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Valor Holdings Co. Ltd. Valor Holdings Co. Ltd. Y equity-performance leg 2027-01-06 0.00000000 JPY 0.00000000 JPY 200.00000000 JPY -40.11000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 15484.00000000 OU Notional Amount USD -247434.32000000 -0.00415003483 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Meridianlink, Inc. Meridianlink, Inc. Y equity-performance leg 2028-04-21 0.00000000 USD 0.00000000 USD 15484.00000000 USD -154.84000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -3627.02000000 -0.00006083335 N/A DFE XX N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 787045.96000000 USD 684491.00000000 EUR 2025-09-17 -3627.02000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 48813.00000000 OU Notional Amount -3265003.49000000 -0.05476151495 N/A DE CA N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Brookfield Wealth Solutions Ltd. Brookfield Wealth Solutions Ltd. Y equity-performance leg 2025-12-08 0.00000000 CAD 0.00000000 CAD 48813.00000000 CAD 34056.41000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 368957.00000000 OU Notional Amount -984271.25000000 -0.01650846161 N/A DE GB N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Senior PLC Senior PLC Y equity-performance leg 2025-12-08 0.00000000 GBP 0.00000000 GBP 368957.00000000 GBP -52714.85000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 43441.00000000 OU Notional Amount USD 1990466.62000000 0.033384640446 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 National Beverage Corp. National Beverage Corp. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 43441.00000000 USD 37359.26000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 81900.00000000 OU Notional Amount 2436443.38000000 0.040864682377 N/A DE JP N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Kumagai Gumi Co. Ltd. Kumagai Gumi Co. Ltd. Y equity-performance leg 2026-08-19 0.00000000 JPY 0.00000000 JPY 81900.00000000 JPY -44957.98000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 588781.00000000 OU Notional Amount 3404083.19000000 0.057094197012 N/A DE DE N 2 BNP Paribas 549300FWX3HQBUJIR891 Schaeffler AG Schaeffler AG Y equity-performance leg 2027-03-24 0.00000000 EUR 0.00000000 EUR 588781.00000000 EUR 11192.63000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 325840.00000000 OU Notional Amount USD 10022838.40000000 0.168105736050 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Sensata Technologies Holding PLC Sensata Technologies Holding PLC Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 325840.00000000 USD -423592.00000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 234400.00000000 OU Notional Amount 852132.98000000 0.014292203076 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Ispace, Inc. Ispace, Inc. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 234400.00000000 JPY -50637.66000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 3335.00000000 OU Notional Amount USD -236118.00000000 -0.00396023447 N/A DE US N 2 BNP Paribas 549300FWX3HQBUJIR891 Evergy, Inc. Evergy, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 3335.00000000 USD -2142.74000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1550803.00000000 OU Notional Amount 8640693.43000000 0.144924029607 N/A DE HK N 2 UBS AG BFM8T61CT2L1QCEMIK50 Link REIT Link REIT Y equity-performance leg 2028-04-18 0.00000000 HKD 0.00000000 HKD 1550803.00000000 HKD 244572.75000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 118777.00000000 OU Notional Amount USD 6563617.02000000 0.110086746514 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 KB Home KB Home Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 118777.00000000 USD -153326.34000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 86115.00000000 OU Notional Amount -9878862.97000000 -0.16569094149 N/A DE FR N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Cie de Saint-Gobain SA Cie de Saint-Gobain SA Y equity-performance leg 2027-01-04 0.00000000 EUR 0.00000000 EUR 86115.00000000 EUR 112255.43000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 766000.00000000 OU Notional Amount -4153297.86000000 -0.06966022656 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Mebuki Financial Group, Inc. Mebuki Financial Group, Inc. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 766000.00000000 JPY -21558.98000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 13700.00000000 OU Notional Amount -794880.13000000 -0.01333194290 N/A DE GB N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Unilever PLC Unilever PLC Y equity-performance leg 2026-08-19 0.00000000 GBP 0.00000000 GBP 13700.00000000 GBP 24467.81000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1026000.00000000 OU Notional Amount 12111280.19000000 0.203133642347 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Kyocera Corp. Kyocera Corp. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 1026000.00000000 JPY 576112.23000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 399436.00000000 OU Notional Amount 2854580.45000000 0.047877789555 N/A DE NL N 2 BNP Paribas 549300FWX3HQBUJIR891 Aegon Ltd. Aegon Ltd. Y equity-performance leg 2027-03-24 0.00000000 EUR 0.00000000 EUR 399436.00000000 EUR -8163.51000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 34784.00000000 OU Notional Amount 523416.86000000 0.008778888075 N/A DE CA N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 North American Construction Group Ltd. North American Construction Group Ltd. Y equity-performance leg 2028-02-15 0.00000000 CAD 0.00000000 CAD 34784.00000000 CAD -5852.53000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 190929.00000000 OU Notional Amount -7525854.71000000 -0.12622565534 N/A DE DE N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 RTL Group SA RTL Group SA Y equity-performance leg 2026-12-10 0.00000000 EUR 0.00000000 EUR 190929.00000000 EUR 251169.68000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 2472.00000000 OU Notional Amount 150717.78000000 0.002527879062 N/A DE CA N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Sun Life Financial, Inc. Sun Life Financial, Inc. Y equity-performance leg 2028-02-24 0.00000000 CAD 0.00000000 CAD 2472.00000000 CAD -8.92000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 520600.00000000 OU Notional Amount -6010978.51000000 -0.10081774508 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 ARCLANDS Corp. ARCLANDS Corp. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 520600.00000000 JPY 70058.57000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 86768.00000000 OU Notional Amount 2573111.03000000 0.043156908888 N/A DE NL N 2 Citibank NA E57ODZWZ7FF32TWEFA76 JDE Peet's NV JDE Peet's NV Y equity-performance leg 2026-06-25 0.00000000 EUR 0.00000000 EUR 86768.00000000 EUR 138651.60000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 2401.00000000 OU Notional Amount USD -383319.65000000 -0.00642914006 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Leidos Holdings, Inc. Leidos Holdings, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 2401.00000000 USD 4140.28000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 27894.00000000 OU Notional Amount -809311.39000000 -0.01357398787 N/A DE DK N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 ALK-Abello AS ALK-Abello AS Y equity-performance leg 2027-01-04 0.00000000 DKK 0.00000000 DKK 27894.00000000 DKK 22388.74000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 34400.00000000 OU Notional Amount 584678.91000000 0.009806391622 N/A DE JP N 2 BNP Paribas 549300FWX3HQBUJIR891 Kakaku.com, Inc. Kakaku.com, Inc. Y equity-performance leg 2026-09-07 0.00000000 JPY 0.00000000 JPY 34400.00000000 JPY -9241.35000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 6799.00000000 OU Notional Amount -6236910.25000000 -0.10460713287 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Nippon Building Fund, Inc. Nippon Building Fund, Inc. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 6799.00000000 JPY 37040.45000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 107221.00000000 OU Notional Amount USD -2927133.30000000 -0.04909466543 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Resideo Technologies, Inc. Resideo Technologies, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 107221.00000000 USD -375036.37000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 55392.00000000 OU Notional Amount USD -1831813.44000000 -0.03072366672 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Cadre Holdings, Inc. Cadre Holdings, Inc. Y equity-performance leg 2028-04-21 0.00000000 USD 0.00000000 USD 55392.00000000 USD -61485.12000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 50358.00000000 OU Notional Amount 880451.65000000 0.014767171411 N/A DE AU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Ampol Ltd. Ampol Ltd. Y equity-performance leg 2027-09-09 0.00000000 AUD 0.00000000 AUD 50358.00000000 AUD -6975.34000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 205.00000000 OU Notional Amount USD 1547645.45000000 0.025957524918 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 NVR, Inc. NVR, Inc. Y equity-performance leg 2026-08-19 0.00000000 USD 0.00000000 USD 205.00000000 USD 50940.45000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 57545.00000000 OU Notional Amount USD 1473152.00000000 0.024708100778 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Radware Ltd. Radware Ltd. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 57545.00000000 USD -197954.80000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 4930649.00000000 OU Notional Amount 6634112.46000000 0.111269114957 N/A DE GB N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Taylor Wimpey PLC Taylor Wimpey PLC Y equity-performance leg 2025-12-08 0.00000000 GBP 0.00000000 GBP 4930649.00000000 GBP -907032.26000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 221730.00000000 OU Notional Amount USD -5421298.50000000 -0.09092747366 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Schneider National, Inc. Schneider National, Inc. Y equity-performance leg 2026-08-19 0.00000000 USD 0.00000000 USD 221730.00000000 USD 141907.20000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 3716.00000000 OU Notional Amount USD 250235.44000000 0.004197015969 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Meritage Homes Corp. Meritage Homes Corp. Y equity-performance leg 2028-02-24 0.00000000 USD 0.00000000 USD 3716.00000000 USD -13048.73000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 244941.00000000 OU Notional Amount USD -12176017.11000000 -0.20421942734 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 GXO Logistics, Inc. GXO Logistics, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 244941.00000000 USD 136722.53000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 130917.00000000 OU Notional Amount USD 8877481.77000000 0.148895507206 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 TriNet Group, Inc. TriNet Group, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 130917.00000000 USD 186815.51000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1231.00000000 OU Notional Amount -1269600.78000000 -0.02129408507 N/A DE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Advance Residence Investment Corp. Advance Residence Investment Corp. Y equity-performance leg 2027-01-06 0.00000000 JPY 0.00000000 JPY 1231.00000000 JPY 28045.32000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 5827.00000000 OU Notional Amount USD -599947.92000000 -0.01006248755 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Monarch Casino & Resort, Inc. Monarch Casino & Resort, Inc. Y equity-performance leg 2028-04-21 0.00000000 USD 0.00000000 USD 5827.00000000 USD 8591.33000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 490800.00000000 OU Notional Amount 18014553.56000000 0.302144927910 N/A DE SG N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 DBS Group Holdings Ltd. DBS Group Holdings Ltd. Y equity-performance leg 2027-01-06 0.00000000 SGD 0.00000000 SGD 490800.00000000 SGD -127672.14000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 132500.00000000 OU Notional Amount 1573764.21000000 0.026395595771 N/A DE HK N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Sun Hung Kai Properties Ltd. Sun Hung Kai Properties Ltd. Y equity-performance leg 2027-09-09 0.00000000 HKD 0.00000000 HKD 132500.00000000 HKD 31015.53000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 36900.00000000 OU Notional Amount -4036707.95000000 -0.06770474930 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Shimano, Inc. Shimano, Inc. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 36900.00000000 JPY 567607.00000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 81106.00000000 OU Notional Amount -702261.54000000 -0.01177851905 N/A DE AU N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Reece Ltd. Reece Ltd. Y equity-performance leg 2028-02-15 0.00000000 AUD 0.00000000 AUD 81106.00000000 AUD -592.67000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 50777.00000000 OU Notional Amount -3134309.56000000 -0.05256948127 N/A DE ES N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Laboratorios Farmaceuticos Rovi SA Laboratorios Farmaceuticos Rovi SA Y equity-performance leg 2026-12-10 0.00000000 EUR 0.00000000 EUR 50777.00000000 EUR 22532.57000000 N N N United States Treasury 254900HROIFWPRGM1V77 912797PP6 367000000.00000000 PA USD 366124092.10000000 6.140731550479 Long STIV UST US N 2 2025-08-21 None 0.00000000 N N N N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 304108.00000000 OU Notional Amount -3857967.80000000 -0.06470687152 N/A DE GB N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Prudential PLC Prudential PLC Y equity-performance leg 2028-02-15 0.00000000 GBP 0.00000000 GBP 304108.00000000 GBP -91813.55000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 13779.00000000 OU Notional Amount -399308.79000000 -0.00669731421 N/A DE SE N 2 BNP Paribas 549300FWX3HQBUJIR891 Investor AB Investor AB Y equity-performance leg 2026-08-17 0.00000000 SEK 0.00000000 SEK 13779.00000000 SEK 10036.45000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 2431290.00000000 OU Notional Amount -14809532.04000000 -0.24838944666 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Equinox Gold Corp. Equinox Gold Corp. Y equity-performance leg 2027-01-04 0.00000000 CAD 0.00000000 CAD 2431290.00000000 CAD 909430.88000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 38722.00000000 OU Notional Amount USD -3261554.06000000 -0.05470366018 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Liberty Media Corp.-Liberty Live Liberty Media Corp.-Liberty Live Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 38722.00000000 USD -236591.42000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 2600.00000000 OU Notional Amount -137990.10000000 -0.00231440699 N/A DE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 Kurabo Industries Ltd. Kurabo Industries Ltd. Y equity-performance leg 2028-04-03 0.00000000 JPY 0.00000000 JPY 2600.00000000 JPY -10401.52000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 154524.00000000 OU Notional Amount -2802433.01000000 -0.04700315869 N/A DE FR N 2 UBS AG BFM8T61CT2L1QCEMIK50 Getlink SE Getlink SE Y equity-performance leg 2029-09-03 0.00000000 EUR 0.00000000 EUR 154524.00000000 EUR 28133.24000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 180699.00000000 OU Notional Amount 9627270.53000000 0.161471165553 N/A DE CH N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Sunrise Communications AG Sunrise Communications AG Y equity-performance leg 2028-02-15 0.00000000 CHF 0.00000000 CHF 180699.00000000 CHF -479527.22000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 26200.00000000 OU Notional Amount -122736.00000000 -0.00205856113 N/A DE JP N 2 BNP Paribas 549300FWX3HQBUJIR891 RENOVA, Inc. RENOVA, Inc. Y equity-performance leg 2027-03-24 0.00000000 JPY 0.00000000 JPY 26200.00000000 JPY 10151.71000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1161741.00000000 OU Notional Amount USD -13696926.39000000 -0.22972852604 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 PennyMac Mortgage Investment Trust PennyMac Mortgage Investment Trust Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 1161741.00000000 USD 1045566.90000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 672182.00000000 OU Notional Amount -1134952.70000000 -0.01903573133 N/A DE SG N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 CapitaLand Integrated Commercial Trust CapitaLand Integrated Commercial Trust Y equity-performance leg 2027-02-22 0.00000000 SGD 0.00000000 SGD 672182.00000000 SGD 37717.64000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 67205.00000000 OU Notional Amount USD -1758082.80000000 -0.02948703663 N/A DE US N 2 BNP Paribas 549300FWX3HQBUJIR891 HealthStream, Inc. HealthStream, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 67205.00000000 USD 43180.61000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 85386.00000000 OU Notional Amount -1630465.67000000 -0.02734660787 N/A DE PT N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Galp Energia SGPS SA Galp Energia SGPS SA Y equity-performance leg 2028-02-15 0.00000000 EUR 0.00000000 EUR 85386.00000000 EUR -32192.93000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 408900.00000000 OU Notional Amount -2044180.04000000 -0.03428553634 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Nihon M&A Center Holdings, Inc. Nihon M&A Center Holdings, Inc. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 408900.00000000 JPY -73490.08000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 128744.00000000 OU Notional Amount USD -827823.92000000 -0.01388448499 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Global Business Travel Group I Global Business Travel Group I Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 128744.00000000 USD -5149.76000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 9129.00000000 OU Notional Amount -160454.20000000 -0.00269118091 N/A DE ES N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Iberdrola SA Iberdrola SA Y equity-performance leg 2027-01-06 0.00000000 EUR 0.00000000 EUR 9129.00000000 EUR -160454.20000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 40.00000000 OU Notional Amount -32444.20000000 -0.00054416283 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Japan Real Estate Investment Corp. Japan Real Estate Investment Corp. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 40.00000000 JPY -438.74000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 277260.00000000 OU Notional Amount 1922891.41000000 0.032251250885 N/A DE AU N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Qantas Airways Ltd. Qantas Airways Ltd. Y equity-performance leg 2026-08-19 0.00000000 AUD 0.00000000 AUD 277260.00000000 AUD -45878.07000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 873000.00000000 OU Notional Amount -2485547.77000000 -0.04168827438 N/A DE HK N 2 UBS AG BFM8T61CT2L1QCEMIK50 Wharf Holdings Ltd. Wharf Holdings Ltd. Y equity-performance leg 2029-09-03 0.00000000 HKD 0.00000000 HKD 873000.00000000 HKD 55621.28000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 424739.00000000 OU Notional Amount 2647014.60000000 0.044396439402 N/A DE AU N 2 BNP Paribas 549300FWX3HQBUJIR891 AGL Energy Ltd. AGL Energy Ltd. Y equity-performance leg 2027-03-22 0.00000000 AUD 0.00000000 AUD 424739.00000000 AUD 4565.30000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 7190.00000000 OU Notional Amount -824815.94000000 -0.01383403434 N/A DE FR N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Cie de Saint-Gobain SA Cie de Saint-Gobain SA Y equity-performance leg 2025-12-08 0.00000000 EUR 0.00000000 EUR 7190.00000000 EUR 5965.27000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 14900.00000000 OU Notional Amount 600238.04000000 0.010067353527 N/A DE JP N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Hanwa Co. Ltd. Hanwa Co. Ltd. Y equity-performance leg 2026-08-19 0.00000000 JPY 0.00000000 JPY 14900.00000000 JPY 2656.50000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 58100.00000000 OU Notional Amount 1633131.08000000 0.027391312851 N/A DE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 THK Co. Ltd. THK Co. Ltd. Y equity-performance leg 2029-09-03 0.00000000 JPY 0.00000000 JPY 58100.00000000 JPY 120278.98000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 87500.00000000 OU Notional Amount -5590252.34000000 -0.09376121282 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Toyo Suisan Kaisha Ltd. Toyo Suisan Kaisha Ltd. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 87500.00000000 JPY 172634.43000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 32980.00000000 OU Notional Amount -3448576.92000000 -0.05784045779 N/A DE DE N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Volkswagen AG Volkswagen AG Y equity-performance leg 2025-12-08 0.00000000 EUR 0.00000000 EUR 32980.00000000 EUR 79907.42000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 3792.00000000 OU Notional Amount -102343.32000000 -0.00171652963 N/A DE DE N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Schott Pharma AG & Co. KGaA Schott Pharma AG & Co. KGaA Y equity-performance leg 2025-12-08 0.00000000 EUR 0.00000000 EUR 3792.00000000 EUR 10795.90000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 8400.00000000 OU Notional Amount -445814.18000000 -0.00747731509 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Kurabo Industries Ltd. Kurabo Industries Ltd. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 8400.00000000 JPY -25284.79000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 46689.00000000 OU Notional Amount 4269940.88000000 0.071616594608 N/A DE CA N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Wheaton Precious Metals Corp. Wheaton Precious Metals Corp. Y equity-performance leg 2028-02-15 0.00000000 CAD 0.00000000 CAD 46689.00000000 CAD 39776.28000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 603736.00000000 OU Notional Amount USD -7824418.56000000 -0.13123324837 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 CNH Industrial NV CNH Industrial NV Y equity-performance leg 2027-01-06 0.00000000 USD 0.00000000 USD 603736.00000000 USD 60373.60000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 80500.00000000 OU Notional Amount -23789880.58000000 -0.39901026294 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Disco Corp. Disco Corp. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 80500.00000000 JPY -42645.29000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 40937.00000000 OU Notional Amount -2127130.53000000 -0.03567680422 N/A DE GB N 2 UBS AG BFM8T61CT2L1QCEMIK50 RELX PLC RELX PLC Y equity-performance leg 2029-09-03 0.00000000 GBP 0.00000000 GBP 40937.00000000 GBP 34673.60000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 317200.00000000 OU Notional Amount 5766288.24000000 0.096713734191 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 METAWATER Co. Ltd. METAWATER Co. Ltd. Y equity-performance leg 2028-02-15 0.00000000 JPY 0.00000000 JPY 317200.00000000 JPY 710619.67000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 20405.00000000 OU Notional Amount USD -749271.60000000 -0.01256698440 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Range Resources Corp. Range Resources Corp. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 20405.00000000 USD 9982.13000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 134272.00000000 OU Notional Amount -5326767.96000000 -0.08934198207 N/A DE DK N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Danske Bank AS Danske Bank AS Y equity-performance leg 2026-05-11 0.00000000 DKK 0.00000000 DKK 134272.00000000 DKK 83703.79000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 8200.00000000 OU Notional Amount -115886.30000000 -0.00194367613 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Isetan Mitsukoshi Holdings Ltd. Isetan Mitsukoshi Holdings Ltd. Y equity-performance leg 2027-09-09 0.00000000 JPY 0.00000000 JPY 8200.00000000 JPY 2581.41000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 8600.00000000 OU Notional Amount -359163.28000000 -0.00602398294 N/A DE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Union Tool Co. Union Tool Co. Y equity-performance leg 2027-01-06 0.00000000 JPY 0.00000000 JPY 8600.00000000 JPY -10242.78000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 543328.00000000 OU Notional Amount -3974303.72000000 -0.06665808880 N/A DE GB N 2 UBS AG BFM8T61CT2L1QCEMIK50 OSB Group PLC OSB Group PLC Y equity-performance leg 2028-04-24 0.00000000 GBP 0.00000000 GBP 543328.00000000 GBP 112963.54000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 186971.00000000 OU Notional Amount USD 11083640.88000000 0.185897799993 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Taylor Morrison Home Corp. Taylor Morrison Home Corp. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 186971.00000000 USD -613264.88000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 11522.00000000 OU Notional Amount -197010.84000000 -0.00330431869 N/A DE SE N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Paradox Interactive AB Paradox Interactive AB Y equity-performance leg 2026-08-19 0.00000000 SEK 0.00000000 SEK 11522.00000000 SEK 12511.29000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 409215.00000000 OU Notional Amount 7192492.62000000 0.120634416885 N/A DE ES N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Iberdrola SA Iberdrola SA Y equity-performance leg 2026-08-19 0.00000000 EUR 0.00000000 EUR 409215.00000000 EUR -106925.21000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 18796.00000000 OU Notional Amount USD 569706.76000000 0.009555274703 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 CNX Resources Corp. CNX Resources Corp. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 18796.00000000 USD -14770.97000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 429921.00000000 OU Notional Amount -201971.75000000 -0.00338752440 N/A DE AU N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Nickel Industries Ltd. Nickel Industries Ltd. Y equity-performance leg 2026-08-19 0.00000000 AUD 0.00000000 AUD 429921.00000000 AUD 8082.31000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 18255.00000000 OU Notional Amount -75569.64000000 -0.00126747428 N/A DE IT N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 OVS SpA OVS SpA Y equity-performance leg 2028-02-15 0.00000000 EUR 0.00000000 EUR 18255.00000000 EUR 3503.89000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 193723.00000000 OU Notional Amount 2561349.13000000 0.042959635144 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Killam Apartment Real Estate Investment Trust Killam Apartment Real Estate Investment Trust Y equity-performance leg 2027-01-04 0.00000000 CAD 0.00000000 CAD 193723.00000000 CAD -123715.40000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 108600.00000000 OU Notional Amount -2781539.64000000 -0.04665272948 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 PILLAR Corp. PILLAR Corp. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 108600.00000000 JPY 54603.54000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 46422.00000000 OU Notional Amount USD -2859130.98000000 -0.04795411226 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 PC Connection, Inc. PC Connection, Inc. Y equity-performance leg 2027-01-04 0.00000000 USD 0.00000000 USD 46422.00000000 USD 166190.76000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 418200.00000000 OU Notional Amount -5573240.49000000 -0.09347588550 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Timee, Inc. Timee, Inc. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 418200.00000000 JPY 88017.59000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 130900.00000000 OU Notional Amount -845473.79000000 -0.01418051335 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Ichibanya Co. Ltd. Ichibanya Co. Ltd. Y equity-performance leg 2028-02-15 0.00000000 JPY 0.00000000 JPY 130900.00000000 JPY -40841.77000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 46430.00000000 OU Notional Amount 321490.84000000 0.005392130665 N/A DE NL N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Allfunds Group PLC Allfunds Group PLC Y equity-performance leg 2025-12-08 0.00000000 EUR 0.00000000 EUR 46430.00000000 EUR -30676.06000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1845338.00000000 OU Notional Amount -10367885.20000000 -0.17389295360 N/A DE GB N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Tesco PLC Tesco PLC Y equity-performance leg 2027-01-27 0.00000000 GBP 0.00000000 GBP 1845338.00000000 GBP 233649.77000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 33276.00000000 OU Notional Amount USD 291497.76000000 0.004889078676 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Arhaus, Inc. Arhaus, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 33276.00000000 USD -25855.45000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 50100.00000000 OU Notional Amount -3200818.77000000 -0.05368499159 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Toyo Suisan Kaisha Ltd. Toyo Suisan Kaisha Ltd. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 50100.00000000 JPY 35874.61000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 411021.00000000 OU Notional Amount -5556277.87000000 -0.09319138389 N/A DE GB N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Mondi PLC Mondi PLC Y equity-performance leg 2025-12-08 0.00000000 GBP 0.00000000 GBP 411021.00000000 GBP 1076345.22000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1895000.00000000 OU Notional Amount 21250997.52000000 0.356427434757 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Kubota Corp. Kubota Corp. Y equity-performance leg 2027-09-09 0.00000000 JPY 0.00000000 JPY 1895000.00000000 JPY 240342.18000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 194828.00000000 OU Notional Amount 18065786.51000000 0.303004220699 N/A DE CH N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Logitech International SA Logitech International SA Y equity-performance leg 2026-11-09 0.00000000 CHF 0.00000000 CHF 194828.00000000 CHF -521704.96000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 167377.00000000 OU Notional Amount USD 6062394.94000000 0.101680115247 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Exelixis, Inc. Exelixis, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 167377.00000000 USD -1382960.24000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 83506.00000000 OU Notional Amount USD 653016.92000000 0.010952575069 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Amneal Pharmaceuticals, Inc. Amneal Pharmaceuticals, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 83506.00000000 USD -35907.58000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 40839.00000000 OU Notional Amount 773298.17000000 0.012969964481 N/A DE SE N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 NCC AB NCC AB Y equity-performance leg 2027-01-18 0.00000000 SEK 0.00000000 SEK 40839.00000000 SEK -15862.86000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 973053.00000000 OU Notional Amount 1008773.88000000 0.016919426298 N/A DE GB N 2 UBS AG BFM8T61CT2L1QCEMIK50 Picton Property Income Ltd. Picton Property Income Ltd. Y equity-performance leg 2028-04-24 0.00000000 GBP 0.00000000 GBP 973053.00000000 GBP -33588.75000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 16159.00000000 OU Notional Amount 1149071.44000000 0.019272534634 N/A DE DE N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Henkel AG & Co. KGaA Henkel AG & Co. KGaA Y equity-performance leg 2027-01-04 0.00000000 EUR 0.00000000 EUR 16159.00000000 EUR -47352.75000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 824097.00000000 OU Notional Amount USD 17536784.16000000 0.294131651286 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Verint Systems, Inc. Verint Systems, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 824097.00000000 USD -344122.90000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 315149.00000000 OU Notional Amount -12929044.99000000 -0.21684941308 N/A DE DE N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 RWE AG RWE AG Y equity-performance leg 2026-08-17 0.00000000 EUR 0.00000000 EUR 315149.00000000 EUR 879025.23000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 4179.00000000 OU Notional Amount USD -725474.40000000 -0.01216785137 N/A DE US N 2 BNP Paribas 549300FWX3HQBUJIR891 Palo Alto Networks, Inc. Palo Alto Networks, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 4179.00000000 USD 39397.52000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 90641.00000000 OU Notional Amount USD -3970982.21000000 -0.06660237954 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Clearfield, Inc. Clearfield, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 90641.00000000 USD -46226.91000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 26593.00000000 OU Notional Amount 1368280.74000000 0.022949171855 N/A DE FI N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Elisa OYJ Elisa OYJ Y equity-performance leg 2026-07-06 0.00000000 EUR 0.00000000 EUR 26593.00000000 EUR -35922.68000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 19956.00000000 OU Notional Amount -5024530.87000000 -0.08427278047 N/A DE CH N 2 BNP Paribas 549300FWX3HQBUJIR891 Comet Holding AG Comet Holding AG Y equity-performance leg 2027-03-17 0.00000000 CHF 0.00000000 CHF 19956.00000000 CHF 1932264.34000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1364888.00000000 OU Notional Amount USD -11942770.00000000 -0.20030734420 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Sunstone Hotel Investors, Inc. Sunstone Hotel Investors, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 1364888.00000000 USD 327573.12000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 352415.00000000 OU Notional Amount USD -11171555.50000000 -0.18737232759 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Atlantic Union Bankshares Corp. Atlantic Union Bankshares Corp. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 352415.00000000 USD 163028.31000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 154368.00000000 OU Notional Amount USD 3987325.44000000 0.066876492587 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Five9, Inc. Five9, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 154368.00000000 USD -295832.52000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1244.00000000 OU Notional Amount 491600.97000000 0.008245263428 N/A DE DE N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Allianz SE Allianz SE Y equity-performance leg 2027-01-06 0.00000000 EUR 0.00000000 EUR 1244.00000000 EUR 608.10000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 109900.00000000 OU Notional Amount 1358745.33000000 0.022789241399 N/A DE JP N 2 BNP Paribas 549300FWX3HQBUJIR891 Kuraray Co. Ltd. Kuraray Co. Ltd. Y equity-performance leg 2027-03-24 0.00000000 JPY 0.00000000 JPY 109900.00000000 JPY -38473.03000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 2090.00000000 OU Notional Amount USD -269610.00000000 -0.00452197129 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Nicolet Bankshares, Inc. Nicolet Bankshares, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 2090.00000000 USD 9429.87000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 170757.00000000 OU Notional Amount 2982522.81000000 0.050023673160 N/A DE GB N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Keller Group PLC Keller Group PLC Y equity-performance leg 2025-12-08 0.00000000 GBP 0.00000000 GBP 170757.00000000 GBP -224294.71000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 2052324.00000000 OU Notional Amount USD -8394005.16000000 -0.14078650772 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Hanesbrands, Inc. Hanesbrands, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 2052324.00000000 USD 1169824.68000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 26900.00000000 OU Notional Amount -681578.26000000 -0.01143161353 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Gunze Ltd. Gunze Ltd. Y equity-performance leg 2028-02-15 0.00000000 JPY 0.00000000 JPY 26900.00000000 JPY -16555.25000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 2100.00000000 OU Notional Amount -119122.65000000 -0.00199795706 N/A DE JP N 2 BNP Paribas 549300FWX3HQBUJIR891 Sanken Electric Co. Ltd. Sanken Electric Co. Ltd. Y equity-performance leg 2027-03-24 0.00000000 JPY 0.00000000 JPY 2100.00000000 JPY 3755.32000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 259778.00000000 OU Notional Amount -686399.65000000 -0.01151247917 N/A DE AU N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Champion Iron Ltd. Champion Iron Ltd. Y equity-performance leg 2028-02-15 0.00000000 AUD 0.00000000 AUD 259778.00000000 AUD 81915.46000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 102254.00000000 OU Notional Amount -246116.92000000 -0.00412793904 N/A DE GB N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Crest Nicholson Holdings PLC Crest Nicholson Holdings PLC Y equity-performance leg 2025-12-08 0.00000000 GBP 0.00000000 GBP 102254.00000000 GBP 8861.87000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 422000.00000000 OU Notional Amount 221010.38000000 0.003706845418 N/A DE HK N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 IGG, Inc. IGG, Inc. Y equity-performance leg 2026-08-19 0.00000000 HKD 0.00000000 HKD 422000.00000000 HKD -10687.91000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 23815.00000000 OU Notional Amount USD -3444125.30000000 -0.05776579402 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Xylem, Inc. Xylem, Inc. Y equity-performance leg 2027-01-06 0.00000000 USD 0.00000000 USD 23815.00000000 USD -323431.68000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 1416956.00000000 OU Notional Amount 3948448.65000000 0.066224440630 N/A DE GB N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Just Group PLC Just Group PLC Y equity-performance leg 2028-02-15 0.00000000 GBP 0.00000000 GBP 1416956.00000000 GBP 1536600.51000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 169090.00000000 OU Notional Amount -8077593.38000000 -0.13547956441 N/A DE NL N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Koninklijke Vopak NV Koninklijke Vopak NV Y equity-performance leg 2027-01-04 0.00000000 EUR 0.00000000 EUR 169090.00000000 EUR -46206.56000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 8000.00000000 OU Notional Amount -173572.25000000 -0.00291120036 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Inabata & Co. Ltd. Inabata & Co. Ltd. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 8000.00000000 JPY 799.96000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 148865.00000000 OU Notional Amount USD 1881653.60000000 0.031559599266 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Coursera, Inc. Coursera, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 148865.00000000 USD 615988.00000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 79800.00000000 OU Notional Amount -2071193.34000000 -0.03473861066 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Monogatari Corp. Monogatari Corp. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 79800.00000000 JPY 30454.40000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 175511.00000000 OU Notional Amount -659746.51000000 -0.01106544555 N/A DE ES N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Gestamp Automocion SA Gestamp Automocion SA Y equity-performance leg 2027-01-04 0.00000000 EUR 0.00000000 EUR 175511.00000000 EUR -14536.29000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 32124.00000000 OU Notional Amount USD 1035035.28000000 0.017359889548 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Saul Centers, Inc. Saul Centers, Inc. Y equity-performance leg 2028-04-21 0.00000000 USD 0.00000000 USD 32124.00000000 USD -31160.28000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 619124.00000000 OU Notional Amount -15903790.37000000 -0.26674264110 N/A DE NO N 2 BNP Paribas 549300FWX3HQBUJIR891 Equinor ASA Equinor ASA Y equity-performance leg 2027-03-18 0.00000000 NOK 0.00000000 NOK 619124.00000000 NOK 107465.13000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 312428.00000000 OU Notional Amount -6457833.43000000 -0.10831251574 N/A DE IT N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Iveco Group NV Iveco Group NV Y equity-performance leg 2028-02-15 0.00000000 EUR 0.00000000 EUR 312428.00000000 EUR -790965.55000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 1326477.00000000 OU Notional Amount -2450156.22000000 -0.04109467781 N/A DE AU N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Sigma Healthcare Ltd. Sigma Healthcare Ltd. Y equity-performance leg 2028-02-15 0.00000000 AUD 0.00000000 AUD 1326477.00000000 AUD -82430.24000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 9210.00000000 OU Notional Amount 238797.82000000 0.004005181136 N/A DE DE N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Salzgitter AG Salzgitter AG Y equity-performance leg 2026-08-19 0.00000000 EUR 0.00000000 EUR 9210.00000000 EUR -36862.71000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 5500.00000000 OU Notional Amount -93092.97000000 -0.00156138028 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Bunka Shutter Co. Ltd. Bunka Shutter Co. Ltd. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 5500.00000000 JPY -2167.44000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 14341.00000000 OU Notional Amount -565279.67000000 -0.00948102236 N/A DE DE N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 RTL Group SA RTL Group SA Y equity-performance leg 2028-02-15 0.00000000 EUR 0.00000000 EUR 14341.00000000 EUR 2041.60000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 450160.00000000 OU Notional Amount 10500267.90000000 0.176113311779 N/A DE CA N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 BCE, Inc. BCE, Inc. Y equity-performance leg 2028-02-15 0.00000000 CAD 0.00000000 CAD 450160.00000000 CAD -322564.30000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 53012.00000000 OU Notional Amount 2899729.73000000 0.048635045398 N/A DE AU N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Wesfarmers Ltd. Wesfarmers Ltd. Y equity-performance leg 2027-01-07 0.00000000 AUD 0.00000000 AUD 53012.00000000 AUD 2631.46000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 86700.00000000 OU Notional Amount -952622.55000000 -0.01597764111 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Suzuki Motor Corp. Suzuki Motor Corp. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 86700.00000000 JPY 26448.73000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 14200.00000000 OU Notional Amount -1791510.09000000 -0.03004768812 N/A DE JP N 2 BNP Paribas 549300FWX3HQBUJIR891 Hoya Corp. Hoya Corp. Y equity-performance leg 2027-03-24 0.00000000 JPY 0.00000000 JPY 14200.00000000 JPY 24904.72000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 11448.00000000 OU Notional Amount USD 316079.28000000 0.005301366528 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Appian Corp. Appian Corp. Y equity-performance leg 2026-06-25 0.00000000 USD 0.00000000 USD 11448.00000000 USD -13492.14000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 18862.00000000 OU Notional Amount -2786044.02000000 -0.04672827815 N/A DE FR N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Legrand SA Legrand SA Y equity-performance leg 2026-07-06 0.00000000 EUR 0.00000000 EUR 18862.00000000 EUR -64976.02000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1001.00000000 OU Notional Amount USD -302812.51000000 -0.00507885270 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Madrigal Pharmaceuticals, Inc. Madrigal Pharmaceuticals, Inc. Y equity-performance leg 2027-01-06 0.00000000 USD 0.00000000 USD 1001.00000000 USD 10900.89000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 40594.00000000 OU Notional Amount USD -6354584.76000000 -0.10658080134 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 VSE Corp. VSE Corp. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 40594.00000000 USD -1232839.78000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 27959.00000000 OU Notional Amount 925169.78000000 0.015517195891 N/A DE SE N 2 UBS AG BFM8T61CT2L1QCEMIK50 Assa Abloy AB Assa Abloy AB Y equity-performance leg 2029-09-03 0.00000000 SEK 0.00000000 SEK 27959.00000000 SEK 55766.61000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 4331.00000000 OU Notional Amount USD -186882.65000000 -0.00313444597 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Lineage, Inc. Lineage, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 4331.00000000 USD 1602.47000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 32481.00000000 OU Notional Amount USD 2639730.87000000 0.044274274728 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Griffon Corp. Griffon Corp. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 32481.00000000 USD 147138.93000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 48965.00000000 OU Notional Amount -1273598.87000000 -0.02136114211 N/A DE CA N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Element Fleet Management Corp. Element Fleet Management Corp. Y equity-performance leg 2026-08-18 0.00000000 CAD 0.00000000 CAD 48965.00000000 CAD 2042.41000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 77613.00000000 OU Notional Amount USD 2390480.40000000 0.040093778939 N/A DE US N 2 BNP Paribas 549300FWX3HQBUJIR891 Tri Pointe Homes, Inc. Tri Pointe Homes, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 77613.00000000 USD -152121.48000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 242648.00000000 OU Notional Amount USD -23595091.52000000 -0.39574320854 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Patrick Industries, Inc. Patrick Industries, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 242648.00000000 USD 297258.53000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 530369.00000000 OU Notional Amount 1386439.45000000 0.023253734613 N/A DE GB N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Kier Group PLC Kier Group PLC Y equity-performance leg 2025-12-08 0.00000000 GBP 0.00000000 GBP 530369.00000000 GBP -87430.40000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 332000.00000000 OU Notional Amount 3670194.26000000 0.061557483309 N/A DE JP N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Pigeon Corp. Pigeon Corp. Y equity-performance leg 2026-08-19 0.00000000 JPY 0.00000000 JPY 332000.00000000 JPY -151524.86000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 107785.00000000 OU Notional Amount 3042343.64000000 0.051027004178 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Parkland Corp. Parkland Corp. Y equity-performance leg 2027-01-06 0.00000000 CAD 0.00000000 CAD 107785.00000000 CAD 16646.89000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 124554.00000000 OU Notional Amount -2314808.58000000 -0.03882459086 N/A DE ES N 2 BNP Paribas 549300FWX3HQBUJIR891 Puig Brands SA Puig Brands SA Y equity-performance leg 2027-03-17 0.00000000 EUR 0.00000000 EUR 124554.00000000 EUR 7354.30000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 256076.00000000 OU Notional Amount 9338021.16000000 0.156619797477 N/A DE DE N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Commerzbank AG Commerzbank AG Y equity-performance leg 2026-12-10 0.00000000 EUR 0.00000000 EUR 256076.00000000 EUR 498775.66000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 25023.00000000 OU Notional Amount USD -5952721.47000000 -0.09984064236 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 MongoDB, Inc. MongoDB, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 25023.00000000 USD -314219.49000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 30715.00000000 OU Notional Amount USD 15840646.95000000 0.265683582710 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Moody's Corp. Moody's Corp. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 30715.00000000 USD 513247.65000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 7521.00000000 OU Notional Amount 114007.04000000 0.001912156677 N/A DE IT N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Credito Emiliano SpA Credito Emiliano SpA Y equity-performance leg 2026-08-19 0.00000000 EUR 0.00000000 EUR 7521.00000000 EUR 2849.16000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 13200.00000000 OU Notional Amount -694629.36000000 -0.01165051008 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Zensho Holdings Co. Ltd. Zensho Holdings Co. Ltd. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 13200.00000000 JPY 49558.91000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 187400.00000000 OU Notional Amount 4330293.27000000 0.072628841094 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 DMG Mori Co. Ltd. DMG Mori Co. Ltd. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 187400.00000000 JPY 246098.18000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 60084.00000000 OU Notional Amount -139603.25000000 -0.00234146318 N/A DE NO N 2 BNP Paribas 549300FWX3HQBUJIR891 Elkem ASA Elkem ASA Y equity-performance leg 2027-03-17 0.00000000 NOK 0.00000000 NOK 60084.00000000 NOK 557.26000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 353967.00000000 OU Notional Amount 5005430.23000000 0.083952419412 N/A DE GB N 2 UBS AG BFM8T61CT2L1QCEMIK50 Pearson PLC Pearson PLC Y equity-performance leg 2029-09-03 0.00000000 GBP 0.00000000 GBP 353967.00000000 GBP 10602.73000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 21602.00000000 OU Notional Amount USD -2048733.68000000 -0.03436191121 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Lam Research Corp. Lam Research Corp. Y equity-performance leg 2028-04-18 0.00000000 USD 0.00000000 USD 21602.00000000 USD 125502.40000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 83032.00000000 OU Notional Amount 654383.00000000 0.010975487330 N/A DE SE N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Hacksaw AB Hacksaw AB Y equity-performance leg 2027-01-08 0.00000000 SEK 0.00000000 SEK 83032.00000000 SEK -26586.43000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 3519.00000000 OU Notional Amount USD 139563.54000000 0.002340797155 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Astec Industries, Inc. Astec Industries, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 3519.00000000 USD -29.56000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 111607.00000000 OU Notional Amount 1878781.41000000 0.031511426125 N/A DE IT N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Amplifon SpA Amplifon SpA Y equity-performance leg 2026-12-10 0.00000000 EUR 0.00000000 EUR 111607.00000000 EUR -770773.70000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 104700.00000000 OU Notional Amount -1274347.47000000 -0.02137369783 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Japan Investment Adviser Co. Ltd. Japan Investment Adviser Co. Ltd. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 104700.00000000 JPY -88794.95000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 43424.00000000 OU Notional Amount -1248281.14000000 -0.02093650635 N/A DE DK N 2 BNP Paribas 549300FWX3HQBUJIR891 ISS AS ISS AS Y equity-performance leg 2026-06-17 0.00000000 DKK 0.00000000 DKK 43424.00000000 DKK -5676.61000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 44439.00000000 OU Notional Amount USD -830564.91000000 -0.01393045761 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Liquidia Corp. Liquidia Corp. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 44439.00000000 USD 24845.85000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 115103.00000000 OU Notional Amount -8567228.40000000 -0.14369185440 N/A DE DE N 2 UBS AG BFM8T61CT2L1QCEMIK50 Wacker Chemie AG Wacker Chemie AG Y equity-performance leg 2028-04-24 0.00000000 EUR 0.00000000 EUR 115103.00000000 EUR 698230.00000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 82333.00000000 OU Notional Amount 3829140.38000000 0.064223370299 N/A DE DK N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Novo Nordisk AS Novo Nordisk AS Y equity-performance leg 2026-07-17 0.00000000 DKK 0.00000000 DKK 82333.00000000 DKK -1086743.27000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 62448.00000000 OU Notional Amount USD 2049543.36000000 0.034375491387 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Cargurus, Inc. Cargurus, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 62448.00000000 USD -29975.04000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 5444.00000000 OU Notional Amount 3407973.74000000 0.057159450361 N/A DE JP N 2 BNP Paribas 549300FWX3HQBUJIR891 NIPPON REIT Investment Corp. NIPPON REIT Investment Corp. Y equity-performance leg 2027-03-24 0.00000000 JPY 0.00000000 JPY 5444.00000000 JPY 54275.17000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 440982.00000000 OU Notional Amount USD 6314862.24000000 0.105914564572 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 EZCORP, Inc. EZCORP, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 440982.00000000 USD 154917.39000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 3000.00000000 OU Notional Amount -34449.61000000 -0.00057779810 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Relo Group, Inc. Relo Group, Inc. Y equity-performance leg 2028-02-15 0.00000000 JPY 0.00000000 JPY 3000.00000000 JPY -399.70000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 32485.00000000 OU Notional Amount USD 1564152.75000000 0.026234389784 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Tutor Perini Corp. Tutor Perini Corp. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 32485.00000000 USD -22089.80000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 104186.00000000 OU Notional Amount -1921052.07000000 -0.03222040098 N/A DE GB N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Fresnillo PLC Fresnillo PLC Y equity-performance leg 2026-08-17 0.00000000 GBP 0.00000000 GBP 104186.00000000 GBP 145934.64000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 2761947.00000000 OU Notional Amount -3303272.33000000 -0.05540337020 N/A DE AU N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Karoon Energy Ltd. Karoon Energy Ltd. Y equity-performance leg 2028-02-15 0.00000000 AUD 0.00000000 AUD 2761947.00000000 AUD 122062.61000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 82684.00000000 OU Notional Amount 725092.76000000 0.012161450405 N/A DE DE N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Deutz AG Deutz AG Y equity-performance leg 2026-08-19 0.00000000 EUR 0.00000000 EUR 82684.00000000 EUR -32208.83000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 304.00000000 OU Notional Amount 211229.63000000 0.003542800054 N/A DE CH N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Swisscom AG Swisscom AG Y equity-performance leg 2026-07-06 0.00000000 CHF 0.00000000 CHF 304.00000000 CHF -461.82000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 120678.00000000 OU Notional Amount USD -9013439.82000000 -0.15117583211 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 NIKE, Inc. NIKE, Inc. Y equity-performance leg 2028-02-24 0.00000000 USD 0.00000000 USD 120678.00000000 USD 362695.85000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 155560.00000000 OU Notional Amount -424840.03000000 -0.00712553102 N/A DE GB N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 BT Group PLC BT Group PLC Y equity-performance leg 2027-01-04 0.00000000 GBP 0.00000000 GBP 155560.00000000 GBP 29599.31000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 16400.00000000 OU Notional Amount -390466.56000000 -0.00654900995 N/A DE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 Fukuyama Transporting Co. Ltd. Fukuyama Transporting Co. Ltd. Y equity-performance leg 2028-04-03 0.00000000 JPY 0.00000000 JPY 16400.00000000 JPY -8712.50000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 67103.00000000 OU Notional Amount 9990046.57000000 0.167555742675 N/A DE FR N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Capgemini SE Capgemini SE Y equity-performance leg 2027-01-06 0.00000000 EUR 0.00000000 EUR 67103.00000000 EUR -555213.02000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 3500.00000000 OU Notional Amount -42599.96000000 -0.00071449796 N/A DE JP N 2 BNP Paribas 549300FWX3HQBUJIR891 Japan Investment Adviser Co. Ltd. Japan Investment Adviser Co. Ltd. Y equity-performance leg 2027-03-24 0.00000000 JPY 0.00000000 JPY 3500.00000000 JPY -41.77000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 187111.00000000 OU Notional Amount USD 2911447.16000000 0.048831573280 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 DNOW, Inc. DNOW, Inc. Y equity-performance leg 2026-08-19 0.00000000 USD 0.00000000 USD 187111.00000000 USD 217048.76000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 16765.00000000 OU Notional Amount USD 571015.90000000 0.009577231951 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Global Industrial Co. Global Industrial Co. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 16765.00000000 USD 116181.45000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 87253.00000000 OU Notional Amount -88536.35000000 -0.00148495542 N/A DE AU N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Pilbara Minerals Ltd. Pilbara Minerals Ltd. Y equity-performance leg 2027-01-06 0.00000000 AUD 0.00000000 AUD 87253.00000000 AUD 18678.52000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC 44238.15000000 0.000741974126 N/A DFE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 834000.00000000 GBP 1146132.42000000 USD 2025-09-17 44238.15000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 62200.00000000 OU Notional Amount -2721229.29000000 -0.04564118810 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Nitto Boseki Co. Ltd. Nitto Boseki Co. Ltd. Y equity-performance leg 2028-02-15 0.00000000 JPY 0.00000000 JPY 62200.00000000 JPY 107657.88000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 46079.00000000 OU Notional Amount -10325608.15000000 -0.17318387156 N/A DE DK N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 DSV AS DSV AS Y equity-performance leg 2027-01-06 0.00000000 DKK 0.00000000 DKK 46079.00000000 DKK 513010.14000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 299392.00000000 OU Notional Amount 618197.59000000 0.010368575920 N/A DE AU N 2 BNP Paribas 549300FWX3HQBUJIR891 NRW Holdings Ltd. NRW Holdings Ltd. Y equity-performance leg 2027-03-22 0.00000000 AUD 0.00000000 AUD 299392.00000000 AUD 1874.52000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 412216.00000000 OU Notional Amount USD 11484337.76000000 0.192618395622 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 DigitalOcean Holdings, Inc. DigitalOcean Holdings, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 412216.00000000 USD -601749.28000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 246845.00000000 OU Notional Amount USD 3250948.65000000 0.054525783401 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Grocery Outlet Holding Corp. Grocery Outlet Holding Corp. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 246845.00000000 USD -174468.01000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 295100.00000000 OU Notional Amount -628504.59000000 -0.01054144769 N/A DE SG N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 CapitaLand Investment Ltd. CapitaLand Investment Ltd. Y equity-performance leg 2027-01-07 0.00000000 SGD 0.00000000 SGD 295100.00000000 SGD 15601.81000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 406260.00000000 OU Notional Amount -8645767.81000000 -0.14500913847 N/A DE FI N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Kemira OYJ Kemira OYJ Y equity-performance leg 2025-12-08 0.00000000 EUR 0.00000000 EUR 406260.00000000 EUR 461621.70000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 106929.00000000 OU Notional Amount 5763806.98000000 0.096672117832 N/A DE IT N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Leonardo SpA Leonardo SpA Y equity-performance leg 2026-08-17 0.00000000 EUR 0.00000000 EUR 106929.00000000 EUR -234680.68000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 35900.00000000 OU Notional Amount 1057672.42000000 0.017739565736 N/A DE JP N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Kissei Pharmaceutical Co. Ltd. Kissei Pharmaceutical Co. Ltd. Y equity-performance leg 2026-08-19 0.00000000 JPY 0.00000000 JPY 35900.00000000 JPY 62828.44000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 99626.00000000 OU Notional Amount USD 10416894.56000000 0.174714951741 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Enova International, Inc. Enova International, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 99626.00000000 USD -820918.24000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 15000.00000000 OU Notional Amount 602293.37000000 0.010101826073 N/A DE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 Tokio Marine Holdings, Inc. Tokio Marine Holdings, Inc. Y equity-performance leg 2028-04-18 0.00000000 JPY 0.00000000 JPY 15000.00000000 JPY -4052.22000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1086600.00000000 OU Notional Amount -7859183.16000000 -0.13181632958 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Yamaha Motor Co. Ltd. Yamaha Motor Co. Ltd. Y equity-performance leg 2027-09-09 0.00000000 JPY 0.00000000 JPY 1086600.00000000 JPY -17138.65000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 195057.00000000 OU Notional Amount 15030916.06000000 0.252102558869 N/A DE DE N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Henkel AG & Co. KGaA Henkel AG & Co. KGaA Y equity-performance leg 2026-08-17 0.00000000 EUR 0.00000000 EUR 195057.00000000 EUR -521706.17000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 10600.00000000 OU Notional Amount -375171.39000000 -0.00629247525 N/A DE JP N 2 BNP Paribas 549300FWX3HQBUJIR891 Nippon Sanso Holdings Corp. Nippon Sanso Holdings Corp. Y equity-performance leg 2026-09-09 0.00000000 JPY 0.00000000 JPY 10600.00000000 JPY 14989.50000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 158831.00000000 OU Notional Amount USD 1540660.70000000 0.025840374816 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Organon & Co. Organon & Co. Y equity-performance leg 2027-02-08 0.00000000 USD 0.00000000 USD 158831.00000000 USD -19059.72000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 104326.00000000 OU Notional Amount USD -13445534.88000000 -0.22551212015 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Genuine Parts Co. Genuine Parts Co. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 104326.00000000 USD 445983.79000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 30642.00000000 OU Notional Amount -9383253.15000000 -0.15737844055 N/A DE BE N 2 BNP Paribas 549300FWX3HQBUJIR891 Sofina SA Sofina SA Y equity-performance leg 2026-08-17 0.00000000 EUR 0.00000000 EUR 30642.00000000 EUR 206086.97000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 34930.00000000 OU Notional Amount USD -3922289.70000000 -0.06578569569 N/A DE US N 2 BNP Paribas 549300FWX3HQBUJIR891 Gilead Sciences, Inc. Gilead Sciences, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 34930.00000000 USD 66634.00000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1357796.00000000 OU Notional Amount USD 13170621.20000000 0.220901194123 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Huntsman Corp. Huntsman Corp. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 1357796.00000000 USD -2251644.27000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 48157.00000000 OU Notional Amount USD -7185987.54000000 -0.12052531193 N/A DE US N 2 BNP Paribas 549300FWX3HQBUJIR891 3M Co. 3M Co. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 48157.00000000 USD 368564.36000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1582983.00000000 OU Notional Amount USD 22193421.66000000 0.372234025406 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 PG&E Corp. PG&E Corp. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 1582983.00000000 USD 499038.80000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 448700.00000000 OU Notional Amount 7289513.47000000 0.122261676624 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Sysmex Corp. Sysmex Corp. Y equity-performance leg 2027-09-09 0.00000000 JPY 0.00000000 JPY 448700.00000000 JPY -428.13000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 307386.00000000 OU Notional Amount 947063.80000000 0.015884408271 N/A DE GB N 2 Citibank NA E57ODZWZ7FF32TWEFA76 ConvaTec Group PLC ConvaTec Group PLC Y equity-performance leg 2026-07-06 0.00000000 GBP 0.00000000 GBP 307386.00000000 GBP -611.28000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 291341.00000000 OU Notional Amount USD 9034484.41000000 0.151528797628 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Omnicell, Inc. Omnicell, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 291341.00000000 USD 801187.75000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 69046.00000000 OU Notional Amount -394268.78000000 -0.00661278181 N/A DE IT N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Nexi SpA Nexi SpA Y equity-performance leg 2028-02-15 0.00000000 EUR 0.00000000 EUR 69046.00000000 EUR 14562.80000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 1830300.00000000 OU Notional Amount -18948918.21000000 -0.31781634262 N/A DE JP N 2 BNP Paribas 549300FWX3HQBUJIR891 Honda Motor Co. Ltd. Honda Motor Co. Ltd. Y equity-performance leg 2026-09-09 0.00000000 JPY 0.00000000 JPY 1830300.00000000 JPY -185756.42000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 975813.00000000 OU Notional Amount 17231725.89000000 0.289015132096 N/A DE AU N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Sonic Healthcare Ltd. Sonic Healthcare Ltd. Y equity-performance leg 2027-01-07 0.00000000 AUD 0.00000000 AUD 975813.00000000 AUD -386475.12000000 N N N United States Treasury 254900HROIFWPRGM1V77 912797RJ8 10300000.00000000 PA USD 10101820.58000000 0.169430446374 Long STIV UST US N 2 2026-01-15 None 0.00000000 N N N N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 306480.00000000 OU Notional Amount USD -2133100.80000000 -0.03577693920 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Orchid Island Capital, Inc. Orchid Island Capital, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 306480.00000000 USD 73555.20000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 47572.00000000 OU Notional Amount USD -1836279.20000000 -0.03079856765 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Pinterest, Inc. Pinterest, Inc. Y equity-performance leg 2028-04-18 0.00000000 USD 0.00000000 USD 47572.00000000 USD -17297.49000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 457727.00000000 OU Notional Amount -2478311.07000000 -0.04156689851 N/A DE GB N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 WPP PLC WPP PLC Y equity-performance leg 2027-01-04 0.00000000 GBP 0.00000000 GBP 457727.00000000 GBP 161427.64000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 17250.00000000 OU Notional Amount 3713880.56000000 0.062290201660 N/A DE DK N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Genmab AS Genmab AS Y equity-performance leg 2026-05-11 0.00000000 DKK 0.00000000 DKK 17250.00000000 DKK -47602.86000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 85852.00000000 OU Notional Amount -2534790.21000000 -0.04251418180 N/A DE CA N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 AltaGas Ltd. AltaGas Ltd. Y equity-performance leg 2028-02-15 0.00000000 CAD 0.00000000 CAD 85852.00000000 CAD -25390.52000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 31952.00000000 OU Notional Amount 663711.82000000 0.011131952803 N/A DE AT N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 CPI Europe AG CPI Europe AG Y equity-performance leg 2026-12-10 0.00000000 EUR 0.00000000 EUR 31952.00000000 EUR -19726.91000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 24403.00000000 OU Notional Amount -968366.45000000 -0.01624170203 N/A DE BE N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Shurgard Self Storage Ltd. Shurgard Self Storage Ltd. Y equity-performance leg 2026-12-10 0.00000000 EUR 0.00000000 EUR 24403.00000000 EUR 75571.67000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 278800.00000000 OU Notional Amount 6048597.98000000 0.101448708930 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Towa Pharmaceutical Co. Ltd. Towa Pharmaceutical Co. Ltd. Y equity-performance leg 2028-02-15 0.00000000 JPY 0.00000000 JPY 278800.00000000 JPY 107400.45000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 75824.00000000 OU Notional Amount 3080278.95000000 0.051663265381 N/A DE NO N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Salmar ASA Salmar ASA Y equity-performance leg 2026-07-17 0.00000000 NOK 0.00000000 NOK 75824.00000000 NOK -57931.92000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 20400.00000000 OU Notional Amount -429492.10000000 -0.00720355678 N/A DE JP N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Riken Keiki Co. Ltd. Riken Keiki Co. Ltd. Y equity-performance leg 2026-08-19 0.00000000 JPY 0.00000000 JPY 20400.00000000 JPY -7390.05000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 42454.00000000 OU Notional Amount USD -3244759.22000000 -0.05442197262 N/A DE US N 2 BNP Paribas 549300FWX3HQBUJIR891 Transcat, Inc. Transcat, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 42454.00000000 USD 260667.56000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 10181800.00000000 OU Notional Amount 10282206.79000000 0.172455932309 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Nippon Telegraph & Telephone Corp. Nippon Telegraph & Telephone Corp. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 10181800.00000000 JPY -149132.86000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 13581.00000000 OU Notional Amount USD -63423.27000000 -0.00106375210 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Enovix Corp. Enovix Corp. Y equity-performance leg 2027-01-04 0.00000000 USD 0.00000000 USD 13581.00000000 USD 15346.53000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 54881.00000000 OU Notional Amount 762323.95000000 0.012785901918 N/A DE IT N 2 BNP Paribas 549300FWX3HQBUJIR891 Maire SpA Maire SpA Y equity-performance leg 2027-03-17 0.00000000 EUR 0.00000000 EUR 54881.00000000 EUR -16965.30000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 157745.00000000 OU Notional Amount -1546028.51000000 -0.02593040516 N/A DE CA N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Canfor Corp. Canfor Corp. Y equity-performance leg 2025-12-08 0.00000000 CAD 0.00000000 CAD 157745.00000000 CAD 121076.55000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 501926.00000000 OU Notional Amount USD -8241624.92000000 -0.13823074543 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Innovex International, Inc. Innovex International, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 501926.00000000 USD -141310.26000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 7400.00000000 OU Notional Amount -577273.25000000 -0.00968218190 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 SCREEN Holdings Co. Ltd. SCREEN Holdings Co. Ltd. Y equity-performance leg 2027-09-09 0.00000000 JPY 0.00000000 JPY 7400.00000000 JPY 13594.78000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 5256097.00000000 OU Notional Amount -26219747.19000000 -0.43976463797 N/A DE GB N 2 UBS AG BFM8T61CT2L1QCEMIK50 Rentokil Initial PLC Rentokil Initial PLC Y equity-performance leg 2028-04-18 0.00000000 GBP 0.00000000 GBP 5256097.00000000 GBP -2010422.14000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 64200.00000000 OU Notional Amount -623490.75000000 -0.01045735422 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Nikon Corp. Nikon Corp. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 64200.00000000 JPY -20541.21000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 807300.00000000 OU Notional Amount 15934953.20000000 0.267265312450 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 DIC Corp. DIC Corp. Y equity-performance leg 2028-02-15 0.00000000 JPY 0.00000000 JPY 807300.00000000 JPY 84440.45000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 809304.00000000 OU Notional Amount USD -4192194.72000000 -0.07031261514 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 BrightSpire Capital, Inc. BrightSpire Capital, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 809304.00000000 USD -179641.34000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 1732238.00000000 OU Notional Amount -1907042.91000000 -0.03198543558 N/A DE AU N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Boss Energy Ltd. Boss Energy Ltd. Y equity-performance leg 2028-02-15 0.00000000 AUD 0.00000000 AUD 1732238.00000000 AUD 2245714.21000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 33787.00000000 OU Notional Amount -4116603.21000000 -0.06904477404 N/A DE CH N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Straumann Holding AG Straumann Holding AG Y equity-performance leg 2027-01-04 0.00000000 CHF 0.00000000 CHF 33787.00000000 CHF 334608.61000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 21800.00000000 OU Notional Amount -191153.06000000 -0.00320607043 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Ricoh Co. Ltd. Ricoh Co. Ltd. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 21800.00000000 JPY 1148.67000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1347070.00000000 OU Notional Amount -3390126.97000000 -0.05686011954 N/A DE GB N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 LondonMetric Property PLC LondonMetric Property PLC Y equity-performance leg 2027-01-04 0.00000000 GBP 0.00000000 GBP 1347070.00000000 GBP 162882.41000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 40688.00000000 OU Notional Amount USD -5005437.76000000 -0.08395254570 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Novanta, Inc. Novanta, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 40688.00000000 USD 346953.97000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 34400.00000000 OU Notional Amount -139057.16000000 -0.00233230401 N/A DE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 TOMONY Holdings, Inc. TOMONY Holdings, Inc. Y equity-performance leg 2027-01-06 0.00000000 JPY 0.00000000 JPY 34400.00000000 JPY 1395.73000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 462800.00000000 OU Notional Amount -5085048.63000000 -0.08528780058 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Suzuki Motor Corp. Suzuki Motor Corp. Y equity-performance leg 2028-02-15 0.00000000 JPY 0.00000000 JPY 462800.00000000 JPY 79109.78000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 152657.00000000 OU Notional Amount -1514628.05000000 -0.02540374822 N/A DE NO N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Scatec ASA Scatec ASA Y equity-performance leg 2025-12-08 0.00000000 NOK 0.00000000 NOK 152657.00000000 NOK -51773.49000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 45112.00000000 OU Notional Amount USD -2677848.32000000 -0.04491359083 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 StepStone Group, Inc. StepStone Group, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 45112.00000000 USD -40461.02000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 28600.00000000 OU Notional Amount -847676.49000000 -0.01421745762 N/A DE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Sundrug Co. Ltd. Sundrug Co. Ltd. Y equity-performance leg 2027-01-06 0.00000000 JPY 0.00000000 JPY 28600.00000000 JPY 44872.21000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 37529.00000000 OU Notional Amount USD -838773.15000000 -0.01406812842 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Mirion Technologies, Inc. Mirion Technologies, Inc. Y equity-performance leg 2027-01-04 0.00000000 USD 0.00000000 USD 37529.00000000 USD -15620.67000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 78954.00000000 OU Notional Amount -2286151.46000000 -0.03834394595 N/A DE GB N 2 BNP Paribas 549300FWX3HQBUJIR891 Associated British Foods PLC Associated British Foods PLC Y equity-performance leg 2027-03-22 0.00000000 GBP 0.00000000 GBP 78954.00000000 GBP -53195.68000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 21410.00000000 OU Notional Amount -2417710.72000000 -0.04055049317 N/A DE DE N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 CTS Eventim AG & Co. KGaA CTS Eventim AG & Co. KGaA Y equity-performance leg 2025-12-08 0.00000000 EUR 0.00000000 EUR 21410.00000000 EUR 181661.72000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 452123.00000000 OU Notional Amount -4253711.17000000 -0.07134438555 N/A DE ES N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 CaixaBank SA CaixaBank SA Y equity-performance leg 2027-01-04 0.00000000 EUR 0.00000000 EUR 452123.00000000 EUR -252589.76000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 8007.00000000 OU Notional Amount USD 259106.52000000 0.004345804104 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Enphase Energy, Inc. Enphase Energy, Inc. Y equity-performance leg 2028-02-24 0.00000000 USD 0.00000000 USD 8007.00000000 USD -8347.30000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 9875.00000000 OU Notional Amount USD -754746.25000000 -0.01265880669 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Transcat, Inc. Transcat, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 9875.00000000 USD 112081.25000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 24271.00000000 OU Notional Amount -16916131.78000000 -0.28372190296 N/A DE CH N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Lonza Group AG Lonza Group AG Y equity-performance leg 2025-12-08 0.00000000 CHF 0.00000000 CHF 24271.00000000 CHF 26226.60000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC N/A -7068.63000000 -0.00011855695 N/A DFE XX N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 1544000.00000000 CHF 1663650.58000000 EUR 2025-09-17 -7068.63000000 N N N BNP PARIBAS SA QHSFEYI7HUOXXZ413E03 000000000 194000000.00000000 OU Notional Amount 52387.27000000 0.000878653354 N/A DE FR N 2 BNP PARIBAS SA QHSFEYI7HUOXXZ413E03 SGX Nikkei Dividend Index Futures MNDH5 Index Y Fixed payment equal to the notional value in field C.11.f.iv.1 equity-performance leg 2026-03-31 0.00000000 JPY 0.00000000 JPY 194000000.00000000 JPY 52387.27000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1269600.00000000 OU Notional Amount -3073406.28000000 -0.05154799511 N/A DE HK N 2 UBS AG BFM8T61CT2L1QCEMIK50 Sands China Ltd. Sands China Ltd. Y equity-performance leg 2029-09-03 0.00000000 HKD 0.00000000 HKD 1269600.00000000 HKD -1680.65000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 15600.00000000 OU Notional Amount 279495.95000000 0.004687781097 N/A DE JP N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Taikisha Ltd. Taikisha Ltd. Y equity-performance leg 2026-08-19 0.00000000 JPY 0.00000000 JPY 15600.00000000 JPY 6072.82000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 5995.00000000 OU Notional Amount USD 91124.00000000 0.001528356188 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 PRA Group, Inc. PRA Group, Inc. Y equity-performance leg 2026-08-19 0.00000000 USD 0.00000000 USD 5995.00000000 USD -1139.05000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 84900.00000000 OU Notional Amount -419923.93000000 -0.00704307687 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Hyakugo Bank Ltd. Hyakugo Bank Ltd. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 84900.00000000 JPY -12797.74000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 8626.00000000 OU Notional Amount USD -4149882.34000000 -0.06960294054 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Intuitive Surgical, Inc. Intuitive Surgical, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 8626.00000000 USD 398607.46000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 45072.00000000 OU Notional Amount USD -2496988.80000000 -0.04188016641 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Air Lease Corp. Air Lease Corp. Y equity-performance leg 2026-08-19 0.00000000 USD 0.00000000 USD 45072.00000000 USD 121243.68000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 722812.00000000 OU Notional Amount -4935433.94000000 -0.08277842284 N/A DE NZ N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Infratil Ltd. Infratil Ltd. Y equity-performance leg 2027-05-13 0.00000000 NZD 0.00000000 NZD 722812.00000000 NZD 32766.61000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 5400.00000000 OU Notional Amount -111747.06000000 -0.00187425168 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Nitto Denko Corp. Nitto Denko Corp. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 5400.00000000 JPY -12034.92000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 56000.00000000 OU Notional Amount -474742.08000000 -0.00796250159 N/A DE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Nippon Paint Holdings Co. Ltd. Nippon Paint Holdings Co. Ltd. Y equity-performance leg 2027-01-07 0.00000000 JPY 0.00000000 JPY 56000.00000000 JPY -6499.32000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 101858.00000000 OU Notional Amount USD 1495275.44000000 0.025079161052 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Asana, Inc. Asana, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 101858.00000000 USD -35650.30000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 69200.00000000 OU Notional Amount -800855.65000000 -0.01343216593 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 JFE Holdings, Inc. JFE Holdings, Inc. Y equity-performance leg 2028-02-15 0.00000000 JPY 0.00000000 JPY 69200.00000000 JPY 34537.18000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1081500.00000000 OU Notional Amount -2303380.93000000 -0.03863292324 N/A DE SG N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 CapitaLand Investment Ltd. CapitaLand Investment Ltd. Y equity-performance leg 2027-01-06 0.00000000 SGD 0.00000000 SGD 1081500.00000000 SGD 57178.43000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 173066.00000000 OU Notional Amount USD -12234035.54000000 -0.20519252802 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Cooper Cos., Inc. Cooper Cos., Inc. Y equity-performance leg 2028-04-18 0.00000000 USD 0.00000000 USD 173066.00000000 USD 289320.84000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1332853.00000000 OU Notional Amount 31089642.73000000 0.521443833182 N/A DE CA N 2 UBS AG BFM8T61CT2L1QCEMIK50 BCE, Inc. BCE, Inc. Y equity-performance leg 2028-04-18 0.00000000 CAD 0.00000000 CAD 1332853.00000000 CAD -976835.25000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 31923.00000000 OU Notional Amount USD -4850061.39000000 -0.08134653152 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 BWX Technologies, Inc. BWX Technologies, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 31923.00000000 USD -186397.61000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 40400.00000000 OU Notional Amount USD -5428144.00000000 -0.09104228823 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Extra Space Storage, Inc. Extra Space Storage, Inc. Y equity-performance leg 2028-04-18 0.00000000 USD 0.00000000 USD 40400.00000000 USD 522776.58000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 276965.00000000 OU Notional Amount USD -3600545.00000000 -0.06038930722 N/A DE US N 2 BNP Paribas 549300FWX3HQBUJIR891 Atlas Energy Solutions, Inc. Atlas Energy Solutions, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 276965.00000000 USD 96937.75000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 82400.00000000 OU Notional Amount 2423929.61000000 0.040654798068 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Toridoll Holdings Corp. Toridoll Holdings Corp. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 82400.00000000 JPY 11544.35000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 24648.00000000 OU Notional Amount -1519865.13000000 -0.02549158593 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Brookfield Asset Management Ltd. Brookfield Asset Management Ltd. Y equity-performance leg 2027-01-04 0.00000000 CAD 0.00000000 CAD 24648.00000000 CAD 16933.17000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 49000.00000000 OU Notional Amount -14769461.41000000 -0.24771737129 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Maruwa Co. Ltd. Maruwa Co. Ltd. Y equity-performance leg 2027-09-09 0.00000000 JPY 0.00000000 JPY 49000.00000000 JPY 1463305.80000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 152100.00000000 OU Notional Amount -824695.31000000 -0.01383201111 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Mebuki Financial Group, Inc. Mebuki Financial Group, Inc. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 152100.00000000 JPY -36597.36000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 102192.00000000 OU Notional Amount USD 2934954.24000000 0.049225840335 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Life Time Group Holdings, Inc. Life Time Group Holdings, Inc. Y equity-performance leg 2027-02-05 0.00000000 USD 0.00000000 USD 102192.00000000 USD -23504.16000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC N/A 8609.92000000 0.000144407889 N/A DFE XX N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 4470000.00000000 SEK 407616.71000000 EUR 2025-09-17 8609.92000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 36400.00000000 OU Notional Amount -1017187.03000000 -0.01706053390 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Seibu Holdings, Inc. Seibu Holdings, Inc. Y equity-performance leg 2028-02-15 0.00000000 JPY 0.00000000 JPY 36400.00000000 JPY -662.22000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 116611.00000000 OU Notional Amount USD 4300613.68000000 0.072131047043 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Encore Capital Group, Inc. Encore Capital Group, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 116611.00000000 USD -404924.31000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 424176.00000000 OU Notional Amount -5908340.65000000 -0.09909627534 N/A DE CA N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Air Canada Air Canada Y equity-performance leg 2028-02-15 0.00000000 CAD 0.00000000 CAD 424176.00000000 CAD 929169.37000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 189585.00000000 OU Notional Amount USD -3277924.65000000 -0.05497823211 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 First Advantage Corp. First Advantage Corp. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 189585.00000000 USD -3982.93000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 12463.00000000 OU Notional Amount 333346.13000000 0.005590970771 N/A DE NL N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Basic-Fit NV Basic-Fit NV Y equity-performance leg 2026-06-25 0.00000000 EUR 0.00000000 EUR 12463.00000000 EUR -42531.00000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 384096.00000000 OU Notional Amount USD 4148236.80000000 0.069575341110 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 American Eagle Outfitters, Inc. American Eagle Outfitters, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 384096.00000000 USD -8749.78000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 14391.00000000 OU Notional Amount USD -432449.55000000 -0.00725315993 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Pagaya Technologies Ltd. Pagaya Technologies Ltd. Y equity-performance leg 2028-04-21 0.00000000 USD 0.00000000 USD 14391.00000000 USD -1172.80000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 733.00000000 OU Notional Amount USD -103990.71000000 -0.00174416010 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Jacobs Solutions, Inc. Jacobs Solutions, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 733.00000000 USD -2838.69000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 442800.00000000 OU Notional Amount -1349530.82000000 -0.02263469316 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Yamada Holdings Co. Ltd. Yamada Holdings Co. Ltd. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 442800.00000000 JPY 3391.58000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 83136.00000000 OU Notional Amount USD -7810627.20000000 -0.13100193598 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Franklin Electric Co., Inc. Franklin Electric Co., Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 83136.00000000 USD -163777.92000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 87000.00000000 OU Notional Amount 612739.94000000 0.010277038749 N/A DE HK N 2 UBS AG BFM8T61CT2L1QCEMIK50 CK Infrastructure Holdings Ltd. CK Infrastructure Holdings Ltd. Y equity-performance leg 2029-09-03 0.00000000 HKD 0.00000000 HKD 87000.00000000 HKD 31771.13000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 305600.00000000 OU Notional Amount -2748114.73000000 -0.04609211792 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 AEON Financial Service Co. Ltd. AEON Financial Service Co. Ltd. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 305600.00000000 JPY -34501.63000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 124100.00000000 OU Notional Amount 2358873.00000000 0.039563651142 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Skylark Holdings Co. Ltd. Skylark Holdings Co. Ltd. Y equity-performance leg 2027-09-09 0.00000000 JPY 0.00000000 JPY 124100.00000000 JPY -85193.80000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 7658.00000000 OU Notional Amount USD 353263.54000000 0.005925030918 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 ABM Industries, Inc. ABM Industries, Inc. Y equity-performance leg 2028-04-21 0.00000000 USD 0.00000000 USD 7658.00000000 USD -13478.08000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 9604.00000000 OU Notional Amount USD -264494.16000000 -0.00443616704 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 MidWestOne Financial Group, Inc. MidWestOne Financial Group, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 9604.00000000 USD 19592.16000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 36820.00000000 OU Notional Amount USD -4660307.40000000 -0.07816392666 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Federal Signal Corp. Federal Signal Corp. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 36820.00000000 USD -669992.97000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 144995.00000000 OU Notional Amount 27551770.75000000 0.462105694672 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 George Weston Ltd. George Weston Ltd. Y equity-performance leg 2027-01-04 0.00000000 CAD 0.00000000 CAD 144995.00000000 CAD -449807.90000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 218100.00000000 OU Notional Amount -1848950.85000000 -0.03101109996 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Nippon Paint Holdings Co. Ltd. Nippon Paint Holdings Co. Ltd. Y equity-performance leg 2028-02-15 0.00000000 JPY 0.00000000 JPY 218100.00000000 JPY -59960.89000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 1535.00000000 OU Notional Amount USD -861687.60000000 -0.01445245572 N/A DE US N 2 BNP Paribas 549300FWX3HQBUJIR891 MSCI, Inc. MSCI, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 1535.00000000 USD -23136.29000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 87457.00000000 OU Notional Amount 1505211.13000000 0.025245805112 N/A DE GB N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 St. James's Place PLC St. James's Place PLC Y equity-performance leg 2027-01-27 0.00000000 GBP 0.00000000 GBP 87457.00000000 GBP 123876.99000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 17379.00000000 OU Notional Amount USD -954107.10000000 -0.01600254038 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Innodata, Inc. Innodata, Inc. Y equity-performance leg 2028-04-21 0.00000000 USD 0.00000000 USD 17379.00000000 USD -104591.65000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 82991.00000000 OU Notional Amount -4731133.87000000 -0.07935184723 N/A DE CA N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Stella-Jones, Inc. Stella-Jones, Inc. Y equity-performance leg 2026-08-18 0.00000000 CAD 0.00000000 CAD 82991.00000000 CAD 83523.45000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 266100.00000000 OU Notional Amount 2520033.33000000 0.042266675457 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 SKY Perfect JSAT Holdings, Inc. SKY Perfect JSAT Holdings, Inc. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 266100.00000000 JPY -83926.13000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 27900.00000000 OU Notional Amount -1235838.86000000 -0.02072782109 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Ariake Japan Co. Ltd. Ariake Japan Co. Ltd. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 27900.00000000 JPY 43375.14000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1019200.00000000 OU Notional Amount -8640305.85000000 -0.14491752901 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Nippon Paint Holdings Co. Ltd. Nippon Paint Holdings Co. Ltd. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 1019200.00000000 JPY -384507.76000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1050323.00000000 OU Notional Amount 2559375.34000000 0.042926530209 N/A DE IT N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 A2A SpA A2A SpA Y equity-performance leg 2026-08-19 0.00000000 EUR 0.00000000 EUR 1050323.00000000 EUR -105438.73000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 459218.00000000 OU Notional Amount USD 15255221.96000000 0.255864677634 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Devon Energy Corp. Devon Energy Corp. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 459218.00000000 USD 188279.38000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1120362.00000000 OU Notional Amount 2128603.34000000 0.035701506594 N/A DE AU N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Charter Hall Social Infrastructure REIT Charter Hall Social Infrastructure REIT Y equity-performance leg 2027-01-06 0.00000000 AUD 0.00000000 AUD 1120362.00000000 AUD -37984.81000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 400.00000000 OU Notional Amount 12414.23000000 0.000208214797 N/A DE DE N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Vonovia SE Vonovia SE Y equity-performance leg 2026-06-25 0.00000000 EUR 0.00000000 EUR 400.00000000 EUR -381.67000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 13270.00000000 OU Notional Amount USD 451976.20000000 0.007580666149 N/A DE US N 2 BNP Paribas 549300FWX3HQBUJIR891 Global Industrial Co. Global Industrial Co. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 13270.00000000 USD 91961.10000000 N N N Nasdaq Stockholm AB 549300KBQIVNEJEZVL96 000000000 -3442.00000000 NC -952495.43000000 -0.01597550902 N/A DE SE N 2 Nasdaq Stockholm AB 549300KBQIVNEJEZVL96 Short OML Stockholm OMXS30 Index Futures QCQ5 Index 2025-08-15 -877769620.26000000 SEK -952495.43000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 269735.00000000 OU Notional Amount 32879339.03000000 0.551461099930 N/A DE GB N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 London Stock Exchange Group PLC London Stock Exchange Group PLC Y equity-performance leg 2026-08-17 0.00000000 GBP 0.00000000 GBP 269735.00000000 GBP -4711504.05000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 3924.00000000 OU Notional Amount 240966.72000000 0.004041558509 N/A DE FI N 2 BNP Paribas 549300FWX3HQBUJIR891 Kone OYJ Kone OYJ Y equity-performance leg 2027-03-24 0.00000000 EUR 0.00000000 EUR 3924.00000000 EUR -10757.93000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 5223.00000000 OU Notional Amount 149726.70000000 0.002511256403 N/A DE DE N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Stabilus SE Stabilus SE Y equity-performance leg 2025-12-08 0.00000000 EUR 0.00000000 EUR 5223.00000000 EUR -2588.67000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 106100.00000000 OU Notional Amount 1789282.94000000 0.030010333762 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Milbon Co. Ltd. Milbon Co. Ltd. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 106100.00000000 JPY 35790.62000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 1867.00000000 OU Notional Amount 3686879.14000000 0.061837326595 N/A DE DK N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 AP Moller - Maersk AS AP Moller - Maersk AS Y equity-performance leg 2028-02-15 0.00000000 DKK 0.00000000 DKK 1867.00000000 DKK 14747.64000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 15200.00000000 OU Notional Amount -634800.21000000 -0.01064703951 N/A DE JP N 2 BNP Paribas 549300FWX3HQBUJIR891 Union Tool Co. Union Tool Co. Y equity-performance leg 2027-03-24 0.00000000 JPY 0.00000000 JPY 15200.00000000 JPY -37953.67000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 236388.00000000 OU Notional Amount 2582934.70000000 0.043321674119 N/A DE CA N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Secure Waste Infrastructure Corp. Secure Waste Infrastructure Corp. Y equity-performance leg 2028-02-15 0.00000000 CAD 0.00000000 CAD 236388.00000000 CAD -176719.71000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 28982.00000000 OU Notional Amount 8168187.69000000 0.136999036502 N/A DE CH N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Flughafen Zurich AG Flughafen Zurich AG Y equity-performance leg 2025-12-08 0.00000000 CHF 0.00000000 CHF 28982.00000000 CHF -22931.52000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 11602.00000000 OU Notional Amount USD -5417321.86000000 -0.09086077639 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Dillard's, Inc. Dillard's, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 11602.00000000 USD 207763.49000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 195464.00000000 OU Notional Amount -1475572.63000000 -0.02474870023 N/A DE CA N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Whitecap Resources, Inc. Whitecap Resources, Inc. Y equity-performance leg 2025-10-20 0.00000000 CAD 0.00000000 CAD 195464.00000000 CAD -31628.93000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 26205.00000000 OU Notional Amount -1077896.21000000 -0.01807876457 N/A DE NL N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 TKH Group NV TKH Group NV Y equity-performance leg 2026-08-19 0.00000000 EUR 0.00000000 EUR 26205.00000000 EUR 90695.49000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 185885.00000000 OU Notional Amount USD -3728853.10000000 -0.06254132511 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 QXO, Inc. QXO, Inc. Y equity-performance leg 2028-04-18 0.00000000 USD 0.00000000 USD 185885.00000000 USD 202614.65000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 86700.00000000 OU Notional Amount -1825173.71000000 -0.03061230339 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Izumi Co. Ltd. Izumi Co. Ltd. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 86700.00000000 JPY 155.87000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 10225.00000000 OU Notional Amount USD 2297762.00000000 0.038538681046 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 SBA Communications Corp. SBA Communications Corp. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 10225.00000000 USD -142392.48000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 321222.00000000 OU Notional Amount 1629745.79000000 0.027334533858 N/A DE AU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 IRESS Ltd. IRESS Ltd. Y equity-performance leg 2027-05-12 0.00000000 AUD 0.00000000 AUD 321222.00000000 AUD 67740.34000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 6892.00000000 OU Notional Amount USD -2280424.96000000 -0.03824789955 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Sherwin-Williams Co. Sherwin-Williams Co. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 6892.00000000 USD 55627.01000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 43700.00000000 OU Notional Amount 2201012.02000000 0.036915964411 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Food & Life Cos. Ltd. Food & Life Cos. Ltd. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 43700.00000000 JPY 110868.44000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 122746.00000000 OU Notional Amount USD -3126340.62000000 -0.05243582407 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Alpha & Omega Semiconductor Ltd. Alpha & Omega Semiconductor Ltd. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 122746.00000000 USD 342461.34000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 264622.00000000 OU Notional Amount USD -2315442.50000000 -0.03883522313 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Sunstone Hotel Investors, Inc. Sunstone Hotel Investors, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 264622.00000000 USD 42339.52000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 12334.00000000 OU Notional Amount 397896.10000000 0.006673620195 N/A DE DE N 2 BNP Paribas 549300FWX3HQBUJIR891 Kontron AG Kontron AG Y equity-performance leg 2027-03-24 0.00000000 EUR 0.00000000 EUR 12334.00000000 EUR 10703.55000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 10716.00000000 OU Notional Amount USD 5011658.88000000 0.084056888002 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Thermo Fisher Scientific, Inc. Thermo Fisher Scientific, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 10716.00000000 USD 444821.16000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 42.00000000 OU Notional Amount -2048.64000000 -0.00003436033 N/A DE SE N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 L E Lundbergforetagen AB L E Lundbergforetagen AB Y equity-performance leg 2028-02-15 0.00000000 SEK 0.00000000 SEK 42.00000000 SEK 33.22000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 425000.00000000 OU Notional Amount -8382434.74000000 -0.14059244553 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Mitsubishi Corp. Mitsubishi Corp. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 425000.00000000 JPY 67399.80000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 303700.00000000 OU Notional Amount 3437514.35000000 0.057654913401 N/A DE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 Yamaguchi Financial Group, Inc. Yamaguchi Financial Group, Inc. Y equity-performance leg 2028-04-03 0.00000000 JPY 0.00000000 JPY 303700.00000000 JPY 94580.29000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 279415.00000000 OU Notional Amount USD -3746955.15000000 -0.06284493756 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 PureCycle Technologies, Inc. PureCycle Technologies, Inc. Y equity-performance leg 2027-01-04 0.00000000 USD 0.00000000 USD 279415.00000000 USD 699118.58000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 255148.00000000 OU Notional Amount 2227502.95000000 0.037360277400 N/A DE NL N 2 BNP Paribas 549300FWX3HQBUJIR891 Koninklijke BAM Groep NV Koninklijke BAM Groep NV Y equity-performance leg 2027-03-24 0.00000000 EUR 0.00000000 EUR 255148.00000000 EUR -51148.24000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 6421.00000000 OU Notional Amount USD -947161.71000000 -0.01588605044 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Cincinnati Financial Corp. Cincinnati Financial Corp. Y equity-performance leg 2028-04-18 0.00000000 USD 0.00000000 USD 6421.00000000 USD 16171.29000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 90685.00000000 OU Notional Amount -2551170.11000000 -0.04278890988 N/A DE CA N 2 BNP Paribas 549300FWX3HQBUJIR891 Quebecor, Inc. Quebecor, Inc. Y equity-performance leg 2026-04-16 0.00000000 CAD 0.00000000 CAD 90685.00000000 CAD 108747.00000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 50154.00000000 OU Notional Amount USD 9393844.20000000 0.157556076488 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Assurant, Inc. Assurant, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 50154.00000000 USD -46141.68000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1661900.00000000 OU Notional Amount -14088818.97000000 -0.23630145359 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Nippon Paint Holdings Co. Ltd. Nippon Paint Holdings Co. Ltd. Y equity-performance leg 2027-09-09 0.00000000 JPY 0.00000000 JPY 1661900.00000000 JPY -191749.60000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1240456.00000000 OU Notional Amount -9718050.75000000 -0.16299375577 N/A DE AU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Bendigo & Adelaide Bank Ltd. Bendigo & Adelaide Bank Ltd. Y equity-performance leg 2027-05-12 0.00000000 AUD 0.00000000 AUD 1240456.00000000 AUD 193840.14000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 15531.00000000 OU Notional Amount USD 3886632.75000000 0.065187647762 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 DoorDash, Inc. DoorDash, Inc. Y equity-performance leg 2027-02-05 0.00000000 USD 0.00000000 USD 15531.00000000 USD 161988.33000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 420648.00000000 OU Notional Amount USD -12812938.08000000 -0.21490203682 N/A DE US N 2 BNP Paribas 549300FWX3HQBUJIR891 Simply Good Foods Co. Simply Good Foods Co. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 420648.00000000 USD 1093684.80000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 117185.00000000 OU Notional Amount -914239.21000000 -0.01533386543 N/A DE CA N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Ivanhoe Mines Ltd. Ivanhoe Mines Ltd. Y equity-performance leg 2028-02-15 0.00000000 CAD 0.00000000 CAD 117185.00000000 CAD 13164.03000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 16576.00000000 OU Notional Amount USD 4036256.00000000 0.067697169074 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Lincoln Electric Holdings, Inc. Lincoln Electric Holdings, Inc. Y equity-performance leg 2028-04-18 0.00000000 USD 0.00000000 USD 16576.00000000 USD 397492.48000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 261000.00000000 OU Notional Amount -6967528.82000000 -0.11686126364 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Japan Elevator Service Holdings Co. Ltd. Japan Elevator Service Holdings Co. Ltd. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 261000.00000000 JPY 315860.80000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 98300.00000000 OU Notional Amount 1578272.92000000 0.026471217066 N/A DE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Financial Partners Group Co. Ltd. Financial Partners Group Co. Ltd. Y equity-performance leg 2027-01-06 0.00000000 JPY 0.00000000 JPY 98300.00000000 JPY 8182.52000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 13766.00000000 OU Notional Amount USD -449735.22000000 -0.00754307983 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Solaris Energy Infrastructure, Inc. Solaris Energy Infrastructure, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 13766.00000000 USD -31386.48000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 68424.00000000 OU Notional Amount -223637.23000000 -0.00375090365 N/A DE AU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Medibank Pvt Ltd. Medibank Pvt Ltd. Y equity-performance leg 2027-05-12 0.00000000 AUD 0.00000000 AUD 68424.00000000 AUD 122.72000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 18533.00000000 OU Notional Amount USD 14550814.29000000 0.244050163110 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Intuit, Inc. Intuit, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 18533.00000000 USD 170804.36000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1077100.00000000 OU Notional Amount 22528390.92000000 0.377852219750 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Yaskawa Electric Corp. Yaskawa Electric Corp. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 1077100.00000000 JPY 1091481.02000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1274700.00000000 OU Notional Amount -20506780.68000000 -0.34394523014 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Yakult Honsha Co. Ltd. Yakult Honsha Co. Ltd. Y equity-performance leg 2027-09-09 0.00000000 JPY 0.00000000 JPY 1274700.00000000 JPY 1662470.42000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 50852.00000000 OU Notional Amount -3401388.11000000 -0.05704899440 N/A DE CA N 2 BNP Paribas 549300FWX3HQBUJIR891 Brookfield Wealth Solutions Ltd. Brookfield Wealth Solutions Ltd. Y equity-performance leg 2026-05-18 0.00000000 CAD 0.00000000 CAD 50852.00000000 CAD -127923.09000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 199000.00000000 OU Notional Amount USD 634810.00000000 0.010647203720 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Tronox Holdings PLC Tronox Holdings PLC Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 199000.00000000 USD -497462.06000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 486300.00000000 OU Notional Amount 14881092.95000000 0.249589685452 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Hitachi Ltd. Hitachi Ltd. Y equity-performance leg 2027-09-09 0.00000000 JPY 0.00000000 JPY 486300.00000000 JPY 248793.29000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 53140.00000000 OU Notional Amount USD -6370423.20000000 -0.10684644790 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Chesapeake Utilities Corp. Chesapeake Utilities Corp. Y equity-performance leg 2026-08-19 0.00000000 USD 0.00000000 USD 53140.00000000 USD 81304.20000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 120912.00000000 OU Notional Amount 501128.11000000 0.008405055177 N/A DE GB N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Ocado Group PLC Ocado Group PLC Y equity-performance leg 2026-08-19 0.00000000 GBP 0.00000000 GBP 120912.00000000 GBP 121597.43000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 217827.00000000 OU Notional Amount USD 11303043.03000000 0.189577671746 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 New York Times Co. New York Times Co. Y equity-performance leg 2027-02-05 0.00000000 USD 0.00000000 USD 217827.00000000 USD -339810.12000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 9000.00000000 OU Notional Amount -192907.47000000 -0.00323549586 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 East Japan Railway Co. East Japan Railway Co. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 9000.00000000 JPY -1751.63000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1340747.00000000 OU Notional Amount USD -21076542.84000000 -0.35350143403 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Host Hotels & Resorts, Inc. Host Hotels & Resorts, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 1340747.00000000 USD 616743.62000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1151544.00000000 OU Notional Amount -1765731.83000000 -0.02961532822 N/A DE AU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 National Storage REIT National Storage REIT Y equity-performance leg 2027-05-12 0.00000000 AUD 0.00000000 AUD 1151544.00000000 AUD 6265.93000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 583026.00000000 OU Notional Amount USD -10774320.48000000 -0.18070979521 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Blackstone Mortgage Trust, Inc. Blackstone Mortgage Trust, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 583026.00000000 USD 699631.20000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 175888.00000000 OU Notional Amount USD -1924214.72000000 -0.03227344579 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Core Laboratories, Inc. Core Laboratories, Inc. Y equity-performance leg 2026-08-19 0.00000000 USD 0.00000000 USD 175888.00000000 USD 130157.12000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 793986.00000000 OU Notional Amount -2079198.65000000 -0.03487287787 N/A DE AU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Endeavour Group Ltd. Endeavour Group Ltd. Y equity-performance leg 2027-05-12 0.00000000 AUD 0.00000000 AUD 793986.00000000 AUD 28173.45000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 285600.00000000 OU Notional Amount 6221486.66000000 0.104348444279 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Fujitsu Ltd. Fujitsu Ltd. Y equity-performance leg 2028-03-15 0.00000000 JPY 0.00000000 JPY 285600.00000000 JPY -12125.03000000 N N N HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 000000000 2803115.86000000 OU Notional Amount -38550.90000000 -0.00064658604 N/A DE GB N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 FTSE 100 Dividend Index Futures UKDZ5 Index Y Fixed payment equal to the notional value in field C.11.f.iv.1 equity-performance leg 2025-12-18 0.00000000 GBP 0.00000000 GBP 2803115.86000000 GBP -38550.90000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 345557.00000000 OU Notional Amount USD -4540618.98000000 -0.07615648035 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Applied Digital Corp. Applied Digital Corp. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 345557.00000000 USD -756769.83000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 103862.00000000 OU Notional Amount 915884.67000000 0.015361463533 N/A DE IT N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Enel SpA Enel SpA Y equity-performance leg 2026-12-10 0.00000000 EUR 0.00000000 EUR 103862.00000000 EUR -38410.01000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 981600.00000000 OU Notional Amount 18057967.31000000 0.302873074978 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Nabtesco Corp. Nabtesco Corp. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 981600.00000000 JPY 522715.35000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 92700.00000000 OU Notional Amount -1848849.92000000 -0.03100940714 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 KOMEDA Holdings Co. Ltd. KOMEDA Holdings Co. Ltd. Y equity-performance leg 2028-02-15 0.00000000 JPY 0.00000000 JPY 92700.00000000 JPY -21067.85000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 187198.00000000 OU Notional Amount USD -11896432.90000000 -0.19953016592 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Independent Bank Corp. Independent Bank Corp. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 187198.00000000 USD 465964.01000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 225597.00000000 OU Notional Amount -3026738.04000000 -0.05076526286 N/A DE CA N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 First Capital Real Estate Investment Trust First Capital Real Estate Investment Trust Y equity-performance leg 2025-12-23 0.00000000 CAD 0.00000000 CAD 225597.00000000 CAD 107359.73000000 N N N BNP PARIBAS SA QHSFEYI7HUOXXZ413E03 000000000 199625000.00000000 OU Notional Amount 53713.53000000 0.000900897743 N/A DE FR N 2 BNP PARIBAS SA QHSFEYI7HUOXXZ413E03 SGX Nikkei Dividend Index Futures MNDZ6 Index Y Fixed payment equal to the notional value in field C.11.f.iv.1 equity-performance leg 2027-03-31 0.00000000 JPY 0.00000000 JPY 199625000.00000000 JPY 53713.53000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 141840.00000000 OU Notional Amount -11327827.83000000 -0.18999336906 N/A DE IT N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Prysmian SpA Prysmian SpA Y equity-performance leg 2027-01-04 0.00000000 EUR 0.00000000 EUR 141840.00000000 EUR -835892.27000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 540.00000000 OU Notional Amount -437996.68000000 -0.00734619788 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Japan Real Estate Investment Corp. Japan Real Estate Investment Corp. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 540.00000000 JPY 2851.78000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 34400.00000000 OU Notional Amount -381647.70000000 -0.00640109766 N/A DE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 SG Holdings Co. Ltd. SG Holdings Co. Ltd. Y equity-performance leg 2028-04-18 0.00000000 JPY 0.00000000 JPY 34400.00000000 JPY -19055.92000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 502600.00000000 OU Notional Amount -5771457.83000000 -0.09680043994 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Relo Group, Inc. Relo Group, Inc. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 502600.00000000 JPY 76248.13000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 41703.00000000 OU Notional Amount 410980.69000000 0.006893078451 N/A DE AU N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Credit Corp. Group Ltd. Credit Corp. Group Ltd. Y equity-performance leg 2027-01-06 0.00000000 AUD 0.00000000 AUD 41703.00000000 AUD -9629.00000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 24372.00000000 OU Notional Amount -1891935.59000000 -0.03173205156 N/A DE DE N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 RENK Group AG RENK Group AG Y equity-performance leg 2028-02-15 0.00000000 EUR 0.00000000 EUR 24372.00000000 EUR 150008.79000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 806718.00000000 OU Notional Amount USD 22112140.38000000 0.370870753960 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 AT&T, Inc. AT&T, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 806718.00000000 USD -153044.40000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 22078.00000000 OU Notional Amount USD -3757454.82000000 -0.06302104084 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Marathon Petroleum Corp. Marathon Petroleum Corp. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 22078.00000000 USD 215039.72000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 96600.00000000 OU Notional Amount -1620915.87000000 -0.02718643607 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Welcia Holdings Co. Ltd. Welcia Holdings Co. Ltd. Y equity-performance leg 2028-02-15 0.00000000 JPY 0.00000000 JPY 96600.00000000 JPY 74475.62000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 266617.00000000 OU Notional Amount 7366201.22000000 0.123547904152 N/A DE FI N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Wartsila OYJ Abp Wartsila OYJ Abp Y equity-performance leg 2027-01-06 0.00000000 EUR 0.00000000 EUR 266617.00000000 EUR 272148.48000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 8700.00000000 OU Notional Amount -148089.78000000 -0.00248380154 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Tobu Railway Co. Ltd. Tobu Railway Co. Ltd. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 8700.00000000 JPY 640.29000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 32791.00000000 OU Notional Amount 3776229.79000000 0.063335939681 N/A DE AU N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Xero Ltd. Xero Ltd. Y equity-performance leg 2028-02-15 0.00000000 AUD 0.00000000 AUD 32791.00000000 AUD 47331.42000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 133986.00000000 OU Notional Amount USD 1439009.64000000 0.024135455951 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 DigitalBridge Group, Inc. DigitalBridge Group, Inc. Y equity-performance leg 2027-02-08 0.00000000 USD 0.00000000 USD 133986.00000000 USD -29059.71000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 8565500.00000000 OU Notional Amount 21423085.88000000 0.359313746924 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Sumitomo Chemical Co. Ltd. Sumitomo Chemical Co. Ltd. Y equity-performance leg 2027-09-09 0.00000000 JPY 0.00000000 JPY 8565500.00000000 JPY -77950.38000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 1300.00000000 OU Notional Amount -26574.92000000 -0.00044572169 N/A DE JP N 2 BNP Paribas 549300FWX3HQBUJIR891 Sega Sammy Holdings, Inc. Sega Sammy Holdings, Inc. Y equity-performance leg 2027-03-24 0.00000000 JPY 0.00000000 JPY 1300.00000000 JPY 140.34000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 4.00000000 OU Notional Amount -584888.99000000 -0.00980991514 N/A DE CH N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Chocoladefabriken Lindt & Spruengli AG Chocoladefabriken Lindt & Spruengli AG Y equity-performance leg 2027-01-04 0.00000000 CHF 0.00000000 CHF 4.00000000 CHF 5427.70000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 5.00000000 OU Notional Amount 3859.74000000 0.000064736595 N/A DE DE N 2 BNP Paribas 549300FWX3HQBUJIR891 Rational AG Rational AG Y equity-performance leg 2027-03-24 0.00000000 EUR 0.00000000 EUR 5.00000000 EUR -157.34000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 3908.00000000 OU Notional Amount USD -3783452.04000000 -0.06345707319 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Texas Pacific Land Corp. Texas Pacific Land Corp. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 3908.00000000 USD 306152.72000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 2721.00000000 OU Notional Amount USD 129002.61000000 0.002163666402 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Trupanion, Inc. Trupanion, Inc. Y equity-performance leg 2026-06-25 0.00000000 USD 0.00000000 USD 2721.00000000 USD -5884.16000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 283693.00000000 OU Notional Amount USD -4905051.97000000 -0.08226884829 N/A DE US N 2 BNP Paribas 549300FWX3HQBUJIR891 First Advantage Corp. First Advantage Corp. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 283693.00000000 USD -164431.57000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 39877.00000000 OU Notional Amount -549690.17000000 -0.00921955108 N/A DE CA N 2 UBS AG BFM8T61CT2L1QCEMIK50 NFI Group, Inc. NFI Group, Inc. Y equity-performance leg 2028-04-21 0.00000000 CAD 0.00000000 CAD 39877.00000000 CAD -10925.67000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 4521.00000000 OU Notional Amount -7560572.30000000 -0.12680794808 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Daiwa House REIT Investment Corp. Daiwa House REIT Investment Corp. Y equity-performance leg 2028-02-15 0.00000000 JPY 0.00000000 JPY 4521.00000000 JPY -219698.97000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 26800.00000000 OU Notional Amount 487189.55000000 0.008171273907 N/A DE JP N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 METAWATER Co. Ltd. METAWATER Co. Ltd. Y equity-performance leg 2026-08-19 0.00000000 JPY 0.00000000 JPY 26800.00000000 JPY 65713.62000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 39956.00000000 OU Notional Amount USD 4884621.00000000 0.081926174578 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Lamar Advertising Co. Lamar Advertising Co. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 39956.00000000 USD -116671.52000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 4253.00000000 OU Notional Amount 1491651.55000000 0.025018380196 N/A DE CH N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Schindler Holding AG Schindler Holding AG Y equity-performance leg 2027-01-04 0.00000000 CHF 0.00000000 CHF 4253.00000000 CHF -62066.03000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 5488.00000000 OU Notional Amount 1032212.26000000 0.017312541098 N/A DE FR N 2 UBS AG BFM8T61CT2L1QCEMIK50 Gaztransport Et Technigaz SA Gaztransport Et Technigaz SA Y equity-performance leg 2028-04-18 0.00000000 EUR 0.00000000 EUR 5488.00000000 EUR -30951.56000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 4843.00000000 OU Notional Amount USD -459842.85000000 -0.00771260771 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Rubrik, Inc. Rubrik, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 4843.00000000 USD -48221.75000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 218588.00000000 OU Notional Amount -4173989.06000000 -0.07000726492 N/A DE PT N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Galp Energia SGPS SA Galp Energia SGPS SA Y equity-performance leg 2027-01-04 0.00000000 EUR 0.00000000 EUR 218588.00000000 EUR 35243.44000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 3769.00000000 OU Notional Amount 2475999.26000000 0.041528124215 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Japan Prime Realty Investment Corp. Japan Prime Realty Investment Corp. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 3769.00000000 JPY 38746.88000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 26563.00000000 OU Notional Amount USD 2500906.45000000 0.041945874291 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Camtek Ltd. Camtek Ltd. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 26563.00000000 USD 4868.32000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 4213.00000000 OU Notional Amount -342412.39000000 -0.00574303251 N/A DE FR N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Alten SA Alten SA Y equity-performance leg 2027-01-04 0.00000000 EUR 0.00000000 EUR 4213.00000000 EUR 12838.59000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 977270.00000000 OU Notional Amount USD -6489072.80000000 -0.10883647084 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Under Armour, Inc. Under Armour, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 977270.00000000 USD 547271.20000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 323417.00000000 OU Notional Amount -5657380.34000000 -0.09488710165 N/A DE SE N 2 UBS AG BFM8T61CT2L1QCEMIK50 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB Y equity-performance leg 2029-09-03 0.00000000 SEK 0.00000000 SEK 323417.00000000 SEK -140033.06000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 2796.00000000 OU Notional Amount USD 734201.64000000 0.012314226985 N/A DE US N 2 BNP Paribas 549300FWX3HQBUJIR891 Nova Ltd. Nova Ltd. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 2796.00000000 USD -65202.72000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 71929.00000000 OU Notional Amount USD 2769266.50000000 0.046446881085 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Benchmark Electronics, Inc. Benchmark Electronics, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 71929.00000000 USD -103429.30000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 7938.00000000 OU Notional Amount USD 242505.90000000 0.004067374050 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Independent Bank Corp. Independent Bank Corp. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 7938.00000000 USD -29132.46000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 5819.00000000 OU Notional Amount USD -183822.21000000 -0.00308311544 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Aspen Insurance Holdings Ltd. Aspen Insurance Holdings Ltd. Y equity-performance leg 2027-01-04 0.00000000 USD 0.00000000 USD 5819.00000000 USD 1846.95000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 43514.00000000 OU Notional Amount 397095.28000000 0.006660188627 N/A DE GB N 2 BNP Paribas 549300FWX3HQBUJIR891 DiscoverIE Group PLC DiscoverIE Group PLC Y equity-performance leg 2027-03-17 0.00000000 GBP 0.00000000 GBP 43514.00000000 GBP -12954.23000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 208046.00000000 OU Notional Amount USD 12170691.00000000 0.204130096400 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Frontdoor, Inc. Frontdoor, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 208046.00000000 USD 56172.42000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 108419.00000000 OU Notional Amount 10123592.83000000 0.169795616395 N/A DE CA N 2 UBS AG BFM8T61CT2L1QCEMIK50 Canadian National Railway Co. Canadian National Railway Co. Y equity-performance leg 2029-09-04 0.00000000 CAD 0.00000000 CAD 108419.00000000 CAD -997093.12000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1903900.00000000 OU Notional Amount 13357177.41000000 0.224030164954 N/A DE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 Tohoku Electric Power Co., Inc. Tohoku Electric Power Co., Inc. Y equity-performance leg 2029-09-03 0.00000000 JPY 0.00000000 JPY 1903900.00000000 JPY -162168.93000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 8808.00000000 OU Notional Amount USD -256356.84000000 -0.00429968573 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 WaFd, Inc. WaFd, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 8808.00000000 USD 5571.06000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 212600.00000000 OU Notional Amount -11929742.20000000 -0.20008883844 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Yamato Kogyo Co. Ltd. Yamato Kogyo Co. Ltd. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 212600.00000000 JPY 1500909.05000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 6483.00000000 OU Notional Amount USD 187034.55000000 0.003136993677 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Brown-Forman Corp. Brown-Forman Corp. Y equity-performance leg 2028-02-24 0.00000000 USD 0.00000000 USD 6483.00000000 USD -3452.20000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 6700.00000000 OU Notional Amount -65268.55000000 -0.00109470164 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Seikitokyu Kogyo Co. Ltd. Seikitokyu Kogyo Co. Ltd. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 6700.00000000 JPY 110.46000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 75839.00000000 OU Notional Amount -22551056.58000000 -0.37823237428 N/A DE FR N 2 UBS AG BFM8T61CT2L1QCEMIK50 EssilorLuxottica SA EssilorLuxottica SA Y equity-performance leg 2029-09-03 0.00000000 EUR 0.00000000 EUR 75839.00000000 EUR -1240841.37000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 14463.04000000 0.000242577989 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 17758000.00000000 ZAR 986356.26000000 USD 2025-09-17 14463.04000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 167000.00000000 OU Notional Amount -1932700.77000000 -0.03241577610 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 JFE Holdings, Inc. JFE Holdings, Inc. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 167000.00000000 JPY 90437.02000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 30997.00000000 OU Notional Amount -6232103.71000000 -0.10452651629 N/A DE FR N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Airbus Group NV Airbus Group NV Y equity-performance leg 2027-01-04 0.00000000 EUR 0.00000000 EUR 30997.00000000 EUR 363168.33000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 5390.00000000 OU Notional Amount 10669483.68000000 0.178951444263 N/A DE DE N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Rheinmetall AG Rheinmetall AG Y equity-performance leg 2026-08-17 0.00000000 EUR 0.00000000 EUR 5390.00000000 EUR -349638.26000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 616764.00000000 OU Notional Amount -2071012.93000000 -0.03473558477 N/A DE NZ N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Meridian Energy Ltd. Meridian Energy Ltd. Y equity-performance leg 2027-10-09 0.00000000 NZD 0.00000000 NZD 616764.00000000 NZD 66443.35000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 162400.00000000 OU Notional Amount -2471916.04000000 -0.04145963935 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Tsuburaya Fields Holdings, Inc. Tsuburaya Fields Holdings, Inc. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 162400.00000000 JPY -67467.50000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 420738.00000000 OU Notional Amount 1698430.67000000 0.028486535102 N/A DE GB N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 TP ICAP Group PLC TP ICAP Group PLC Y equity-performance leg 2026-08-19 0.00000000 GBP 0.00000000 GBP 420738.00000000 GBP -5185.49000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 18857.00000000 OU Notional Amount USD -1657341.73000000 -0.02779738037 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Pinnacle Financial Partners, Inc. Pinnacle Financial Partners, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 18857.00000000 USD 508950.43000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 180096.00000000 OU Notional Amount 20851273.93000000 0.349723163409 N/A DE DE N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Siemens Energy AG Siemens Energy AG Y equity-performance leg 2028-02-15 0.00000000 EUR 0.00000000 EUR 180096.00000000 EUR 1152104.34000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 101629.00000000 OU Notional Amount USD 3650513.68000000 0.061227395339 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Andersons, Inc. Andersons, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 101629.00000000 USD -223583.80000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 37116.00000000 OU Notional Amount USD 6079229.64000000 0.101962471354 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Simon Property Group, Inc. Simon Property Group, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 37116.00000000 USD -66066.48000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 260978.00000000 OU Notional Amount -2555594.97000000 -0.04286312482 N/A DE FI N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Tokmanni Group Corp. Tokmanni Group Corp. Y equity-performance leg 2025-12-08 0.00000000 EUR 0.00000000 EUR 260978.00000000 EUR 758245.89000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 13009.03000000 0.000218190943 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 635000.00000000 EUR 739784.14000000 USD 2025-09-17 13009.03000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 470471.00000000 OU Notional Amount -12237135.42000000 -0.20524452004 N/A DE CA N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Element Fleet Management Corp. Element Fleet Management Corp. Y equity-performance leg 2026-08-18 0.00000000 CAD 0.00000000 CAD 470471.00000000 CAD 19624.10000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 60442.00000000 OU Notional Amount USD -4038734.44000000 -0.06773873813 N/A DE US N 2 BNP Paribas 549300FWX3HQBUJIR891 Hologic, Inc. Hologic, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 60442.00000000 USD -63070.78000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 225837.00000000 OU Notional Amount -8115024.07000000 -0.13610736199 N/A DE GB N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Shell PLC Shell PLC Y equity-performance leg 2028-02-15 0.00000000 GBP 0.00000000 GBP 225837.00000000 GBP -154675.84000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 111900.00000000 OU Notional Amount 1091706.95000000 0.018310402009 N/A DE JP N 2 BNP Paribas 549300FWX3HQBUJIR891 Autobacs Seven Co. Ltd. Autobacs Seven Co. Ltd. Y equity-performance leg 2027-03-24 0.00000000 JPY 0.00000000 JPY 111900.00000000 JPY -5601.00000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 5295101.00000000 OU Notional Amount -2487575.23000000 -0.04172227949 N/A DE AU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Nickel Industries Ltd. Nickel Industries Ltd. Y equity-performance leg 2027-05-12 0.00000000 AUD 0.00000000 AUD 5295101.00000000 AUD 184436.32000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1069500.00000000 OU Notional Amount 9904282.91000000 0.166117291548 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Japan Post Holdings Co. Ltd. Japan Post Holdings Co. Ltd. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 1069500.00000000 JPY 9578.85000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 302860.00000000 OU Notional Amount 7922371.48000000 0.132876141045 N/A DE AU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Technology One Ltd. Technology One Ltd. Y equity-performance leg 2027-05-12 0.00000000 AUD 0.00000000 AUD 302860.00000000 AUD -74360.56000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 402561.00000000 OU Notional Amount USD -3107770.92000000 -0.05212436808 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 DiamondRock Hospitality Co. DiamondRock Hospitality Co. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 402561.00000000 USD 88563.42000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 27435.00000000 OU Notional Amount -2042795.77000000 -0.03426231899 N/A DE AT N 2 UBS AG BFM8T61CT2L1QCEMIK50 Verbund AG Verbund AG Y equity-performance leg 2029-09-03 0.00000000 EUR 0.00000000 EUR 27435.00000000 EUR 29163.46000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 151300.00000000 OU Notional Amount 3468529.83000000 0.058175113357 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 COMSYS Holdings Corp. COMSYS Holdings Corp. Y equity-performance leg 2028-02-15 0.00000000 JPY 0.00000000 JPY 151300.00000000 JPY -53324.03000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 15003.00000000 OU Notional Amount 8245253.86000000 0.138291610992 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Japan Hotel REIT Investment Corp. Japan Hotel REIT Investment Corp. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 15003.00000000 JPY 15177.11000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 21268.00000000 OU Notional Amount USD -1583827.96000000 -0.02656438768 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Marriott Vacations Worldwide Corp. Marriott Vacations Worldwide Corp. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 21268.00000000 USD 76959.72000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 264989.00000000 OU Notional Amount USD 7324295.96000000 0.122845057883 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 United Natural Foods, Inc. United Natural Foods, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 264989.00000000 USD 1322546.15000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 25784.00000000 OU Notional Amount USD 625004.16000000 0.010482737539 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Carter's, Inc. Carter's, Inc. Y equity-performance leg 2026-06-25 0.00000000 USD 0.00000000 USD 25784.00000000 USD -48817.48000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 579500.00000000 OU Notional Amount 16640848.24000000 0.279104773542 N/A DE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 NEC Corp. NEC Corp. Y equity-performance leg 2028-04-18 0.00000000 JPY 0.00000000 JPY 579500.00000000 JPY 1477282.89000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 177045.00000000 OU Notional Amount -198730.59000000 -0.00333316280 N/A DE GB N 2 BNP Paribas 549300FWX3HQBUJIR891 JD Sports Fashion PLC JD Sports Fashion PLC Y equity-performance leg 2026-08-17 0.00000000 GBP 0.00000000 GBP 177045.00000000 GBP 51.26000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 530752.00000000 OU Notional Amount 1767291.32000000 0.029641484408 N/A DE AU N 2 BNP Paribas 549300FWX3HQBUJIR891 Ventia Services Group Pty. Ltd. Ventia Services Group Pty. Ltd. Y equity-performance leg 2027-03-22 0.00000000 AUD 0.00000000 AUD 530752.00000000 AUD -34110.15000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 404612.00000000 OU Notional Amount -14970958.45000000 -0.25109693374 N/A DE FR N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Renault SA Renault SA Y equity-performance leg 2027-01-04 0.00000000 EUR 0.00000000 EUR 404612.00000000 EUR 718427.67000000 N N N Singapore Exchange Derivatives Clearing Ltd. 549300ZLWT3FK3F0FW61 000000000 -643.00000000 NC 282482.40000000 0.004737870638 N/A DE SG N 2 Singapore Exchange Derivatives Clearing Ltd. 549300ZLWT3FK3F0FW61 Short SGX MSCI Singapore Index Futures QZQ5 Index 2025-08-28 -27410094.81000000 SGD 282482.40000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 847837.00000000 OU Notional Amount USD -7367703.53000000 -0.12357310129 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Coeur Mining, Inc. Coeur Mining, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 847837.00000000 USD 388604.73000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 170300.00000000 OU Notional Amount 3897271.15000000 0.065366077862 N/A DE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 MIXI, Inc. MIXI, Inc. Y equity-performance leg 2027-01-06 0.00000000 JPY 0.00000000 JPY 170300.00000000 JPY -70760.10000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 3620144.00000000 OU Notional Amount -4804711.30000000 -0.08058590764 N/A DE AU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Orora Ltd. Orora Ltd. Y equity-performance leg 2027-05-12 0.00000000 AUD 0.00000000 AUD 3620144.00000000 AUD 153733.58000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 25267.00000000 OU Notional Amount -547395.07000000 -0.00918105704 N/A DE IT N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 ERG SpA ERG SpA Y equity-performance leg 2026-08-19 0.00000000 EUR 0.00000000 EUR 25267.00000000 EUR -8343.07000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 322900.00000000 OU Notional Amount -6921091.34000000 -0.11608240176 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 East Japan Railway Co. East Japan Railway Co. Y equity-performance leg 2027-09-09 0.00000000 JPY 0.00000000 JPY 322900.00000000 JPY 18531.43000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 616500.00000000 OU Notional Amount -21680769.50000000 -0.36363568576 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Kobayashi Pharmaceutical Co. Ltd. Kobayashi Pharmaceutical Co. Ltd. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 616500.00000000 JPY 24668.03000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 226424.81000000 0.003797657691 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 5760000.00000000 EUR 6818904.58000000 USD 2025-09-17 226424.81000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 818900.00000000 OU Notional Amount 10388629.99000000 0.174240890786 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Asahi Group Holdings Ltd. Asahi Group Holdings Ltd. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 818900.00000000 JPY -178090.04000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 451416.00000000 OU Notional Amount 10772780.50000000 0.180683966256 N/A DE AU N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Netwealth Group Ltd. Netwealth Group Ltd. Y equity-performance leg 2028-02-15 0.00000000 AUD 0.00000000 AUD 451416.00000000 AUD 241954.88000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 37400.00000000 OU Notional Amount USD 2043162.00000000 0.034268461504 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Alarm.com Holdings, Inc. Alarm.com Holdings, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 37400.00000000 USD -90508.00000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 2043.00000000 OU Notional Amount -148963.20000000 -0.00249845077 N/A DE CH N 2 BNP Paribas 549300FWX3HQBUJIR891 Vontobel Holding AG Vontobel Holding AG Y equity-performance leg 2027-03-17 0.00000000 CHF 0.00000000 CHF 2043.00000000 CHF 411.91000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 26893.00000000 OU Notional Amount USD 5765859.20000000 0.096706538217 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 WD-40 Co. WD-40 Co. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 26893.00000000 USD -414690.06000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 1245840.00000000 OU Notional Amount -6700608.27000000 -0.11238440053 N/A DE AU N 2 BNP Paribas 549300FWX3HQBUJIR891 APA Group APA Group Y equity-performance leg 2026-09-07 0.00000000 AUD 0.00000000 AUD 1245840.00000000 AUD 43809.23000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 214956.00000000 OU Notional Amount USD 13477741.20000000 0.226052293202 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Synaptics, Inc. Synaptics, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 214956.00000000 USD -1153016.76000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1100.00000000 OU Notional Amount -15080.72000000 -0.00025293788 N/A DE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 Mitsubishi Pencil Co. Ltd. Mitsubishi Pencil Co. Ltd. Y equity-performance leg 2028-04-03 0.00000000 JPY 0.00000000 JPY 1100.00000000 JPY 9.13000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 12537.00000000 OU Notional Amount USD -699940.71000000 -0.01173959347 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Varonis Systems, Inc. Varonis Systems, Inc. Y equity-performance leg 2027-01-06 0.00000000 USD 0.00000000 USD 12537.00000000 USD -8106.17000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 2900.00000000 OU Notional Amount USD -278052.00000000 -0.00466356278 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Esquire Financial Holdings, Inc. Esquire Financial Holdings, Inc. Y equity-performance leg 2028-04-21 0.00000000 USD 0.00000000 USD 2900.00000000 USD 13814.73000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 6147.00000000 OU Notional Amount -305029.83000000 -0.00511604218 N/A DE GB N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 International Paper Co. International Paper Co. Y equity-performance leg 2028-02-15 0.00000000 GBP 0.00000000 GBP 6147.00000000 GBP 13807.79000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 237909.00000000 OU Notional Amount -5904102.86000000 -0.09902519799 N/A DE AU N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 National Australia Bank Ltd. National Australia Bank Ltd. Y equity-performance leg 2027-01-06 0.00000000 AUD 0.00000000 AUD 237909.00000000 AUD -100995.60000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 1581.00000000 OU Notional Amount -281566.81000000 -0.00472251411 N/A DE CH N 2 BNP Paribas 549300FWX3HQBUJIR891 Daetwyler Holding AG Daetwyler Holding AG Y equity-performance leg 2027-03-17 0.00000000 CHF 0.00000000 CHF 1581.00000000 CHF -40686.32000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 47347.00000000 OU Notional Amount 1197866.44000000 0.020090937471 N/A DE NO N 2 Citibank NA E57ODZWZ7FF32TWEFA76 DNB Bank ASA DNB Bank ASA Y equity-performance leg 2026-02-26 0.00000000 NOK 0.00000000 NOK 47347.00000000 NOK -5885.49000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 970300.00000000 OU Notional Amount 6842220.20000000 0.114759553834 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Tokyu Fudosan Holdings Corp. Tokyu Fudosan Holdings Corp. Y equity-performance leg 2027-09-09 0.00000000 JPY 0.00000000 JPY 970300.00000000 JPY 149126.35000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 30407.00000000 OU Notional Amount -901721.68000000 -0.01512391806 N/A DE NL N 2 UBS AG BFM8T61CT2L1QCEMIK50 JDE Peet's NV JDE Peet's NV Y equity-performance leg 2029-09-03 0.00000000 EUR 0.00000000 EUR 30407.00000000 EUR -47357.63000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 97700.00000000 OU Notional Amount -899502.07000000 -0.01508669016 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Shin Nippon Biomedical Laboratories Ltd. Shin Nippon Biomedical Laboratories Ltd. Y equity-performance leg 2028-02-15 0.00000000 JPY 0.00000000 JPY 97700.00000000 JPY -2936.96000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 31300.00000000 OU Notional Amount -2650694.94000000 -0.04445816705 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Nitori Holdings Co. Ltd. Nitori Holdings Co. Ltd. Y equity-performance leg 2027-09-09 0.00000000 JPY 0.00000000 JPY 31300.00000000 JPY 114360.07000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 127498.00000000 OU Notional Amount USD -567366.10000000 -0.00951601652 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Lumen Technologies, Inc. Lumen Technologies, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 127498.00000000 USD 8924.86000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 13112.00000000 OU Notional Amount USD -2151023.60000000 -0.03607754521 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Philip Morris International, Inc. Philip Morris International, Inc. Y equity-performance leg 2028-04-18 0.00000000 USD 0.00000000 USD 13112.00000000 USD -41073.34000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 142900.00000000 OU Notional Amount 1938784.11000000 0.032517807515 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Denso Corp. Denso Corp. Y equity-performance leg 2027-09-09 0.00000000 JPY 0.00000000 JPY 142900.00000000 JPY 47295.69000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 552300.00000000 OU Notional Amount 6118357.72000000 0.102618738015 N/A DE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 Shimizu Corp. Shimizu Corp. Y equity-performance leg 2029-09-03 0.00000000 JPY 0.00000000 JPY 552300.00000000 JPY 100215.23000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 2525029.00000000 OU Notional Amount 12342387.56000000 0.207009837192 N/A DE GB N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Barclays PLC Barclays PLC Y equity-performance leg 2025-12-08 0.00000000 GBP 0.00000000 GBP 2525029.00000000 GBP 859664.56000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 116423.00000000 OU Notional Amount 1266619.86000000 0.021244088287 N/A DE FR N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Valeo SE Valeo SE Y equity-performance leg 2026-12-10 0.00000000 EUR 0.00000000 EUR 116423.00000000 EUR -78380.67000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 365621.00000000 OU Notional Amount USD -9345272.76000000 -0.15674142325 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Norwegian Cruise Line Holdings Ltd. Norwegian Cruise Line Holdings Ltd. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 365621.00000000 USD -1233962.10000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 4.00000000 OU Notional Amount -91.56000000 -0.00000153566 N/A DE DE N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 SMA Solar Technology AG SMA Solar Technology AG Y equity-performance leg 2026-12-10 0.00000000 EUR 0.00000000 EUR 4.00000000 EUR 3.78000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 728298.00000000 OU Notional Amount -9133692.56000000 -0.15319274335 N/A DE SE N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Svenska Cellulosa AB SCA Svenska Cellulosa AB SCA Y equity-performance leg 2025-12-08 0.00000000 SEK 0.00000000 SEK 728298.00000000 SEK 260339.94000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 5133471.00000000 OU Notional Amount 8259138.87000000 0.138524494107 N/A DE AU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Ramelius Resources Ltd. Ramelius Resources Ltd. Y equity-performance leg 2027-05-12 0.00000000 AUD 0.00000000 AUD 5133471.00000000 AUD -700520.86000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 17200.00000000 OU Notional Amount -151101.30000000 -0.00253431156 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Kikkoman Corp. Kikkoman Corp. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 17200.00000000 JPY -102.66000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 3710.00000000 OU Notional Amount USD 692545.70000000 0.011615562378 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Waste Connections, Inc. Waste Connections, Inc. Y equity-performance leg 2027-02-05 0.00000000 USD 0.00000000 USD 3710.00000000 USD -19189.98000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 247000.00000000 OU Notional Amount -15584020.35000000 -0.26137937248 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Toho Co. Ltd. Toho Co. Ltd. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 247000.00000000 JPY 986511.06000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 8400.00000000 OU Notional Amount -234735.47000000 -0.00393704631 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Seibu Holdings, Inc. Seibu Holdings, Inc. Y equity-performance leg 2028-03-15 0.00000000 JPY 0.00000000 JPY 8400.00000000 JPY -152.82000000 N N N MORGAN STANLEY & CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 000000000 1159738.14000000 OU Notional Amount 11802.13000000 0.000197948492 N/A DE DE N 2 MORGAN STANLEY & CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Eurex Dow Jones EURO STOXX 50 Dividend Futures DEDZ5 Index Y Fixed payment equal to the notional value in field C.11.f.iv.1 equity-performance leg 2025-12-19 0.00000000 EUR 0.00000000 EUR 1159738.14000000 EUR 11802.13000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 173652.00000000 OU Notional Amount -1660572.32000000 -0.02785156469 N/A DE CA N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 InterRent Real Estate Investment Trust InterRent Real Estate Investment Trust Y equity-performance leg 2028-02-15 0.00000000 CAD 0.00000000 CAD 173652.00000000 CAD 28809.50000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 101022.00000000 OU Notional Amount -92921.33000000 -0.00155850148 N/A DE GB N 2 UBS AG BFM8T61CT2L1QCEMIK50 Aston Martin Lagonda Global Holdings PLC Aston Martin Lagonda Global Holdings PLC Y equity-performance leg 2028-04-24 0.00000000 GBP 0.00000000 GBP 101022.00000000 GBP 15121.87000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 416036.00000000 OU Notional Amount 6680143.04000000 0.112041152201 N/A DE GB N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Sage Group PLC Sage Group PLC Y equity-performance leg 2026-12-10 0.00000000 GBP 0.00000000 GBP 416036.00000000 GBP -388596.50000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 174310.00000000 OU Notional Amount USD 2830794.40000000 0.047478843539 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Broadstone Net Lease, Inc. Broadstone Net Lease, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 174310.00000000 USD 83597.79000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 7750.00000000 OU Notional Amount -391769.78000000 -0.00657086791 N/A DE CH N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Amrize Ltd. Amrize Ltd. Y equity-performance leg 2028-02-15 0.00000000 CHF 0.00000000 CHF 7750.00000000 CHF -78.35000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 27700.00000000 OU Notional Amount -373389.34000000 -0.00626258623 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 J Front Retailing Co. Ltd. J Front Retailing Co. Ltd. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 27700.00000000 JPY 12116.90000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 107055.00000000 OU Notional Amount USD -3283376.85000000 -0.05506967787 N/A DE US N 2 BNP Paribas 549300FWX3HQBUJIR891 Sable Offshore Corp. Sable Offshore Corp. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 107055.00000000 USD -899262.00000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 26496.00000000 OU Notional Amount USD -345507.84000000 -0.00579495023 N/A DE US N 2 BNP Paribas 549300FWX3HQBUJIR891 Garrett Motion, Inc. Garrett Motion, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 26496.00000000 USD -52462.08000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 748634.00000000 OU Notional Amount USD 12067980.08000000 0.202407401279 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 PagerDuty, Inc. PagerDuty, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 748634.00000000 USD 37431.70000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 353740.00000000 OU Notional Amount USD 4471273.60000000 0.074993401032 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Coursera, Inc. Coursera, Inc. Y equity-performance leg 2028-04-21 0.00000000 USD 0.00000000 USD 353740.00000000 USD 1489245.40000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 600100.00000000 OU Notional Amount 6222208.92000000 0.104360558218 N/A DE JP N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Astellas Pharma, Inc. Astellas Pharma, Inc. Y equity-performance leg 2026-08-19 0.00000000 JPY 0.00000000 JPY 600100.00000000 JPY 408872.45000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 17774.00000000 OU Notional Amount USD -636842.42000000 -0.01068129201 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 RCI Hospitality Holdings, Inc. RCI Hospitality Holdings, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 17774.00000000 USD 75717.24000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 3200.00000000 OU Notional Amount -69102.57000000 -0.00115900685 N/A DE JP N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 KeePer Technical Laboratory Co. Ltd. KeePer Technical Laboratory Co. Ltd. Y equity-performance leg 2026-08-19 0.00000000 JPY 0.00000000 JPY 3200.00000000 JPY -633.25000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 7817.00000000 OU Notional Amount USD -15698802.93000000 -0.26330453673 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Markel Group, Inc. Markel Group, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 7817.00000000 USD -77896.53000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 3100.00000000 OU Notional Amount -209579.09000000 -0.00351511675 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Square Enix Holdings Co. Ltd. Square Enix Holdings Co. Ltd. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 3100.00000000 JPY 1499.38000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 162321.00000000 OU Notional Amount USD 7620970.95000000 0.127820970451 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Exact Sciences Corp. Exact Sciences Corp. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 162321.00000000 USD -442176.78000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 2533332.00000000 OU Notional Amount USD -28043985.24000000 -0.47036124822 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Ford Motor Co. Ford Motor Co. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 2533332.00000000 USD 303999.84000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 72055.00000000 OU Notional Amount USD 2899493.20000000 0.048631078254 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Freeport-McMoRan, Inc. Freeport-McMoRan, Inc. Y equity-performance leg 2028-02-24 0.00000000 USD 0.00000000 USD 72055.00000000 USD -93203.33000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 319855.00000000 OU Notional Amount USD 6940853.50000000 0.116413858018 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Oceaneering International, Inc. Oceaneering International, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 319855.00000000 USD 335847.75000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 2347600.00000000 OU Notional Amount 11878181.24000000 0.199224044187 N/A DE JP N 2 BNP Paribas 549300FWX3HQBUJIR891 Rakuten Group, Inc. Rakuten Group, Inc. Y equity-performance leg 2027-03-24 0.00000000 JPY 0.00000000 JPY 2347600.00000000 JPY -659805.39000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 16411747.00000000 OU Notional Amount 3799306.82000000 0.063722993823 N/A DE AU N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Vault Minerals Ltd. Vault Minerals Ltd. Y equity-performance leg 2028-02-15 0.00000000 AUD 0.00000000 AUD 16411747.00000000 AUD -530724.01000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 92751.00000000 OU Notional Amount USD -1264196.13000000 -0.02120343683 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Bausch & Lomb Corp. Bausch & Lomb Corp. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 92751.00000000 USD 34317.87000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1652926.00000000 OU Notional Amount 8952417.42000000 0.150152348043 N/A DE SE N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Husqvarna AB Husqvarna AB Y equity-performance leg 2027-01-04 0.00000000 SEK 0.00000000 SEK 1652926.00000000 SEK -205610.22000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 1387.00000000 OU Notional Amount 20403560.31000000 0.342213990396 N/A DE CH N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Chocoladefabriken Lindt & Spruengli AG Chocoladefabriken Lindt & Spruengli AG Y equity-performance leg 2028-02-15 0.00000000 CHF 0.00000000 CHF 1387.00000000 CHF -2081185.25000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 18200.00000000 OU Notional Amount USD 3364270.00000000 0.056426439502 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 AMETEK, Inc. AMETEK, Inc. Y equity-performance leg 2026-08-19 0.00000000 USD 0.00000000 USD 18200.00000000 USD 153062.00000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 246564.00000000 OU Notional Amount 21442668.88000000 0.359642198257 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 TFI International, Inc. TFI International, Inc. Y equity-performance leg 2027-01-04 0.00000000 CAD 0.00000000 CAD 246564.00000000 CAD -717190.19000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 224800.00000000 OU Notional Amount 1689143.69000000 0.028330771381 N/A DE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 Keiyo Bank Ltd. Keiyo Bank Ltd. Y equity-performance leg 2028-04-03 0.00000000 JPY 0.00000000 JPY 224800.00000000 JPY 52092.87000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 421244.00000000 OU Notional Amount 1248372.68000000 0.020938041686 N/A DE GB N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Firstgroup PLC Firstgroup PLC Y equity-performance leg 2028-02-15 0.00000000 GBP 0.00000000 GBP 421244.00000000 GBP 15783.03000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 334869.00000000 OU Notional Amount -2782335.67000000 -0.04666608071 N/A DE BE N 2 UBS AG BFM8T61CT2L1QCEMIK50 Proximus SADP Proximus SADP Y equity-performance leg 2028-04-24 0.00000000 EUR 0.00000000 EUR 334869.00000000 EUR 379361.27000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 793218.00000000 OU Notional Amount -9947863.84000000 -0.16684824260 N/A DE SE N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Svenska Cellulosa AB SCA Svenska Cellulosa AB SCA Y equity-performance leg 2028-02-15 0.00000000 SEK 0.00000000 SEK 793218.00000000 SEK 217543.50000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 9095.00000000 OU Notional Amount USD -257206.60000000 -0.00431393813 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Thermon Group Holdings, Inc. Thermon Group Holdings, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 9095.00000000 USD -636.65000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 32599.00000000 OU Notional Amount -1576308.46000000 -0.02643826861 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Linamar Corp. Linamar Corp. Y equity-performance leg 2027-01-04 0.00000000 CAD 0.00000000 CAD 32599.00000000 CAD 41361.06000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -5205.21000000 -0.00008730317 N/A DFE XX N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 238688.87000000 USD 204000.00000000 EUR 2025-09-17 -5205.21000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 4597.00000000 OU Notional Amount USD 71207.53000000 0.001194311807 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Horizon Bancorp, Inc. Horizon Bancorp, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 4597.00000000 USD -2666.26000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 138700.00000000 OU Notional Amount 4529554.81000000 0.075970909130 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Dowa Holdings Co. Ltd. Dowa Holdings Co. Ltd. Y equity-performance leg 2028-02-15 0.00000000 JPY 0.00000000 JPY 138700.00000000 JPY 26265.70000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 13595.00000000 OU Notional Amount 868976.96000000 0.014574714830 N/A DE GB N 2 UBS AG BFM8T61CT2L1QCEMIK50 TBC Bank Group PLC TBC Bank Group PLC Y equity-performance leg 2028-04-24 0.00000000 GBP 0.00000000 GBP 13595.00000000 GBP -16335.73000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 94823.00000000 OU Notional Amount 6544185.21000000 0.109760830981 N/A DE ES N 2 UBS AG BFM8T61CT2L1QCEMIK50 ACS Actividades de Construccion y Servicios SA ACS Actividades de Construccion y Servicios SA Y equity-performance leg 2029-09-03 0.00000000 EUR 0.00000000 EUR 94823.00000000 EUR 130091.10000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 30816.00000000 OU Notional Amount 449660.34000000 0.007541823923 N/A DE FI N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Nordea Bank Abp Nordea Bank Abp Y equity-performance leg 2028-02-15 0.00000000 EUR 0.00000000 EUR 30816.00000000 EUR 2968.75000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 333047.00000000 OU Notional Amount -10801659.63000000 -0.18116833477 N/A DE DE N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Freenet AG Freenet AG Y equity-performance leg 2027-01-04 0.00000000 EUR 0.00000000 EUR 333047.00000000 EUR 95289.16000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 94451.00000000 OU Notional Amount 14072543.11000000 0.236028470498 N/A DE DE N 2 UBS AG BFM8T61CT2L1QCEMIK50 Nemetschek SE Nemetschek SE Y equity-performance leg 2029-09-03 0.00000000 EUR 0.00000000 EUR 94451.00000000 EUR 200656.84000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 2297619.00000000 OU Notional Amount -8114875.21000000 -0.13610486527 N/A DE PT N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Navigator Co. SA Navigator Co. SA Y equity-performance leg 2026-12-10 0.00000000 EUR 0.00000000 EUR 2297619.00000000 EUR 519682.44000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 450073.00000000 OU Notional Amount USD 4046156.27000000 0.067863219060 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Legalzoom.com, Inc. Legalzoom.com, Inc. Y equity-performance leg 2027-02-08 0.00000000 USD 0.00000000 USD 450073.00000000 USD 22503.65000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 62847.00000000 OU Notional Amount -377372.29000000 -0.00632938934 N/A DE CA N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Martinrea International, Inc. Martinrea International, Inc. Y equity-performance leg 2026-08-19 0.00000000 CAD 0.00000000 CAD 62847.00000000 CAD 13746.95000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1135642.00000000 OU Notional Amount 20054120.67000000 0.336353094954 N/A DE AU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Sonic Healthcare Ltd. Sonic Healthcare Ltd. Y equity-performance leg 2027-09-09 0.00000000 AUD 0.00000000 AUD 1135642.00000000 AUD -449776.11000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 473462.00000000 OU Notional Amount USD 24676839.44000000 0.413886575030 N/A DE US N 2 BNP Paribas 549300FWX3HQBUJIR891 Edison International Edison International Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 473462.00000000 USD 649891.25000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 147100.00000000 OU Notional Amount 3759839.63000000 0.063061039518 N/A DE JP N 2 BNP Paribas 549300FWX3HQBUJIR891 Sumitomo Corp. Sumitomo Corp. Y equity-performance leg 2026-09-07 0.00000000 JPY 0.00000000 JPY 147100.00000000 JPY 111645.30000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 9533.00000000 OU Notional Amount -93926.61000000 -0.00157536231 N/A DE SE N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Hoist Finance AB Hoist Finance AB Y equity-performance leg 2028-02-15 0.00000000 SEK 0.00000000 SEK 9533.00000000 SEK 8688.99000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 74808.00000000 OU Notional Amount USD -1002427.20000000 -0.01681297807 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Enovix Corp. Enovix Corp. Y equity-performance leg 2027-01-04 0.00000000 USD 0.00000000 USD 74808.00000000 USD 96502.32000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 16755.00000000 OU Notional Amount USD -352022.55000000 -0.00590421670 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 nLight, Inc. nLight, Inc. Y equity-performance leg 2028-04-21 0.00000000 USD 0.00000000 USD 16755.00000000 USD -31282.31000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 99200.00000000 OU Notional Amount -1720635.91000000 -0.02885896734 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Sekisui Chemical Co. Ltd. Sekisui Chemical Co. Ltd. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 99200.00000000 JPY -26523.40000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 113400.00000000 OU Notional Amount -2019304.26000000 -0.03386831308 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 MonotaRO Co. Ltd. MonotaRO Co. Ltd. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 113400.00000000 JPY 140401.06000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 33400.00000000 OU Notional Amount -143714.35000000 -0.00241041565 N/A DE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 North Pacific Bank Ltd. North Pacific Bank Ltd. Y equity-performance leg 2027-01-06 0.00000000 JPY 0.00000000 JPY 33400.00000000 JPY 1568.05000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1291400.00000000 OU Notional Amount 26300629.24000000 0.441121213425 N/A DE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Marui Group Co. Ltd. Marui Group Co. Ltd. Y equity-performance leg 2027-01-06 0.00000000 JPY 0.00000000 JPY 1291400.00000000 JPY -225652.42000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 119400.00000000 OU Notional Amount -1808566.94000000 -0.03033377018 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Lifenet Insurance Co. Lifenet Insurance Co. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 119400.00000000 JPY -29363.05000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 65000.00000000 OU Notional Amount -1688969.84000000 -0.02832785552 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Mitsui-Soko Holdings Co. Ltd. Mitsui-Soko Holdings Co. Ltd. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 65000.00000000 JPY -3496.83000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -6112.64000000 -0.00010252283 N/A DFE AU N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 429958.82000000 USD 659000.00000000 AUD 2025-09-17 -6112.64000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1965.00000000 OU Notional Amount -290243.69000000 -0.00486804507 N/A DE FR N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Legrand SA Legrand SA Y equity-performance leg 2026-06-25 0.00000000 EUR 0.00000000 EUR 1965.00000000 EUR -2506.55000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 39467.00000000 OU Notional Amount USD -3543741.93000000 -0.05943659088 N/A DE US N 2 BNP Paribas 549300FWX3HQBUJIR891 Public Service Enterprise Group, Inc. Public Service Enterprise Group, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 39467.00000000 USD -32238.00000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 316.00000000 OU Notional Amount USD -228654.44000000 -0.00383505364 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Goldman Sachs Group, Inc. Goldman Sachs Group, Inc. Y equity-performance leg 2028-02-24 0.00000000 USD 0.00000000 USD 316.00000000 USD 2261.77000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 71100.00000000 OU Notional Amount -1361125.16000000 -0.02282915654 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 GungHo Online Entertainment, Inc. GungHo Online Entertainment, Inc. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 71100.00000000 JPY -15917.92000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 119272.00000000 OU Notional Amount USD -21214910.64000000 -0.35582217591 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 MSA Safety, Inc. MSA Safety, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 119272.00000000 USD -422222.88000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 2052130.00000000 OU Notional Amount 10590617.57000000 0.177628680697 N/A DE ES N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Telefonica SA Telefonica SA Y equity-performance leg 2028-02-15 0.00000000 EUR 0.00000000 EUR 2052130.00000000 EUR -132100.50000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 45816.00000000 OU Notional Amount -1258195.74000000 -0.02110279668 N/A DE DE N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Lanxess AG Lanxess AG Y equity-performance leg 2027-01-04 0.00000000 EUR 0.00000000 EUR 45816.00000000 EUR 112704.09000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 479.00000000 OU Notional Amount -68537.36000000 -0.00114952699 N/A DE FR N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 BioMerieux BioMerieux Y equity-performance leg 2028-02-15 0.00000000 EUR 0.00000000 EUR 479.00000000 EUR 215.51000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 1316.00000000 OU Notional Amount USD 219824.64000000 0.003686957869 N/A DE US N 2 BNP Paribas 549300FWX3HQBUJIR891 Constellation Brands, Inc. Constellation Brands, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 1316.00000000 USD -5820.01000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 13399.00000000 OU Notional Amount USD -1964025.42000000 -0.03294116154 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 KKR & Co., Inc. KKR & Co., Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 13399.00000000 USD -12322.78000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1628246.00000000 OU Notional Amount USD -26556692.26000000 -0.44541597113 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 ARMOUR Residential REIT, Inc. ARMOUR Residential REIT, Inc. Y equity-performance leg 2027-01-04 0.00000000 USD 0.00000000 USD 1628246.00000000 USD 609826.21000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 75513.00000000 OU Notional Amount USD -3979535.10000000 -0.06674583091 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Community Financial System, Inc. Community Financial System, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 75513.00000000 USD 279398.10000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 3700.00000000 OU Notional Amount -127604.54000000 -0.00214021759 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Juroku Financial Group, Inc. Juroku Financial Group, Inc. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 3700.00000000 JPY 3238.22000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 467018.00000000 OU Notional Amount -9858744.59000000 -0.16535351062 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Barrick Mining Corp. Barrick Mining Corp. Y equity-performance leg 2027-01-06 0.00000000 CAD 0.00000000 CAD 467018.00000000 CAD 201579.11000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 175200.00000000 OU Notional Amount -2939797.73000000 -0.04930707665 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Welcia Holdings Co. Ltd. Welcia Holdings Co. Ltd. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 175200.00000000 JPY 181323.96000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 5404.00000000 OU Notional Amount USD -154554.40000000 -0.00259222788 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Douglas Dynamics, Inc. Douglas Dynamics, Inc. Y equity-performance leg 2028-04-21 0.00000000 USD 0.00000000 USD 5404.00000000 USD 3499.09000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 101.00000000 OU Notional Amount -93440.83000000 -0.00156721468 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Japan Excellent, Inc. Japan Excellent, Inc. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 101.00000000 JPY -846.01000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 33925.00000000 OU Notional Amount USD 525498.25000000 0.008813797707 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Horizon Bancorp, Inc. Horizon Bancorp, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 33925.00000000 USD 2374.75000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 372835.00000000 OU Notional Amount USD 18406863.95000000 0.308724863078 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Buckle, Inc. Buckle, Inc. Y equity-performance leg 2027-02-08 0.00000000 USD 0.00000000 USD 372835.00000000 USD -111850.50000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 27913.00000000 OU Notional Amount -1543531.20000000 -0.02588851961 N/A DE FR N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Eramet SA Eramet SA Y equity-performance leg 2028-02-15 0.00000000 EUR 0.00000000 EUR 27913.00000000 EUR 98229.02000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 41100.00000000 OU Notional Amount 2927224.42000000 0.049096193719 N/A DE AU N 2 UBS AG BFM8T61CT2L1QCEMIK50 JB Hi-Fi Ltd. JB Hi-Fi Ltd. Y equity-performance leg 2029-09-03 0.00000000 AUD 0.00000000 AUD 41100.00000000 AUD 39316.18000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 39560.00000000 OU Notional Amount USD -5756375.60000000 -0.09654747673 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Emerson Electric Co. Emerson Electric Co. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 39560.00000000 USD -230239.20000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 147300.00000000 OU Notional Amount 4339697.72000000 0.072786575054 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Kissei Pharmaceutical Co. Ltd. Kissei Pharmaceutical Co. Ltd. Y equity-performance leg 2028-02-15 0.00000000 JPY 0.00000000 JPY 147300.00000000 JPY 240289.29000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 18761.00000000 OU Notional Amount USD 2485644.89000000 0.041689903310 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Palomar Holdings, Inc. Palomar Holdings, Inc. Y equity-performance leg 2026-08-19 0.00000000 USD 0.00000000 USD 18761.00000000 USD -176165.79000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 96302.00000000 OU Notional Amount USD -728043.12000000 -0.01221093463 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Piedmont Realty Trust, Inc. Piedmont Realty Trust, Inc. Y equity-performance leg 2027-01-04 0.00000000 USD 0.00000000 USD 96302.00000000 USD -7704.16000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 457035.00000000 OU Notional Amount 10906874.67000000 0.182933029670 N/A DE AU N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Netwealth Group Ltd. Netwealth Group Ltd. Y equity-performance leg 2025-12-08 0.00000000 AUD 0.00000000 AUD 457035.00000000 AUD 414769.55000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 153200.00000000 OU Notional Amount 1594124.96000000 0.026737091736 N/A DE JP N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Oki Electric Industry Co. Ltd. Oki Electric Industry Co. Ltd. Y equity-performance leg 2026-08-19 0.00000000 JPY 0.00000000 JPY 153200.00000000 JPY -40227.93000000 N N N United States Treasury 254900HROIFWPRGM1V77 91282CLT6 40200000.00000000 PA USD 40243894.38000000 0.674981399109 Long DBT UST US N 2 2026-10-31 Floating 4.49000000 N N N N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 4684.00000000 OU Notional Amount -8651.89000000 -0.00014511182 N/A DE AU N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Sigma Healthcare Ltd. Sigma Healthcare Ltd. Y equity-performance leg 2026-02-25 0.00000000 AUD 0.00000000 AUD 4684.00000000 AUD 29.35000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 53979.00000000 OU Notional Amount -6551671.27000000 -0.10988638918 N/A DE FR N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Aeroports de Paris SA Aeroports de Paris SA Y equity-performance leg 2028-02-15 0.00000000 EUR 0.00000000 EUR 53979.00000000 EUR 136173.37000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 120705.00000000 OU Notional Amount USD 8712486.90000000 0.146128168957 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Cabot Corp. Cabot Corp. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 120705.00000000 USD -524582.52000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 13221.00000000 OU Notional Amount USD -547084.98000000 -0.00917585613 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 NBT Bancorp, Inc. NBT Bancorp, Inc. Y equity-performance leg 2028-04-21 0.00000000 USD 0.00000000 USD 13221.00000000 USD 13934.32000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 22600.00000000 OU Notional Amount -363578.29000000 -0.00609803267 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Yakult Honsha Co. Ltd. Yakult Honsha Co. Ltd. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 22600.00000000 JPY 46721.16000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 79600.00000000 OU Notional Amount -4175226.66000000 -0.07002802228 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 ITOCHU Corp. ITOCHU Corp. Y equity-performance leg 2027-09-09 0.00000000 JPY 0.00000000 JPY 79600.00000000 JPY -44379.59000000 N N N United States Treasury 254900HROIFWPRGM1V77 912797PY7 22391300.00000000 PA USD 22244218.72000000 0.373086007332 Long STIV UST US N 2 2025-09-25 None 0.00000000 N N N N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 86123.00000000 OU Notional Amount -9140201.39000000 -0.15330191119 N/A DE CH N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Galenica AG Galenica AG Y equity-performance leg 2026-12-10 0.00000000 CHF 0.00000000 CHF 86123.00000000 CHF 521398.33000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 80499.00000000 OU Notional Amount 540300.74000000 0.009062069042 N/A DE CA N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 NexGen Energy Ltd. NexGen Energy Ltd. Y equity-performance leg 2025-12-08 0.00000000 CAD 0.00000000 CAD 80499.00000000 CAD -48026.46000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 7600.00000000 OU Notional Amount -254513.34000000 -0.00426876605 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Tokyo Gas Co. Ltd. Tokyo Gas Co. Ltd. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 7600.00000000 JPY -2959.12000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 60806.00000000 OU Notional Amount 766644.22000000 0.012858362646 N/A DE DE N 2 UBS AG BFM8T61CT2L1QCEMIK50 Grand City Properties SA Grand City Properties SA Y equity-performance leg 2028-04-24 0.00000000 EUR 0.00000000 EUR 60806.00000000 EUR -18280.09000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 462400.00000000 OU Notional Amount -8233917.89000000 -0.13810148106 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 MonotaRO Co. Ltd. MonotaRO Co. Ltd. Y equity-performance leg 2027-09-09 0.00000000 JPY 0.00000000 JPY 462400.00000000 JPY 129385.11000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1300.00000000 OU Notional Amount -87888.00000000 -0.00147408112 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Square Enix Holdings Co. Ltd. Square Enix Holdings Co. Ltd. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 1300.00000000 JPY 1031.59000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 12187.00000000 OU Notional Amount USD -394127.58000000 -0.00661041356 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Xometry, Inc. Xometry, Inc. Y equity-performance leg 2028-04-21 0.00000000 USD 0.00000000 USD 12187.00000000 USD 28395.71000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 438232.00000000 OU Notional Amount USD 7660295.36000000 0.128480530011 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Grindr, Inc. Grindr, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 438232.00000000 USD -2037778.80000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 2800.00000000 OU Notional Amount -191615.21000000 -0.00321382173 N/A DE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Uchida Yoko Co. Ltd. Uchida Yoko Co. Ltd. Y equity-performance leg 2027-01-06 0.00000000 JPY 0.00000000 JPY 2800.00000000 JPY 37.98000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 5197.00000000 OU Notional Amount USD -1807724.48000000 -0.03031964022 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Constellation Energy Corp. Constellation Energy Corp. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 5197.00000000 USD -156169.85000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 13334.00000000 OU Notional Amount USD -399619.98000000 -0.00670253357 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Distribution Solutions Group, Inc. Distribution Solutions Group, Inc. Y equity-performance leg 2028-04-21 0.00000000 USD 0.00000000 USD 13334.00000000 USD -26267.98000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 88937.00000000 OU Notional Amount -1635905.54000000 -0.02743784683 N/A DE GB N 2 Citibank NA E57ODZWZ7FF32TWEFA76 GSK PLC GSK PLC Y equity-performance leg 2026-06-25 0.00000000 GBP 0.00000000 GBP 88937.00000000 GBP 37267.23000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 16524.00000000 OU Notional Amount 4497964.28000000 0.075441064281 N/A DE CH N 2 BNP Paribas 549300FWX3HQBUJIR891 Sonova Holding AG Sonova Holding AG Y equity-performance leg 2026-08-17 0.00000000 CHF 0.00000000 CHF 16524.00000000 CHF -228181.97000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 27667.00000000 OU Notional Amount 3831475.72000000 0.064262539249 N/A DE AU N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Macquarie Group Ltd. Macquarie Group Ltd. Y equity-performance leg 2028-02-15 0.00000000 AUD 0.00000000 AUD 27667.00000000 AUD -127162.78000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 12500.00000000 OU Notional Amount -398773.98000000 -0.00668834423 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 TIS, Inc. TIS, Inc. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 12500.00000000 JPY 2573.22000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1090.00000000 OU Notional Amount USD -1040056.20000000 -0.01744410176 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Graham Holdings Co. Graham Holdings Co. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 1090.00000000 USD -21766.38000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 158974.00000000 OU Notional Amount USD -6346242.08000000 -0.10644087567 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Northwest Natural Holding Co. Northwest Natural Holding Co. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 158974.00000000 USD 182042.49000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 170145.00000000 OU Notional Amount 2011504.14000000 0.033737487379 N/A DE IT N 2 BNP Paribas 549300FWX3HQBUJIR891 Infrastrutture Wireless Italiane SpA Infrastrutture Wireless Italiane SpA Y equity-performance leg 2027-03-22 0.00000000 EUR 0.00000000 EUR 170145.00000000 EUR -42962.01000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 25000.00000000 OU Notional Amount -673705.63000000 -0.01129957166 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 TOPPAN Holdings, Inc. TOPPAN Holdings, Inc. Y equity-performance leg 2028-03-15 0.00000000 JPY 0.00000000 JPY 25000.00000000 JPY -27607.08000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 35600.00000000 OU Notional Amount -433302.48000000 -0.00726746550 N/A DE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 Japan Investment Adviser Co. Ltd. Japan Investment Adviser Co. Ltd. Y equity-performance leg 2028-04-03 0.00000000 JPY 0.00000000 JPY 35600.00000000 JPY -424.85000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC 66228.84000000 0.001110807882 N/A DFE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 188462000.00000000 JPY 1322110.78000000 USD 2025-09-17 66228.84000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 123500.00000000 OU Notional Amount 3888606.93000000 0.065220759239 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Kinden Corp. Kinden Corp. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 123500.00000000 JPY -971.07000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 130269.00000000 OU Notional Amount -8008266.30000000 -0.13431679202 N/A DE DE N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 KION Group AG KION Group AG Y equity-performance leg 2025-12-08 0.00000000 EUR 0.00000000 EUR 130269.00000000 EUR 33985.45000000 N N N BNP Paribas 549300FWX3HQBUJIR891 000000000 42126.00000000 OU Notional Amount USD -2383910.34000000 -0.03998358412 N/A DE US N 2 BNP Paribas 549300FWX3HQBUJIR891 Tempus AI, Inc. Tempus AI, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 42126.00000000 USD -29488.20000000 N N N 2025-09-23 BlackRock Funds Chuck Pulsfort Chuck Pulsfort Assistant Treasurer XXXX